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.


