After Losing over 90% of their Assets, Quantitative Hedge Fund QCM Roars Back

After seeing assets under management drop from near $1 billion to $55 million in two years, quantitative hedge fund Quality Capital Management (QCM) is now finding a market environment they like. As previously reported in ValueWalk, the firm has been staging a comeback amid rocky market environments.

After superlative performance during the 2008 crisis, managed futures generally struggled until 2014, when it went on another strong run. Many managers struggled to maintain their assets under management during the period as a result of generally lackluster performance.

QCM’s Diversified Programme up 12.65% YTD

QCM is no different from other managed futures CTAs in the space, as asset losses came after years of overall lackluster performance among momentum trading strategies in...