Strong trends in key futures markets have made for solid
growth for Commodity Trading Advisers (CTAs) over the last 12
Though index providers have not yet calculated February
figures, returns from individual CTAs and managed futures hedge
funds suggest that 2002's strong aggregated performance is
still in full flow.
The strategy picked up in May last year, bringing the Carr
Barclay CTA index up almost 14% in calendar 2002, and the CSFB
Tremont index 18%. In the 12 months to February 2002, based on
varied leverage levels, the Quadriga CGT Futures Fund was up
138.54%, Winton Capital's futures fund 66%, and Mulvaney
Capital's Global Markets Fund 44.88%.
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