Enhancement over CTA beta
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
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
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.