CTAs rebound powerfully with hefty gains to repair June damage


Having been thrown off course during a generally terrible month for managed futures strategies in June, most CTA strategies made a powerful recovery in July and there were some strong monthly gains recorded, including several returns in the double digits.

Quantisquare and Hasenbichler were the top performers, returning 14.05% and 14.85% respectively, and Key Trends also had a strong month with a gain of 13.00%. Mulvaney Global Markets was up 11.38% and Estlander & Partners Global Markets XL returned 11.36%.

CCP Quantitative was up 9.03% with its Aristarchus class and is now up almost 19% for the year,