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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 note, but gradually improved throughout November. Is the end in sight?

The underlying database can be found in the usual place and we will come back with a FlashReport covering the larger managers.

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