The following chart shows a comparison between the performance of a traditional stock and bond portfolio versus the performance of a diversified portfolio with a 20% allocation to managed futures. The chart demonstrates that the historical non-correlation between these asset classes provides the opportunity for improving the performance and deceasing the volatility of an overall, balanced portfolio.

Value of Initial $10,000 Diversified Portfolio vs. a Traditional Stock/Bond Portfolio
(January, 1980 Through December, 2009)

Investing in managed futures is speculative, involves a high degree of risk, and is not suitable for all investors.
Past performance is not necessarily indicative of future results. (Source Data)