Big dispersion again in a better month for managed futures


A generally better month for managed futures strategies saw positive returns from many of the big CTAS and some healthy returns from some of the smaller players - although there was still plenty of red ink in the sector in what continues to be a difficult time for systematic trading strategies.

BlueCrest's BlueTrend - one of the few positive performers among the big CTAs in 2009 - was up by 4.06%, with Brummer & Partners Lynx gaining 3.98%.

AIMhedge Global Diversified was up by 3.6%, as was Quantisquare, and Transtrend Diversified's Enhanced programme gained 1.21%.

Endeavour Pembroke - which has