The 60/40 portfolio was built on a simple premise: equities drive long-term returns while bonds provide stability and diversification. But that relationship is no longer as reliable as it once appeared. Inflation, higher interest rates and shifting macroeconomic regimes have shown that correlations can change precisely when investors need...
The NHX CTA Index rebounded strongly in August, supported primarily by gains in currencies and equity markets. Most managers and sub-strategy groups finished the...
July proved a challenging month for trend-following strategies, as a series of abrupt reversals across financial markets disrupted established trends. CTA managers faced losses...
The Lynx Program posted a strong first half of 2026, returning 25.9 percent, its second-best first-half performance in its 25-year history. Lynx Asset Management’s...
Lynx Constellation’s strong performance is earning recognition far beyond its home market. The machine-learning-based managed futures strategy from Lynx Asset Management has been shortlisted...
May was another month characterized by reversals and cross-asset volatility. Strong momentum in U.S. equities contrasted with directionless moves across other markets, creating a...
By Andrew Beer, Co-Founder of DBi: After a decade of studying CTAs, we have drawn three conclusions about the nature of their alpha generation. At the...
In April, the NHX CTA Index delivered a positive return despite multiple trend reversals following the fragile ceasefire between the U.S. and Iran. Performance...
March was defined by a sharp escalation in geopolitical tensions, particularly involving the U.S., Israel, and Iran, creating a highly challenging environment for most investment...
A sharp escalation in geopolitical tensions set the tone for March, as the US and Israel’s attacks on Iran triggered significant cross-asset volatility. In...
February proved to be another favorable month for Nordic CTA managers, leaving CTAs as the best-performing sub-strategy in the Nordic Hedge Index so far...
In January, the NHX CTA Index generated strong performance, mainly due to profits in precious metals, despite a major market reversal at month-end. Performance...
