Several CTAs Soared in May

The supposedly uncorrelated strategy’s main indexes posted losses last month — but several funds bucked the trend.

Stephen Taub June 13, 2019

(Alex Kraus/Bloomberg)

CTAs lost money last month — along with the stock market — despite their reputation for being virtually uncorrelated to the stock market. But a handful of funds managed to post gains. The Societe Generale CTA Index lost 2.36 percent for the month, cutting its gain

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