Returns for large CTA (reporting for October)

While the larger managers typically report later in the month, we have a sample of existing managers reporting numbers. As for the last month, the numbers are generally negative, but most of them are up strongly for the year. We are missing a number of the large managers and this list will expand over the next couple of updates.

manager	program	ror	ytd	AUMbn
Alder Capital	Alder Global 20	-1%	-7%	0.2
Aquantum	Commodity Spread	1%	-10%	0.1
Aspect Capital Limited	Diversified Program	-4%	19%	0.5
dormouse Limited	Dormouse Futures Program	-2%	10%	0.3
Drury Capital	Diversified Trend-Following Program	-5%	0%	0.2
Dunn Capital Management	World Monetary Institutional	-3%	7%	0.4
ecamos Capital AG	ecamos Volatility Strategy 2X	1%	20%	0.1
Eckhardt Trading Company	Evolution Strategy	-2%	-4%	0.1
EMC Capital Advisors	Alpha Program	-1%	11%	0.2
Fort LP	Global Contrarian	-2%	15%	3.0
Fort LP	Global Diversified	-3%	15%	0.7
Global Sigma Group	Plus Program	1%	6%	0.4
Goldman Management	Navigator Fund	1%	17%	0.2
Greenwave Capital Management	Flagship Plus	-1%	-4%	0.4
Greenwave Capital Management	Flagship Plus 2X	-1%	-8%	0.4
Independent VIew BV	IV Quantitative Futures Fund	0%	8%	0.1
ISAM	ISAM Systematic Trend (Levitas)	-3%	1%	3.5
Kaiser Trading Group	Kaiser Trading Group Pty. Ltd.	0%	13%	0.3
KeyQuant SAS	Key Trends Program	-4%	21%	0.4
Metolius Capital	Diversified Master Fund	-1%	-4%	0.1
Mondiale Asset Management	Leveraged Trading Proram	-4%	-4%	0.3
Quantica Capital AG	Managed Futures Program	-1%	26%	0.6
Rhicon Currency Management Pte	Strategic Prog	0%	-5%	0.6
SEB Group	Asset Selection	-4%	2%	0.8
Tianyou Asset Management	Tianyou Fund	1%	14%	0.1
Transtrend BV	Enhanced Risk	-5%	2%	4.5
Transtrend BV	Standard Risk	-3%	2%	0.6
Vivienne Investissement	Ouessant UCITS A	-1%	11%	0.1
Welton Investment Partners	Global Directional Portfolio	-5%	4%	0.5
Welton Investment Partners	Welton Trend Program	-3%	7%	0.2

Photo by Karl Ibri on Unsplash

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