(Harvest) The managed futures hedge fund strategy, as measured by a well-watched peer group index, is in a major drawdown. In spite of this, money is still flowed as investors have taken a forward looking view of what this strategy will do if there is a sell-off in major asset classes like equities. Of course, indices do not represent the behavior of individual managers within this space. There are winners and strategies that have made money over the last two years. It is just that the search may be a little more difficult because many big names which focus on longer-term trends in financial markets have had fewer profitable opportunities. In general, better diversified managers across style, timing and markets have done better.
Managed Futures In a Drawdown – How Bad Is It? – Take a Look
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