(Opalesque) CTAs performed well in August as the drop in sovereign yields continued to boost the heavily long bond exposure, Lyxor said in its weekly brief. Conversely, Macro funds underperformed due to their short bond and long equity exposure. Long biased strategies on equities also gave back some of their earlier gains. The other strategies were resilient, it said. Jolts in the U.S.-China trade standoff and monetary policies continued to dominate market trends in Augus.
CTAs outperformed Global Macro in August
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