Commodities & Resources

PERFORMANCE

Lessons learned: How luck, as well as skill, drove CTAs’ performance during the historic coronavirus sell-off

Lessons learned: How luck, as well as skill, drove CTAs’ performance during the historic coronavirus sell-off

Managed futures strategies experienced an entire year’s worth of performance dispersion during a dramatic first three months of 2020, with trend-following hedge funds’ returns hinging as much on luck as skill, a new deep-dive analysis by multi-manager CTA portfolio investment firm Efficient Capital Management shows.

MANAGER INSIGHTS

Trend-following hedge fund Quest Partners’ tail risk strategy soars amid volatility surge

Trend-following hedge fund Quest Partners’ tail risk strategy soars amid volatility surge

Quest Partners, a New York-based systematic CTA, has carved out a strong track record over the past two decades, tapping into market opportunities arising out of volatility swings and increased tail risk in assets using a nimble short-term approach that enables it to switch in and out of positions quickly.