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Charts & Graphs

Trough to Peak
Jan 1, 1997 - Mar 23, 2000

Peak to Trough
Mar 24, 2000 - Oct 10, 2002

Volatility Index (VIX)

Recessions and Hurricanes
(Negative Events & Market Turmoil)

Russell 1000 Growth vs
Russell 1000 Value
Pension plan sponsors, endowments and foundations as well as pension consultants have all warmed up to managed futures in a significant way over the past decade. This book clearly shows the merits of managed futures and how they can be used to further diversify a portfolio. The attractive long term risk adjusted (& non-correlated) returns are one important way institutions can generate much needed alpha in an era where much more horsepower is required beyond the traditional paradigm of stocks and bonds.
-David Lerman, Senior Director, Asset Managers, Products and Services, CME Group