(Harvest) Perhaps more telling than the snapshot as of December, is the best allocation percentage according to the efficient frontier each year going back most of a decade. Last Fall, we geeked out on the question that we get asked the most by investors and clients alike, “How much of my portfolio allocation should be dedicated to Managed Futures?” We looked for answers by building two different tables based on an investor’s return expectations for alternatives and based on how much alternatives would help decrease the magnitude of a drawdown.

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