(Hedgeweek) After a performance dip in May, June has been a positive month for CTAs, according to June 2018 performance data for Societe Generale’s SG CTA indices.
The SG CTA Index gained 0.55 per cent. Trend followers performed even better and led performance: the Trend Index was up 1.06 per cent with 7 out of the 10 constituent strategies posting positive results. Short Term Strategies had a mixed month, however, ending down -0.42 per cent with 7 out of 10 constituent strategies in negative territory.
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