Ways to land safely when coming back down to earth

- By Risk Staff
- 20 May 2003

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Managed futures and foreign exchange funds have had a fruitful year, but their stellar performance may be coming to an end ' for the short term at least.

Duncan Brown, head of business development at Winton Capital Management, says: 'CTAs had a fantastic run up until March this year.'

Winton's managed futures programme, operating on approximately 20% margin/equity, returned over 30% over three months and 66% over 12, before giving back 10.8% in March.

'What often happens, especially with trend

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