Well this isn’t the kind of table you like to put up on a Managed Futures Blog, but we bring you the facts, and nothing but the facts here… so even though managed futures are bringing up the rear, it’s time to update our asset class scoreboard through the end of the first Quarter. It was a great Q1 for US stocks; a good one for commodities, real estate, and hedge funds; but bonds and managed futures have been unable thus far to stay positive on the year. (Disclaimer: Past performance is not necessarily indicative of future results.) Luckily, one quarter does not make a year, and one year does not make an asset class profile. Here’s to three better quarters for managed futures moving forward.

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

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

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