Managed Futures Exhibit Low Correlation to Traditional Asset Classes

Correlation refresher: -100 means perfectly negatively correlated. 100 means perfectly correlated. 0 means uncorrelated.

Managed futures are proxied by the mutual fund ABYIX. Stocks are proxied by the ETF SPY. Bonds are proxied by the ETF AGG. Correlation is calculated using monthly returns from 5/1/2019 to 4/30/2022.