New research and investment strategies for asset managers in managed futuresIn this handy new e-book, bestselling author David M. Darst provides the latest information on managed futures and their appropriate role within investment portfolios. The first section of the e-book covers select investment advantages and potential risks of managed futures, including historical background on futures, their advantages, risks involved, and key trends and drivers. The second section offers a summary of managed futures investment performance and correlation, including the performance of the major futures indices. The remaining sections provide an overview of the current investment landscape, a glossary of available indices, and important sources of further information. Portfolio Investment Opportunities in Managed Futures gives investors the information they need to make intelligent investment decisions in this important asset class.* Covers key factors investors need to know about managed futures, including advantages, risks, and investment performance* Written by David M. Darst, CFA, the bestselling author of The Little Book That Saves Your Assets* Perfect for individual investors, financial advisors, and CFAs interested in how managed futures can meaningfully improve the risk-reward profile of their portfolios

About the Author viiIntroduction ix1: Select Investment Advantages and Potential Risks of ManagedFutures 1Historical Background on Futures and Managed Futures 1Distinguishing between Physical Commodities, Futures, and ManagedFutures 2Select Advantages of Managed Futures 3Potential Investment Risks of Managed Futures Funds 5Placing Managed Futures in an Investment Context 6Essential Differences between Managed Futures and Other AssetClasses 8Select Risk Management Strategies Pursued by Managed FuturesAdvisers 9Special Considerations Associated with Managed Futures Funds10Fees and Expenses Associated with Managed Futures Funds 11Investment Approaches of Managed Futures Funds 12Select Insights into Managed Futures Returns Patterns 13Managed Futures Funds Compared with Hedge Funds 15Trend Characteristics and Underlying Drivers of Managed Futures16Evolution of the Futures Markets 16Actively Traded Futures and Options Contracts in the United States162: Summary of Managed Futures Investment Performance andCorrelation 21Select Managed Futures Indices' Performance 21Managed Futures Returns during Financial Market Dislocations25The Barclay CTA Index and Survivorship Bias 26Patterns of Managed Futures Returns 27The CISDM CTA Equal-Weighted Index 32Analysis of Select Asset Class Returns 353: Overview of the Investment Landscape 39Global Futures Exchanges and Clearinghouses 414: Glossary of Indexes 455: Select Information Sources 49Acknowledgments 51