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Managed Futures Down in March


Negative month for Managed Futures in March, but the performance is still slightly positive for the year despite there being only one positive month so far in 2017. Managed Futures Performance  

Positive February for Managed Futures


After a mediocre start of the year on the negative side, the managed futures sector posted a good February that took the Year-To-Date performance into positive territory. All but one of the funds we track in this report posted positive monthly numbers. Managed Futures Performance  

Managed Futures: Negative start of the year

MF Jan-17

Managed Futures started the year mostly on the negative side, with only a few of the funds we follow in this list returning positive performance. Managed Futures Performance  

Managed Futures: December Up, 2016 Down


December saw an uptick in performance (+1.10%), but with trend following down in 2016, managed futures ended the year — unsurprisingly, given their correlation to the strategy — in negative territory. The main industry indices ended 2016 in the red (-3.54% on average), and so did the managed futures funds we track on this report, […]

Red November for Managed Futures


This month’s managed futures report is overall negative with only a handful of funds we track showing positive performance for November, with the YTD performance being slightly negative too. Managed Futures Performance  

Managed Futures Down in October


A lot of red in this monthly edition of the Managed Futures Round-up. All the managers we track as part of the report posted negative performance and the list is collectively just in the red for the year too. Managed Futures Performance  

October brings another down month to Trend Following

System Attribution-12 months October 2016

  October 2016 Trend Following: DOWN  -5.79%  /  YTD: -17.21% Election year is shaping up to be a bad year for trend following. October saw the State of Trend Following index post another successive down month. The current drawdown is still within the limits of the max value from the historical back-test run, but the Year-To-Date performance is […]

Managed Futures in September


September was a mixed month with a slight negative average for the CTAs we follow in the report, in line with the overall industry trend. The Year-to-Date remains positive for our list, substantially more than the industry indices. Please find below the results. Managed Futures Performance  

August Fall for Trend Following


All indices and funds, except one, had negative performance last month, with a relatively poor average return. The performance for the year is still in positive territory. Managed Futures Performance  

July adds to yearly gains for Managed Futures


A moderate up-month in July for the collective list of managed futures we track on this website, helping the Year-to-Date performance stay in the black. Managed Futures Performance