Btop 50 Vs Sp 500 During Drawdowns
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BTOP 50 vs. S&P 500 During the S&P’s Worst Five Drawdowns Since 1987 Trading futures and options involves substantial risk of loss no matter who is managing your money. Such an investment is not suitable for all investors. Past performance is not necessarily indicative of future results. Please note that the BTOP 50 Index may not be representative of any individual CTAs performance. *S&P 500 Total Return Index had not completely recovered from its drawdown beginning in 11/07, due in part to its depth and severity; the drawdown beginning 5/11 is included because it would have qualified as one of the worst had the index recovered to its previous highs Source: Bloomberg VFM711 The study below, published by CME Group in their brochure, Lintner Revisited: A Quantitative Analysis of Managed Futures, supports the famous landmark study by the late Harvard University professor Dr. John Lintner. In his study Dr. Lintner concluded that managed futures can increase the performance and reduce the risk in an overall investment portfolio. It is important to note the study below is not based on academic theory. It is based on actual performance statistics of the S&P 500 and the BTOP50. The BTOP50 Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure. The BTOP50 comprises the largest trading advisor programs, as measured by assets under management.
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Transcript of Btop 50 Vs Sp 500 During Drawdowns
BTOP 50 vs. S&P 500 During the S&P’s WorstFive Drawdowns Since 1987
Trading futures and options involves substantial risk of loss no matter who is managing your money. Such an investment is not suitable for all investors. Past performance is not necessarily indicative of future results. Please note that the BTOP 50 Index may not be representative of any individual CTAs performance.
*S&P 500 Total Return Index had not completely recovered from its drawdown beginning in 11/07, due in part to its depth and severity; the drawdown beginning 5/11 is included because it would have qualified as one of the worst had the index recovered to its previous highs
Source: Bloomberg
VFM711
The study below, published by CME Group in their brochure, Lintner Revisited: A Quantitative Analysis of Managed Futures, supports the famous landmark study by the late Harvard University professor Dr. John Lintner. In his study Dr. Lintner concluded that managed futures can increase the performance and reduce the risk in an overall investment portfolio. It is important to note the study below is not based on academic theory. It is based on actual performance statistics of the S&P 500 and the BTOP50. The BTOP50 Index seeks to replicate the overall composition of the managed futures industry with regard to trading style and overall market exposure. The BTOP50 comprises the largest trading advisor programs, as measured by assets under management.
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