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CTAs return up 7.21% in 2020

February 9, 2021 : Permanent Link

(Opalesque) CTAs were tested under market stress in 2020, and were found wanting by some investors, said Preqin. “The relationship between market stress and volatility is a complicated one. CTAs are generally included in portfolios because of their low correlation to traditional asset classes such as stocks, bonds, and real estate, and because of their historical ability to provide crisis alpha under market stress,”

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