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Managed Futures Funds Gaining Traction Among Advisers

FYI: Investment advisers plan to increase their allocation to managed futures in 2017, according to a survey taken by Altegris Advisers at the InvestmentNews Alternatives Conference in Miami last month.
Regards,
Ted
http://www.investmentnews.com/article/20161216/FREE/161219946?template=printart

M* Managed Futures Fund Returns:
http://news.morningstar.com/fund-category-returns/managed-futures/$FOCA$13.aspx

Comments


  • Whenever I see managed futures coming back into fashion, it tells me to tread carefully -- ie that people are getting a bit exuberant and that the next market 'top' may be coming into view. Not that I like managed futures myself - if I want to use futures, I will own and manage them myself!
  • edited December 2016
    FWIW I own the TFS fund. I'm just going to hold and as always not reinvest distributions. I've held their Market Neutral fund too now for a while. This was my new money NOT going to Hussman.

    I would also very much like to manage my future, but people make it so hard...
  • edited December 2016
    Wow! A manager of a managed-futures fund produces a survey which might spark interest in its fund... Yeah, no conflict of interest there...

    Altegris' managed-futures fund (EVONX) is rated 5-star by M*, meaning it has among the best historical records in the managed-futures category. But let's take a look at that record. It commenced operating late 2011. So full year returns as follows:

    2012...(3.17)
    2013....0.67
    2014...25.92
    2015....3.02
    2016...(-0.33) [through 12/16/16]

    The above returns are net of 1.94% expenses (ouch!)

    My reaction? "meh". One "super" year. 4 X "ehh" years. The sequencing/size of the returns almost looks like one might "earn" at one of the gaming tables in Vegas. Makes one wonder what the 3-star rated fund returns look like in this category...

    Others may be interested, not I. When considering alternatives, I am looking for something that delivers mostly consistent, positive returns. I'm not looking for outsized returns, but consistent (-positive) ones. If an 'alternative' vehicle can't do that, well, there is fixed-income for ballast & income & equities for growth (with risk). In fact, old, reliable Vanguard Wellesley delivers more consistent, positive returns, thus a "smoother ride", and larger 5-year trlg returns.

    p.s. - looks like Gundlach is one of the managers.
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