Ideal Portfolio

The CME Group publication, "Managed Futures, Portfolio Diversification Opportunities", shows a portfolio with the greatest risk and least returns comprised of 55% stocks, 45% bonds, and 0% managed futures. In contrast, a portfolio exhibiting the greatest returns and least risk, comprised 45% stocks, 35% bonds and 20% managed futures. http://www.cmegroup.com/education/files/ManagedFutures.pdf
Chicago Mercantile Exchange published a study concluding that a portfolio with 20% in managed futures yields up to 50% more than stock and bond portfolios, while possessing comparable risk.

To achieve this suggested portfolio mix, an investor should consider allocating 20% of their financial portfolio assets to a managed futures account