Fri, Nov 6, 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. Opalesque Exclusive: DACH institutions push alternatives to 32.3% of portfolios as hedge funds make a comeback[more]

    Matthias Knab, Opalesque for New Managers: Institutional investors in Germany, Austria and Switzerland now hold almost a third of their portfolios in alternative investments, and they are more confident than ever in

  2. 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.

  3. 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

  4. Opalesque Exclusive: "Enough beta plays" - how Fasanara builds an alpha-only multi-strategy platform[more]

    Matthias Knab, Opalesque for New Managers: Most multi-strategy funds promise diversification. Fewer can explain why their return streams should stay independent when markets turn. In an Opalesque SkillsLab investor

  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