Wed, May 4, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

CTAs seize July's choppy markets

Tuesday, August 14, 2012

amb
Paul Netherwood
Benedicte Gravrand, Opalesque Geneva:

Macro CTA managers captured strong trending dynamics across multiple asset classes, pushing Hedge Fund Research's HFRI Macro: Systematic Diversified Index to a gain of 2.77% in July (1.80% YTD) - whereas the HFRI Fund Weighted Composite gained 1.05% and 2.88% YTD.

According to Eurekahedge, another data provider, CTA/managed futures funds witnessed the best monthly return in July since December 2010, as the Eurekahedge CTA/Managed Futures Hedge Fund Index gained 2.46% (1.81% YTD). The UCITS Alternative CTA Index was the best performer among its family of indices too, up 2.67% and 0.60% YTD.

This is all good news for the CTA club, since many have made negative returns in the first half of the year.

As reported by Opalesque last week, after a strong start in January, CTA losses in March eliminated any early gains and pushed the strategy into negative territory. According to Newedge, a French financial services group, CTAs rebounded in May, only......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n