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Matthias Knab, Opalesque: Societe Generale Prime Services announced the June 2018 performance data for its SG CTA indices.
Index / June 2018 / YTD
SG CTA Index / 0.55% / -4.67%
SG CTAM Index / 0.96% / -4.70%
SG Trend Index / 1.06% / -5.16%
SG STTI / -0.42% / 0.69%
SG Trend Indicator / 6.12% /-8.00%
After a performance dip in May, June has been a positive month for CTAs. The SG CTA Index gained 0.55%. Trend followers performed even better and led performance: the Trend Index was up 1.06% with 7 out of the 10 constituent strategies posting positive results. Short Term Strategies had a mixed month, however, ending down -0.42% with 7 out of 10 constituent strategies in negative territory.
The Trend Indicator was up 6.12% in June, with gains from a number of sectors. The Commodity sector was the largest contributor to positive returns, ending the month up 3.13%. Long positions in Energy, such as Crude oil (+1.38%), and short positions in Agriculture, including Soy beans (+1.57%), supported strong performance in particular. Trend followers also benefited from Long US Dollar moves, which contributed 2.09%, as well as positive performance in Bonds and Equity indices.
Tom Wrobel, Director of Alternative Investments Consulting, at Societe Generale Prime Services, said: "June has been a strong month for CTAs and helped offset some of the performance challenges we saw in May. It was encouraging to see performance gains from a number of sector...................... To view our full article Click here
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