With the Dow Jones Credit Suisse Hedge Index October numbers being officially posted today, we’re able to update our YTD asst class scoreboard through the end of October…. and see the recent uptick in Managed Futures has pushed them towards the top of the board.

Past Performance is Not Necessarily Indicative of Future Results

Asset Class	2010 YTD
Real Estate	19.69%
Managed Futures	11.00%
Hedge Funds	8.02%
US Stocks	7.84%
Bonds	5.23%
World Stocks	2.89%
Cash	0.13%
Commodities	-2.95%

 

 

*Data through Oct. ’10. 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 Index

PS – If we swapped out the backwards looking Case Shiller US Home prices index performance for the forward looking real estate ETF – we would be looking at a gain of just 1.5% for real estate through August (the most recent data available)