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

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