Managed Futures / Global Macro 2017 Strategy Review

It’s that time of year, where we in the Managed Futures / Global Macro / Alternative Investment space take a look back at the year that was 2017 and sift through exactly what happened in each of the multiple categories which comprised the space, in our annual Strategy Review Whitepaper. We can all see what the overall asset class did for the year.  But the problem with glancing at index returns for managed futures is there are so many programs that do things quite differently than the typical managed futures/global macro profile. Managed Futures, like our brains, may represent one structure, but each section of the brain does very different things. If we had to draw up what a Managed Futures brain would look like, divided by all the sectors, this is what it might look like:

What types of strategies found success, and where was there the most diversion amongst members of a strategy group? If you’ve been following along with our blogs and whitepapers all year, you’d know that Volatility Traders had the most “brain activity” in 2017. Here’s an excerpt from our review of this section:

Assets are coming into these volatility traders despite the category being a relatively new idea to the Managed Futures space, in part because they are nimble enough in their AUM, and partly because these types of strategies perform unlike most other CTAs, which is appealing considering the Managed Futures’ recently sideways performance.

To see how these managers, as well as the other types – everyone from energy traders to short term players, downloaded our Managed Futures / Global Macro 2017 Strategy Review!

The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.

The programs listed here are a sub-set of the full list of programs able to be accessed by subscribing to the database and reflect programs we currently work with and/or are more familiar with.

Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history. Individuals cannot invest in the index itself, and actual rates of return may be significantly different and more volatile than those of the index.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

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The Quintile Rankings and RCM Star Rankings shown here are provided for informational purposes only. RCM does not guarantee the accuracy, timeliness or completeness of this information. The ranking methodology is proprietary and the results have not been audited or verified by an independent third party. Some CTAs may employ trading programs or strategies that are riskier than others. CTAs may manage customer accounts differently than their model results shown or make different trades in actual customer accounts versus their own accounts. Different CTAs are subject to different market conditions and risks that can significantly impact actual results. RCM and its affiliates receive compensation from some of the rated CTAs. Investors should perform their own due diligence before investing with any CTA. This ranking information should not be the sole basis for any investment decision.

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