CTA Returns for May – Slightly Negative

With around one third of the CTA reporting for May, we note that returns are slightly negative with an estimated 30 bps negative. For the year, the returns are still positive.

The NilssonReport is updated

The first May update of the NilssonReport is now available. We have 40% of the funds reporting and in total we consider 992 returns streams to be live. The average performance is flat, with the year-to-date results up some 2%.