Managed Futures/Global Macro 2018 Strategy Review

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An over-extended counter attack. Weakness on your flank. The opportunity to push through the center and secure the higher ground. A general has to observe the entire field of battle when designing what strategy will not only win the current battle, but also serve them best in the overall war. Investors assembling portfolios of alternative investments must act in much the same way, needing to understand and analyze the different tactics (strategy types) available to them within each type of investment to best reflect their views on the market landscape.

Enter our yearly review analyzing the various managed futures/global macro alternative investment strategies whose tactics were put to the test in 2018. In our annual strategy review whitepaper, we break down each strategy facet, analyzing the unique internal and external factors that materialized during the battle that was the 2018 market. 

Which of the strategies performed the best, and which ones have some ground to make up in 2019?? If you’ve been following along with us on our blog throughout the year, you’ve probably seen that volatility traders were in the headlines the most, some in a good way, and others not so much. Here’s a little bit from our review of volatility traders & VIXmageddon:

The events of February were the ultimate zero-sum game. Programs like Pearl Capital, who were long the VIX heading into the spike, were the winners (with Pearl bringing in 30% returns in a single trading session) while on the other side of the coin were the short sellers like LJM, who suffered large losses and effectively put out of business by the mammoth move.

Elsewhere, niche programs focused on energies and meats were a bright spot, while classic trend following and systematic models mostly struggled. Take a look at how all of the forces of the market fared over the year by downloading our Managed Futures/Global Macro 2018 Strategy Review!

 

Disclaimer
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.

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.

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.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.

See the full terms of use and risk disclaimer here.

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