October Down for Managed Futures

The month of October was negative for nearly all of the Managed futures programs we follow here, with only a couple of them posting performance barely above 0%. The YTD performances are mixed with a slight negative bias. Please find below the detailed performance of...

September: Managed Futures on the Up

The YTD performance is modestly back into positive territory for managed futures as a whole, after a good September performance. All funds we follow here had a positive return for last month but a bit less than half of them still show a negative performance for 2015....

Managed Futures Go South in August

A delayed report for the Managed Futures round-up. A couple of funds that we follow in the index did not have updated performance for August on the sources we follow to get the numbers for this report. These are still unavailable and show as “N/A” in our...

Managed Futures Up in July

A fairly strong month for the managed futures sector in July, taking the YTD performance back into positive territory. Please find below the detailed performance of the top CTAs that we follow in this index. Managed Futures Performance   July average return:...
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