Multistrategy index tracks Composite down


Top five performers: Arb, futures funds top the leader board

Fund Sep 08Strategy
Titan Volatility Fund18.78%ARB
Roy G. Niederhoffer Negative Correlation Fund 17.23%CTA
Drury Composite Diversified Trend Program16.95%CTA
Roy G Niederhoffer Diversified Offshore Fund Class A14.76%CTA
Titan Global Return Fund13.13%ARB

Chart of the month: NuWave rockets ahead on shorts

Bets against both financial and commodity markets helped Troy Buckner's NuWave Combined Futures Portfolio turn in a terrific September. The $526.4 million fund returned 10.86% for the month, bringing its year-to-date total to 29.69%. By comparison, the Absolute Return Managed Futures Index rose 0.42% to total 8.55% on the year.

NuWave generated the most