$VIX lovers/followers/haters/enthusiasts – this one’s for you. In this episode, we’re joined by a powerhouse group of volatility experts consisting of Kevin Davitt, Wayne Himelsein, Jason Buck, and Bastian Bolesta & Jeff Malec discussing Navigating Market Volatility. Providing more than just witty banter, you’ll to these guys talk about how crazy volatility was during March/April, […]
Commodities were the story of May — doing a full 180, reversing from double-digit loses to posting double-digit returns on the back of Crude Oil rallying from its dip into negative territory. But both US Stocks and World Stocks continuing their bounce off the lows was a close second billing – with US Stocks back […]
With slight dips from the mid-month asset class scoreboard, April ended out in the green for every asset class across the board except for commodities. With word from abroad of economies reopening & the U.S. rolling out a slow open across the country, assets classes have bounced back considerably from the month before. Managed futures […]
When #crudeoil and $USO are trending on Twitter – you know it’s something more than just some 5% move or so; AND it’s about the exact same time we’re getting calls from people asking the best way to invest in crude oil and the best way to profit from crude oil eventually rebounding. Chances are, […]
Not too long ago we wrote about how Chinese futures volumes had joined the BILLION contracts club, of interest to us in that we’ve been involved for a few years now on getting US and European quant models implemented on these exact Chinese markets for Chinese investors. The idea is that the nascent (but quickly […]
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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.
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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.
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