CTAs thrown off course as June losses erase YTD gains

Mon Jul 23, 2012

June was a disastrous month for most CTAs, with sizeable drawdowns for the majority leading to a median loss of more than 5% across the managed futures peer group.

Last month’s poor showing has also severely hampered many CTA strategies on a year-to-date basis, with double-digit losses at the half-year stage for funds including Mulvaney Global Markets (-18.09%), Palm Trend (-15.09%), IPM Systematic Futures (-14.58%), ISAM Systematic (-10.43%),...

ISSN: 2151-1845 / CDC10004H


The full contents of this article are only available to active EuroHedge subscribers and trialists.

To continue reading please,
take a free trialsubscribe or log in to EuroHedge.


Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.

Subscribe now

Popular Searches on HFI