FRM Managed Futures

The FRM Managed Futures Strategy is a concentrated portfolio of 5-10 managed futures managers with exposure across a range of asset classes, markets and geographies. Man FRM has been actively allocating to managed futures strategies since 1998.

The key features of the strategy are:

  • Aims to provide low correlation to traditional asset classes, particularly in times of dislocation and crisis
  • Offers access to a multi-manager portfolio of carefully selected diversified Managed Futures managers, aiming to mitigate single manager idiosyncratic risks
  • Seeks identifiable and persistent sources of return, providing exposure across asset classes, markets and geographies
  • Aims to have a low correlation to price movements in equity markets, especially in times of financial stress and crisis
  • Potential to provide valuable portfolio diversification in a sustained market downtrend
  • Markets are increasingly driven by fundamentals, potentially leading to lower correlations which bodes well for trend following strategies