Trend following strategies finally had a correction month, with many (but not all) programs surrendering roughly one-fifth to one-quarter of their YTD returns
Managed Futures strategies typically do well in downward trending markets, so it is surprising that despite the threat of a recession investors have now started to pull their money out
Many (but not all) of the equities-based strategies we track – both L/S equities programs and market neutral strategies - seemed to have a challenging month