{"id":1934,"date":"2021-04-27T19:36:12","date_gmt":"2021-04-27T17:36:12","guid":{"rendered":"https:\/\/ftc-capital.com\/ftc-futures-fund-classic\/"},"modified":"2023-02-27T16:04:24","modified_gmt":"2023-02-27T15:04:24","slug":"ftc-futures-fund-classic","status":"publish","type":"page","link":"https:\/\/ftc-capital.com\/en\/funds\/ftc-futures-fund-classic\/","title":{"rendered":"FTC Futures Fund Classic"},"content":{"rendered":"\n

\n\t\tFTC Futures Fund Classic\n\t<\/h1>\n

\n\t\tClassic CTA profile enhanced with recent innovations\n\t<\/h2>\n\t\t

<\/a><\/h3>\t\t\n\t\t\t

Managed Futures, also known as Commodity Trading Advisors (CTAs), date back to the 1960s and, because of the consistent characteristics, are considered an asset class of their own. Possibly the most important: The highest profitability of CTAs is expected during bear markets.<\/p>\n\t\t\t\t\"idea\"\n

\n\t\tBroadly diversified by assets and strategies\n\t<\/h2>\n\t\t\t\t\n\t\t\t

The dominating strategy in the FTC Futures Fund Classic is trend-following. The original trading system dates back to 1995, but has since been continuously refined into a set of strategies diversified across different time frames. Additionally we apply short-term models and opportunistic strategies for further diversification. The current blend of strategies shows a highly positive correlation with common CTA benchmarks (such as the Barclays CTA Index or the SG Trend Index) leading to a reliable payoff profile: Superior returns in persistent, volatile market trends, particularly high returns in prolonged stress markets such as between 2007 and 2008. The current diversification by strategies is complemented by a broad diversification across all liquid asset classes: Commodities, currencies, equities, bonds and short-term interest rates.<\/p>\n

 <\/p>\n\t\t\t\t\"Figure:\n\t

Figure: The expected payoff profile of CTAs is similar to that of a “long straddle” in options trading: profits are expected during pronounced trends with relatively high volatility, losses during (volatile) sideways phases.<\/p>\n

\n\t\tStocks and CTAs: “A match made in heaven”\n\t<\/h2>\n\t\t\t\t\n\t\t\t

Adding trend-following CTAs to traditionally constructed portfolios of stocks or stocks and bonds improves risk-return ratios – this observation, subsequently often confirmed, was made as early as 1983 by John Lintner, Harvard University economics professor and co-founder of the Capital Asset Pricing Model. Most recently in 2017, Hurst, Hua & Pedersen analysed data from 67 markets since 1880 for their study “A Century of Evidence on Trend-Following Investing” and found, among other things, that momentum would have performed well in eight of the ten most severe crises, defined by the largest drawdowns of typical 60\/40 portfolios. However, in trendless markets or in the event of frequent trend reversals, investors of momentum driven strategies should expect drawdowns which can be significant.<\/p>\n

 <\/p>\n\t\t\t\t\"target1\"\n

\n\t\tPrice & Performance \n\t<\/h2>\n\t\t\t\t\t\t\t\t\t\t\t\t FTC Futures Fund (C EUR)\t\t\t\t<\/a>\n\t\t\t\t\t\t\t\t\t\t\t\t FTC Futures Fund (B USD)\t\t\t\t<\/a>\n\t\t\t\t\t\t FTC Futures Fund (C EUR)\n\t\t\t\t\t\t\t\t\t\t\t
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FTC Futures Fund<\/br> (C EUR)<\/span><\/h3>

ISIN: LU0888918488<\/p>\n<\/div><\/div>\t<\/div>\n\t<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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as at 24.04.2026<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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18,39 \u20ac<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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Compared to the last NAV<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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0,16 %<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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Month<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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4,25 %<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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Year to Date<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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13,31 %<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t<\/div>\n\n

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1 Year<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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27,89 %<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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3 Years<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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-7,26 %<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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5 Years<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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-8,55 %<\/span><\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t\t\t

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10 Years<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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n.a.<\/span><\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n\t\t\t

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Inception to Date<\/p>\n<\/div>\n\t<\/div>\n<\/div>\n

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-8,19 %<\/span><\/p>\n<\/div>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n\t<\/div>\n\n

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