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Managed futures start second half of the year with strong performance

Tuesday, August 11, 2015
Opalesque Industry Update - Societe Generale Prime Services today announces the July performance data for its Newedge CTA indices.

Following a mixed first half of the year, CTAs returned to positive performance in July, according to the indices calculated by Societe Generale Prime Services. The Newedge CTA Index posted +3.01% during the month of July, returning to positive year-to-date performance (+0.64% YTD).

Trend followers lead CTA returns in 2015 with the Newedge Trend Index posting a marked increase of +3.84% in July and a performance of +1.26% so far this year.

The Short term Trades Index also showed positive returns, up +0,55% in July. The Newedge Trend Indicator underperformed the Newedge Trend index and posted a loss of -2.37%.

Performance attribution data from the Newedge Trend Indicator shows that the currency sector contributed positively with a performance of +1.22%. However, the commodity, bond and equity sectors offset those gains by posting -1.81%, -1.30% and -0.32% respectively.

James Skeggs, Global Head of Alternative Investments Consulting at Societe Generale Prime Services, said:

“Our managed futures indices show that CTAs enjoyed a good start to the second half of the year, boosted by strong contributions from the currency sector. The rebound in July demonstrates that CTAs continue to deliver positive performance, and gives reasons for optimism in the second half of 2015.”

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