Look who’s up there enjoying the double party after a strong August. It’s Managed futures turning in the negatively correlated performance people yearn for in a bumpy month for stocks. US real estate continues to go bonkers, while commodities and bonds are perhaps the biggest surprise YTD near 10% gains. Hedge Funds, meanwhile, continue to […]
Category: Chart of the Week
03
Sep
2019
02
Aug
2019
Asset Scoreboard: July
Not the greatest start to the third quarter of the year. After the returns in the second quarter of 2019, July gave some pretty dismal returns. For the first time this year there isn’t a double-digit return on the board. Managed futures had the best return of the month, and luckily all of the classes […]
10
Jun
2019
What’s wrong with AQR (part III)
We’ve covered AQR’s eponymous managed futures product before, asking in April of 2017: What’s Wrong with AQR and again in March of 2019: What’s Wrong with AQR (Part II), because when you’re the elephant in the room, well – people want to know what if you’re playing nicely or shattering the dinnerware. And, well, when […]
03
Jun
2019
Asset Class Scoreboard: May
And there we have it folks, the reversal we’ve all been waiting for. After 4 straight months of positive returns, every class aside from Bonds and Cash took some big hits. Managed futures came in in the middle of the pack seeing a -2.33% and Commodities are down almost 9% (no surprise there since we’ve […]
30
May
2019
This is what Non-CORNellation looks like
It’s been raining a lot here in the Midwest this spring. Like, only 5 little league games have actually been played instead of 15 scheduled, a lot. For most of us, that means some severe weather, tornado threats, and flooding. But for those who plant the world’s Corn and Soybean crops in the Midwest, that […]
04
Mar
2019
Asset Class Scoreboard: February 2019
We’re trying not to be too optimistic here, but we’re feeling pretty good about how Feb ended up. The dead cat bounce that was January has turned into the mirror image of 2018 – with all asset classes now sitting positive on the year after all finished in the red in 2018. Compared to the […]
07
Feb
2019
Asset Class Scoreboard: January 2019
Wow! That was a bounce. In the words of Mr. Castanza “I’m back…baby!“. Or if you want something a bit more modern….”Chewie…we’re home!”. Either way, investors rushed to remember what a positive month looks like after basically every asset class was down in 2018, with stocks flirting with a rare double digit gain while real […]
03
Apr
2017
Asset Class Scoreboard Q1
For now, it looks like investors are trying to cash in on the “hot market.” Just as long they can stomach the volatility that goes along with those kind of markets.
28
Nov
2016
Just Like that – An Explosion of Financials Volatility
A couple of weeks ago, Managed Futures managers were begging for volatility. There was none to be found in the financial markets, but it’s a totally different story post-election. Whether you want to look at the surging U.S. Dollar index or the free falling Euro currency market, there’s movement to be seen. For example, the […]
03
Oct
2016
Chart of the Day: Weekly Hog Kill
With another glance at the markets, it’s down an additional 15% in roughly two weeks
