Commodities were the story of May — doing a full 180,  reversing from double-digit loses to posting double-digit returns on the back of Crude Oil rallying from its dip into negative territory.

But both US Stocks and World Stocks continuing their bounce off the lows was a close second billing – with US Stocks back in sight of all time highs. Managed futures, meanwhile, was unable to shake those two massive trend reversals, giving back some of its recent gains. 

 

Past performance is not indicative of future results.

 

Past performance is not indicative of future results.

 

Sources: Managed Futures = SocGen CTA Index,

Cash = US T-Bill 13 week coupon equivalent annual rate/12, with YTD the sum of each month’s value,
Bonds = Vanguard Total Bond Market ETF (NYSEARCA:BND),
Hedge Funds = IQ Hedge Multi-Strategy Tracker ETF (NYSEARCA:QAI)
Commodities = iShares S&P GSCI Commodity-Indexed Trust ETF (NYSEARCA:GSG);
Real Estate = iShares U.S. Real Estate ETF (NYSEARCA:IYR);
World Stocks = iShares MSCI ACWI ex-U.S. ETF (NASDAQ:ACWX);
US Stocks = SPDR S&P 500 ETF (NYSEARCA:SPY)

All ETF performance data from Yahoo Finance.