October was another poor month for managed futures funds in general, and a terrible one for many individual CTAs. Only a handful of strategies avoided a monthly loss, with some funds down by double digits.
At the bottom of the pile was Mulvaney Global Markets, which was down 15.07% for the month and is now trailing on a year-to-date basis at -33.59%. Also among the worst performers was Superfund Green Gold, which lost 11.92%, while QCM Global Diversified lost 10.91% on the month.
Quantisquare made a monthly loss of 8.06%, while ISAM Systematic Gold was down 7.81% and