At The Money: Diversifying with Managed Futures ETFs

At The Money: Diversifying with Managed Futures ETFs

Lots of asset classes promise uncorrelated returns, but few deliver.

One that does is managed futures. Sure, they are expensive and spikey, but when all correlations go to 1 – meaning everything is trading in lockstep, as we saw during the GFC and Covid – they seem to be the rare diversifier that works.

Andrew Beer is a hedge fund veteran and founder of Dynamic Beta Investments, a firm focused on hedge-fund replication strategies delivered through low-cost, liquid vehicles like ETFs and mutual funds. His ETF, DBi Managed Futures Strategy (DBMF) attempts to replicate pricier managed futures portfolios

Each week, “At the Money” discusses an important topic in money management. From portfolio construction to taxes and cutting down on fees, join Barry Ritholtz to learn the best ways to put your money to work.

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14 Tammi 17min

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9 Tammi 1h 39min

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8 Tammi 20min

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Barry sits down with Stephanie Drescher, Apollo’s Chief Client and Product Development Officer and a member of the Firm’s Leadership Team. He and Stephanie discuss her start at JP Morgan, creating com...

2 Tammi 56min

At The Money: Tax Management for Investors

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31 Joulu 202518min

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Barry sits down with Jay Leno at the Audrain Newport Concours & Motor Week. They discuss the future of late night comedy after The Late Show with Stephen Colbert was canceled. They also discuss Jay's ...

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