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How to Replicate Managed Futures in a Consortium of Hedge Funds
The overall managed futures space in the first six months of the year was up north of 20%. Even a year like this, where you've got everybody on average is doing well, you've still got some guys who flamed out spicacuro. And unfortunately, often people put all their eggs in that basket. So we really set out to try to solve that for our own portfolios and it worked awfully well. so just why we've been bringing it out to other people.