Illustrating Managed Futures Diversification Benefits

Managed futures strategies exhibited strong diversification benefits in 2022 when both stocks and bonds entered bear markets at the same time

Managed futures strategies are represented by the Virtus AlphaSimplex Managed Futures Strategy (ASFYX) and the Abbey Capital Futures Strategy (ABYIX) as these were the managed futures funds used in Burney Wealth Management's asset allocation models. The Aggregate Bond Index is proxied by the iShares Core US Aggregate Bond ETF (AGG) and the S&P 500 is proxied by the SPDR S&P 500 ETF Trust (SPY).
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