Patience Remains a Virtue

1 June 2017

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Whenever the managed futures industry experiences a period of muted performance it is natural for investors to reassess the utility of their CTA allocation. We first wrote about the benefits of retaining patience with the strategy during a period of muted performance in May 2013. The intervening four years have provided further data which can be used to re-examine the arguments. In this updated paper, we have added italicised sections which assess the original arguments in the light of new data, to see whether they can be confirmed or refuted.

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