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Search results for: 2011 cta returns

1 result found containing all search terms. 418 results found containing some search terms.

21 pages of results.
Get the most up to date information on CTA returns and CTA manager performance.
... The Barclay CTA Flash Report provides you the fastest and most cost effective report ... detailing CTA returns for the most recent month. If you need to stay abreast ...
Third Party Research Articles on Hedge Funds, CTA Programs, and Risk
... diligence adds to the process of classifying CTA s. This paper utilizes a set ... looking at fund specific determinants of alpha returns, we demonstrate that the negative effect ...
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... of equities, returns for the Barclay CTA Index relative to the S&P ... stock investments. Although long-term rates of return have been comparable between the two, ...
Barclay CTA Index Gains 1.48% in August; BTOP50 Index Returns 2.85%
... Press Releases FOR IMMEDIATE RELEASE Barclay CTA Index Gains 1.48% in August; ... Index Returns 2.85% FAIRFIELD, Iowa, September 15, 2010 Managed futures gained ...
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... BMFR 4th Qtr 1995 BARCLAY CTA PROFILE IS MULTI-DIMENSIONAL CTA performance lies at the ... consider to be a "good" return for an advisor. We usually respond ...
See our comprehensive list of hedge fund and managed futures (CTA) upcoming conferences.
... iGlobal Forum's Emerging Markets Summit 2011: BRIC and Beyond ... fund and managed futures (CTA) upcoming conferences. ... We will discuss how surplus returns should affect employee benefit ...
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... Qtr 1991 NEW RESEARCH MEASURES CHANGE IN CTA RELATIVE PERFORMANCE AS ASSETS INCREASE The question ... defined in terms of annual rate of return, may not be an accurate or ...
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... is a statistic commonly used to rank CTA performance. This statistic measures the total ... OF VOLATILITY The standard deviation of monthly returns (hereinafter referred as volatility) is ...
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... the case of managed futures, which CTA to invest with). For as ... developed numerous investment strategies designed to optimize returns relative to risk. In one form ...
... 4.17% 0.31 Table 2: Long-Term CTA Performance Jan-1987- Dec-1995 Monthly arithmetic average ... manager or trading system include: expected returns, depth of drawdowns, and duration ...
BarclayHedge Press Releases Library.
... Increase Leverage- December 28 2010 Barclay CTA Index Loses 1.08% in November; ... 1.48% in August; BTOP50 Index Returns 2.85%- September 15 2010 Barclay ...
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... past five years, as an active CTA, I have been able to experience ... drawdown began. Assets then plunged, returning almost all the way back to the ...
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... the futures industry. Crabel became a CTA in 1981 and began managing funds. ... shows a distinct move toward improving risk-adjusted returns. In a 17-year pendulous movement between ...
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... Qtr 1995 IMPACT OF PRICE VOALTILITY ON CTA PERFORMANCE During the first six months of ... , the Barclay CTA Index measured a return of approximately 10%. This return ...
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... the investor is actually attempting to time CTA performance cycles to determine the optimal times ... the other hand, argue that superior returns can be obtained by carefully selecting one ...
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... rate of return, so does each CTA. A CTA's trading program has its ... 2nd Qtr 1997 PORTFOLIO REBALANCING CAN OPTIMIZE RETURNS CTAs often use time cycle analysis in ...
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... mean the ability of a program or CTA to stay in business. Why is ... experience may be explained by the program's return characteristics. If these statements could be ...
A premier provider of alternative investment performance data, analytical tools, and consulting services to institutional and high net worth inves...
... below by the BFI and the Barclay CTA Index (CTAs), demonstrated low ... highs and volatility increased measurably. Equity returns have unraveled since then, but market ...
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... of the trading method used by the CTA and its money management. In a ... generally associated with higher levels of realized returns. No surprise here. The second ...
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... whole (as measured by the Barclay CTA Index) outperformed the U.S. stock ... CTAs could continue to provide rates of return superior to those of the traditional markets ...
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