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.
READ MORE
Purchase options below
Find the complete article and many more in this issue of
The Hedge Fund Journal
-
Issue 113 - April | May 2016
If you own the issue,
Login to read the full article now.
|
Single Issue - Issue 113 - April | May 2016
|
|
|
€129,99
Or 12999 points
|
|
|
6 Month Digital Subscription
Only €
140,00 per issue
|
|
|
€699,99
Or 69999 points
|
|
|
About The Hedge Fund Journal
INFORMING THE HEDGE FUND COMMUNITY
With access to some of the industry’s biggest names and an astute and talented group of writers and contributors, The Hedge Fund Journal has established itself as a trusted source of information on the hedge fund industry.