CTA strategies end tough 2011 on more positive note


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