Upturn proves to be short-lived for CTAs as funds slide again

Mon Jul 27, 2009

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CTAs struggled again in June, ending a short-lived upturn in what is becoming a very difficult year for most managed futures and trend-following strategies.

Most of the big-name managed futures programmes laboured. Winton Futures lost 1.27% in June for a year-to-date loss of 7.01%. Man AHL Alpha declined by 2.69%, bringing its year-to-date return down...

ISSN: 2151-1845 / CDC10004H

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