Managed futures, a strategy used by commodity trading advisers, produced the highest returns of any strategy in the CSFB/Tremont group of indices in 2002. By betting on increases in the prices of gold and oil, and on the depreciation of the dollar, commodity trading advisers produced returns of 18.33%.
Dedicated short-bias: indices show that funds following this strategy made easy money by shorting the tumbling markets, predicting that they would continue to fall. They made returns of between 15.84%
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