We’re looking at managed futures having ended March down about -1.65%, using a combination of data from the Newedge CTA index and the CTAs that we track on a daily basis

The losses were driven by the sharp sell off in stocks, currencies, and commodities (and rise in bonds and Jap Yen) following the quake in Japan and subsequent tsunami and nuclear meltdown; as managed futures programs on the whole came into the month long those markets (and short bonds).  (See our about that  crisis period performance)

Of the CTAs we track, short term traders did best with an average performance of around +2.00%, but it looks as if that may not have been the case across the board, with the Newedge short term index performance down about -2% for the month heading into yesterday.

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