CTAs caught offguard as market environment turns choppy again
Fri Apr 20, 2012
March saw a widespread reversal of fortunes in managed
futures: following a strong start to the year for most
systematic strategies, last month was overwhelmingly negative
with most CTAs losing money and a median loss for the strategy
set of -1.48%.
The three Superfund strategies all lost big, with Superfund
Green Gold taking the largest hit (-16.54%). Discus was
ISSN: 2151-1845 / CDC10004H
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