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Soc Gen: CTAs Fall In July

Societe Generale Prime Services today announces the July 2018 performance data for its SG CTA indices. Following a marginal uptick in performance in June, CTAs faced headwinds again as all the SG indices posted negative returns in July. Although the performance was up in the first half of the month, conditions became challenging in the second half. The CTA Index was up +1.44% and the Trend Index +2.24% mid-month, however by the end performance was down -0.71% and -0.81% respectively. Performance was dispersed as five out of 20 constituent managers in the CTA index posted marginally positive returns. In particular, it was...