Wednesday, October 10, 2012


Revisiting Kat's Managed Futures and Hedge Funds: A Match Made in Heaven

By Thomas N. Rollinger, Director of New Strategies Development, Sunrise Capital Partners

The research extends the time period of Kat’s original work to include a highly volatile period with separate stock market drawdowns of 36% and 56%, and still found that managed futures were better diversifiers than hedge funds; that they reduced the portfolio's volatility to a greater degree and more quickly than did hedge funds, and without the undesirable side effects of increased tail risk.

Download the full article here.

From the October 2012 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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