CTA’s ‘positively skewed’ performance helps reduce tail risk in a diversified hedge fund portfolio

(Hedgeweek) Commodity Trading Advisers (CTAs) are one of only a few hedge fund strategies that performed well throughout the market selloffs of 2000-2002, 2008 and 1st Q of 2020. Yet, investor’s perception of the strategy is more divergent than any other major hedge fund strategy.

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