Top Alternative Investment Strategies for Sophisticated Investors As the investment landscape is rapidly changing, finding new investment opportunities and diversification has never been more important. Commodity futures markets offer a wide range of opportunity through global market exposure and the ability to easily go long or...
To understand the concept behind alternative investments, you don’t have to think far beyond your own kitchen. There are certain staple foods you cook on a daily basis, things you would consider “conventional.” The ingredients are easy to find and affordable. The knowledge and time to cook the dishes...
December average return: -0.35% 2019 average return: +11.00% ManagerPerf.YTD Aspect Capital-0.76%+20.07% Campbell & Company-3.40%+11.36% Cantab Capital Partners+3.10%+39.68% Chesapeake Capital-1.70%-4.03% Crabel+0.08%+8.41% Dunn Capital-0.47%+16.91% FORT L.P.-0.36%+14.41% Graham Capital Mgmt.-3.42%+15.57% ISAM+0.12%+1.76% Lynx Asset Mgmt.-0.94%+15.42% Man Investments+1.26%+10.03% Millburn Ridgefield-0.07%+6.09% Quantitative Inv. Mgmt.+2.34%-1.45% Quantica Capital-1.40%+25.03% SEB Asset Mgmt.-0.66%+1.85% Transtrend BV-0.51%+1.94% Winton Capital Mgmt.+0.86%+3.92% Main Indices Returns As a comparison, please find below the returns for several indices tracking the managed futures/CTA...
There’s nothing that strikes more fear into the hearts of investors than market declines. Short-term or long-term, it almost doesn’t matter. This is particularly true of investors whose portfolios consist mainly of equities or equity-driven assets (i.e. index funds). The problem here is that most investors can’t tell apart...
You’ve been told that commodity futures can at times have a negative correlation to equities. When one goes up the other goes down, so they say. A portfolio of futures, then, makes for a good portfolio hedge--one that allows you to capture upside during market...
Unless you’re a seasoned commodities trader or a die-hard gold bug, you may not be that familiar with the gold-to-silver ratio. If not, read on, as we’ll explain what it is, how it’s traditionally interpreted, and how you might use it to inform your precious metals trades or allocations....
Please find below the September performance numbers of the managed futures funds we follow in our monthly report. Managed Futures Performance September average return: -3.62% 2019 average return: +13.59% ManagerPerf.YTD Aspect Capital-3.87%+22.94% Campbell & Company-2.40%+20.45% Cantab Capital Partners-1.79%+38.71% Chesapeake Capital-2.18%+1.58% Crabel-0.98%+4.44% Dunn Capital-11.16%+21.53% FORT L.P.-2.88%+17.42% Graham Capital Mgmt.-2.42%+17.95% ISAM-10.97%+8.67% Lynx Asset Mgmt.-4.72%+23.21% Man Investments-6.81%+14.70% Millburn Ridgefield+1.90%+2.39% Quantitative Inv. Mgmt.-1.64%-9.11% Quantica Capital-0.70%+26.46% SEB Asset Mgmt.-3.26%+5.47% Transtrend BV-5.06%+7.61% Winton...
Adopting a trend following approach may only be the first step toward achieving robust portfolio diversification. As most experienced investors know, the best market analysis can’t project far beyond the present. The same can be said of fund performance statistics. Both can tell you about what’s happening now (with a...
Have you ever wondered how certain trend traders have managed to build such incredible fortunes? You’ve heard the stories. Take Ed Seykota, for example. He turned an initial $12,000 investment into $15 million over twelve years. And then there’s Michael Marcus, who turned $30,000 into $80 million in less than twenty...
Please find below the August performance numbers of the managed futures funds we follow in our monthly report.