News Digest:

Returns from managed futures threw up some eye-catching numbers during March 2022, growing between 6% to 13%. This spike has pushed SocGen’s CTA index to its best-ever monthly and quarterly performance in two decades. The last such boom came on the back of the dot.com bust that drove up returns.

Takeaway:

Analysts remain unsure over how to perceive this growth and wonder whether this signals the start of a new commodity super-cycle or an end of the multi-decade downtrend in interest rates. And if either of these happen, could they trigger an inflation shock or a bear market.

However, prospects of the top-5 performing quarters suggest that managed futures fared better than their longer-term average, indicating that it might well be just the right time for investors to jump into this space.

End Notes

Source: https://www.rcmalternatives.com/2022/04/managed-futures-is-rocking-what-happens-next/