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