Managed Futures: A New View

Managed futures is one of the oldest and most established alternative investments, yet many investors are unfamiliar with the strategy’s performance traits. A fresh look at the strategy’s past performance in the chart below reveals its tendency toward controlled downside risk, with an asymmetric tendency toward upside performance. This paper will examine these past performance tendencies, describe why the strategy is able to perform in this fashion, and explain how the strategy is best incorporated into investors’ portfolios.

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