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 down...

ISSN: 2151-1845 / CDC10004H

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