RT Journal Article SR Electronic T1 What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant Research JF The Journal of Wealth Management FD Institutional Investor Journals SP 108 OP 123 DO 10.3905/jwm.2016.18.4.108 VO 18 IS 4 A1 Hilary Till YR 2016 UL https://pm-research.com/content/18/4/108.abstract AB This survey article discusses the (potential) structural sources of return for both commodity trading advisors and commodity indices based on a review of empirical research from both academics and practitioners. The article specifically covers (1) the long-term return sources for both managed futures programs and for commodity indices, (2) the investor expectations and the portfolio context for futures strategies, and (3) how to benchmark these strategies.TOPICS: Commodities, futures and forward contracts, performance measurement