Diversifying a Portfolio

What is the Impact of Managed Futures in an Overall Securities Portfolio?

The study below by Barclay's Hedge is an updated study published by CME Group in their brochure Portfolio Diversification Opportunities, showing the effect managed futures had when combined in a stock and bond portfolio. The statistics were not based on theory but actual performance statistics from the sources listed. Earlier academic research concluded that managed futures can potentially increase performance and reduce risk in an overall investment portfolio.

Past Performance is not necessarily indicative of future results. The risk of loss exists in futures and options trading.

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