Database Updated


The Database contains 1540 different managers, representing 2794 different investment strategies.For the current reporting month, 670 managers have reported returns. For the prior month, we have 1009 live managers.In total, the database contains 21136 years of manager data.

Database Updated


The Database contains 1466 different managers, representing 2655 different investment strategies. For the current reporting month, 309 managers have reported returns. For the prior month, we have 851 live managers. In total, the database contains 19946 years of manager data.

Early Returns from CTAs


Based on the data that we collect, we have an indication of what worked and what didn’t work last month. The average return was -1% for December and the year-to-date return has shrunk to 2%. Please note that these returns are excess returns. We may also have missed to adjust for certain dividend payments. Superfund … Continue reading Early Returns from CTAs