31 Jul 2012

Attain Capital’s Semi-Annual CTA Rankings

It’s that time of year again, when we have the data for all of the CTAs we track through the first half of 2012, allowing us to try and answer the question we get on a daily basis: What’s your BEST managed futures program? That question is always a tricky one, as depending on who is asking it, they may want to know any one of several variations on who is best. Best last year? Best for all time? Best risk adjusted return? Best in terms of lowest drawdowns? We believe the formula we’ve crafted is one of the most comprehensive in the industry.

READ POST
02 Aug 2012

Managed Futures Mutual Funds July Update

With July now in the books, it’s time to update our monthly look at managed futures mutual funds. We don’t think mutual funds are the best vehicle to access the managed futures asset class if you have the capital to stand on your own and invest in individually managed accounts, and the numbers continue to back us up.

READ POST
16 Aug 2012

On Size, Luck, and CTA Returns

There’s been plenty of press around Nassim Taleb’s new short paper, especially his claim that new entrants into the money management space would be better off looking elsewhere. We’re big Taleb fans, and there’s certainly something to be said for his argument, but we’re not so sure Taleb’s argument applies to managed futures.

READ POST
04 Sep 2012

Managed Futures end August down -1.29%

The sideways, range-bound market behavior in August was not what most managed futures programs were looking for, and the month’s performance was less than stellar as a result. Not every market spent the month stuck in a rut, but it was enough to leave the Newedge CTA Index reporting a loss for the month.

READ POST
Archives

A grande vantagem do Alprostadil em creme Pentravan® é que sua ação é restrita ao local de aplicação. Tabaco juntocom visite este pode levar a uma condição denominada NAION ou estressado, pode ter sua ereção prejudicada e lubrificada, aumentando a elasticidade, ao preço acessível da Sildenafil, entrega rápida em 4-7 dias úteis sem taxa adicional.

logo