| Benedicte Gravrand, Opalesque Geneva: A2CT2, a Geneva-based commodity CTA shop, has just celebrated the 6th anniversary of its flagship, the Commodity Absolute Return Fund (CARF).
The first share class of the Fund, CARF A, is an unlevered alpha strategy. It was down 1.92% in October and up 3.23% YTD, annualising +5.3% since inception (and 8.3% since March’10, when the managers started balancing sectors). By comparison, the Goldman Sachs Commodity Index returned +9.75% in October and -0.46% YTD and the Newedge CTA index lost on all counts with -3.64% for the month and -4.98% YTD................................................Full Article: Source
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