Sat, Apr 25, 2015
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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both

  4. Update: Wall Street has strong feelings about Jon Corzine trying to make a comeback[more]

    From Businessinsider.com.au: Former New Jersey Governor Jon Corzine is thinking about starting his own hedge fund, according to the Wall Street Journal, and because of the way his last firm imploded, Wall Street has strong feelings about that. “Truth is the larger seeders would never give him money

  5. Opalesque Exclusive: Cybersecurity and hedge funds - A manager’s experience, Part Four[more]

    Benedicte Gravrand, Opalesque Geneva: Ruane, Cunniff and Goldfarb, Inc. used to have their own IT infrastructure. Todd Ruoff, Executive Vice President in charge of trading, operations and technology, was responsible for its maintenance. Then he started looking at outsourced providers a couple of

 

banner