Performance

Absolute Return indices: CTAs round off a remarkable year

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With a 1.18% gain in December, CTAs ended the year on a high note, netting a median 15.54% for the year - an all-time high. By comparison, the Absolute Return U.S. Global Equity median was flat for the month and Global Equity was just above water, gaining 0.25%. The small positive returns break a six-month long losing streak, leaving the U.S. Equity median with a loss of 15.17% and the Global Equity median at a loss of 14.47% for the year. Distressed strategies lost 3.30% in December, leaving the year-to-date loss at 22.77%. RB


ABSOLUTE RETURN STRATEGY INDICES

Strategy

Composite Medians
Dec