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Value Added Non-Correlation

Managed futures has historically exhibited a low or near-zero correlation to a broad range of different markets, asset classes, and investment styles. This benefit makes it one of a small handful of “true” diversifiers available to investors. It’s important to note that this isn’t a fleeting benefit, but rather one that has stood the test of time. While many other perceived diversifiers have been exposed during periods of crisis as being anything but non-correlated, managed futures has consistently delivered on its promise to deliver returns that are truly unique from almost any other approach. After the Great Recession of 2008-2009 the volume of academic literature related to the non-correlation benefit of managed futures has grown dramatically and is helping to educate a new audience of investors about the diversifying potential of managed futures.

Correlation Analysis

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