The Standard & Poor's Diversified Trends Indicator (S&P DTI) is a rules-based long-short futures strategy containing both commodity and financial futures. Swaps on the S&P DTI are offered by several major banks and brokerage firms. When used as an overlay to traditional portfolio allocations, the S&P DTI has been a robust non-correlated Portable Alpha Strategy. (Past performance is not indicative of future results.)

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As the chart illustrates, the overlay of the 30% S&P DTI allocation on a common 60/40 portfolio generates alpha with slightly lower volatility, allowing the Sharpe Ratio to rise from 0.28% to 0.55%. To generate alpha while building exposure to the commodities sector, swaps featuring the S&P DTI may be a viable solution.

To learn more, consult the S&P DTI White Paper.

Comparisons include no fees or expenses. This is neither an offer to sell nor a solicitation to buy any product or security. Consider suitability before investing. Data courtesy of Standard & Poor's and Ryan Labs. Past performance is not indicative of future results.