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CTA Performance Review – May 2019

ATS Trading Solutions provides an interesting and colorful review of CTA performance. In particular, ATS notes how performance developed throughout May – “a month of reversals”.

May 2019 saw another positive performance result for the Commodity Trading Advisors as a group. This is the fourth consecutive month in a row for positive returns in the CTA Composite Index (12)….however despite the solid performance of the CTA’s as a whole, we saw a slight negative result for the Trend Following Global CTA’s.
As it pans out, despite the fairly trendy environment in May, these trends were a reflection of market reversals. The medium to long term nature of the Trend Following Global CTA’s take some time to adjust to new emerging trend directions.

CTA Fund Performance Report – 31 May 2019 – A Month of Reversals

To continue to read the May review and for further insights continue to ATS Trading Solutions.

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