{"id":61129,"date":"2017-11-30T08:13:09","date_gmt":"2017-11-30T13:13:09","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=61129"},"modified":"2017-11-30T08:13:10","modified_gmt":"2017-11-30T13:13:10","slug":"preqin-price-swings-make-challenging-environment-for-ctas","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/11\/2017\/preqin-price-swings-make-challenging-environment-for-ctas.html","title":{"rendered":"Preqin: Price Swings Make Challenging Environment for CTAs"},"content":{"rendered":"<p>(Opalesque) Pricing volatility in currency and energy markets has created a challenging performance environment for CTAs in 2017 so far. As at the end of September, the Preqin All-Strategies CTA benchmark has recorded year-to-date losses of 0.04%, compared to gains of 8.04% for the All-Strategies Hedge Fund benchmark. Trend followers, which represent the largest group of CTAs, have lost 1.62% YTD. In contrast, option writing CTAs, which represent one in 10 active funds, have gained 7.63% through the year so far. Similarly, systematic CTAs have posted losses of 1.02% in the nine months to September, but discretionary funds have returned 0.75%. <\/p>\n<p><a href=\"http:\/\/www.opalesque.com\/industry-updates\/5161\/preqin_price_swings_make_challenging_environment_for_ctas516.html\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Opalesque) Pricing volatility in currency and energy markets has created a challenging performance environment for CTAs in 2017 so far. As at the end of September, the Preqin All-Strategies CTA benchmark has recorded year-to-date losses of 0.04%, compared to gains [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-61129","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/61129","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=61129"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/61129\/revisions"}],"predecessor-version":[{"id":61130,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/61129\/revisions\/61130"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=61129"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=61129"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=61129"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}