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Managed Futures Post Largest Monthly Loss In 20 Years In February

Data shop eVestment published it's monthly aggregated returns data and found that managed futures strategies came in at -7.03%, the strategies' worst performing month in 20 years, and makes it down -2.96% year to date. 

The overall universe came in down -2.01% with Relative Value Credit and Origination and Financing the only strategies in the black for the month.