CTAS ARE BACK…WHAT HAS CHANGED?
This paper is the first of a new series, Just the FAQs, addressing those questions we are receiving most often from our investors.
Through the end of May 2022, CTAs are off to their best start to a calendar year since 1995 using the Barclay CTA Index as a proxy, exceeding early returns from 2008. Consequently, both those who have recently benefited from a trend-following allocation and others considering new investments are now asking the same question: “What has changed?”