Asset Class Scoreboard: July 2024
Kicking off in the third quarter, the month of July delivered a moderately positive performance across the major asset classes. There were not exceedingly great gains, but mostly, all were above the red, with only a couple suffering from declines. Commodities retreated, with the GSG index slipping -2.89% and falling to the bottom of the […]
Asset Class Scoreboard: June 2024
In June 2024, most asset classes delivered positive returns, with U.S. stocks leading the pack: U.S. equities showed strong performance, with the S&P 500 climbing +3.53%, continuing the positive momentum from May. This robust growth in the domestic market contrasts with the slight decline in World stocks, which fell by -0.43%. U.S. Real Estate maintained […]
Asset Class Scoreboard: April 2024
April represented a step back following March’s gains, aside from Managed Futures being the star of the show this month. Commodities demonstrated resilience, posting a modest +0.95% growth despite the turbulence induced by the prospects of normalizing financial conditions. This volatility led to portfolio recalibration across sectors. Managed futures strategies once more, demonstrating relative resilience, […]
Set Phasers to Stocks+Discretionary Global Macro – with Dynamic Alpha
From NASA to Star Trek, Brad Barrie and David Johnson of @DynamicAlphaSol discuss how their shared interests inspired the development of their diversified mutual fund, which blends equity exposure with discretionary global macro allocations. They explain how this approach seeks to provide smoother returns through non-correlated exposures. Brad and David also delve into their backgrounds […]
Advanced Hedge Fund Replication with the Top Down – riding diverse ETF modeling flows with DBi’s Andrew Beer
We’re thrilled to kick off another season of The Derivative Podcast. Our first episode finds us going into the lion’s den so to speak, finding out just what all our past and future hedge fund running guests have to fear from replication specialist Andrew Beer (@andrewdbeer1), of the successful DBMF managed futures ETF. From the […]
Disclaimers
Managed futures, commodity trading, forex trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. You should not rely on any of the information as a substitute for the exercise of your own skill and judgment in making such a decision on the appropriateness of such investments.
The entries on this blog are intended to further subscribers understanding, education, and – at times – enjoyment of the world of alternative investments. Unless distinctly noted otherwise, the data and graphs included herein are intended to be mere examples and exhibits of the topic discussed, are for educational and illustrative purposes only, and do not represent trading in actual accounts. Opinions expressed are that of the author.
The mention of specific asset class performance (i.e. +3.2%, -4.6%) is based on the noted source index (i.e. Newedge CTA Index, S&P 500 Index, etc.), and investors should take care to understand that any 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.
The performance data for various Commodity Trading Advisor (“CTA”) and Commodity Pools are compiled from various sources, including Barclay Hedge, 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.
The mention of general asset class performance (i.e. managed futures did well, stocks were down, bonds were up) is based on RCM’s direct experience in those asset classes, estimates of performance of dozens of CTAs followed by RCM, and averaging of various indices designed to track said asset classes.
The mention of market based performance (i.e. Corn was up 5% today) reflects all available information as of the time and date of the publication.
The owner of this blog, RCM Alternatives, may receive various forms of compensation from certain investment managers highlighted and/or mentioned within the blog, including but not limited to retaining: a portion of trade commissions, a portion of the fees charged to investors by the investment managers, a portion of the fees for operating a fund for the investment managers via affiliate Attain Portfolio Advisors, or via direct payment for marketing services.
Managed Futures Disclaimer:
Past Performance is Not Necessarily Indicative of Future Results. The regulations of the CFTC require that prospective clients of a managed futures program (CTA) receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA.
See the full terms of use and risk disclaimer here.
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