Performance

Managed futures funds make hay on back of trending May markets

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Most managed futures funds prospered in May’s sharply trending markets, with the CTA index producing a median return of almost 4% on the month.

The Superfund Green Master fund led the way with a 36.15% monthly gain, while TOMAC2 was up 14.25% and Cardwell Investment Technologies Global 3x made 12.01%. Palm Trend returned 11.02%, while GLC Directional was up 8.93%, Amplitude Dynamic Trading gained 8.62%, and Molinero Global Markets was up 8.59%.

Transtrend Diversified made 7.53% with its Enhanced Risk portfolio, and 4.83% in the Standard Risk version. Rivoli International was up 7.06%, Brummer & Partners Lynx gained