Managed Futures / Global Macro Outlook 2019
Also Interesting
Is this asset class working for anyone? The past 10 years have been as mixed of a mixed bag as you can get, with some good performance, some poor performance (2018 chief among them), and a whole lot of middling performance (’11, ’12, ‘15, ’16). All for an end result, a total return, of just above even for the SocGen Managed Futures Index. 10 years, 79 basis points, and a return of -6.24% over the past four years. Is this working for you? (see Fig.1 below)
