CTA Fund Performance Report – 30 June 2019 – Climbing out of Drawdowns

June 2019 saw a continuation of positive performance for the CTA’s with the CTA Composite Index (60) now showing a 4.58% positive return YTD and the TF Global Index (37) reflecting a 3.94% YTD return. Will we see the protracted drawdown that has been experienced by these indexes since January 2015 vaporize, or is this just a short  term teaser before the overall markets flip back into their steady mean reverting rhythm?

CTA Fund Performance Report – 31 May 2019 – A Month of Reversals

May 2019 saw another positive performance result for the Commodity Trading Advisors as a group. This is the fourth consecutive month in a row for positive returns in the CTA Composite Index (12)….however despite the solid performance of the CTA’s as a whole, we saw a slight negative result for the Trend Following Global CTA’s.

CTA Fund Performance Report – 30 April 2019 – We’re not dead… just resting!

April brought a bit more joy and welcome relief to the Commodity Trading Advisors (CTA’s) providing an overall 1.55% return to the CTA Composite Index (15).  This is the third consecutive positive month of performance from the Composite Index  and provides welcome relief to the overall stagnation and building drawdowns that have been experienced across the sector since the equity high of April 2015.

Fund Performance Report – 31 March 2019 – “All I did was shoot an albatross!!!”

As is typical in this world of speculation and just like a Francis Ford Coppola thriller, just when you want to get out……it pulls you back in.Here we were in February deep in the doldrums with not a breeze about….and then in March we go straight into the roaring forties. The Trend Following index (TF Index) was able to claw back the building drawdowns from January and February to bring the YTD calendar period to a break-even result.