Riding the wave – Why you should consider allocating to CTA’s

A new white paper by the Alternative Investment Management Association (AIMA) is zooming in on the CTA industry. It highlights the ability of many CTA funds to produce truly uncorrelated returns which lower volatility in well diversified portfolios. CTA’s are often seen as insurance products because of their tendency to outperform during market sell-offs and crises. This was very evident in 2008 when almost all CTA’s reported positive performance and annual returns of >30% were no exception.

The total CTA industry by the end of 2016 is estimated at $340bn, the LuxHedge universe of CTA & Managed Futures UCITS currently stands at 16BEUR.

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