Managed Futures May Performance by Attain Capital

Even though we’ve proven the “Sell in May” theory doesn’t necessarily apply to the Managed Futures, it looks as if this time around it was the exact opposite, with 3 of the 4 indices we track showing two consecutive months of positive performance, something the industry hasn’t seen since the last two months of 2013. However, the average YTD performance still remains in the red.

Managed Futures

(Disclaimer: Past performance is not necessarily indicative of future results)
(Only 58% of returns reported to the BarclayHedge CTA Index)

Maybe, just maybe, this will be the start of breakout of the Managed Futures generational drawdown we’ve all been living through the past couple years. Here’s hoping that the last two months are an indication that managed futures is readying for a strong second half of the year.