Amongst the markets not so chaotic chaos from North Korea and Hurricane Harvey, Managed Futures posted its best month since February, up 2.04% in August. This just might be the winds of change Managed Futures has been waiting for. Multiple markets are now taking on consistent trends: Downtrend in the U.S. Dollar, Bonds Uptrend, with most of the precious metals trending higher. Put that all together and this environment could set Managed Futures for more months like August in 2017.
Long Only Commodities couldn’t string together two months of positive performance, down -7.68% on the year. Despite Stocks multi-day swings up and down from North Korea threats, $SPY still managed to finish off the month up 30 basis points. Finally, World Stocks remain on top, continuing to outpace other asset classes in 2017.
Source: All ETF performance data from Morningstar.com
Sources: Managed Futures = SocGen CTA Index, Cash = 13 week T-Bill rate,
Bonds = Vanguard Total Bond Market ETF (BND),
Hedge Funds= IQ Hedge Multi-Strategy (QAI)
Commodities = iShares GSCI ETF (GSG);
Real Estate = iShares DJ Real Estate ETF (IYR);
World Stocks = iShares MSCI ACWI ex US Index Fund ETF (ACWX);
US Stocks = SPDR S&P 500 ETF (SPY)
The performance data displayed herein is compiled from various sources, including BarclayHedge, RCM's own estimates of performance based on account managed by advisors on its books, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.
Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history.
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