Taking a Path Untraveled
Most of the managers we work with are also managed futures investors- that’s not all that uncommon. But how often do you hear of an investor becoming a CTA? Such is the story of one Andrew Abraham, the manager of Abraham Investment Management (no- not the one you’re thinking of – that’s Abraham Trading Company). […]
Taking Stocks to the Mat
Our newsletter is up, and it’s all about blood sport. The other day, a client was singing the praises of our Managed Futures Database, where users can view hundreds of different CTAs by return, max drawdown, risk adjusted ratios like Sharpe and Sortino, and so on. “You know what I wish?” he reflected whimsically. “I […]
Managed Futures end Q3 with 0.50% gain in September
DISCLAIMER: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. As September ends, so does the third quarter of 2011. According to Newedge’s numbers, managed futures was up 0.50% for the month, bringing it to -1.79% year to date. In looking back at Q3, it was a bit of a roller coaster ride for managed […]
Weekend Reads
Europe looks like they might be working toward a solution, but most are skeptical of its staying power. Stocks were up and down and down some more, and no one seems comfortable with what lies around the corner. Will the Jobs bill get enough votes? What will Bernanke and the Jobs report tell us next week? […]
ETFs v. Cash and Futures YTD
The past month has served as a prime example of why to invest in futures contracts instead of ETFs. We still haven’t heard a good answer to our question- why invest in an ETF when you can just roll December contracts annually?
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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