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Strategy Returns – Trend Following and Diversified Funds leading the pack

Year-to-date a picture has developed, we note that trend following strategies are outperforming most other strategies (based on median returns). Diversified traders, which are mostly Fund of Funds, are on par, as these funds typically tend to be slightly leveraged to offset the volatility reduction that multiple manager portfolios imply.

For the month, trend strategies put on yet another impressive showing. AI funds have generally struggled and Short-Term trades shows high dispersion with lower returns than trend followers.

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