Performance Managed futures account

managed futures performance history 1980 2008

managed futures have historically displayed low correlations traditional investments, such stocks , bonds. following modern portfolio theory, lack of correlation builds robustness of portfolio, reducing portfolio volatility , risk, without significant negative impacts on return. lack of correlation stems fact markets tend trend best during more volatile periods, , periods in markets decline tend volatile. 1980 2010, compound average annual return managed futures 14.52%, measured casam cisdm cta equal weighted index, while return u.s. stocks 7.04% (based on s&p 500 total return index). however, managed futures have high fees. according data filed u.s. securities , exchange commission , compiled bloomberg, 89% of $11.51 billion of gains in 63 managed-futures funds went fees, commissions , expenses during decade jan. 1, 2003, dec. 31, 2012.