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Thomas's avatar

Thanks for the post. Just wondering why aren't you a fan of CTAs? I've always thought the trend CTAs were good to have in a portfolio, but we might be partially in agreement as I never really thought the rest of the space outside of trend had much value.

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Russell Clark's avatar

Like most strategies, they make sense when small. But their popularity in recent years seemed to mess up their return profile.

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Thomas's avatar

Makes sense. Seems like they just started doing well again in the last three years, but that was after a decade of outflows from poor performance. Hoping that doesn't attract a ton of inflows that leads to overcrowding again.

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