Bringing you live news and features since 2013
Bringing you news, views and analysis since 2013

21581

CTAs continue strong performance into July

RELATED TOPICS​

Societe Generale Prime Services reports that CTAs continued their good performance from June with all CTA indices posting positive returns in July. 

The SG Trend index, measuring the performance of the largest ten trend-following based CTAs, was the best performing index for July but year to date still remains behind the CTA Index, which is a broader measure of the largest 20 CTAs, with a year to date return of 5.53 per cent.
 
Short term traders, despite posting the lowest monthly returns amongst the indices in July, are still leading performance year to date, with a year to date return of 6.19 per cent, having turned out especially strong results in the first two months of the year and less negative returns than the others in the middle period of H1.
 
The main contributors to Trend Following performance as shown by the SG Trend Indicator were the equity sector (+0.80 per cent) and bonds (+0.22 per cent).
 
Commodities were the worst performing sector (-0.65 per cent) despite mixed returns, with losses in crude, heating oil and soybeans as markets turned around. Precious metals performed well, while currency and interest rate performance was mixed.

Latest News

Global index revenues increased 9.3 per cent in 2023, totalling a record USD5.8 billion, according..
Octopus Investments (Octopus) has announced it has launched a Natural Capital Strategy...
Research firm focused on Alternative UCITS funds, Kepler Absolute Hedge, has published its Market Intelligence..

Related Articles

Trends
The trend to buyout among the UK’s smaller defined benefit (DB) schemes continues with a slew of new sub GBP100 million deals announced this month alone...
The trend to buyout among the UK’s smaller defined benefit (DB) schemes continues with a slew of new sub GBP100..
Different flavours
In what is believed to be the first survey of its kind in the UK market, Nedgroup Investments, the investment-led, multi-boutique global asset manager with over USD20 billion under management, recently undertook a survey with 204 UK investment professionals, seeking insights into their perceptions and attitudes towards boutique asset managers...
In what is believed to be the first survey of its kind in the UK market, Nedgroup Investments, the investment-led,..
UK map
UK local government pension schemes (LGPS) are leading the charge on investment in private markets issuing tenders set to be worth billions of pounds in the coming years...
UK local government pension schemes (LGPS) are leading the charge on investment in private markets issuing tenders set to be..
The trend of private equity firms acquiring businesses in the professional services sector continues with CVC Capital Partners eyeing a possible buyout of EY’s Italian consulting branch...
The trend of private equity firms acquiring businesses in the professional services sector continues with CVC Capital Partners eyeing a..
Subscribe to the Institutional Asset Manager newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by