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....

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%...

Managed Futures Down in May

May was down for the managed futures in general and for the list of managers that we track. The YTD performance is mostly red for the main indices and only slightly positive for the average of the funds reported here. Managed Futures Performance   April average...
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