Altegris in a new report titled Is The Trend Your Friend?  on managed futures, disccuses whether or not it is time to invest in managed futures. More details below:

Market Trend

Changing Trends Challenging For Market

The past few years have been challenging for managed futures. Due to the dearth of trends, amplified volatility compression, whipsawing between risk-on and risk-off market environments and low interest rates, it has seemed at times like “the perfect storm”.

But perhaps the perceived crisis in managed futures is not actually a crisis at all, but a time of unique opportunity.

Altegris would suggest that now might be an opportune time to invest in managed futures due to the following:

  •  The prospect of strengthening trends and heightened volatility
  • A more consistent perceived risk environment
  •  Potential for rising rates
  • Historically, managed futures have performed strongly following large drawdowns—just like the recent period of underperformance

Managed futures managers have been generating positive returns this year-to-date from very diverse positioning in the markets.

Attached is a white paper, which provides a detailed analysis and perspective by Matt Osborne, Executive Vice President and Managing Director of Altegris Advisors and a Director of Altegris Funds.

ALTWPTrendYourFriendFINAL052813v3 (3) by