Managed futures seem to have a better expected return than commodities funds. Both of them can also be very volatile, depending on what fund you're using. The period of 2010 to 2020 was historically one of the worst periods for managed futures.
In this episode we answer emails from Johnny, Kevin and Daniel. We discussed managed futures vs. commodity funds, the Mt. Lucas "Dirty Portfolios" with KMLM and how to transition from one asset to another in a portfolio with the beginning of a new pedagogical experiment in that.
And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.