Performance

CTAs manage a rare positive run

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Managed futures funds fared slightly better in August than for most of this year.

Mulvaney Global Markets netted a chunky 10.85% gain to bring its YTD loss down to -5.90%. QCM Global Diversified gained about 5%, but is still down by just over 11% this year, while QCM Global Natural Resources added 2.49% for a YTD return of -21.30%.

A few others made solid gains, including Altis Global Commodity (3.75%), Beach Horizon (3.64%), Global Commodity Systematic (3.43%), Qbasis Futures Fund (5.57%), Auriel Currency 2X (2.61%), Endeavour Pembroke (2.39%), BlueTrend (2.34%) and Thayer Brook Global (2.25%).

Aspect Capital added