Category: Statistics

14 Jan 2020

December Performance Snapshot

We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by. Note: These performance numbers and calculations include […]

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13 Dec 2019

November Manager Performance Snapshot

We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by.   Commodity  Program  Last Month  YTD Minimum […]

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09 Dec 2019

Commodity Performance Over the Decade (2009-2019)

Just 22 days left in the decade, and we’re going to use a good portion of those to look back on some of the top performing markets, asset classes, and alternative investment funds over that time. First up, commodities, which would likely rather not be mentioned at all. Talk about a lost decade….2010 through 2019 […]

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02 Dec 2019
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: November 2019

While it sure doesn’t seem like it given how high most asset classes have risen this year, a full 5 of the 8 asset classes we track were down in November (albeit slightly). The wet season and late harvesting had put a big damper on commodities especially in November, and U.S. Real Estate has taken […]

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11 Nov 2019

October Performance Snapshot

We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by. Check out the October performance snapshot below:  […]

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04 Nov 2019

Asset Class Scoreboard: October 2019

Last year at this time we were labeling the asset class scoreboard Red October due to dismal returns by nearly every class. So, what should we label it now?  Pos-i-tober…..? Mehh, we’ll keep working on the name while Managed Futures needs to get to work on creating some positive returns. Hopefully we finish out the […]

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02 Oct 2019

Asset Class Scoreboard: September 2019

Is anyone going to be able to stop U.S. Real Estate and US Stocks? Yeeeeshh, those two classes rebounded big time in Sep, to get back into the 20%+ club. In the world of MF,  there was a classic reversion to the mean after a big August, causing managed futures to drop a couple spots, […]

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11 Sep 2019

August Performance Snapshot

We field a bunch of calls at the start of each month asking how that hedge fund, this emerging manager, and that mutual fund did last month, and thought to simplify things for you with this categorized list of different alternative investment performance for the month gone by. Check out the August performance snapshot below:  […]

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03 Sep 2019
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: August 2019

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 […]

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26 Jun 2019

Up is down, forwards is backwards, Alpha is Beta

The good folks over at Transtrend (the 12th largest managed futures program in our top 100 managers infographic) are out with a new research piece via the CME that throws the whole Alpha concept out the window. They agree with the classical definition of Alpha as the amount of return not explained by the chosen […]

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