Price swings in currency and energy markets weigh on CTA trend followers

The euro, Brazilian real and U.S. dollar have all seen significant movement following political events this year. According to latest research from Preqin, this volatility drove down YTD performance for trend following CTA’s with -1.62% YTD sofar (in comparison: LuxHedge CTA & Managed futures UCITS Index: -0.44% YTD). Despite shaky performance in 2017, many investors still seek CTA exposure to provide protection during a next market correction.