How does the performance of managed futures accounts compare with that of self-directed accounts?
Some individual investors, those who have experience, time, access to information, and necessary temperament, are highly successful in directing their own futures trading. The record suggests that only a small percentage of “do-it-yourself” futures traders possess these requisites for success. Studies indicate that somewhere between 65 and 90 percent lose money. However, during the period of January, 1980 to December, 2008 the diversified funds and pools that make up the Barclay CTA Index combined for a Compound Annual Return of 13.58%.