Based on preliminary data from the Newedge CTA Index, Credit Suisse Dow Jones Core Managed Futures Index, and the performance of the CTAs we track here at Attain, we are estimating managed futures finished June down -2.28%, bringing quarterly performance to -3.37% and YTD performance to -3.39%.

It was generally a difficult month and quarter for most multi-market strategies, but  quite the opposite experience for many of the specialty market managers and option traders in investor’s portfolios.  Agriculture traders were hot to start the year, and though they cooled off in June, many that we track remain net ahead on the year. Option trading managers had a great month in June, and on the whole are posting positive estimates for the year. Time will tell what the second half of the year has in store for the asset class.

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