CTA trends following trades are set to have a choppy few months ahead as markets move erratically across the globe. CTSd who trade managed futures have continued to underperform in June as volatility spiked in the major markets. Winton Capital Management’s Winton Evolution Fund took a dip of -3.21 percent to June 21, bringing year to date returns to a mere +2.7 percent. Anthony Todd’s Aspect Capital stayed on the losing end in both May and June. Aspect Diversified Fund fell 5 percent in May and has lost 0.76 percent in June so far. However the fund took a gain…
CTAs Lose in June, Looking To Leap Over Market Conditions
HFA Staff
The post above is drafted by the collaboration of the Hedge Fund Alpha Team.