TY - JOUR T1 - Insights into the Recent Performance of Managed Futures JF - The Journal of Alternative Investments SP - 53 LP - 61 DO - 10.3905/jai.2000.318967 VL - 3 IS - 3 AU - Thomas W. Moller Y1 - 2000/12/31 UR - https://pm-research.com/content/3/3/53.abstract N2 - The directional trading strategies of most CTA's and Global macro hedge have not been effective in the recent market environment. In this commentary, several possible answers for the recent performance and what investors may expect in the future, with particular focus on commodity trading advisor-based strategies are discussed. ER -