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Strong start for ex-BlueCrest's Braga as hedge fund gains 9.5 percent

Published 05/02/2015, 15:03
© Reuters.  Strong start for ex-BlueCrest's Braga as hedge fund gains 9.5 percent

By Nishant Kumar

LONDON (Reuters) - Leda Braga, one of Europe's best-known hedge fund managers, achieved a 9.5 percent return for her BlueTrend hedge fund in January, a strong start for her business that spun out of BlueCrest Capital Management last month.

The gain in the $7.6 billion (5 billion pound) fund, which uses complex computer models to evaluate risk, pricing and timing in markets, marks its third-best monthly performance since launch over 10 years ago, according to a letter to investors seen by Reuters.

The hedge fund did not disclose how it made money but the letter showed that fixed-income securities contributed most to the gains, followed by interest rates trading and equities.

The hedge fund also avoided loss during the week of Jan. 16 when a surprise move in the Swiss franc led to heavy losses for some of the world's best known hedge funds such as Harness, Fortress and COMAC Capital.

The performance comes after the BlueTrend fund was forced to cut fees after losing 11.5 percent in 2013 and seeing outflows. The fund gained 12.7 percent last year.

January's return make the fund one of the top performers in a month when similar strategies, as measured by industry tracker Eurekahedge, gained 4.7 percent on average.

Brazilian-born Braga was the head of systematic trading at billionaire fund manager Michael Platt's firm BlueCrest. She spun out of the firm last month with about $8.9 billion in assets to start Systematica Investments.

Ed Orlebar, a spokesman for Systematica, declined comment.

BlueCrest holds a stake in Systematica.

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