This month's return attribution saw reversals for many of the systematic managers with equity market pullbacks and US Dollar weakening contributing to losses. It was certainly a struggle across all trend/systems based strategies for the month with the Trend Index currently posting -3.02.
One bright spot was in agriculture with the Agricultural Index up 1.06% for September. Managers focusing on grains and livestock have finally shown some life in what has been an otherwise uneventful last few years.
China appears to be making good on their trade deal with the U.S. as seen in their corn and soybean purchases. China demand combined with lower corn/bean yields forecasted are what contributed to the bullish sentiment that contributed to September.
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 Sept CAROR WDD R. G. Niederhoffer Capital Management, Inc.PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program 1yr Sharpe WDD Statar Capital LLCPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program 3yr Sharpe WDD Leibniz GroupPAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
* Stats as of 10/12/2020 3PM CST