Managed futures has historically provided...
Attractive long-term returns
Long-term low correlation to equities (unlike other hedge funds)
Positive returns during equity drawdowns
Improved performance of 60/40 portfolios
Past results are not necessarily indicative of future results. There can be no assurance that an account or fund will earn any profits at all or will be able to avoid incurring substantial losses. Please refer to the charts and graphs below.
Equity-like returns with no correlation
Managed Futures has historically produced equity-like* returns with historically low correlation to equities.
Equities and Managed Futures • Jan 1980 – Dec 2024
Data Source:Bloomberg | Backstop/Barclayhedge | Data as of Dec 2024 | Since inception of Barclay CTA Index
*The chart and analytics show that Managed Futures (Barclay CTA Index) have historically performed similar annualized returns and return-to-risk ratios as equities (S&P 500 Index).
Past performance is not necessarily indicative of future results.
For more information, please reference index definitions and disclosures.
Positive returns during equity drawdowns
Managed futures has produced positive returns in the last 8 equity drawdowns.
Equity drawdowns of 15% or worse • Jan 1980 – Dec 2024
Data Source:Bloomberg | Backstop/Barclayhedge | Data as of Dec 2024 | Since inception of Barclay CTA Index
The two charts above compare the S&P 500 Index and the Barclay CTA Index. The dark green vertical bars indicate the eight most recent equity drawdowns of 15% or worse. Those drawdown periods are compared in the row of bar charts.
Past performance is not necessarily indicative of future results.
For more information, please reference index definitions and disclosures.
Improved performance of 60/40 portfolios
Adding Managed Futures to a 60/40 stock and bond portfolio has historically improved returns while reducing volatility and drawdowns.
Analysis Period • Jan 2000 – Dec 2024
Data source: Bloomberg | Stocks is MSCI World TR USD, Bonds is Bloomberg Barclays Global Agg Total Return Value Unhedged USD, Managed Futures is SG Trend Index. Since Inception of the SG Trend Index. | Data as of Dec 2024.
Past performance is not necessarily indicative of future results.
For more information, please reference index definitions and disclosures for all the charts.