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CTAs Continue to Struggle in Tough Environment
Data from Societe Generale Prime Services reveals that the majority of its CTA indices show that these firms continued to post negative returns during November. The SG CTA Index posted a negative return of -1.83% and is now down overall -3.38% YTD. The SG Trend Index fared slightly better, returning -1.25% in November, but remains the worst performing index for the year at -6.79% YTD. The SG Short Term Traders Index (STTI) was the only index to post positive performance in November, returning 0.43% for the month with six out of the 10 constituent CTAs contributing positive returns.

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