HFA Icon

Managed Futures Set To Re-Emerge As Performance Leader?

HFA Padded
Mark Melin
Published on
Updated on
Sign up for our E-mail List and Get FREE Access to Exclusive Investment E-books and More!

Managed futures CTAs are posting gains in June as equity long / short program profitability sags, a recent Credit Suisse report notes. While CTAs, measured by the Credit Suisse Hedge Fund Index, are down -1.7% year to date, surrendering significant gains early in the year as predicted in ValueWalk, the Natixis ASG Managed Futures mutual fund is up 4.24% in the A shares year to date. Senior investment committee advisor Alistair Lowe sat down with ValueWalk to discuss the outperformance. He considers the mutual fund’s adaptive approach that reduced exposure in certain markets and their trade time horizons as key causation for the outperformance.

CS equity L S

Credit Suisse notes long / short...

Login required to continue reading.

Setup a free account to get access to this article (no credit card required).

View Full Article
Already a member? Log in here

HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.