April was another difficult month for many in the managed
futures space, and the majority of funds lost ground - though
some were able to minimise these losses, leading to a median
loss for the strategy set of -0.32%.
Among the biggest losers in April were Amplitude Dynamic
Trading (-5.47%), Discus (-4.00%), GSA Quantitative Futures
(-3.55%), and A2CT2 Systematic (-3.14%). All of these funds are
also down so far...