CTA strategies end tough 2011 on more positive note

by

There were more winners than losers in managed futures last month, but the same could not be said for 2011 as a whole.

The best performers in Dec-ember included Quantisquare (5.59%), Rivoli International (4.47%), Oxeye Growth (3.54%), Lyxor Epsilon (3.29%) and Brummer & Partners Lynx (2.88%). At the other end of the spectrum were losses from Superfund Green Gold (-20.20%), ISAM Systematic Gold (-9.27%), QCM Global Natural Resources (-4.88%) and Amplitude Dynamic Trading (-4.39%).

Only a handful of CTAs made double-digit returns in a tricky year for managed futures players. Oxeye Growth made 25.94%, White Tiger was up