Alternative Links: $10.3 Billion Inflow

January 25, 2017 rcm-alternatives 0 comment  Like
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The game plan that received the most new cash over the 12 months was managed futures, attracting a net $10.3 billion, according to industry researcher eVestment.

Got Alpha? Then Don’t Cast Stones – (Bloomberg)

 

Despite the recent under-performance, the trend following index still managed to return a healthy 13% annualized over the last 10 years (+257% total return).

A decade of Trend Following – (LinkedIn)

 

In the face of constant change, sometimes it’s best to stick to your discipline.

Why Now Is The Time To Consider Managed Futures – (ValueWalk)

 

The value of incorporating managed futures is the ability to generate positive returns and protect assets during crisis periods.

Protect Your Investments Now – (Forbes)

 

Bond market scarcity and concerns over investment allocations could mean investors could increase systematic funds exposure in the next year.

Managed futures will fly as bonds flounder, says systematics head – (CityWire Selector)

 

Dimitrios Stafylas, of Aston University, Aston Business School, in Birmingham, England, has proposed a “holistic” model of hedge fund performance attribution with three key features:

HEDGE FUND PERFORMANCE: A MULTI-FACTOR MODEL – (All About Alpha)

 

According to people familiar with the matter, about half the 230 employees at Harvard Management Co. will leave as part of a sweeping change by the university’s new endowment chief, N.P. “Narv” Narvekar.

Harvard Endowment to Lay Off Half Its Staff – (The Wall Street Journal)

 

But there’s those out there who don’t care much about the nuances of strategy types, risk adjusted metrics, and relative performance. There’s more than a few of you out there who just want to know – who did the best in 2016?

The Top 10 Managed Futures Managers of 2016 – (RCM Alternatives)

 

Remember that everything changed in the crude oil sector when the U.S. officially lifted the export ban on crude in 2015, making WTI Crude Oil (WTI = West Texas Intermediate) more on par with Brent Crude Oil.

The Rules of Crude Oil Market Have Changed – (RCM Alternatives)

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.

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.

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.

Limitations on RCM Quintile + Star Rankings

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.

See the full terms of use and risk disclaimer here.

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