FYI: One of the knocks against managed futures funds is that they’re tough to evaluate. Although their low correlation to traditional benchmarks is a feature, this “benchmark-agnosticism” makes it difficult to know if a fund is performing up to snuff.
Stepping up to fill this void is Societe Generale. Earlier this month the firm announced the creation the SG CTA Mutual Fund Index, which will track the performance of ’40 Act mutual funds pursuing managed futures strategies.
Regards,
Ted
http://dailyalts.com/societe-generale-launches-40-act-managed-futures-index/
