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8 Risk (Adjusted) Statistics Summarized

May 24, 2016
Whether you are investing in managed futures or any other type of investment, this article covers important risk statistics that investors should closely consider to make an investment. This article covers the 8 most commonly looked at risk statistics in the investment universe.
VAMI - Drawdown Chart

Analyzing a CTA's Daily Returns, Part Two: Equity Curve vs Underwater Chart

May 20, 2016
In our first part, we displayed how we use a CTA's daily return data to make a frequency distribution of daily returns. The frequency distribution gives us a good idea of what type of volatility to expect on a day to day basis, and it displays any outlier days that an investor should be aware of.
Double Top Formation

Difference Between Technical and Fundamental CTAs

Apr 21, 2016
All commodity trading advisors, whether discretionary or systematic, use a component of technical or fundamental analysis in their investment strategy.
Shows Strength & Direction of Correlation

The Significance of Correlation in Managed Futures

Mar 08, 2016
Correlation - it's a term most everyone is familiar with, especially when it comes to their investments. When aiSource speaks with investors, it seems that a vast majority of people put a strong emphasis on correlation, ultimately altering their decision to include/exclude a CTA from their CTA portfolio. The real question is, how much emphasis should an investor put on correlation?
Managed Futures Performance - Republican vs Democrat

Democrats vs Republicans: Who's Better for Managed Futures?

Nov 23, 2015
An analysis of managed futures performance, and how the republican or democratic party affect performance.
Monthly Return Distribution - CTA Y

What is Skewness?

Oct 13, 2015
Many managed futures CTA databases report skewness as a number, however few know what it actually represents. This blog post covers what skewness is and how it can help in your investment analysis.
Frequency Distribution 1

Analyzing a CTA's Daily Returns: Part 1

Sep 18, 2015
Since investing through managed accounts allows investors to have daily transparency and performance reporting, it's important for an investor to analyze daily returns in order to get a better idea of what to expect when investing with a CTA.

A Better Measure of Risk: Standard Deviation or Downside Deviation?

May 15, 2015
Analyzing commodity trading advisor's is never an easy task. In analyzing a specific CTA manager for the first time, there are many different tools or statistical values that should be considered in order to determine whether or not a CTA's strategy is investable. This article covers whether standard deviation or downside deviation is a better measure of risk.

Rolling Rate of Return: Most Important Chart on a CTA Database?

May 06, 2015
What the rolling 12-month rate of return chart is showing you is if an investor would have been profitable with a CTA after investing with them for a period of 12 months (based on their historical track record).

What is the Sortino Ratio?

Jul 25, 2014
The Sortino Ratio explained and how it differs from the Sharpe Ratio. Not only does this article cover the differences between the Sharpe and the Sortino ratio's, but it also shows alternate ways in calculating the Sortino ratio.

Defense Wins Championships, Even in Managed Futures

Oct 18, 2013
How to make adjustments to your managed futures portfolio during a poor year like 2013.
Return on Margin

What is Return on Margin?

Feb 05, 2013
What is Return on Margin? When investing in a managed futures strategy, its often difficult to understand what statistics to look at in order to qualify a CTA manager. Return on Margin is a statistic that aiSource monitors very closely to assess the quality of the CTA manager.

Fundamental Vs. Technical Investment Managers

Oct 25, 2012
Fundamental Vs. Technical Managed Futures CTA's

Managing Portfolio Volatility

Jun 25, 2012
Managing Portfolio Volatility

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Past performance is not necessarily indicative of future results. Trading commodity futures, options, and foreign exchange ("forex") involves substantial risk of loss and is not suitable for all investors. In no way is the advisor of the month a direct recommendation of aiSource or any of its affiliates. Please carefully review the disclosure documents and any other promotional material prior to investing with any program. Managed accounts and/or managed futures are very risky and may not be suitable for all investors. Please consult with a Managed Futures specialists prior to investing.