• Managed Futures for Uncorrelated Returns  

    Managed futures have had a tough 10 years, but they gained much of their glory during the financial crisis as the category was up double digits in 2008 and stocks were down 30% or more. While there were investors who had been in the strategy prior, many joined after seeing that performance and decided to use it as a ‘hedge’ for their portfolio. While we hadn’t experienced any negative years for equities since 2009 (S&P 500 Index), 2018 came along and the long-awaited hedge provided by managed futures delivered what?

  • Is Portfolio Diversification Dead?  

    In a recent article, Morgan Stanley cautioned investors that returns on a traditional 60/40 portfolio “could slide to century lows over the next decade”. This warning highlights the importance of diversification in the traditional 60% stock/40% bond portfolio. While the algorithms underpinning managed futures strategies may be complex, the strategy’s purpose is simple. In a single word: diversification.

  • Choosing a Managed Futures Fund | 361 Capital Blog  

    Choosing a Managed Futures Fund

    July 17, 2019
    Andrea Coleman, CAIA

    If you are invested in managed futures, you know how difficult the past decade has been. Low interest rates, low volatility have led to very muted returns. However, it has not changed the historical profile of the strategy being additive as an uncorrelated component of an investor portfolio. But dispersion in the managed futures category is wide and could have made your experience much more tolerable or exceptionally painful. Here we’ll talk about the category and provide some things to consider as you are choosing a managed futures fund.