Managed Futures News

SP 500 index annual sharpe ratio

The S&P 500 Index Sharpe Ratio in 2017 is 3.5

Jun 14, 2017
Year-to-date, the S&P 500 Index is up 8 basis points per day on average (which translates into a 20% annual return) while its daily volatility is 42 basis points. These two data points translate into a year-todate annualized Sharpe ratio on the S&P 500 Index of a staggeringly high 3.50
SP 500 chart

What did Trump do to Volatility?

Mar 23, 2017
The election has come and gone, and Donald Trump, the presumed catalyst to return volatility to the markets is now the next President of the United States. But, to everyone’s surprise, volatility has not returned. In fact, volatility has decreased even more than the levels we witnessed prior to the presidential election. Conversely, the S&P500 has seen a steady increase since the presidential election, and has increased close to 10% since the end of the election day.
managed futures returns during elections

Presidential Elections and Managed Futures Performance

Jul 27, 2016
With the Republican National Convention last week, and the Democratic National Convention underway this week, presidential election season has officially started. As the nominees start heavy campaigning for election day on November 10th, we thought it would be interesting to see how Managed Futures as an asset class has performed during the months leading up to the election.

Emerging CTAs: Risk Vs. Reward

Feb 23, 2016
There are many benefits and risks of investing with emerging CTAs, and that is why there are some investors that favor investing with emerging CTAs while others stay completely away from them.

How Bernanke and Yellen taught me to become a better poker player

Aug 12, 2014
Navigating the financial markets during the Federal Reserve Bank's QE policy.

"Skin in the Game"

Aug 23, 2012
"Skin in the Game"

Choosing the CTA that is right for you

Oct 04, 2011
Investing with Commodity Trading Advisors and Managed Futures for the first time.


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Past performance is not necessarily indicative of future results. Trading commodity futures, options, and foreign exchange ("forex") involves substantial risk of loss and is not suitable for all investors. In no way is the advisor of the month a direct recommendation of aiSource or any of its affiliates. Please carefully review the disclosure documents and any other promotional material prior to investing with any program. Managed accounts and/or managed futures are very risky and may not be suitable for all investors. Please consult with a Managed Futures specialists prior to investing.