Commodities have traditionally been an inflation hedge, and with growing concerns over rising prices expressed by many, including yours truly, we wanted to take a look at how managed futures strategies are doing in the current environment.

2021 is a year when many people have begun to enjoy a return to something like ‘normal’ life after the difficulties of 2020. And it certainly appeared like that for a while in financial markets - until recently - as many sectors bounced back and hedge fund strategies did well.

The equities keep charging forward as the first half of 2021 comes to a close, and hedge fund strategies performance in H1 seems to correlate to the amount of equites they hold. However, on Risk-Adjusted basis the picture is not so obvious.

Commodities have traditionally been an inflation hedge, and with growing concerns over rising prices expressed by many, including yours truly, we wanted to take a look at how managed futures strategies are doing in the current environment.

Commodity Managers are outperforming in the CTA pack of Nilsson Hedge indices through April 2021.

It appears that CTAs tend to outperform in the last quarter of US Presidential Election years. Will this effect hold true in 2020?

Reaching the midpoint for the year 2020 can be viewed as a positive because many people, I am sure, want this year to be over with as soon as possible. Yet, the end of H1 is a good point to pause and review the first half, and hopefully see some indication of what to expect in the second half. We’re going to take a look at the 7 largest Hedge Fund strategies in terms of AUM, courtesy of BarclayHedge.

Funds reporting through June on the NilssonHedge database, a public database of hedge fund returns, shows the industry split in half during the first six months of the year. The average positive and the average negative returns of the 928 funds that NilssonHedge has data for through June are the same to within a basis point: 7.82% vs -7.83%, with negative returns being a majority (about 2/3rds or 562 of all returns).

Dmitri Alexeev, CEO, AlphaBot, and Jon Stein, CEO, Kettera Strategies, provide valuable hints and tips in selecting alternative managers with support of AlphaBot technology. Things to know and things to watch out for, based on years of hands on industry experience in researching, allocating, and modeling alternative portfolios with the investor in mind.

We are happy to have organized and conducted this webinar and enjoyed the conversation deeply. It was great to hear in-depth comments, analysis, and hear views of seasoned professionals in the space and from different sides of the spectrum - systematic and discretionary managers and a platform / investor. AlphaBot has been up to the challenging task of providing information backdrop with interactive charts, peer group analysis and sample portfolios.