Sentences with phrase «managed futures strategy»

For ETFs, it emphasizes higher - fee ETFs in niche investment areas, such as Global X S&P 500 Catholic Values (symbol CATH) and WisdomTree Managed Futures Strategy (WDTI).

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Conversely, for a positively skewed return distribution such as that of a managed futures strategy, the Sharpe ratio can be increased by removing the largest positive months.

Effective August 27, 2015 361 Global Managed Futures Strategy Fund (AGFQX) became the 361 Global Counter-Trend Fund.

In that same «let's add the name of someone well - known to our fund's name» vein, what was Ramius Trading Strategies Managed Futures Fund (RTSRX) is now State Street / Ramius Managed Futures Strategy Fund.

Forward Managed Futures Strategy Fund (FUTRX) no longer has a future, a fact which will be formalized with the fund's liquidation on October 31, 2014.

The second managed futures ETF, First Trust Morningstar Managed Futures Strategy Fund ($ FMF), launches.

This fund is not the same as ProShares Managed Futures Strategy (FUTS), which is regulated by the Securities Act of 1933 and generates a K - 1 tax form.

Bethesda, MD — February 18, 2016 — ProShares, a premier provider of alternative ETFs, today announced the launch of ProShares Managed Futures Strategy ETF (BATS: FUT).

Topping the managed futures list was the Arrow Managed Futures Strategy Fund (MFTTX) with a return in June of 12.33 %.

For example, AQR Managed Futures Strategy (AQMIX) returned roughly 3.6 % (4.7 % gross return) on an annualized basis from inception through 3/31/16.

The shareholders of LoCorr Managed Futures Strategy Fund (LFMAX) agreed, and voted to raise their fees management fees to 1.85 %.

Bethesda, MD — October 2, 2014 — ProShares, a premier provider of alternative exchange traded funds, today announced the launch of ProShares Managed Futures Strategy (NYSE Arca: FUTS).

Finally, it may invest a bit in a managed futures strategy as a hedge.

These join the two - year - old iShares Broad Commodity Index Fund (CBR), which uses a managed futures strategy without the short positions: the fund will either take a long position in a given commodity or none at all.

While they are certainly not traditional Couch Potato products, the ETFs make an attempt to execute a managed futures strategy based on quantitative rules rather than the whims of a fund manager.

The following chart shows rolling return correlation of the AQR Managed Futures Strategy Fund (AQMIX) with the Vanguard Total Stock Market ETF (VTI) and the Vanguard Total Bond Market ETF (BND):

Here is the resulting cumulative RealAlpha ™ chart for the AQR Managed Futures Strategy Fund (to learn more about this and other performance measures, please visit our FAQ):

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At this point it should be clear that the typical managed futures strategy is quite different than the Swan DRS approach.

The DRS acts as a risk - reducer, a beta - dampener on the portfolio, whereas an uncorrelated managed futures strategy could be used as more of an alpha - driver and diversifier.

Jackass Investing encourages readers to invest in managed futures strategies, either directly with CTAs (Commodity Trading Advisor) or via mutual funds and ETFs that mimic managed futures strategies.

This rightfully gives him insight and bias towards managed futures strategies.

As the current market regime wanes, we believe a case can be made for dynamic strategies that are responsive to changing market conditions, in particular, managed futures strategies that take long / short positions across a diversified basket of commodity and financial market futures.

Of course, implementation depends upon the individual managed future strategy in question and a client's specific situation, but fundamentally the whole point of mixing and matching managers is bringing together a diverse set of value propositions and skill sets.

Complicating matters is the fact that most of the liquid managed futures strategies were not available during the last major market meltdown.

Managed futures strategies have the potential to deliver positive returns in both rising and falling markets, and may offer diversification benefits because of their historically low correlation to stocks and bonds.

Most managed futures strategies are momentum - based or trend - following.

It is true that in the past, many managed futures strategies have had low correlations to traditional asset classes.

As managed futures strategies have become more popular, some have focused upon equity and fixed income futures.

Eurekahedge reported stellar results for CTA & managed futures strategies for June.

Jackass Investing encourages readers to invest in managed futures strategies, either directly with CTAs (Commodity Trading Advisor) or via mutual funds and ETFs that mimic managed futures strategies.

This rightfully gives him insight and bias towards managed futures strategies.

Managed futures strategies, on the other hand, attempt to follow price trends, and they can take both long and short positions.

Managed futures strategies, which have been around for some 30 years, are carried out by professionals called Commodity Trading Advisors (CTAs).

Because managed futures strategies require someone to make the trading decisions, they are in no way passive strategies — indeed, it's a bit misleading to describe them as an asset class, since each individual strategy has its own risk and return characteristics.

«With their low correlation to both stocks and bonds, managed futures strategies can be a smart choice for investors looking to enhance the risk - adjusted returns of a traditional portfolio,» said Michael L. Sapir, Chairman and CEO of ProShare Advisors LLC.

«Managed futures strategies have the potential to deliver positive returns in both rising and falling markets,» said Michael L. Sapir, chairman and CEO of ProShare Advisors LLC.

Unlike many managed futures strategies, FUT is registered under the Investment Company Act of 1940.

Managed futures strategies identify price trends in the futures markets, and take long or short positions across asset classes such as commodities, currencies and fixed income.

«With their low correlation to both stocks and bonds, managed futures strategies can help diversify a stock and bond portfolio.»

Investors are clearly hedging their portfolios with uncorrelated managed futures strategies as they unload equity risk.

Managed futures can be accessed either directly with licensed CTAs (Commodity Trading Advisor) who are regulated by the CFTC (Commodity Futures Trading Commission) or via mutual funds and ETFs / ETNs that mimic managed futures strategies.

Ari is a portfolio manager for AQR's commodities and managed futures strategies, leading research efforts in both areas.

The Class A shares of Hatteras Managed Futures Strategies Fund were liquidated in mid-December.

Managed futures strategies can go in and out of favor, but generally tend to attract the most assets after there is a sharp decline in the stock market.

Managed futures strategies are generally expected to perform well during times of crisis, such as during the 2008 credit crisis, and when there are strong directional trends in markets, such as those we have seen in the past year with oil prices and the US dollar.

Some of the criteria we use to review managed futures strategies include: overall strategy, manager experience, drawdowns, volatility, assets under management (AUM), minimum investment, track record, markets traded, and margin - to - equity ratio.

Not exact matches

Important factors that could cause actual results to differ materially from those reflected in such forward - looking statements and that should be considered in evaluating our outlook include, but are not limited to, the following: 1) our ability to continue to grow our business and execute our growth strategy, including the timing, execution, and profitability of new and maturing programs; 2) our ability to perform our obligations under our new and maturing commercial, business aircraft, and military development programs, and the related recurring production; 3) our ability to accurately estimate and manage performance, cost, and revenue under our contracts, including our ability to achieve certain cost reductions with respect to the B787 program; 4) margin pressures and the potential for additional forward losses on new and maturing programs; 5) our ability to accommodate, and the cost of accommodating, announced increases in the build rates of certain aircraft; 6) the effect on aircraft demand and build rates of changing customer preferences for business aircraft, including the effect of global economic conditions on the business aircraft market and expanding conflicts or political unrest in the Middle East or Asia; 7) customer cancellations or deferrals as a result of global economic uncertainty or otherwise; 8) the effect of economic conditions in the industries and markets in which we operate in the U.S. and globally and any changes therein, including fluctuations in foreign currency exchange rates; 9) the success and timely execution of key milestones such as the receipt of necessary regulatory approvals, including our ability to obtain in a timely fashion any required regulatory or other third party approvals for the consummation of our announced acquisition of Asco, and customer adherence to their announced schedules; 10) our ability to successfully negotiate, or re-negotiate, future pricing under our supply agreements with Boeing and our other customers; 11) our ability to enter into profitable supply arrangements with additional customers; 12) the ability of all parties to satisfy their performance requirements under existing supply contracts with our two major customers, Boeing and Airbus, and other customers, and the risk of nonpayment by such customers; 13) any adverse impact on Boeing's and Airbus» production of aircraft resulting from cancellations, deferrals, or reduced orders by their customers or from labor disputes, domestic or international hostilities, or acts of terrorism; 14) any adverse impact on the demand for air travel or our operations from the outbreak of diseases or epidemic or pandemic outbreaks; 15) our ability to avoid or recover from cyber-based or other security attacks, information technology failures, or other disruptions; 16) returns on pension plan assets and the impact of future discount rate changes on pension obligations; 17) our ability to borrow additional funds or refinance debt, including our ability to obtain the debt to finance the purchase price for our announced acquisition of Asco on favorable terms or at all; 18) competition from commercial aerospace original equipment manufacturers and other aerostructures suppliers; 19) the effect of governmental laws, such as U.S. export control laws and U.S. and foreign anti-bribery laws such as the Foreign Corrupt Practices Act and the United Kingdom Bribery Act, and environmental laws and agency regulations, both in the U.S. and abroad; 20) the effect of changes in tax law, such as the effect of The Tax Cuts and Jobs Act (the «TCJA») that was enacted on December 22, 2017, and changes to the interpretations of or guidance related thereto, and the Company's ability to accurately calculate and estimate the effect of such changes; 21) any reduction in our credit ratings; 22) our dependence on our suppliers, as well as the cost and availability of raw materials and purchased components; 23) our ability to recruit and retain a critical mass of highly - skilled employees and our relationships with the unions representing many of our employees; 24) spending by the U.S. and other governments on defense; 25) the possibility that our cash flows and our credit facility may not be adequate for our additional capital needs or for payment of interest on, and principal of, our indebtedness; 26) our exposure under our revolving credit facility to higher interest payments should interest rates increase substantially; 27) the effectiveness of any interest rate hedging programs; 28) the effectiveness of our internal control over financial reporting; 29) the outcome or impact of ongoing or future litigation, claims, and regulatory actions; 30) exposure to potential product liability and warranty claims; 31) our ability to effectively assess, manage and integrate acquisitions that we pursue, including our ability to successfully integrate the Asco business and generate synergies and other cost savings; 32) our ability to consummate our announced acquisition of Asco in a timely matter while avoiding any unexpected costs, charges, expenses, adverse changes to business relationships and other business disruptions for ourselves and Asco as a result of the acquisition; 33) our ability to continue selling certain receivables through our supplier financing program; 34) the risks of doing business internationally, including fluctuations in foreign current exchange rates, impositions of tariffs or embargoes, compliance with foreign laws, and domestic and foreign government policies; and 35) our ability to complete the proposed accelerated stock repurchase plan, among other things.

And while Boeing's managing director of environmental strategy, Billy Glover, anticipates an eventual portfolio of various plant types — particularly algaes — that will be used to make high - quality fuels, ramping up production will be a daunting short - term challenge for a biofuelled future.