Managed Futures moved up the rankings in July, in a month where every asset class showed improvement. You read that correctly – stocks, bonds, commodities, real estate – everything went higher in July, bringing the YTD performance for every asset class other than commodities into positive territory. US real estate and US stocks are still dominating the YTD return chart, but managed futures has bounced back on a strong month’s performance for the second time this year.

It’s certainly been a year of ups and downs (in more ways than just performance), and there’s a long way to go before we close the books on 2012, but we were definitely glad to see that June’s disappointing numbers were reversed so quickly.

Managed Futures = Newedge CTA Index, Cash = 13 wk T-Bill rate,

Bonds = Vanguard Total Bond Market ETF (BND), Hedge Funds = DJCS Core Hedge Fund Index (updated through July 25)

Commodities – iShares GSCI ETF (GSG), Real Estate = iShares DJ Real Estate ETF (IYR)

World Stocks = MCSI World Index (ex USA), US Stocks = S&P 500