Managed Futures as Downside Protection
Managed Futures Impact on Portfolio Returns
A Chicago Mercantile Exchange and Chicago Board of Trade study concluded that portfolios with 20% assigned in managed futures, yield up to 50% more than stock and bond portfolios while possessing comparable risk. (past performance is not necessarily indicative of future results).
* The Barclay CTA Index is a non-investable index and does not necessarily represent the performance of the entire managed futures universe.