A quick check on the performance for CTA/Macro strategies. It seems as we are witnessing large dispersion across the field. More to follow as we are getting closer to the end of March. Some of the classic names have to done great and delivered strong offsetting returns. Some have not been able to catch the swings in March. Data is as of Monday the 23rd.
| Manager | Program | March | YTD |
| PIMCO | Trends Composite | 12% | 13% |
| Credit Suisse Asset Management | Managed Futures Strategy Fund | 11% | 6% |
| FS Investments | Managed Futures | 10% | 10% |
| Dunn Capital Management | Managed Futures Strategy (Arrow) | 9% | 4% |
| GuidePath | Managed Futures Strat | 9% | 10% |
| Man AHL | American Beacon AHL Mgd Futs Strat Instl | 9% | 11% |
| AQR Capital Management | AQR Managed Futures HV Strategy | 9% | 5% |
| Campbell & Company | Campbell Dynamic Trend Fund | 6% | 6% |
| Goldman Sach Management | Goldman Sachs Mngd Futures Strat Instl | 6% | 5% |
| AQR Capital Management | AQR Managed Futures | 6% | 4% |
| Abbey Capital | Abbey Capital Futures Strategy | 5% | 6% |
| GSA Capital Partners | GSA Trend Fund | 4% | 6% |
| Aspect Capital Limited | Aspect Core Trend Fund | 4% | 6% |
| PanAgora Asset Management | PanAgora Managed Futures Strategy | 4% | 7% |
| LoCorr Fund Management | Long/Short Commodity Strats | 4% | 11% |
| Gresham Investment Management | Managed Futures Strat | 1% | 4% |
| Campbell & Company | Managed Futures | 0% | 7% |
| Chesapeake Capital Corporation | Equinox Chesapeake Strategy | 0% | -4% |
| Altegris Advisors | Managed Futures | -1% | 0% |
| LoCorr Fund Management | LoCorr Macro Strategies | -5% | -5% |
| Allianz Global Investors | AllianzGI Managed Futures Strategy | -5% | -5% |
| Catalyst Capital Advisors | Multi-Strategy | -6% | -7% |
| Graham Capital Mgmt LP | Tactical Trend | -6% | -10% |
| Rational Advisors | Rational/ReSolve Adaptive Asset Allc | -8% | -6% |
| Equinox Fund Management | MutualHedge Futures Strategy | -8% | -9% |
| James Alpha | Macro | -9% | -13% |
| 361 Capital | 361 Global Managed Futures Strategy Fund | -10% | -21% |
| 361 Capital | 361 Managed Futures Strategy Fund | -16% | -25% |
| USA Mutuals | USA Mutuals Navigator Institutional | -20% | -27% |
| Dorsey Wright | DWA Tactical | -21% | -29% |
| Equinox Fund Management | Equinox Ampersand Strategy Fund | -23% | -28% |
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