Weekend Reads
If last week was about the debt ceiling drama, this week is about the stock slide. While the Dow was able to climb .54%, both the S&P 500 and Nasdaq finished down for the day. The S&P 500 is now down 12% from its April 29 closing high. The Nasdaq has fallen 8.13% to a level not […]
Volatility Explodes… Along with Your Portfolio?
With stocks sliding further and further down the rabbit hole despite a short boost from a friendly jobs report, volatility is continuing to expand at a rapid rate. Yesterday, the VIX surged 35% to close at its highest levels this year since the Japan quake in March, and today, it jumped another 22% to 38.55- […]
Rydex and Wisdom Tree Managed Futures Products- July 2011
With July’s estimates in, it’s time to take a look at how managed futures stacked up against Rydex’s Managed Futures Fund and Wisdom Tree’s Managed Futures ETF. We’ve made our grievances with them clear several times over (see here and here), but prefer to let the data speak for itself.
Blood in the Streets
After today’s bloodbath, we took a quick spin through the managed futures programs and trading systems actively traded by our clients to see who the big winners and losers were after a large down day (it’s not every day you see the Dow down half a thousand – only 23 more of those and we’d […]
Managed Futures Shake the Correlation Blues
Over the past couple of months, managed futures has been the financial community punching bag. As stocks and managed futures struggled in tandem, critics began to question the non-correlation that is often viewed as the most desirable component of a managed futures investment (here and here, just for example). While the uninformed were questioning why […]
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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