So, the more advanced question is: What’s wrong with AQR in relation to its peers? The obvious question there is: “Is it too big?”
Momentum strategies like trend following and managed futures need at least something happening, seeing their best performance with multiple crisis underway and worst when there are none.
The gap between perception and reality is often a mile wide.
For now, it looks like investors are trying to cash in on the “hot market.” Just as long they can stomach the volatility that goes along with those kind of markets.
Trying to decipher the assets under management for the Managed Futures industry is enough to give anyone a headache.
Our main issues are: it doesn’t include Managed Futures and the periodic table/quilt doesn’t show the magnitude of the moves all that well
For those that are looking for the top performers of the month, ignoring risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in February.
As a whole, the Managed Futures sector did not perform well in January’s market environment, but that doesn’t mean there weren’t outliers. If we ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in January. (Disclaimer: past performance is not necessarily indicative of future results. Programs […]
If you’ve been spent any time on the RCM Alternatives website as of late, you might have noticed things look a little different. We’re talking about a completely fresh look, designed purely with the idea of making it as user friendly as possible for potential investors to find an alternative investment research, stats, and a […]
The sector of the brain firing off the most “signals” in 2016 was Volatility Traders. Here’s a preview of our review of that sector: