June was another difficult month for CTA managers, capping a poor first half of the year for most managed futures funds.
The worst performers on a six-month basis include Altis Global Futures (down 22.54%), Qbasis Futures (-20.39% YTD), Dighton Aggressive (-21.44%), QCM Global Natural Resources (-15.29%), and SMN Diversified Futures (-13.47%).
At the other end of the spectrum, a few funds have prospered. Megalio Futures Alpha is up 24.93% YTD, Cardwell Investment Technologies Global is up 10.46% and Oxeye Growth is up 8.70%. Some of the big names have posted positive six-month numbers, including BlueTrend (up 1.88% YTD),