Insights

CTAS ARE BACK…WHAT HAS CHANGED?

This paper is the first of a new series, Just the FAQs, addressing those questions we are receiving most often from our investors.

Through the end of May 2022, CTAs are off to their best start to a calendar year since 1995 using the Barclay CTA Index as a proxy, exceeding early returns from 2008. Consequently, both those who have recently benefited from a trend-following allocation and others considering new investments are now asking the same question: “What has changed?”

2021 AND BEYOND…STRIKING A NEW BALANCE

The link below will take you to 2021 and Beyond, our recap of last year’s most notable events, their impact on the markets that we trade, and the opportunities that they present going forward.

DIVERSIFICATION COMES IN MANY FLAVORS

Diversification is at the heart of how CTAs build their strategies. The decisions managers make when diversifying across markets, timeframes and investment styles are influenced by their return objectives and have a direct impact on performance. This paper explores some of those choices.