The team at Swedish firm RPM Risk & Portfolio Management (RPM) has devised a strategy targeting a dynamic subset of evolving CTAs with a shorter measurable track record and smaller assets under management (AUM). RPM believes these managers offer the most attractive risk/return potential. However, shorter track records increase the chances of picking bad apples so manager selection is paramount.
RPM, with $3 billion AUM, started investing in CTAs in 1993 and has allocated to roughly 50 funds of wh
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