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Managed Futures Down in March

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Negative month for Managed Futures in March, but the performance is still slightly positive for the year despite there being only one positive month so far in 2017. Managed Futures Performance  

March 2017 Trend Following down

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  March 2017 Trend Following: DOWN  -6.56%  /  YTD: -10.95% More of the same for the State of Trend Following in March. The index continues its downward progress and established a new Max Drawdown figure last month. Below is the full State of Trend Following report as of last month. Performance is hypothetical.Chart for March:   And the […]

Positive February for Managed Futures

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After a mediocre start of the year on the negative side, the managed futures sector posted a good February that took the Year-To-Date performance into positive territory. All but one of the funds we track in this report posted positive monthly numbers. Managed Futures Performance  

Trend Following: Negative February

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  February 2017 Trend Following: DOWN  -1.96%  /  YTD: -4.73% February was a continuation of the negative start of the year for trend following, with our Wisdom index returning a negative performance. Below is the full State of Trend Following report as of last month. Performance is hypothetical.Chart for February:   And the 12-month chart:

Managed Futures: Negative start of the year

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Managed Futures started the year mostly on the negative side, with only a few of the funds we follow in this list returning positive performance. Managed Futures Performance  

Trend Following starts 2017 with negative January

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  January 2017 Trend Following: DOWN  -2.84% If December bucked the trend of the last 6 months, January was a continuation of the downward direction seen in the second half of 2016. The index starts 2017 with a negative performance, in the context of global uncertainty, and keeps flirting with the maximum drawdown level. But you […]

Managed Futures: December Up, 2016 Down

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December saw an uptick in performance (+1.10%), but with trend following down in 2016, managed futures ended the year — unsurprisingly, given their correlation to the strategy — in negative territory. The main industry indices ended 2016 in the red (-3.54% on average), and so did the managed futures funds we track on this report, […]

A Decade of Trend Following

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Last year was not a good year for trend following, with many commenting that the performance for the strategy has been declining over the last few years. We decided to look at the performance of the Wisdom State of Trend Following index on a long timeframe, to let the results speak over the long term, […]

Trend Following UP in December, Down in 2016

Wisdom State of Trend Following - December 2016

  December 2016 Trend Following: UP  +1.38%  /  2016: -18.15% December closed 2016 on a slight positive note, avoiding six straight months of negative returns for our State of Trend Following index. An inflection point was felt in the markets towards the close of the year, but this was obviously not enough to offset what has been a […]

Red November for Managed Futures

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This month’s managed futures report is overall negative with only a handful of funds we track showing positive performance for November, with the YTD performance being slightly negative too. Managed Futures Performance