Opalesque Futures Briefing http://www.opalesque.com/Futures_Briefing Futures Briefing Mon, 30 May 2016 00:46:22 +0000 http://wordpress.org/?v=2.7.1 en hourly 1 Managed futures continue to be among investors’ favorites http://www.opalesque.com/Futures_Briefing/?p=12721 http://www.opalesque.com/Futures_Briefing/?p=12721#comments Mon, 30 May 2016 00:46:22 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12721 Commodity strategies remained in favor during the month, according to eVestment, while macro fund redemption pressures abated. Managed futures continue to be among investors’ favorites, while multi-strategy funds showed weakness after a string of recent losses. Redemptions from credit strategies, the industry’s post-financial crisis darlings, weighed most heavily on overall flows.
Despite continued net redemptions totaling $1.9 billion in April, performance…

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Positive Returns from Managed Futures? http://www.opalesque.com/Futures_Briefing/?p=12719 http://www.opalesque.com/Futures_Briefing/?p=12719#comments Mon, 30 May 2016 00:46:07 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12719 How can certain asset classes—namely liquid alternative mutual funds—help mitigate these risks? In reality, any investment that adds diversification to a portfolio can help reduce volatility and increase returns. But as it turns out, there is one liquid alt strategy that offers both negative correlation to traditional asset classes and a positive expected return–managed futures.
Managed futures funds typically employ…

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Managed futures receive $2.9 billion in April http://www.opalesque.com/Futures_Briefing/?p=12717 http://www.opalesque.com/Futures_Briefing/?p=12717#comments Mon, 30 May 2016 00:45:46 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12717 While investors redeemed just under $1.9 billion from hedge funds in April, performance gains helped boost assets by $6.86 billion, bringing total hedge fund industry assets to $2.986 trillion, according to eVestment’s just-released April Hedge Fund Asset Flows Report.
Managed futures funds received $2.9 billion in April, the third consecutive positive month. In this universe, performance has had less of an…

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Managed Futures Exception http://www.opalesque.com/Futures_Briefing/?p=12715 http://www.opalesque.com/Futures_Briefing/?p=12715#comments Mon, 30 May 2016 00:45:12 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12715 Our study focused on equity long/short mutual funds, which is the largest category of liquid alternatives. But if we look at other strategies such as managed futures, then we find that a more compelling case can be made for the mutual fund structure. This is due primarily to the high liquidity of futures markets, which in turn enables the mutual…

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Managed futures: Non correlated to equities (Video) http://www.opalesque.com/Futures_Briefing/?p=12713 http://www.opalesque.com/Futures_Briefing/?p=12713#comments Mon, 30 May 2016 00:44:50 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12713 Dan Collins, Editor in Chief at Modern Trader magazine, says managed futures are non correlated to equities and not only crisis plays — they can take advantage of both good and bad markets. Editor-in-Chief of Modern Trader, Daniel Collins is a 25-year veteran of the futures industry having worked on the trading floors of both the Chicago Board of Trade…

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Is Your Alternative Investment Doing What It Should Be Doing? http://www.opalesque.com/Futures_Briefing/?p=12711 http://www.opalesque.com/Futures_Briefing/?p=12711#comments Mon, 30 May 2016 00:44:31 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12711 Whatever your take on where things ended up – it is quite clear that there were two distinct market environments at play here – one a beneficial period for systematic global macro/managed futures type strategies and one a not so beneficial period.
What we’re more interested in is how specific programs performed in each of these periods. In short, this…

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Man Group and American Beacon launch new emerging debt fund http://www.opalesque.com/Futures_Briefing/?p=12708 http://www.opalesque.com/Futures_Briefing/?p=12708#comments Mon, 30 May 2016 00:44:17 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12708 American Beacon Advisors, an experienced provider of investment advisory services to institutional and retail markets, launched the American Beacon GLG Total Return Fund (Institutional Class: GLGIX, Investor Class: GLGPX) today. The Fund became effective May 20.
The American Beacon GLG Total Return Fund is managed in an absolute-return style focused predominately in fixed income instruments of issuers that are economically tied…

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3 Rules for Picking Alternative ETFs http://www.opalesque.com/Futures_Briefing/?p=12707 http://www.opalesque.com/Futures_Briefing/?p=12707#comments Mon, 30 May 2016 00:44:04 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12707 Alternative investments, or simply alternatives, have become buzzwords in the industry, namely for their perceived benefits beyond traditional stocks and bonds. Alternatives range from highly liquid commodities to hedge funds and even nontraded vehicles that may not be investments at all.
Not all investments can fit into the exchange-traded fund (ETF) wrapper; however, a subset of these alternatives dubbed “liquid…

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How much of a Drawdown are You Willing to Endure? http://www.opalesque.com/Futures_Briefing/?p=12705 http://www.opalesque.com/Futures_Briefing/?p=12705#comments Mon, 30 May 2016 00:43:46 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12705 Our findings are intriguing given our post last week showing some of the turmoil currently going on in the managed futures space. We are realizing that much of the billions that have flowed into managed futures mutual funds over the past few years may not be used to seeing this type of drawdown.
Well, let us tell you – this…

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Structures and Strategies of $1bn Club Managers http://www.opalesque.com/Futures_Briefing/?p=12703 http://www.opalesque.com/Futures_Briefing/?p=12703#comments Mon, 30 May 2016 00:43:31 +0000 shailaja http://www.opalesque.com/Futures_Briefing/?p=12703 CTAs started 2016 strongly with the Preqin All-Strategies CTA benchmark showing positive Q1 returns and outperforming the Preqin All-Strategies Hedge Fund benchmark in January and February. However, managed futures/CTAs account for only a small proportion (5%) of the strategies offered the by the $1bn Club, with these funds most prevalent among managers in the $20bn+ bracket (7%).
Multi-strategy funds are most…

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