Hi woolly
Personally, I use GMO Systematic Global Macro Trust - Class B and Winton Global Alpha Fund. Two Trees are a bit young yet, need to scale.
Many of these funds tend to struggle in markets with low vol and low dispersion, which is what we've had for a long time. The effect of QE has flattened returns for many of these guys. Once we get a bit more normalisation, performance should pick up. But yes, it has been very tough. Fortunately for me, GMO and Winton have generally been the standouts in this cohort over the last 5 years or so.
