Going with the trend

Discover what CTAs can do in this age of low interest rates…
and how they do it

Commodity Trading Advisors (CTA) have been a success story, evidenced by the impressive fund inflows. Today, when interest rates are expected to rise but a lot of uncertainty persists, CTAs’ risk mitigation qualities are difficult to underestimate. 

CTAs utilise trend-following strategies and can take short and long positions across different asset classes globally. For diversified portfolios suffering the consequences of today’s low interest environment, they have been a useful tool to improve risk-adjusted performance and mitigate adverse market movements.

Read our white paper to learn about CTAs’ main benefits, discover how they generate performance, find out CTAs’ strengths and weaknesses in different markets and explore the tricky question of market timing:

  • History: CTAs’ origins back in the 1970s and key milestones in their development
  • Portfolio risk management: what is the impact of CTAs on the performance of a balanced portfolio?
  • How they do it: how CTAs’ short- and long-term trend following approaches work?
  • Dispelling myths: what is the real relationship between CTAs and market volatility?
  • Investment timing: is there the perfect time to invest in CTAs?
  • Steeve Brument
    Steeve Brument
    Global Head of Alternative Investments, Member of the Executive Committee
  • Johann Mauchand
    Senior Systematic Fund Manager

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