Yesterday we covered the March results for managed futures from BarclayHedge’s index, and today, we have the Dow Jones Credit Suisse Managed Futures Index, which shows managed futures posting a loss of -2.76%.

Why the rather large difference from the loss of -0.91% BarclayHedge reported, you ask? In general, the Dow Jones Credit Suisse index tends to track larger CTAs, which thus far this year, have not been performing as well as the smaller CTAs tracked by BarclayHedge. We wrote a newsletter comparing the major managed futures indices a while back, which you can read here.