Future perfect: where managed futures are expected to perform

Strategy: CTAs/managed futures


Managed futures funds and commodity trading advisors (CTAs) are a well-established corner of the hedge fund industry. Using a systematic trading model, these funds sell themselves as liquid investments offering uncorrelated returns to traditional asset classes.

The sector is known for being largely counter-cyclical. This was proved over the past couple of years. Managed futures were one of the few groups of funds to record a positive performance in 2008, up 18.33% according to the Credit Suisse/T