CTAs, which have generally struggled this year, continued their gains from August with another positive month in September - with the median index for the sector gaining 0.8% to trim the loss for the year to 3%.
Most of the big managed futures strategies posted gains, including BlueTrend, which added nearly 5% to bring it into positive territory for the year at 2.69%.
Aspect Diversified gained nearly 3% on the month, but is still down by around 10% for the year. Winton Futures added 2.85%, but is still down for the year by 5.50%. Man AHL Diversified gained 2.73%,