Trend-following Managed Futures to Make Retirement Safer?
October 27, 2017 - Commodity Futures, Strategic Allocation
Should retirement portfolios include an allocation to managed futures? In his October 2017 paper entitled “Using Trend-Following Managed Futures to Increase Expected Withdrawal Rates”, Andrew Miller compares seven 30-year retirement scenarios via backtests and modified backtests. Specifically, he compares maximum annual real withdrawal rates as a percentage of initial assets that do not exhaust any 30-year retirement… Keep Reading