Saturday, February 24, 2024

March round-up: Macro meltdown, CTA capsize, risk-off retreat



Market turmoil sparked by banking crises in March brought widespread reverses for macro and CTA managers, two of the main performance winners last year.

The surprise turnaround in bond prices was the key loss driver, though multi-strat managers, the other key 2022 winners, largely dodged the losses. Here is AFI’s monthly round-up.

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