As volatility in the equity markets declined and currencies and commodities rallied, the Absolute Return CTA Index recouped losses in July and August to finish up 2.63% in September and 2.73% for nine months.
After a tough year for John W. Henry, the JWH Global Analytics program gained 15.28% for the month, its second positive monthly return this year. That puts the program just below water at -0.40% for the year so far. Also enjoying solid performance in September was Chesapeake Diversified Program, which gained 11.44%. That double-digit gain helped the fund claw back earlier losses, though the