2024 is off to a better start than 2023. CTA indices are reporting decent results, with Barclay’s CTA index posting +4.18% return through June 2023, and the SG CTA index+5.00% estimated. Unlike 2023, where Trend Following was supreme, this year is showing a mixed distribution of performance across various types…
2023 was a lackluster year for CTAs – one that brought few complaints, but few accolades, as well. CTA indices reported slightly negative results, with Barclay’s CTA index posting a ~-0.30% return for the year, and the SG CTA index posting a return of ~3.4%. Similar to 2022, trend following…
2023 has shown regression from 2022 in terms of CTA performance. CTA indices are reporting modest results, with Barclay’s CTA index posting ~0.50% return through June 2023, and the SG CTA index posting a comparable number. Similar to 2022, trend following strategies are receiving most of the attention and causing…
2022 was a good year for managed futures. CTA indices all reported positive results, with Barclay’s CTA index posting a ~+7% return for the year, and the SG CTA index posting a return of ~+20%. Trend following strategies, which had been looked over the last decade, came back into favor…