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CTAs noterar största månatliga utflödet på 4 år

Report: Alternative Fixed Income

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Stockholm (HedgeNordic.com) – Under juli månad såg CTAs kraftigt negativa flöden då investerare valde att göra netto-uttag på hela 3.9 miljarder dollar från Managed Futures strategier, detta enligt färsk data från BarclayHedge och TrimTabs Investment Research. Därmed noterade industrin sitt största utflöde sedan mars 2009.

Utflödena markerar ett trendbrott då BarclayHedge så sent som i juni rapporterade positiva netto-flöden för CTAs för fjärde månaden i rad.

Bland de olika CTA-strategierna hade diversifierade CTA-program de största utflödena, 4.7 miljarder dollar, vilket därmed reverserade juni månads inflöden på 3.1 miljarder dollar.

Från årets början (till och med juni) har CTAs fått netto-inflöden på motsvarande 4.7 miljarder dollar vilket är betydligt lägre jämfört med samma period förra året (8 miljarder dollar).

 

Bild: (c) shutterstock—Yayayoyo

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Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

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