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Showing 1 - 2 of 2 results for "Barclay CTA"

Winton fund looks to change fee structure

KANIKA SOOD  |  MONDAY, 7 SEP 2020
... previous net profits on future trading. The fund has returned -17.88% in the year to July end, compared to benchmark (Barclay CTA Index) return of 3% over the period. Five year returns are -2.5% for the fund vs 0.55% for the benchmark, while since inception ...

Milliman calls out "failures of diversification"

ALEX BURKE  |  WEDNESDAY, 27 APR 2016
... "historically provided a negative correlation to equity markets in systemic market stress periods." For example, the Barclay CTA (US$) Index returned 14.04% in 2008, compared to the 37% loss of the S&P 500. The goal, Milliman continued, was to "control ...
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