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.

Sign up for the underlying database here (free).



Categories: NilssonHedge

Leave a Reply

Please log in using one of these methods to post your comment:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: