Qualitative Hedge Fund Research (QHFR) Services
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Mountjoy Top 8 Systematic Macro
The Mountjoy Top 8 Systematic Macro model portfolio consists of the best Systematic Global Macro managers after the qualitative assessment of at least 260 in the strategy type.
The portfolio is subject to changes, given the ongoing research and screening undertaken at Mountjoy Capital. Changes are subject to the liquidity constraints of the underlying managers.
The model portfolio is not equally-weighted to compensate for the volatility of the return profiles.
One manager is allocated 25% of the portfolio
Two Managers are allocated 16.67% each
Five managers are allocated 8.33% each
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
| 06 | 3.59 | -1.55 | 4.10 | 5.67 | -3.60 | -0.63 | -2.06 | 2.88 | -0.02 | 3.58 | 3.69 | 2.42 | 19.09% |
| 07 | 1.89 | -4.39 | -3.43 | 4.86 | 4.06 | 3.52 | -2.93 | -0.54 | 5.57 | 3.47 | 0.97 | 1.02 | 14.33% |
| 08 | 4.51 | 8.37 | -0.76 | -0.37 | 2.43 | 2.86 | -4.46 | -0.25 | 2.73 | 8.90 | 5.37 | 3.54 | 37.24% |
| 09 | -0.48 | 0.28 | -1.93 | -2.52 | 2.26 | -2.78 | 0.46 | 1.87 | 2.17 | -1.11 | 4.24 | -1.94 | 0.25% |
| 10 | -3.00 | 1.42 | 3.37 | 1.66 | -1.58 | -0.02 | -0.48 | 3.40 | 1.24 | 3.72 | -2.47 | 3.95 | 11.45% |
| 11 | 0.22 | 2.27 | -1.47 | 2.49 | -2.46 | -3.03 | 3.97 | 1.31 | -0.10 | -4.10 | 1.07 | 1.10 | 0.34% |
12 -0.34 -0.34%
Mountjoy Capital is a Canadian Registered Company
Call us at +001 438 402 2022
e-mail us at: info@mountjoycapital.com
ph: +14384022022
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