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Performance Review June

CTAs has started to climb out of their drawdown with a fairly decent performance for the year (please remember that approximately 1% of this is risk free returns). ATS Trading Solution provides a colorful performance commentary that we would like to highlight to our audience.

June 2019 saw a continuation of positive performance for the CTA’s with the CTA Composite Index (60) now showing a 4.58% positive return YTD and the TF Global Index (37) reflecting a 3.94% YTD return. Will we see the protracted drawdown that has been experienced by these indexes since January 2015 vaporize, or is this just a short  term teaser before the overall markets flip back into their steady mean reverting rhythm?

To continue to read the review of CTA performance for June please go to

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