It's called a managed futures strategy.
That's according to iM Global Partner, which has the largest exchange-traded fund — iMGP DBi Managed Futures Strategy ETF (DBMF) — that copies the strategy.
Meanwhile, a managed futures strategy, with its short-term approach across stocks, bonds, commodities, and currencies, is generally uncorrelated to longer-term bond and stock market performance.
From January to October 14, 2022, for example, the Credit Suisse Managed Futures Strategy (CSAIX) was up around 26%.
iMGP DBi Managed Futures Strategy ETF (DBMF)January-October 14, 2022 returns: 33.9%2024 year-to-date returns: 13.1%Assets under management: $988 millionFirst Trust Managed Futures Strategy Fund (FMF)January-October 14, 2022 returns: 15.7%2024 year-to-date returns: 7.3%Assets under management: $144 millionKFA Mount Lucas Managed Futures Index Strategy ETF (KMLM)January-October 14, 2022 returns: 50%2024 year-to-date returns: 8.8%Assets under management: $284 millionSimplify Managed Futures Strategy ETF (CTA)
Persons:
It's, —, Andrew Beer, Seth Klarman's, Beer, we've
Organizations:
Global, Business, Treasury Bond ETF, Credit Suisse, Morningstar, Lucas
Locations:
DBMF, lockstep, VettaFi