BG, Opalesque Geneva:
While global equities had their worst year since 2008 last year and fourth worst year on record (as measured by the MSCI World TR Index), CTAs had their best year since 2008 and generated significant crisis alpha. The SG CTA Index, which tracks the 20 largest managed futures* hedge funds, was up 18%, the best year since its inception in 2000.
the RPM Evolving CTA Funda multi-CTA fund with a core trend-following strategy, returned 23% in 2022. This was…