| 29.01.2013 Newedge review of CTA performance finds second year of disappointing returns for the strategy |
| Beverly Chandler, Opalesque London: Newedge has published its Review of CTA Performance in 2012, revealing that against a backdrop of rising global equity indices, managed futures strategies lost money for a second consecutive year in 2012. The Newedge CTA Index fell 2.84% in 2012, with a volatility of returns of 6% using daily data and is in a 9.27% drawdown that started in April 2011. Newe |