| 19.03.2015 Other Voices: The role of diversification in CTA portfolios |
| 2014 brought a resurgence of managed futures strategies, or CTAs, which performed very well as a whole, outperforming all other hedge fund strategies. However, a closer look reveals that there was a wide range of performance, or return dispersion, across managers. The bottom line? Not all CTAs are created equal, emphasizing the importance of investing in multiple CTAs in order to achieve a |
| Article source: http://www.campbell.com/_files/Return%20Dispersion,%20Counterintuitive%20%20Correlation.pdf - Opalesque is not responsible for the content of external internet sites |