CTAs Add 5.5% In Q3

Oct 16 2014 | 9:58am ET

Commodity trading advisors are on a roll, delivering their sixth consecutive month of gains in September 2014.

CTAs returned 2.96% in September, putting third quarter gains at 5.52%, their highest level since Q4 2010, according to data provider Preqin. The strategy is now up 7.13% year to date.

CTAs were a bright note in an otherwise bleak month for hedge funds, which were down on average 1.21% (down 0.36% on the quarter).

Among the losers were long/short funds, which turned in their worst monthly performance since May 2012 in September, losing 2.06%, and are down 0.87% on the quarter.

North America-focused hedge funds also lost ground in Q3, shedding 1.43%, as did European-focused strategies, down 1.46%.

On the other hand, multi-strategy funds were up 0.88% in Q3, relative-value strategies were up 0.60% and macro strategies were up 0.53%. Asia-Pacific funds were another bright spot, adding 1.82% in Q3.

Fund of funds also ended the third quarter in the black, adding 0.59%, but UCITS hedge funds were down 0.16%

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