A Turbulent ’12 – The Best Managed Futures Newsletters of the Year
As the year draws to a close, we find ourselves reflecting on all that has happened, and the research and reports we’ve published throughout the year. So as you prepare to celebrate the holidays and head into the New Year, we’ve prepared a list of the most popular Attain newsletters in 2012 based on reader favorites, staff picks, and the amount of views each newsletter had. So for those doing some managed futures research, those looking or more education, or just in case you missed one of our research pieces – here are 10 of our most important managed futures discussions of 2012.
100 Years of Trend Following
When it comes to evaluating the past performance of managed futures, the major indices only go back a few decades. But AQR Capital Management recently released a research paper that goes back much further, applying a trend following model to more than 100 years of data – and their efforts have yielded some fascinating insights.
Futures Account Insurance Getting Traction
As the year draws to a close, it’s hard not to reflect on the tumultuous times experienced in the futures industry. A great deal of progress has been made in enhancing customer protections, but there is still work to be done, particularly in what we view as one of the most significant arenas: insuring client funds against an MF Global/PFG type clearing firm failure.
Weekend Reads
As the days until “fiscal apocalypse” tick away, the hand-wringing and bickering is sure to continue. In the meantime, we’re content to let the politicians and talking heads fill the air – after all, managed futures doesn’t particularly care what direction the trend is, so long as there’s a trend. In the meantime, here’s what we’re looking at headed into the weekend.
Managed Futures Mutual Funds November Update
November’s results are in, so it’s time for us to update our look at the world of the so-called managed futures mutual funds. Once again, the results aren’t pretty (for the mutual funds). We don’t think mutual funds are the best vehicle to access the managed futures asset class, and the numbers continue to back us up.
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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