GUEST ARTICLE

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

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

By Don Steinbrugge, Agecroft Partners – 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. 

RESEARCH

Customisation and co-investments gather pace, Deutsche Bank survey finds

Customisation and co-investments gather pace, Deutsche Bank survey finds

The global hedge fund industry’s shift towards greater customisation and bespoke products is rapidly gathering momentum, as allocators pile into managed accounts and sector- or country-specific strategies, with ESG concerns also increasingly to the fore, according to a new industry study published by Deutsche Bank.