Managed futures strategies fared well in November, as evidenced by the performance of the Newedge CTA, trend and short-term traders indices.
The opportunity set seemed particularly favourable for trend-following strategies, as all 10 constituents of the Newedge Trend Index reported positive returns in November.
The top year-to-date performer of 2013, through November, remains the Newedge Commodity Trading Index (Equity), which has returned 15.48 per cent over the 11-month period.
