FRM Sigma Fund: Financial Risk Management

Hedge Funds Review 2009 European Fund of Hedge Funds Awards


The FRM Sigma fund offers investors a fund of CTAs providing exposure to trend following strategies. It targets an annualised return of at least 15% over each five year period with a volatility of 15% to 20%. Financial Risk Management (FRM) started out as a hedge fund research firm in 1991 before taking on institutional assets in 1998. Its research heritage and institutional focus remain key parts of the FRM culture. Early on the company built a significant global investment, client service a