Based on preliminary data from the Newedge CTA Index and the performance of the CTAs we track here at Attain, we are estimating managed futures posted gains of 2.05% in the month of April.

Looking at the CTAs we track, the boost seems to have come from multi-market systematic programs, which had a fantastic month on the back of steady upward trends in metals, energies, stocks, and  foreign currencies. Short-term multi-market strategies, on the other hand, struggled, ultimately cutting the overall performance down considerably. Newedge’s short-term traders index echoed the measly returns, with performance in April at .04%.

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