14.11.2012 - Modern portfolio theory is not dead yet
The inclusion of managed futures funds (and this applies to almost all alternative strategies) in a portfolio has proven to be an excellent diversifier to equity holdings virtually all the time. While those who oppose MPT base much of their criticism on its inability to help investors during financial crises, the diversification benefits of managed futures have been at their highest during precisely these periods. Further, since many managed futures managers focus on different even opposing strategies, diversifying among several of these managers has proven to benefit portfolios under any market conditions...............................................Full Article: Source
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