Managed Futures: Moving Markets Change Asset Scoreboard

Managed Futures: Moving Markets Change Asset Scoreboard by Attain Capital

As winter turns to spring, the ground beneath the asset classes are shifting, with April looking a bit different than the start of the year. The worst performing asset class coming into the month (Commodities) recorded a 10.70% return (mainly due to the rally in crude) for the month to bring it out of the red for the year. Meanwhile, the asset classes that has been outperforming all others over the past 5 years (Real Estate) took a -5% hit last month, to make it the bottom performer and in the red for the first time in a couple of years, while Managed Futures as an asset class recorded a -3% loss on the month, but remains on solid footing for the year. Will the ground continue to shift? You can bet on it (just look at bonds so far in May).

Managed Futures

Managed Futures

(Disclaimer: past performance is not necessarily indicative of future results.)

Source: All ETF performance data from Morningstar.com

Sources: Managed Futures = Newedge CTA Index, Cash = 13 week T-Bill rate,

Bonds = Vanguard Total Bond Market ETF (BND),

Hedge Funds= IQ Hedge Multi-Strategy (QAI)

Commodities = iShares GSCI ETF (GSG);

Real Estate = iShares DJ Real Estate ETF (IYR);

World Stocks = iShares MSCI ACWI ex US Index Fund ETF (ACWX);

US Stocks = SPDR S&P 500 ETF (SPY)



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