Due to last weekend taking place over a major holiday, we did not update the data until now.
We now have an early read on a number of CTAs that are available through daily funds. Noting here that trend following did fairly ok, catching the bounce back in the markets. It is still early days but most of the managers are still up for the year.
The Database contains 1469 different managers, representing 2733 different investment strategies. For the current reporting month, 134 managers have reported returns. For the prior month, we have 1033 live managers. In total, the database contains 335023 years of manager data.
| manager | program | CurrentMonth | YTD |
| Superfund Capital Management | Managed Futures Strategy | 5% | 23% |
| Rational Advisors | Rational/ReSolve Adaptive Asset Allc | 3% | 24% |
| Graham Capital Mgmt LP | Tactical Trend | 3% | 20% |
| Longboard Asset Management LP | Managed Futures Strategy | 3% | -8% |
| LoCorr Fund Management | LoCorr Macro Strategies | 3% | 14% |
| Dunn Capital Management | Managed Futures Strategy (Arrow) | 3% | 16% |
| P/E Investments | FX Strategy – Standard | 3% | 12% |
| Altegris Advisors | Managed Futures | 2% | 6% |
| Equinox Fund Management | MutualHedge Futures Strategy | 2% | 13% |
| Steben | Managed Futures Strategy | 2% | 7% |
| GSA Capital Partners | GSA Trend Fund | 2% | 1% |
| Man AHL | American Beacon AHL Mgd Futs Strat Instl | 2% | 1% |
| Abbey Capital | Abbey Capital Futures Strategy | 2% | 10% |
| 361 Capital | 361 Managed Futures Strategy Fund | 2% | 7% |
| Guggenheim Investments | Guggenheim Managed Futures Strategy | 1% | 10% |
| 361 Capital | 361 Global Managed Futures Strategy Fund | 1% | 5% |
| PIMCO | Trends Composite | 1% | 2% |
| Aspect Capital Limited | Aspect Core Trend Fund | 1% | 9% |
| Goldman Sach Management | Goldman Sachs Mngd Futures Strat Instl | 0% | 4% |
| Allianz Global Investors | Managed Futures Strategy | 0% | 1% |
| Catalyst Capital Advisors | Multi-Strategy | 0% | 2% |
| James Alpha | Macro | 0% | 8% |
| Chesapeake Capital Corporation | Equinox Chesapeake Strategy | 0% | 0% |
| LoCorr Fund Management | Long/Short Commodity Strats | 0% | -7% |
| FS Investments | Managed Futures | 0% | 0% |
| Campbell & Company | Managed Futures | 0% | 15% |
| Campbell & Company | Campbell Dynamic Trend Fund | 0% | 8% |
| Dorsey Wright | DWA Tactical | 0% | 15% |
| GuidePath | Managed Futures Strat | 0% | 10% |
| Gresham Investment Management | Managed Futures Strat | 0% | 8% |
| AQR Capital Management | AQR Managed Futures | 0% | 0% |
| AlphaSimplex Group | Managed Futures Composite | 0% | 10% |
| PanAgora | PanAgora Managed Futures Strategy | 0% | -2% |
| AQR Capital Management | AQR Managed Futures HV Strategy | -1% | 0% |
| PIMCO | Em Mkts Ccy and S/T Invsmt (daily) | -1% | 2% |
| Columbia | Managed Futures Strategy Fund | -1% | -4% |
| First Quadrant LP | FQ Macro FX – 10% Risk | -1% | -2% |
| Altegris Advisors | Evolution | -1% | 4% |
| IPM Informed Portfolio Management | IPM Systematic Macro (daily) | -2% | -3% |
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