CTA’s show signs of recovery

Lyxor
By August 29, 2017 07:05

CTA’s show signs of recovery

The Weekly Brief

Recently released data on hedge fund flows confirm that investors are currently divesting from CTAs. As usual, outflows tend to track recent underperformance with a lag, which can be substantial at times. Between late August 2016 and late August 2017, CTAs experienced a 10% drawdown according to the Lyxor CTA Broad Index. Other measures of CTA performance paint a similar picture. Underperformance over the recent quarters has been caused by frequent trend reversals in the FX, commodity and fixed income spaces.

Lyxor
By August 29, 2017 07:05

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