Whipsawing markets take heavy toll on CTA strategies
Thu Apr 21, 2011
Managed futures strategies generally fell victim to the
whipsawing markets in March. Altis lost 8.05% in its Global
Futures Portfolio and 7.28% in its Global Commodities
Portfolio. Rivoli International lost 7.18% and Brummer...
ISSN: 2151-1845 / CDC10004H
The full contents of this article are only available to active EuroHedge subscribers and trialists.
TAKE A FREE TRIAL
To continue reading please, take a free trial, subscribe or log in to EuroHedge.
Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.