Mount Lucas              
 
   
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About Mount Lucas
Since 1986, Mount Lucas has provided innovative investments to institutional and high-net-worth investors. We offer clients a range of investment products that include actively managed strategies and proprietary passive indices. Our long-term tenure in the investment industry attests to our commitment to diversification, liquidity, risk management, and transparency.
Investment Strategies
Mount Lucas offers three distinct investment strategies:
  • Our global macro strategy, MLM Macro-Peak™, combines quantitative and discretionary trading across the world’s major asset classes.
  • Our diversified futures index strategy, the MLM Index™, is both an investable index and a widely recognized benchmark for managed futures performance.
  • Our large cap equity strategy, MLM Focused Equity™, uses value and momentum criteria to select S&P 500 stocks.

Our strategies differ in terms of their asset class particpation, investment approach, return objective, and risk threshold. Within each strategy, we offer customized funds and programs that directly target the needs and objectives of our clients.

Our History
Mount Lucas was formed in 1986, with the launch of an innovative, actively managed diversified futures program that quickly attracted a major institutional investor. Two years later, Mount Lucas launched the MLM Index™, the first price-based benchmark for managed futures. A passive index, the MLM Index is not only an investable managed futures strategy, but also a widely recognized and reported standard for evaluating managed futures performance.
In 1996, Mount Lucas expanded the range of investments available to its clients, launching its globally diversified macro strategy, MLM Macro-Peak™. This strategy enhances opportunities for portfolio diversification by featuring asset classes and investment approaches beyond those provided by the MLM Index.

In 2007, Mount Lucas launched MLM Focused Equity™ in response to investor demand for targeted equity products. This strategy is an S&P500 strategy that uses a proprietary quantitative stock-picking algorithm developed by the firm's principals.

To learn more about our investment products, please register or contact Mount Lucas directly.