Managed Futures

What Are Managed Futures?

Managed Futures refer to professionally managed accounts, traded by registered Commodity Trading Advisors (CTA’s). CTA’s can go long or short, in a wide range of instruments including grains, meats, metals, interest rates, currencies, energies, and stock indices. They trade a broad range of strategies in varying time frames and offer diversification and opportunity for enhanced returns.

Managed futures traders are typically looking to capitalize on market trends that persist from supply/demand imbalances in the marketplace. With the ability to go both long and short, managed futures have the potential to profit in any economic environment, and often perform best in crisis periods or uncertainty.

Diversification beyond stocks and bonds

Managed futures have virtually no correlation to traditional asset classes such as stocks, bonds, cash, and real estate, making them a powerful tool in your diversification arsenal. And with over 150 different markets worldwide, managed futures make global diversification simple.

Investment flexibility during up and down markets

Managed futures have the potential to limit losses and generate strong returns even when the stock markets are falling or in crisis. During periods of economic stress — inflation, deflation or recession — managed futures can take long or short positions to capture positive returns.

The Potential To Increase Returns While Reducing Volatility

Managed futures offer a smart way to balance risk with returns. When added to a traditional stock and bond portfolio, managed future may be able to reduce overall portfolio risk and volatility while simultaneously enhancing performance, as shown in the table below.
CAGR 9.65% 7.09% 8.69% 8.55%
MAXDD 50.95% 11.94% 29.86% 22.68%
STD DEV 14.64% 9.04% 9.29% 7.35%
MAR 0.19 0.59 0.29 0.38
SHARPE 0.45 0.45 0.61 0.76

Period: 1990-2014. Data used:
1. US Equities: S&P 500 Total Return
2. Managed Futures: Barclay BTOP-50 for period 1990-1999, Newedge CTA Index 2000-2014
3. Bonds: Vanguard Total Bond Index Fund (VBMFX)

Managed Futures Database

Access our managed futures database to search through hundreds of programs. Check each program’s details — strategy description, full performance results, stats and charts. Build your personalized watch lists and portfolios of the programs you want to track.

A great way to get access to trading talent and performance in a more hands-off approach.

With Wisdom Trading’s managed futures database, we help you select the right professional Commodity Trading Advisor to manage your account. We’ve selected the industry’s leading managed futures programs in our database, in which you can:

  • Analyze and Download Full Performance Reports
  • Filter Programs via a Powerful Search to Fit Your Investment Criteria
  • Save Programs to a Watchlist to Track Managers
  • Build Custom Portfolios and analyze their performance

Top YTD and Monthly rankings refer to programs only in our database and do not reflect all CTAs. Past performance not indicative of future results. There is substantial risk of loss.

Detailed Report Sheet for Each Program

Along with the program’s strategy description and manager bio, the report sheet contains detailed info, with charts and stats analysis:

Powerful Search Functionality

Type of strategy, Risk and Return stats or portfolios composition are all filters available to refine your CTA search to match your own investment criteria amongst the hundred of funds selected by us in the database.

Create Your Own Customized Watch List

Add any managed futures programs you want to to track, and access the watchlist screen giving an overview of the latest performance.

Build Portfolios and Simulate Custom Multi-Programs Blends

Create portfolios with allocations to different CTAs from the database and/or upload your own instrument data.

Access The Managed Futures Database

Start searching for managed futures programs, analyze performance, create watchlists and portfolios by creating an account below.