Our newsletter is up, and it’s all about blood sport. The other day, a client was singing the praises of our Managed Futures Database, where users can view hundreds of different CTAs by return, max drawdown, risk adjusted ratios like Sharpe and Sortino, and so on.

“You know what I wish?” he reflected whimsically. “I wish they had a similar database for stocks. Maybe then people would realize exactly what they’re getting into when they invest.”

We had to admit, he had a point. While we’re not all that interested in building such a database, we wondered what would happen if we took some of Wall Street’s most popular stocks, you know- those traditional investments, and viewed them through the alternative investment lens where risk is just as important as return.

We’ll be the first to admit that picking stocks is very different than picking a managed futures program to invest in, and if past performance is not necessarily indicative of future results in managed futures, it’s probably even less indicative in the world of securities. Still, if stocks were held to the same standards of risk analysis- looking purely at the numbers- would they seem anywhere as attractive to investors as they do today? We thought it was worth a look.

So here it is- the Stocks v. CTAs Battle Royale. Click here to read more: https://bit.ly/qFjWQY