Beverly Chandler, Opalesque London:
A fifth consecutive month finds CTA performance in the red with average net returns of -0.67% in September, compared with 1.74% for all
single-manager hedge funds, according to Preqinís Hedge Fund Analyst database.
The firm reveals that the CTA strategyís year-to-date performance is a loss of -2.45%, while over the last 12 months,
CTAs have produced average net returns of -3.77%.
Highlights from the Preqin report find that: