J8 CAPITAL MANAGEMENT LLP Systematic liquid alternative investments.
  • About
    • Organisation and regulation
    • Awards & News
    • Join as trader or AR
    • Career
  • J8 GARS
    • Glossary - What is....
  • Research
    • J8 CTA Index
    • Videos >
      • Video Series: What are CTAs? EN/DE
    • JII - A liquid and investible benchmark index for the CTA and MF industry
    • THFJ - Common Denominators in CTAs: Traded Markets
    • THFJ - Common Denominators in CTAs: Portfolio Construction and Index
    • JII - Common denominators in the CTA and managed futures industry: A survey report
    • THFJ - Correlation is not always what it seems
    • Quantifying Political Risks - PhD Thesis
  • Contact
PRUDENT investment management
Glossary - What is...?

Why do CTAs matter?

This graph shows how CTAs add value to an investor’s portfolio.
CTAs can generate long term positive returns and may offer portfolio protection during significant market down turns.
The linear trend line suggests it may be a good point in time to invest in an underappreciated asset class
Picture
Long-term performance of the SG CTA Index (Barclay CTA Index prior to 2000) and the S&P 500, starting  with $100 on 31 December 1979. Source: Barclay Hedge, Societe Generale, ICE, J8 Capital Management LLP. 
PRUDENT investment management.
PROCESS driven strategy.
PERSISTENCE in returns.
Terms and Conditions
Policies and Disclosures
J8 Capital Management LLP is authorised and regulated by the Financial Conduct Authority in the United Kingdom
J8 Capital Management LLP is registerred with the National Futures Association in the United States.
J8 Capital Management LLP (c) copyright 2022
  • About
    • Organisation and regulation
    • Awards & News
    • Join as trader or AR
    • Career
  • J8 GARS
    • Glossary - What is....
  • Research
    • J8 CTA Index
    • Videos >
      • Video Series: What are CTAs? EN/DE
    • JII - A liquid and investible benchmark index for the CTA and MF industry
    • THFJ - Common Denominators in CTAs: Traded Markets
    • THFJ - Common Denominators in CTAs: Portfolio Construction and Index
    • JII - Common denominators in the CTA and managed futures industry: A survey report
    • THFJ - Correlation is not always what it seems
    • Quantifying Political Risks - PhD Thesis
  • Contact