Managed Futures 2015, strategy review

Managed Futures 2015 Strategy Review

The team at RCM Alternatives have put together an interesting report the performance of different Managed Futures strategies in 2015.

Extracted from
While the headlines and summaries of 2015 will focus on a flat year for stocks and rout in commodity markets – the year was anything but that simple. There was a rally in energy prices, as hard as that is to believe now. There were new highs in the stock market, punctuated by a sharp selloff in August, before a return higher. There were shocks in the Swiss Franc, Hog markets, and more. In short, it was a mixed bag of trends, reversals, and flat markets – making for a similarly mixed bag of performance across the various strategy types which make up the managed futures universe.

As an asset class, the industry performed at the break even mark, but that’s not to say Short Term Traders or Ag traders did the same. Investors and professionals alike (we’re guilty of it too) tend to lump the various strategy types together when referencing overall performance – but there’s so much more to the puzzle. For example, how Options traders respond to stock market volatility is certainly different from how Trend Followers may respond to the same market moves. The asset class is like all of our brains in that regard, with the different strategy types all part of the whole (the asset class brain, if you will), but the component strategies making up that whole responding to market action (what the body is saying to the brain) each in their own unique way.

In our annual tradition, to fully understand why and how the brain of Managed Futures performed in 2015, we must pull each one apart and analyze it separately (which sort of makes us think of the Steve Martin classic – the Man with Two Brains).


Please read the link below for the full review.
Managed Futures 2015 Strategy Review