Home > TRENDS Managed Futures Strategy

Strategy overview

Attractive potential returns, particularly when you need them most
TRENDS Managed Futures Strategy seeks to provide positive returns when investors need them the most, particularly during equity market downturns, by capturing momentum across equities, fixed income, currencies and commodities.

Why invest in this strategy?

Three key benefits of TRENDS Managed Futures Strategy:

Return: Attractive potential return in a low-return world
Independent: Seeks to profit from market moves in any direction
Crisis alpha: Historically has performed best during equity sell-offs

What makes PIMCO managed futures different?

TRENDS Managed Futures Strategy is designed to benefit investors in ways that distinguish it from its competitors, specifically by:

Adapting quickly to new trends
This helps to increase diversification benefits, because our shorter-term trend windows are quick to respond to changes in markets.

Getting the most out of the biggest trends
We scale up positions when trends are strong, and reduce them if trends are weak. This may increase performance when trends are strong, potentially leading to higher returns.

Actively managing collateral 
A core PIMCO proficiency, actively managed collateral provides an additional source of potential alpha for investors. There are no hidden fees on collateral management.

Incorporating forward-looking macro insight into research
Insights from our time-tested macroeconomic investment process are incorporated into model design, acknowledging that the future may not look like the past.

How To Invest

Related Strategies

Liquid Alternatives

Disclosures

Past performance is not a guarantee or a reliable indicator of future results.Managed futures contain heightened risk, including wide price fluctuations and may not be suitable for all investors. Investing in the bond market is subject to risks, including market, interest rate, issuer, credit, inflation risk, and liquidity risk. The value of most bonds and bond strategies are impacted by changes in interest rates. Bonds and bond strategies with longer durations tend to be more sensitive and volatile than those with shorter durations; bond prices generally fall as interest rates rise, and the current low interest rate environment increases this risk. Current reductions in bond counterparty capacity may contribute to decreased market liquidity and increased price volatility. Bond investments may be worth more or less than the original cost when redeemed. High yield, lower-rated securities involve greater risk than higher-rated securities; portfolios that invest in them may be subject to greater levels of credit and liquidity risk than portfolios that do not. Commodities contain heightened risk, including market, political, regulatory and natural conditions, and may not be suitable for all investors. Investing in foreign-denominated and/or -domiciled securities may involve heightened risk due to currency fluctuations and economic and political risks, which may be enhanced in emerging markets. The strategy may utilize quantitative models as part of implementing its investment strategies. The models evaluate securities or securities markets based on certain assumptions concerning the interplay of market factors. Models used may not adequately take into account certain factors, may not perform as intended, and may result in a decline in the value of your investment, which could be substantial. Derivatives and commodity-linked derivatives may involve certain costs and risks, such as liquidity, interest rate, market, credit, management and the risk that a position could not be closed when most advantageous. Commodity-linked derivative instruments may involve additional costs and risks such as changes in commodity index volatility or factors affecting a particular industry or commodity, such as drought, floods, weather, livestock disease, embargoes, tariffs and international economic, political and regulatory developments. Investing in derivatives could lose more than the amount invested. Management risk is the risk that the investment techniques and risk analyses applied by PIMCO will not produce the desired results, and that certain policies or developments may affect the investment techniques available to PIMCO in connection with managing the strategy. There is no guarantee that these investment strategies will work under all market conditions or are suitable for all investors and each investor should evaluate their ability to invest long-term, especially during periods of downturn in the market. Diversification does not ensure against loss. Investors should consult their investment professional prior to making an investment decision.

This material contains the current opinions of the manager and such opinions are subject to change without notice. This material has been distributed for informational purposes only and should not be considered as investment advice or a recommendation of any particular security, strategy or investment product.

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