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From Komfie Manalo, Opalesque Asia:

Participants in the first 2009 Opalesque Roundtable held in Zurich, Switzerland on 26-Feb predicted that investors would increase their exposures in managed futures because the strategy offers a huge opportunity. One panelist even suggested managed futures be one of the core industries for portfolio investment.

Uwe Eberle, head of Institutional Sales at Man Investments said managed futures adjust to volatility well and can increase their positions if there is an upward trend.

“...I can see a good potential for some large moves, in the currencies for example,” Eberle said.

His position was supported by Christopher Brodie, co-founder and senior fund manager at Krom River Community Fund, who reported that the managed futures industry, together with dedicated short-sellers, was one of the only strategies that made money last year.

He said: “I don't really understand why the managed futures industry isn't one of the core industries for portfolio management.”

But Jaime Castán, head of hedge fund research at RMF, the institutional FoFs unit within Man Investment, pointed out that while RMF believed managed futures were the diversifiers in FoFs portfolios, the strategy was still very much misunderstood.

He explained that on an isolated basis, the Sharpe ratio and volatility of managed futures were not attractive, even though the strategy offered protection to......................

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