股票市场继续走高，又是连续一个月的正回报。 通胀担忧似乎已经消退，美联储正在考虑缩减市场已经表达的债券购买量。
我们似乎正处于十字路口，因为全球经济决定了我们的发展方向。 什么会影响和刺激增长？ G7 国家是否会合作，以及 COVID 变种将如何在今年剩余时间内发挥作用。 似乎在广泛的主题中存在更多的不确定性。 它应该会为 2021 年的剩余时间带来激动人心的时刻。
IASG 农业指数 8 月份的最高回报为 1.00%。 多元化经营谷物、肉类和软食品的经理们一路领先。 趋势跟踪指数 下跌 0.17%，因为指数趋势在积极方面做出了贡献，而能源和利率多头头寸未能做出贡献。
本月是 9 月 11 日袭击事件发生 20 周年。 很难想象 20 年已经过去了，因为我们回顾并反思此后世界发生了多少变化。 愿我们都永远不会忘记。
选项变得简单
对于任何职业，一旦你做了一段时间，一些概念就会变成第二天性，以至于你忘记了不是每个人（或很少有人）甚至在基本层面上理解它们。 我发现选项是最让人们困惑的概念，也是最值得理解的概念。 期货行业以多种方式使用这些工具，您也可以将其应用于自己的投资组合。
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| 已建立的业绩记录 > 5 年 | ||||
|---|---|---|---|---|
| CTA/Program | 资产 | 2021 年 8 月 | YTD | 风格/部门 |
| Adalpha资产管理 多元化的短期课程 | $56.7M | -0.56 | 6.20 | 短期 多元化 |
| Genio Capital Ltd. PRIMO (2L) Systematic Macro Program | $91M | 0.82 | 3.34 | 短期 多元化 |
| Quantica Capital AG 管理期货 | $812M | 0.70 | 8.46 | 系统性 – 长期趋势 |
| Fort LP Global Contrarian | $2,543M | -0.79 | 2.38 | 系统性 – 均值回归 |
| AG Capital Management Partners, LP Discretionary Global Macro Program | $84M | 1.35 | -2.28 | Discretionary Global Macro |
| S&P 500 Index | 3.04 | 24.49 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| 新兴业绩记录 < 5 年 | ||||
|---|---|---|---|---|
| CTA/Program | Min Acct | 2021 年 8 月 | YTD | 风格/部门 |
| Cayler Capital 系统能源多元化 | $250k | — | 14.84* | 活力 |
| Sigma Advanced Capital Management Carbon Neutral Alpha Program | $400k | 5.43 | 6.53 | Carbon Neutral Strategy |
| Covenant Capital Management Hedged Equity Program | $100k | — | 24.69* | Short Term Vol/Index |
| Cazadores Investments Limited Commodity Alpha | $1M | 1.54 | 7.86 | Systematic Commodity |
| Ravinia Investment Management Algorithmic Multi-Strategy | $100k | 1.05 | 16.15 | 短期 Vol/Index |
| S&P 500 Index | 3.04 | 24.49 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| 上个月资产超过 1000 万美元的顶级项目经理 | |||
|---|---|---|---|
| CTA/Program | August | CAROR | WDD |
| Opus Futures LLC Advanced Ag Futures Trading Program | 5.24 | 10.50 | -50.66 |
| Martin Fund Management LLC Options Program | 2.83 | NA | -5.25 |
| Turk Capital LLC US Equity Long/Short Strategy | 2.52 | 6.12 | -20.47 |
| Mulvaney Capital Management Global Markets Fund | 2.47 | 11.93 | -45.20 |
| Davis Commodities, LLC Davis Trading Program | 2.36 | 3.09 | -29.72 |
| Tactical Investment Management Tactical Institutional Commodity Program | 2.35 | 16.14 | -41.53 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Top Programs Last 12 MonthsManagers with assets greater than $10M | |||
|---|---|---|---|
| CTA/Program | 1yr | Sharpe | WDD |
| Martin Fund Management LLC Options Program | 115.29 | 2.35 | -5.25 |
| Opus Futures LLC Advanced Ag Futures Trading Program | 52.59 | 0.45 | -50.66 |
| Mulvaney Capital Management Global Markets Fund | 49.56 | 0.47 | -45.20 |
| Auspice Broad Commodity Excess Return Index | 35.71 | 0.06 | -42.88 |
| Tactical Investment Management Tactical Institutional Commodity Program | 34.19 | 0.71 | -41.53 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Top Programs Last 36 MonthsManagers with assets greater than $10M | |||
|---|---|---|---|
| CTA/Program | 3yr | Sharpe | WDD |
| Tactical Investment Management Tactical Institutional Commodity Program | 87.39 | 0.71 | -41.53 |
| Superfund Group Green SILVER SICAV | 83.87 | 0.52 | -42.33 |
| Superfund Group Superfund Green GOLD SICAV | 72.11 | 0.76 | -35.95 |
| AG Capital Management Partners, LP Discretionary Global Macro Program | 67.86 | 0.74 | -25.27 |
| Vivienne Investissement MACH 3 | 65.51 | 0.71 | -29.61 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| IASG Indexes | |||
|---|---|---|---|
| CTA/Program Index | August | YTD | 1yr |
| Trend Following Strategy Index | 0.17 | 10.91 | 16.35 |
| Diversified Trader Index | 0.18 | 8.39 | 11.64 |
| Systematic Trader Index | 0.37 | 6.81 | 9.08 |
| IASG CTA Index | 0.40 | 7.07 | 10.16 |
| Discretionary Trader Index | 0.48 | 6.00 | 10.36 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Return Summary | |
|---|---|
| Active CTAs/Programs | |
| As of September 10, 2021 | 369 |
| Through August ’21 | 212 (57%) |
| Last 60 Days | 346 (94%) |
| August 2021 ROR | |
| Managers with (+) | 131 |
| Managers with (-) | 80 |
| Average (+) | 1.71% |
| Average (-) | -1.54% |
| Highest | 12.20% |
| Average | 0.48% |
| Lowest | -7.96% |
* Stats as of 9/10/2021 2PM CST
Photo by Taylor Siebert on Unsplash