Attain Capital Publishes 2012 Outlook Report for Managed Futures

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Attain Capital Management has released their annual year-in-review and forecast for managed futures in 2012.

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2011 can best be described as "a whole lot of nothing.”

Attain Capital Management has published their 2012 Outlook/2011 Review for managed futures- an annual white paper which breaks down the results and performance drivers for the asset class while outlining their case for what the coming year will hold.

Managed Futures refer to a type of alternative investment which relies on professional investment managers known as a Commodity Trading Advisor (CTA) who specialize in the trading of commodity futures and options trading from both the long and short side. The white paper takes a look at the unusual volatility in 2011, the global events that fostered the trading atmosphere, and how it impacted CTAs across all strategy types.

"If 2008 was the managed futures party year, 2009 was the “hangover”, where the big drop in volatility following the historic 2008 volatility caused managed futures losses, and 2010 the “rebound” year, where managed futures avoided putting in back to back losing years. 2011 can best be described as “a whole lot of nothing.” There were ups, there were downs, and managed futures programs tried to capitalize on both side of these moves. But in the end, none of the moves extended far enough for managed futures to profit substantially from, leaving gains here, losses there, and so on," writes Jeff Malec, CEO and Founding Partner at Attain.

It was a rough year for the asset class, with Newedge reporting their 2011 performance to be -4.27%. While past performance is not necessarily indicative of future results, Attain is optimistic about managed futures performance in 2012.

"None of the three major managed futures indices (Newedge, Dow Jones Credit Suisse, Barclay Hedge) has ever seen losses in two out of three years," explains Malec, again emphasizing that past performance is far from a guarantee. "We feel this will be another "rebound" year for managed futures."

The white paper can be read in full here.

About Attain Capital Management

Attain Capital Management is a commodity futures brokerage and research firm specializing exclusively in managed futures, trading systems, and managed forex. Their focus is on helping people find the investment program that is right for them through advanced data, exhaustive research, and ongoing education. With clients in over 44 countries, Attain consistently contributes quality managed futures research and analysis via their popular weekly email newsletter and daily blog.

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