Performance

CTAs and commodity strategies beat the retreat again in April

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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 this year except Amplitude.

GLC Behavioural Trend lost 2.60%, Rivoli International was off by 2.53%, IPM Systematic Futures was down 2.12%, and Oxeye Growth dropped 2.01%. ISAM Systematic