Both stocks and bonds sold off in 2022 but managed futures are backing up claims of being uncorrelated to traditional asset classes
Stock returns are proxied by the iShares Russell 3000 ETF IWV. Stock returns are proxied by the iShares Core U.S. Aggregate Bond ETF AGG. Managed futures are proxied by a 50-50 weighting of ABYIX and ASFYX, the two managed futures mutual funds Burney Wealth Management uses in its asset allocation models.