It’s time to update our asset class scorecard through the end of May. As we expected, the May 5th commodity price correction threw managed futures for a loop, pushing them to the bottom of our asset class scorecard for year to date. Should current trends continue through the month, look to see stock numbers plunge next month after the past couple of weeks of pressure, and bonds inch upward.

Key: as of 6/16/2011

Managed Futures = Credit Suisse/Tremont Managed Futures Index, Cash = 13 wk T-Bill rate, Bonds = Vanguard Total Bond Market ETF (BND), Hedge Funds = Credit Suisse/Tremont Hedge 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 Price Index