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November 17, 2024
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CTA’s positively skewed performance helps reduce tail risk in a diversified hedge fund portfolio

Opalesque Industry Update – By: Donald A. Steinbrugge, Founder and CEO
Agecroft Partners

Commodity Trading Advisors (CTAs) are one of only a few hedge fund strategies that performed well throughout the market selloffs of 2000-2002, 2008 and 1st Q of 2020. Yet, investor’s perception of the strategy…
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