Managed futures are delivering the worst performance of all alternative investment classes.
Managed futures as an asset class have made minus 4.3% during the first quarter of 2014. By now they recover slightly and have just made a positive return 0.6% for their investors when looking at the first half of the year. Given this makes them still the worst performing alternative investment class.
Managed futures are going long and short in future contracts on metals, grains, equity indexes, commodities, bond and currencies. Because of an inverse correlation with equity and fixed income instruments, they are able to lower portfolio risk in combination with them.
Managed future funds on altii: AL126426