CTA/Managed Futures
Fund Database

The Eurekahedge CTA/Managed Futures Fund Database is a list of hedge funds that specialise in trading derivatives and commodities. Commodity trading advisors and managed futures funds have the same legal and fee structure as hedge funds but tend to employ a more computer automated strategic investment approach utilising futures and options contracts in the commodities market and derivative contracts on ETFs, equities, bonds, currencies and other instruments.

3,486 alternative
funds
116 data points
per fund
90% of NAVs updated
by end of month

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Extensive Fund Coverage

Some of the notable features of the Eurekahedge’s commodity hedge fund list/Managed Futures Fund Database:

  • The majority of CTAs are globally investing with 65% employing a global strategy as compared to 38% of the rest of the hedge fund universe
  • In 2008 the average CTA fund in the Eurekahedge database was up 19.45% when the markets were down 40 to 50%
  • The average fund in the database has a correlation of -0.009 to underlying markets, the least among all hedge fund strategies

The audience for the Eurekahedge CTA/Managed Futures Fund Database include a broad spectrum of investors including the more technically and statistically method driven. After insurance-linked securities (ILS) funds, CTAs are the least correlated fund type to other hedge funds and traditional asset classes making them an ideal inclusion in a diversified portfolio.





Footnotes
1. As at 30 Oct 2024.
2. Live funds are those that are presumed to be actively trading.
3. We consider long only absolute returns funds as a subset of long short equity with a 'long bias'. They have an identical business structure to a long short funds but tend to charge slightly lower fees.
4. Please note we are referring to funds and not management companies. There are many more management companies that run more than US$1bn in alternative assets that do not have a single billion dollar fund.

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Comprehensive Data

Eurekahedge databases track over 91 qualitative and data points and 39 statistical measurements per fund, making it easier to analyse managers performances.

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Timely Updates

Eurekahedge provides access to the latest information you need for your investment decisions. 94% of all NAVs are updates by month-end.