CTAs end bumpy year on upswing


Most CTAs made money in December and the vast majority also had a profitable, albeit volatile, year – with most of the major players making good double-digit returns.

ISAM Systematic was up 6.82% in December and 17.7% for the year. Brummer & Partners Lynx was up 5.28%, for a 19.01% annual return.

BlueTrend made 6.71% to end the year up 15.98%. Aspect Diversified returned 6.17% and 15.37% for the year. And Winton Futures was up 3.75% for a 14.47% return on the year.

Transtrend Diversified made 3.60% on the month and 14.89% on the year in its Enhanced