Inflation remained the hot topic in June as overall CTA performance cooled for the month. Other market themes were driven by the FED and its decision to taper. Equity markets were for the most part calm in June with the VIX closing lower for the fourth straight month (see chart below).
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The broader CTA space saw most longer term trends break in June predominantly in government bond futures and USD. The IASG Trend Index was -1.79% while the Agriculture Index +0.61% and Equity Index +0.86% led the way for June.
- Call me a Pessimist
All investors know the adage to “buy high and sell low” but few adhere to it. We can see this with record volume to start July trading coming mostly from retail investors as the S&P reaches another all time high. Perhaps I have been in the futures industry too long because when things are “too good” I get concerned. Oftentimes I am right though, even for accidental reasons.
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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program June CAROR WDD SMN Investment Services GmbHPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program 1yr Sharpe WDD Opus Futures LLCPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program 3yr Sharpe WDD RCMA Capital LLPPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
* Stats as of 5/13/2021 3PM CST
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