The liquid - alt pitch is that individuals can access the same types of investments
as university endowments and other big institutions, to diversify equity - heavy portfolios, typically with a 10 % to 20 %
allocation to liquid alts... The advantage of the [AQR Managed Futures] strategy -LSB-...] is that it is uncorrelated with other
asset classes, and «has the most consistently
strong performance in equity bear markets.»