The iSTOXX® Efficient Capital® Managed Futures 20 Index was positive for the second month in a row, gaining 1.38% in November. Long term and short term managers posted the strongest returns on the month, generating profits of 2.00% and 1.76%, respectively. Global macro managers contributed positively with gains of 0.42%. FX managers, on the other hand, continued their losing streak, shedding -0.59%. Ongoing support from central banks and generally strong economic numbers further boosted investors’ risk appetite in November.
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