It’s time to update our asset class scoreboard through January of 2012. Newedge results were a bit more optimistic than our initial managed futures performance estimates for January, which means asset classes across the board were up or flat for the first month of the year. New year jubilation? Maybe. Will it wear off? We’ll have to wait and see…

Key: as of 02/01/2011
Managed Futures = Newedge CTA Index, Cash = 13 wk T-Bill rate,
Bonds = Vanguard Total Bond Market ETF (BND), Hedge Funds = Dow Jones Credit Suisse 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 Total Return Index