Market volatility yields winners and losers in CTAs

Fri Oct 21, 2011



September’s volatile markets produced a topsy-turvy set of returns in managed futures. Roughly the same number of CTAs posted decent gains as those that ended up in negative territory by month-end – with several outliers at both ends of the spectrum.

It was a good month for A2CT2 Systematic, which returned 8.41% with its Commodities Absolute Returns 1.5X...

ISSN: 2151-1845 / CDC10004H

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