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Managed futures posted second year of pandemic gains in 2021

Thursday, March 31, 2022
Opalesque Industry Update - Managed futures posted second year of pandemic gains in 2021, profiting from late-cycle equity and bond markets, but were caught out by the emergence of new Covid variants.

Managed futures posted returns of 8.8% in 2021 - their second year of pandemic gains, said HFM Managed Futures Report.

This was most notable in November, when the sudden emergence of Omicron sparked turnarounds across asset classes and some of the biggest CTA losses on record.

Huge increases in commodity markets this year, fuelled by Russia's invasion of Ukraine, have brought big gains.

Net inflows totaled $15.1bn in 2021, half the hedge fund total. But that indicates outsized strategy interest given relative size (CTAs run $206bn, ~6% of hedge fund industry).

Within managed futures, those focusing on less liquid and harder to trade so-called "alternative markets" have outperformed in the 8%-12% volatility band traditionally favored by investors.

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