Rates of Return
In addition to the benefits of diversifying a portfolio with non-correlated assets, it is instructive to see relative rates of return between CTAs and the broader markets. In particular, it is interesting to examine the returns for CTAs in months where the US Equity Markets are up and down. Of course, every managed futures investment program is different and carries with it unique risks and characteristics. For many, finding and choosing specific investments to meet each investor's goals remains the single most difficult hurdle.
There is no guarantee that the addition of alternative investments to a portfolio will increase returns or avoid losses. Past performance is not necessarily indicative of future results.
Average Rates of Return: US Stock Up Months
Last 60 Months
Average Rates of Return: US Stock Down Months
Last 60 Months
Source: Managed Futures: Altegris Clearing Solutions, LLC (an affiliate of Altegris); US Stocks: Standard and Poor's; US Bonds: Barclays Capital
An investor cannot invest directly in an index. Moreover, indices do not reflect commissions or fees that may be charged to an investment product based on the index, which may materially affect the performance data presented. Past performance is not necessarily indicative of future results.
Data Provided by Altegris Clearing Solutions, LLC. Altegris Clearing Solutions, LLC is an affiliate of Altegris Investments.