November Fall for Trend Following

  November 2016 Trend Following: DOWN  -2.55%  /  YTD: -19.32% Every month of this second half of the year seems to have a recurring theme and/or unilateral direction, rendering the YTD performance quite clearly negative. November...

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 average return:...

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....

September Trend Following: Down Streak

  September 2016 Trend Following: DOWN  -5.13%  /  YTD: -12.37% A second successive strong down month for the State of Trend Following index, bringing the Year-To-Date performance further in the red as we enter the last quarter of...

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   August average return: -2.57% 2016 average return: +3.83%...

Trend Following after Drawdowns

Historical Performance of Trend Following Post-Drawdown August marked a local low for our Trend Following index, reaching about two thirds of the max historical drawdown. We were commenting on the fact that, historically, drawdowns have typically proved a good time to...

August fall for Trend Following

  August 2016 Trend Following: DOWN  -7.32%  /  YTD: -7.95% August was mostly one-sided, sliding down to a strong negative performance, and taking with it the Year-To-Date performance to a similar level. Interesting to note the...
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