The trend is your friend….except when it isn’t
Several multi-market trend following strategies are enjoying a strong month in September thanks to extended moves in grains, metals, foreign currencies, and stock index futures. And while these trends have been great for managers like Covenant Capital & Robinson – Langley (both up approximately 8% for the month), these markets have been nasty for short […]
Managed Futures end Q2-10 as hedge fund strategy with most assets under management
Managed Futures and their measly $223 Billion in total assets under management are often swept under the rug as insignificant by industry experts in comparison to the massive $1.7 Trillion Hedge Fund industry. But there is one little quirk in those statistics…. the hedge fund number actually includes the managed futures amount, as managed futures […]
Newsletter: Managed Futures shine on Rolling 3yr ROR
This week’s newsletter is up: https://bit.ly/buDxLD We look at the various asset classes YTD, plus crunch data on rolling 3 year returns across the various asset classes to see who has the best ‘worst’ 3 yr rolling returns. Past Performance is Not Necessarily Indicative of Future Results
5 points to consider with Gold at New all time highs in (in USD)
A few interesting things to note about Gold’s climb above $1,283/oz today to a new all time high. 1) This isn’t as crowded a trade as you would expect in managed futures, with only Accela, APA, Auctos, Covenant, and (going long yesterday) Clarke Worldwide – the managers we follow with long positions. (only about 30% […]
How should Managed Futures do… if a) there is a Bond Bubble, and b) it bursts?
With US 30yr bonds down about 4.5%, US 10yrs down about -3%, and Euro Bunds down -2.8% since their end of August high, the possibility exists that the top may be in for bonds. If that turns out to be the case, and the bond rally does end up being a bubble – there looks […]
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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