BlueTrend down 8% as most big CTAs falter again in May


A narrow median loss for the managed futures index in May also disguised several extreme outlying performances by CTAs - with Vesuvius Investment up 35% at one end of the spectrum and Superfund down 34% at the other.

Among the strong performers were TOMAC2 (13.87%), Rochester (11.14%) and Amplitude Dynamic Trading (9.16%) - while there were also good numbers from Shearwater (8.87%) , Estlander & Partners Alpha Trend (6.39%), IKOS Futures (5.83%) and Thayer Brook Global Diversified (5.54%).

Stanley Fink's ISAM Trend and ISAM Systematic were both positive at 0.92% and 0.3% respectively, while Winton Futures and Man AHL Alpha