Period: January 2005 through September 2015

Effects on Volatility 9.15

This illustration depicts how an allocation to managed futures in a traditional portfolio can not only lower overall volatility, but also increase returns over time. Performance results in the portfolio above reflect actual returns for the Somers Brothers Diversified Futures Program #1 and actual returns for the S&P 500 starting in January of 2005.

Note: The above comparison uses Somers Brothers Diversified Futures Program #1 results which are not the same as a managed futures index.  

Past performance is not indicative of future results. There is a substantial risk of loss in trading futures.