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CTAs Begin 2020 In Positive Territory

CTAs have begun 2020 in the green - just. Societe Generale Prime Services and Clearin;s widely watched family of CTA indices each posted positive returns in January, with the flagship SG CTA Index up +0.83%. 

Short-term CTAs fared particularly well, proving better equipped to react to the changing market conditions. Across the board short-term traders took advantage of increased volatility, with nine-out-of-ten of the short-term index constituents posting positive performance in January.

“It is very encouraging to see CTAs off to a strong start to the year" said Tom Wrobel, Director of Capital Consulting at SG Prime Services & Clearing. "Whilst early month gains were impacted by global volatility, the range of CTA strategies proved resilient, continuing the positive performance we saw in 2019. This demonstrates the important diversifying role that CTAs play in a portfolio.”

 

January-2020

YTD

SG CTA Index

0.83%

0.83%

SG CTAM Index

0.26%

0.26%

SG Trend Index

0.89%

0.89%

SG STTI

2.61%

2.61%

 

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