Asset formula

Asset Class Dashboard: March 2022

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wow! There are quarters…and then there are those quarterly managed futures contracts that just came into place…while stocks rose in March, mind you. The drivers are that big number of commodities that you see at the top of the chart, but also that bad number of bonds that you see at the bottom of the chart, with managed futures on short bonds and the magnet as rates rise. Elsewhere, it’s been a rally that no one really believes in in US equities, as that cash figure starts to rise thanks to short-term rates. What does the rest of the year have in store for us after such a unique Q1? More bond red, when most bond indices are already at their lowest annual readings over the past few decades. Stay tuned…

Asset classes

Past performance does not represent future results.

Asset classes

Past performance does not represent future results.

Sources: Managed Futures = SocGen CTA Index,

Cash = US T-Bill 13-week coupon coupon annual rate/12, with YTD the sum of each month’s value,

Bonds = Vanguard Total Bond Market ETF (BND),

Hedge Funds = IQ Hedge Multi-Strategy Tracker ETF (QAI)

Commodities = iShares S&P GSCI Commodity-Indexed Trust ETF (GSG);

Real Estate = iShares US Real Estate ETF (IYR);

Global Equities = iShares MSCI ACWI ex-US ETF (ACWX);

US Stocks = SPDR S&P 500 ETF (SPY)

All ETF performance data from Y Charts

Warning

The performance data displayed here is compiled from various sources, including BarclayHedge, and reports directly from advisors. These performance figures should not be relied upon independently of the Individual Advisor Disclosure Document, which contains important information regarding the calculation method used, whether or not the performance includes proprietary results, and other footnotes important to the advisor’s background.

The performance of the benchmark index relates only to the constituents of this index and does not represent the complete universe of possible investments within this asset class. And further, there may be limitations and biases in indices such as survival, self-report, and snapshot history.

Managed term accounts can be subject to substantial fees for management and advisory fees. The numbers on this website include all of these fees, but accounts subject to these fees may need to make substantial trading profits in the future to avoid depleting or depleting their assets.

Investors wishing to invest in a managed futures program (except for programs that are offered exclusively to Qualified Eligible Persons, as that term is defined by CFTC Rule 4.7) will be required to receive and sign a information in accordance with certain CFT rules. The disclosure documents contain a full description of the main risk factors and each charge to be charged to your account by CTA, as well as the composite performance of accounts under CTA’s management over the past five years or more. Investors interested in investing in any of the programs on this website are urged to carefully read such disclosure materials, including but not limited to performance information, before investing in such programs. .

Investors who are Qualified Eligible Persons as that term is defined in CFTC Rule 4.7 and who wish to invest in a program exempt from the requirement to provide a disclosure document and considered by regulation to be sufficiently sophisticated to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on assets in an account. The listed manager can also pay back to RCM part of the commissions that he receives on the accounts presented to him by RCM.

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Editor’s note: The summary bullet points for this article were chosen by the Seeking Alpha editors.


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