The Top 10 Managed Futures/Global Macro Managers Of 2016

2016 will not go down as a year to remember in the Managed Futures/Global Macro space. There were moments where managers found returns in bouts of strong market movement (like 12 months ago in January of ‘16), but that’s about it. As a whole, the asset classes finished down -2.89% in 2016, via the SocGen CTA Index.  But an index is an average of sorts, and not all strategy types (or for that matter programs) fared the same as the index – as not all strategies attack the market the same way. Which types of trading programs were able to capture returns in an otherwise poor environment for managed futures/macro?  Which suffered more than the rest? We try our...