Investing
in
Managed Futures ...
Performance
Potential
Investing in
managed futures enables you to profit from futures trading through
the expertise of a professional futures trading adviser. A viable
alternative to traditional asset sectors, such as shares, property,
fixed interest and cash, managed futures offer you the potential
for enhanced returns in a variety of market conditions. Managed
futures have outperformed all other asset classes as measured
by their respective indices over the past 17 year period.
Absolute performance:
managed futures CTA index vs. other major indices
Cumulative Value
of a $1000 investment from January 1980 to December 1997
Source:
MARHedge: an equally weighted index comprised of over 360
Commodity Trading Advisers (CTA's)
Diversification Benefits
Proponents of
modern portfolio theory agree that by adding a component of a
non correlated alternative investment, such as a managed futures
investment, to a balanced portfolio you can substantially enhance
the risk/return outcome of your overall portfolio over the medium
to long term. Consider the following efficient frontier graph.
Efficient frontier:
managed futures, stocks and bonds from 1980 to 1997
James Archibald
- Tricom Futures Services - Ph: (07) 5526-8899
