CTAs stage a powerful rebound in August after earlier losses in July


August was a bumper month for many managed futures funds - providing a welcome reversal after a relatively muted first half and losses in July for many of the big players.

Mulvaney led the way last month with a 14.59% return, although the highly volatile fund is still down by over 20% for the year to date.

Other strong performers in August included Brummer & Partners Lynx, with 10.38% for a 14.48% YTD return, and Athena Guaranteed Futures, which made 7.90% last month and is up 18.11% YTD.

Also flying high were Lyxor Epsilon (7.73%), Quantisquare (7.29%), ISAM Systematic (6.80%),