Energy Efficiency Policy Trends, Pinch-Points, and Prospects: Toto, I’ve a Fe...
10 Reasons to Consider Adding Managed Futures To Your Portfolio
1. 3
2.5
2
10 Reasons to ConsideR
1.5
1
adding manageD futuReS
to youR PoRtfolio
0.5
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
CompaRISon of peRfoRmanCe (01/1980 – 07/2010)
+7,000%
Managed Futures1
+6,000%
$600,680
+5,000%
+4,000%
U.S. Stocks2
$215,843
+3,000%
+2,000%
+1,000%
International Stocks3
$74,376
0%
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
CaSam CISDm Cta equal WeIghteD InDex S&p 500 total RetuRn (index) mSCI WoRlD (index)
x
x
de
de
x
de
In
x
In
de
In
1. 4.
d
ity
te
In
Diversify beyond the traditional asset classes. Returns evident in any kind of economic environment.
ge
x
od
gh
de
0
ed
P5
x
m
ei
In
de
H
R
W
m
O
IT
ld
ity
In
BT
Co
d
or
Managed Futures are an alternative asset class that has achieved Managed Futures may generate returns in bull and bear markets,
SC
qu
un
0
IW
50
ay
BS
IE
IF
G
l
SC
rc
U
P
P
FR
FR
S&
S&
Ba
DJ
M
H
H
strong performance in both up and down markets, exhibiting low
0%
boasting solid long-term track records despite economic
correlation to traditional asset classes, such as stocks, bonds, cash downturns.
-10%
and real estate.
-20%
2. Reduce overall portfolio volatility.
-30%
In general, as one asset class goes up, some other asset class goes
-40%
5. Strong performance during stock market declines.
Managed Futures may do well in down markets because they
down. Managed Futures invest across a broad spectrum of asset employ short-selling and options strategies that allow them to
-50%
classes with the goal of achieving solid long-term returns. profit in such markets.
-60%
3. Increase returns and reduce volatility.
-70%
Managed Futures, as well as commodities, when used in
conjunction with traditional asset classes, may reduce risk, while
-80%
at the same time potentially increasing returns.
Visit www.cmegroup.com/mf for tools and additional resources.