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
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