Managed futures strategies continued to decline throughout April, following the challenging market conditions that started taking effect in February, registering another month of negative returns. Nevertheless the flagship SG CTA Index, that measures a broad range of managed futures strategies, remained positive so far this year at 1.82%. The SG Short Term Traders Index continued to fare the best, down only slightly in April, but still up 5.11% so far this year. The SG Trend Indicator outperformed the Trend Index, ending the month up 0.16% in April. Attribution data from the Trend Indicator suggested trend-followers experienced losses in four out of five sectors: Equity Indices, Commodities, Bonds, and Interest Rates. Trends in Currencies, however, yielded positive returns, contributing 1.62% to the overall portfolio.
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