Best and Worst CTAs- April 2020

Based on a limited sample of managers, we present the best and worst CTAs for April. Given that few managers have reported numbers, the list is highly preliminary.

Dorsey Wright – DWA Tactical8%
Linnis – Linnis ONE LP7%
Equinox Fund Management – Equinox Ampersand Strategy Fund7%
Lupus – Alpha Volatility Risk5%
Lynx Asset Management – Lynx4%
RV Capital – Asia Opportunity4%
Lupus – Alpha Volatility Invest4%
Plus EV Capital – Raise Alpha Prog3%
Quantica Capital AG – Managed Futures Program3%
Lemanik – Global Strategy3%
SEB Group – Asset Selection-3%
CrossBorder Capital – AR Systematic Macro Strategy-3%
Man AHL – AHL Trend Alternative-3%
PanAgora – PanAgora Managed Futures Strategy-3%
UBS – Currency Allocation Return-4%
Garraway Capital Management – Garraway Financial Trends-5%
WG Wealth Guardian – QT Program-5%
361 Capital – 361 Managed Futures Strategy Fund-5%
ecamos Capital AG – ecamos Core Strategy 2X-7%
Tiber Capital – Tiber Diversified Prog-8%