The iSTOXX® Efficient Capital® Managed Futures 20 Index, developed by STOXX Limited in collaboration with Efficient Capital® Management, a leading provider in the Managed Futures space, represents the performance of 20 of the largest Managed Futures Traders. Strict rules about minimum assets under management, existing track record and fee structure are applied to the initial universe of CTAs to ensure market representativeness. STOXX® independently constructs, calculates and publishes the index value on a daily basis, while Efficient Capital serves as a research partner.
The iSTOXX® Efficient Capital® Managed Futures 20 Index was down -0.03% in February bringing the year-to-date return to -2.04%. Long term managers represented the only positive strategy on the month gaining 1.08%. FX, short term and global macro managers struggled on the month losing -1.67%, -1.35% and -1.28% respectively.
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