2009 is a time best forgotten for the managed futures sector


Managed futures funds finished a generally miserable year with another losing month in December. It meant the strategy as a whole ended 2009 with a median loss of 4.46% and a mean loss of 6.31%.

A handful of funds did manage to post gains for the year, though - with some posting double-digit returns.

Endeavour Pembroke netted a 12.59% gain, despite a 2.55% loss in December, while Estlander & Partners gained 10.46% in 2009 in its Global Markets XL Fund after a slightly negative return in December.

BlueCrest's big BlueTrend CTA pulled off another impressive performance in 2009, finishing