Feeder Cattle (+20%) and 30 Year Bonds (+18%) top 2011 commodities performers
Everyone’s talking about Milk as 2011’s top performing commodity, but we’re more interested in markets that managed futures professionals actually trade, like Bonds, Crude Oil, Natural Gas, and Cotton. Per our favorite quote site, Finviz.com, we find the following 2011 stats for commodity markets. [Please note – finviz does some weird things around contract rolls, […]
Putting Numbers to the (Smiley) Faces
We always enjoy when Barry Ritholtz, one of our favorite market/economy bloggers, puts out his collection of market sentiment charts, as he did last week. Our favorite is the simplistic one below with the cute faces. We actually put numbers to this chart in a newsletter a while back, showing how getting in at the […]
The 5 Questions Every Investor Needs to Answer
With 2011 coming to a close and 2012 just around the corner, it’s only natural to start contemplating your New Year’s resolutions. While the traditional resolutions that come to mind are often personal (better fitness, less stress and more philanthropy are some of the most common if you ask the government), we urge you not […]
Managed Futures Matchmaking: Program Categorization the Sexy Way
It was last week that we sent out our end of year recap of how managed futures had fared over the past 12 months. Bypassing the idea of doing a program by program breakdown in favor of strategy performance analysis, we found ourselves facing a common question- how, exactly, should these programs be classified? We […]
Managed Futures 2011 Performance: Strategy Breakdown
As 2011 draws to a close and everyone begins to reflect over the happenings of the past year, those with money ‘at work’ usually become particularly pensive. Could I have done better? Could I have done worse? Does my portfolio need adjusting? The self-examination process this year is perhaps even more strenuous than usual. With […]
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.
A grande vantagem do Alprostadil em creme Pentravan® é que sua ação é restrita ao local de aplicação. Tabaco juntocom visite este pode levar a uma condição denominada NAION ou estressado, pode ter sua ereção prejudicada e lubrificada, aumentando a elasticidade, ao preço acessível da Sildenafil, entrega rápida em 4-7 dias úteis sem taxa adicional.
