前十大CTA管理規模排名
曾經是全球最大CTA公司---Man AHL在2011年6月,正式被Winton所超越,這是CTA市場大事,三十多年來龍頭頭銜被拿走(暫時還是成真?),也就是未來CTA市場的競爭變化將會越來越有趣。
管理規模越大,績效表現將會越低! 但是,如果能夠把波動率壓低,哪麼法人會接受較低的報酬;然而,這在台灣市場,不,在大中華市場可能很難被接受嗎?
當然,這並非絕對,有待市場的檢驗。
QEP: These programs may only be available to QEP's (Qualified Eligible Persons) as defined under the (CFTC) Regulation 4.7.CLSD: These programs are currently closed to new investments.FXE: These programs trade only the foreign exchange markets and are exempt from CFTC registration and NFA membership.FRN: The traders of these programs may be registered with a regulatory body outside of the United States but are not necessarily registered with the CFTC or NFA members. Therefore, these programs may be closed to U.S. investors.PROP: Proprietary
Source:managedfutures