Loomis Sayles
Managed Futures 2 Index

Loomis Sayles Managed Futures 2 Index

Strategy highlights

Monitors markets movement and seeks to minimize noise to focus in on the true trends for all 73 assets.

Calculate and Forecast

Calculates a forecast model using momentum, reversion and trend-based forecasting models with the filtered market data.

Optimize and Diversity

Dynamically optimizes, which includes long and short allocations, to seek the highest return potential while controlling for volatility.

Cumulative returns

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