Lynx has shown good performance since inception in 2000. The return is 15.8% annualised after fees.
In common with other managed futures funds, Lynx performs well in times of market turbulence and weak stockmarket performance. This is an appealing concept now as well as for future investors, according to the portfolio managers of the fund. Their goal is for Lynx in the longer term to generate an average annual return of 15%-20%.
The Lynx program is managed with the aid of statistical models. The
The week on Risk.net, December 2–8, 2017Receive this by email