Managed futures redemptions slow in H2 2014

Managed futures lost $35 billion in outflows last year, roughly twice that from global macro, even though it outperformed all other strategies

Managed futures had $35 billion in outflows in 2014

The gush of redemptions from managed futures funds slowed in the last half of 2014, as the strategy outperformed all other hedge fund strategies over the year.

The last half of the year saw a revival of managed futures’ fortunes such that the strategy generated higher returns in one year than in the three previous years combined.

Performance seesawed for macro and managed futures funds in 2014 as a whole. The year began slowly, taking six months for macro funds to achieve positive cumulative

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here