The BarclayHedge CTA Index ended July up 7.08% year to date, outperforming the aggregate hedge fund index by more than 10%. The Barclay hedge fund index, however, returned –4.45% up to the end of July. Returns such as these are encouraging investors to allocate to CTAs away from other strategies, say managers.
“These are the perfect conditions for CTAs and that is likely to continue for some time. A CTA makes money from price movements, be they within asset classes or from price movements of assets relative to each other.
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