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 February, although with recent activity this is likely to look much different when March’s numbers are tallied.
Key: estimates as of 02/28/11 Managed Futures = Dow Jones Credit Suisse CTA Index, Cash = 3 mo T-Bill rate, Bonds = Vanguard Total Bond Market ETF, Hedge Funds = Dow Jones Credit Suisse Hedge Index, Commodities – ishares GSCI ETF, Real Estate = ishares Dow Jones US Real Estate ETF, World Stocks = MCSI World Index (ex USA), US Stocks = S&P 500 Index

