Strategic Analysis: Kettera Heat Map for July 2020
In the dynamic world of hedge funds, July 2025 proved to be a lucrative month for many strategies. According to various sources, Model-driven quant macro managers faced some challenges, yet those that performed well capitalised on the slide in USD vs. EUR and/or GBP.
The S&P GSCI Metals & Energy Index and S&P GSCI Ag Commodities Index, two financial benchmarks, were among the areas of interest in this month. Systematic Trend Programs, in particular, saw gains across nearly all asset classes, with notable success in precious metals, bonds and rates, and North American equities.
In the energy sector, choppy sideways markets presented a challenge for directional managers, but most energy spread programs managed to fare quite well. Meanwhile, both spread/RV traders and directional programs turned in profitable numbers, especially those long precious metals.
Discretionary Macro managers, on the other hand, experienced mixed fortunes. In this category, many successful programs were short USD and long EUR, CHF, GBP, or emerging markets. However, the fixed income markets, especially yield curve trades, posed more challenges for Discretionary Macro managers in July.
July was a good month for Equity Long-Short generalists, with many reaping benefits from long positions in the U.S. information technology, healthcare, and industrial sectors.
The CBOE Eurekahedge Relative Value Volatility Hedge Fund Index, the Eurekahedge-Mizuho Multi-Strategy Index, the Hedge Fund Intelligence Global Macro Index, the HFI Currency Index, the Societe Generale Trend Index, the SG CTA Index, and the Societe Generale Short-term Traders Index are some of the benchmark sources mentioned in the reports.
It is important to note that the views expressed in this article are those of the author and do not necessarily reflect the views of AlphaWeek or its publisher, The Sortino Group.
For more detailed performance data and rankings, it is advisable to consult Kettera Strategies' official July 2025 performance heat map or report directly from their website or subscription platform. As a leading provider of hedge fund and alternative investment manager analytics, Kettera Strategies typically highlights the top managers in categories like Discretionary Macro, Systematic Trend Following, Metals & Energy Specialists, and Equity Long-Short based on recent monthly returns and risk-adjusted performance. However, the exact top-performing strategies for July 2025 could not be found in the provided search data.
In conclusion, July 2025 was a month of mixed fortunes for hedge funds, with many strategies recording profits. For a comprehensive understanding of the top-performing strategies, it is recommended to refer to Kettera Strategies' official July 2025 performance heat map or report.
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Investors in the realm of hedge funds could have leveraged data-and-cloud-computing technology to analyze and identify profitable opportunities in July 2025, such as by referring to Kettera Strategies' performance heat map or report. The top-performing strategies in sectors like Discretionary Macro, Systematic Trend Following, Metals & Energy Specialists, and Equity Long-Short were likely influenced by advancements in finance and investing, including the rise of technology in areas like data analysis and portfolio management.
