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Bailey McCann, Opalesque New York:
Opalesque has announced that its Emerging Managers CTA Index continues to maintain its lead and is up 11.90% through October 2011. Calculations are based on 101 funds spread across five categories: currency, equity index, hard commodity, soft commodity and multi strategy.
The Emerging Managers CTA Index has seen solid upward performance for 2011, gaining over 13% in July alone. This continues an overall upward trend shown in both 2009 and 2010. Despite volatility, equity market beta was only 6%, as the funds' investment strategies are not tied to the global stock market. The Emerging Managers CTA Index correlates to the MSCI world at close to 0.
No longer simply part of the hedge fund world, managed futures represent a new and systemic change to the investment landscape. What is behind this strong performance, and what are some of the growth opportunities for CTAs and managed futures going forward? These questions were also discussed in 2009 at the first Opalesque Chicago Managed Futures Roundtable.
According to Ernest Jaffarian, President and CEO, Efficient Capital Management, several factors are driving confidence in the CTA arena, "One of the great things about the CTA space is that it is liquid and transparent, and you do know at the end of each day precisely what the liquidating value of the portfolio was. It is not based on the three best bids. So you can get data that is real, verifiable, and meaningful, in re...................... To view our full article Click here
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