A Forty-Year-Old Index That Still Outperforms in a Crisis | Jerry Prior, Mount Lucas
From Behind the Ticker by Brad Roth
June 7, 2026 · 34 min
About this episode
Jerry Prior discusses the MLM Index and its enduring performance in crisis situations.
Jerry Prior has spent nearly thirty years at Mount Lucas Management — a firm with roots in Commodities Corp, the legendary firm that launched Paul Tudor Jones, Louis Bacon, and the broader managed futures and global macro industry. Mount Lucas built the MLM Index in 1988 to give institutional investors a price-based benchmark for managed futures — the first of its kind — and four decades later, the strategy is still running largely unchanged, now wrapped inside KMLM, the KraneShares Mount Luc...
People in this episode
Host: Brad Roth
Guest: Jerry Prior
Topics covered
- managed futures
- investment strategies
- financial benchmarks
- crisis performance
- institutional investing
Keywords
- MLM Index
- managed futures
- investment performance
- financial crisis
- benchmarking
Mentioned in this episode
Organizations: Mount Lucas Management, Commodities Corp, KMLM, KraneShares
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