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Asset Class Scorecard Through March 2011

With Dow Jones Credit Suisse posting their hedge fund and managed futures indices this week, we’re able to update our asset class scorecard through the end of March. Compared to the numbers we reported for February, it’s clear that Middle East instability and the disaster in Japan derailed nearly all asset classes, with the exception of commodities, where surges in grains, precious metals and oil boosted growth substantially.

Key: as of 3/31/2011

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