Sat, Sep 5, 2026
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Alternative Market Briefing

New Zealand-based quant manager Pure Capital launches protection service against CTA draw-downs

Thursday, December 09, 2010

By Florian Guldner, Opalesque:

Pure Capital, a New Zealand-based quantitatively-driven investment manager specializing in 'targeted non-correlation' has announced the launch of a new advisory service called 'CTAllocate'.

According to Pure Capital, CTAllocate is a service designed to help wholesale/institutional CTA investors enhance, as well as protect their portfolio performance by 'timing' exposure to the CTA asset class - an asset class with strong long-term performance metrics, useful non-correlation benefits and favorable liquidity characteristics.

The principal draw-back to CTAs is the sometimes substantial draw-downs that come with the strategy. CTAllocate will help investors minimizing their exposure to these draw-downs as well as providing potential windows within which they may choose to re-invest back into CTAs.

In exchange for a monthly fee, investors will get advance warning by up to 2 weeks on what may be important timing points. The service will be a combination of analysis available online through the Pure Capital Client Portal - and email alerts.

Anthony Limbrick, Chief Investment Officer at Pure Capital said "the CTAllocate service will allow investors to have greater confidence in a long term strategic asset allocation to CTAs in the knowledge that they may improve the probability of missing at least some of the inevitable losing periods that come with the strategy". Corporate website:......................

To view our full article Click here

Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Other Voices: Nvidia extraordinary growth and the challenge of sustaining demanding valuations over time[more]

    Antonio Di Giacomo, Senior Market Analyst at XS.com, writes: Nvidia has established itself as one of the most extraordinary growth companies in the global technology sector. Over the past two fiscal years, its revenues have risen from levels close to $60 billion annually to well above $120 billi

  2. Opalesque Exclusive: Private Markets Evergreen Funds - An Insider's View[more]

    Matthias Knab, Opalesque for New Managers: Private Markets Evergreen Funds: What Investors Need to Know Before They Dive In The democratization of private markets is well underway. Structural barriers t

  3. KRX chief courts CalPERS for bigger bet on Korea[more]

    Korea Exchange Chairman and CEO Jeong Eun-bo held talks with California Public Employees' Retirement System, or CalPERS, to promote greater investment in South Korea's capital markets, the bourse operator announced Wednesday. Jeong met with CalPERS Chief Investment Officer Stephen Gilmore.

  4. 755 Unicorns, $8 Trillion: Fifth Era maps the autonomous digital economy[more]

    Matthias Knab, Opalesque for New Managers: Fifth Era Partners, a specialized asset manager focused on the convergence of Internet, AI/Agentic and Blockchain technologies, has released the findings of its 13th Bia

  5. Opalesque Exclusive: Governance, Scale, and Boutique Resilience in a Consolidating Hedge Fund Industry[more]

    Matthias Knab, Opalesque for New Managers: The hedge fund industry has undergone significant consolidation in recent years, with capital increasingly concentrated among large multi-strategy platforms. Yet boutique m