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MFEU CTA Index upp 0,6 % under Februari

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Stockholm (HedgeFonder.nu) – Under februari fortsatte aktierallyt för femte raka månaden, försett med positiva ekonomiska data, men försvagat av rädslan för fortsatt europeisk skuldkris. S&P 500 Total Return Index slutade på plus 4,32 %. Priserna på råvarumarknaderna gick också upp under större delen av månaden. Oro relaterat till det iranska kärnkraftsprogrammet trycker oljepriserna uppåt. Med dem priset på naturgas. I jordbrukssektorn steg sojabönor och socker. Ädelmetallpriser steg också och slog rekord för 2012, men föll tillbaka under den sista sessionen. MFEU CTA index slutade februari på plus med 0,6 % och för 2012 ligger plus med 0,54 %.

Index:

  • MFEU CTA index 0,6 %
  • Barclay CTA index 0,03 %
  • DJ CS Managed Futures index 1,15 %
  • NewEdge CTA index 0,75 %

Höjdpunkter från MFEU CTA-databasen:

Summeringen visar att i takt med att marknaderna lugnar sig så tenderar sannolikheten öka för att trendföljande program ska göra vinst. Vidare, efter flera månader börjar så systematiska traders återigen att slå diskretionära traders samt indexen.

Systematic traders upp 0,79%
Discretionary traders upp 0,39%
Trend-following traders upp 1,02%

Korrelation till S&P 500 är 0,09

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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