AIMA (Alternative Investment Management Association) and TraderView are pleased to publish this updated version of the summary of ‘The Benefits of Managed Futures’

This research paper was originally commissioned in 1996 and, since then, has been updated four times and thousands of copies have been distributed around the world.

This academic research looks at the role of managed futures to maximize the risk/return ratio within a diversified portfolio. As was apparentĀ in the last major market downturn at the end of 2000, managed futures are negatively correlated with, for instance, the S&P 500 in its poorest months but are positively correlated in its best months.

This research paper provides evidence that managed futures:

  • derivatives broker,
  • enhance portfolio returns in economic environments in which traditional stock and bond investment media offer limited opportunities, and
  • participate in a wide variety of new financial products and markets not available in traditional investment products.

AIMA and TraderView are committed to continue providing the industry and its investors with quality research documents to further the understanding of the benefits of alternative investment strategies.