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Alternative Market Briefing

Societe Generale’s CTA strategies maintain positive gains in Q1 despite dip in March

Wednesday, April 06, 2016

Komfie Manalo, Opalesque Asia:

Societe Generale Prime Services said that all its SG CTA strategies remain in positive territory in the first quarter of the year despite sustaining losses in March.

In its monthly report, Societe Generale said that after a strong start to the year in January and February, managed futures strategies performance declined in March, with all indices producing negative results for the month. Nevertheless CTAs remain firmly in positive territory for the year so far, with the SG CTA Index ending the first quarter of the year at 4.05%.

James Skeggs, global head of alternative investments consulting at Societe Generale Prime Services, commented, "This has been a strong first quarter for CTAs, despite more challenging conditions in March compared to the first two months of the year. Managed futures programs have been able to take advantage of movements and trends in a variety of sectors and markets."

He added that the SG Short Term Traders Index fared the best, down only -1.18% last month, and now leads returns year to date, up 5.47%.

The SG Trend Indicator posted -3.52% during the same period, closely mirroring the SG Trend Index at -2.91%. The Trend Indicator attributed losses in four out of five sectors, primarily: Equity indices, commodities, and bonds (-2.10%, -1.59%, and -0.84% respectively). Positions in currencies, however, yielded positiv......................

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