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

Free Trial

Take a trial today and access

  • Performance news, fund launches, regulation changes and people moves
  • Profiles of fund managers, investors and distributors
  • Live league tables
  • Investor mandates

Popular Searches on HFI