Performance Indication – Early read based on daily data


Using the NilssonHedge Daily Data performance indicator, we note that CTAs had a relatively good month, breaking the two prior months of givebacks, with a gain close to 0.8%. Different volatility levels will result in different results, but at least the average result is in the right direction. The month started out on a sour … Continue reading Performance Indication – Early read based on daily data