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Last year at this time, we were labeling the asset class scoreboard Red October due to dismal returns by nearly every class. So, what should we label it now? Pos-i-tober...? Mehh, we'll keep working on the name while Managed Futures needs to get to work on creating some positive returns. Hopefully we finish out the year strong and aren't looking at a nosedive to finish out 2019.
Past performance is not necessarily indicative of future results.
Sources: Managed Futures = SocGen CTA Index
Cash = US T-Bill 13 week coupon equivalent annual rate/12, with