2020 has been a mixed bag for CTAs thus far.  CTA indices are also mixed, with Barclay’s CTA index posting a positive YTD return, while the SG CTA index is posting a negative return. Agricultural strategies, which had been out of favor over the past few years are making a…

2019 was overall a good year for the CTA industry. Most CTA indices reported positive performance, and many strategies that had been out of favor for the past few years are making a comeback. Trend following and global macro strategies are again prevalent within managed futures and many are predicting…

2019 has been a good year for CTAs thus far.  Most CTA indices are reporting positive performance, and many strategies that had been out of favor for the past few years are making a comeback.  Trend following and global macro strategies are again prevalent within managed futures and many are…

Outside of the February 2018 short volatility debacle, 2018 started promising for many CTAs.  Most CTAs we were allocating to did well month after month until fall.  Then, once volatility returned to the markets, the CTAs were not able to capitalize and ended up giving back much of their gains…