The mixed fortunes of CTAs

Mon Nov 12, 2012




The growth in funds managed by commodity trading advisors (CTAs) was one of the leading indicators that showed that the world of alternative UCITS strategies was widening and deepening.

The asset class, in previous years shunned by many investors has seen more recently - especially after some terrific performance during the financial crisis of 2008 - as an all-weather strategy and a diversifier away from traditional equity and bond assets.

But managed futures has had a challenging year in 2012 - with the Absolute UCITS Managed Futures Index reporting a median loss year-to-date to October 2012 of more than 4%.

However, many more fund managers continue to unveil new CTA funds using the UCITS framework.

The latest to be unveiled is the MS QTI UCITS Fund, which is on Morgan Stanley's FundLogic platform, and...

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