CTAs beat hedge fund rivals in 2014
Deutsche Bank says that CTAs’ fortunes may have changed for good, but questions remain as to whether their supersonic returns will continue
Commodity trading advisers (CTAs) outperformed all other hedge fund strategies in 2014, according to data from Preqin, raising investors’ hopes that the poor returns generated by CTAs in the past four years or so have been a short-term phenomenon.
CTAs returned 10% to investors over the past year, according to Preqin, a research firm, compared with its all-strategies hedge fund benchmark of 3.8%.
The high returns came mostly from systematic CTAs, which generated returns of 12.4%, while
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