Managed futures funds experience mixed fortunes once more


April was yet another month of divergent performance for managed futures strategies.

Many of the big names performed well. Leda Braga's BlueTrend made 3.20%, taking it above 10% for the year so far and giving it a 12-month rolling return of 22.59% - far higher than that of most CTAs. Three funds managed by Karsten Schroeder's Amplitude Capital also posted gains. Amplitude Klassik was the frontrunner with 2.88%, closely followed by Amplitude Sinfonie on 2.19% and Amplitude Dynamic Trading Fund on 1.39%.

The Aspect Diversified Fund was up 2.22% and the Winton Futures Fund rose by 1.74%. The US