Even though we’ve proven the “Sell in May” theory doesn’t necessarily apply to the Managed Futures, it looks as if this time around it was the exact opposite, with all 4 indices we track showing two consecutive months of positive performance, something the industry hasn’t seen since the last two months of 2013. However, the average YTD performance still remains in the red.
(Disclaimer: Past performance is not necessarily indicative of future results)
(Only 58% of returns reported to the BarclayHedge CTA Index)
Maybe, just maybe, this will be the start of the breakout of the Managed Futures generational drawdown we’ve all been living through. Here’s hoping that the last two months are an indication that managed futures is readying for a strong second half of the year.
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history.
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