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And there we have it, folks, the reversal we've all been waiting for. After 4 straight months of positive returns, every class aside from Bonds and Cash took some big hits. Managed futures came in in the middle of the pack seeing a -2.33%, and Commodities are down almost 9% (no surprise there, since we've been talking about soybeans and corn for a while now) to round out the end of May.
Past performance is not necessarily indicative of future results.