In January 2015 at a Managed Funds Association conference I presented findings on the apparent relationship between commodity trading advisor (CTA) drawdowns and the Federal Reserve balance sheet, specifically the outright held securities part of it). The theme of the panel, and a subsequent research paper was: “Managed Futures and CTAs — Where are We and What's Next?”
All SG CTA indices posted positive returns in the last month of 2016, at the end of an otherwise difficult quarter. The flagship SG CTA Index closed the year slightly negative -2.86% and SG Trend Index -6.19%, the first negative year's performance since 2012.

The 2015 Managed Futures Pinnacle awards presented by CME Group and BarclayHedge were announced last night in a ceremony in Chicago.

During the last decade there has been a push to create investable indexes offering exposure to the beta of alternative investment strategies including hedge funds and managed futures.
Critics might argue that performance over recent years reveals the least compelling aspects of managed futures, but the critics always seem to forget that upwards of 70% to 100% of investors’ allocations are already in traditional investments.
October's volatility was a catalyst for strong returns for Commodity Trading Advisers, particularly trend followers according to the Newedge CTA Index.
CTA performance finally turns corner in 2Q of 2014.
A multi-manager and multi-strategy approach has the potential to reduce drawdown and portfolio volatility.
Commodity traders, as represented by the Newedge Commodity Trading Index, saw their largest monthly gain since December 2010
In investment circles, beta refers to the return an investor should expect from a particular investment strategy.