Performance of 40 Futures Markets Mid-Year

We’ve officially made it half way through the year, meaning those who did well will likely be mentally doubling their first half success in imagining where their year will end, while those who struggled will act like a weekend golfer making the turn – saying ‘ok, let’s turn it around now… let’s get it done on the back nine’.

Without further ado, the front nine scores across 40 different futures markets courtesy of Finviz:

Futures Performance 2014 Q2(Disclaimer: past performance is not necessarily indicative of future results)
Chart Courtesy: Finviz.com

Some of our thoughts:

• 65% of the markets are positive of the year, down from 75% last quarter.

• Corn and Wheat went from number 4 & 8 on the leader board last quarter, to a negative performance on the year thanks to an ongoing multi-month down trend.

• Coffee and Hogs continue to hold their position as the top commodity performers. However, coffee is down considerably (-19%) from its 2014 highs, while hogs have been hitting new highs.

• Nikkei is the only stock futures index that remains negative of the year

• CHF, CAD, USD, and EUR are almost unchanged on the year

• The S&P 500 & the 30 Year Bond’s YTD performance are almost identical.

 

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DISCLAIMER

Forex trading, commodity trading, managed futures, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors.

The entries on this blog are intended to further subscribers understanding, education, and – at times- enjoyment of the world of alternative investments through managed futures, trading systems, and managed forex, and is not intended as investment advice, or an offer or solicitation for the purchase or sale of any financial instrument. Unless distinctly noted otherwise, the data and graphs included herein are intended to be mere examples and exhibits of the topic discussed, are for educational and illustrative purposes only, and do not represent trading in actual accounts. Opinions expressed are that of the author.

*The mention of specific asset class performance (i.e. +3.2%, -4.6%) is based on the noted source index (i.e. Newedge CTA Index, S&P 500 Index, etc.), and investors should take care to understand that any index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship and self reporting biases, and instant history.

The mention of general asset class performance (i.e. managed futures did well, stocks were down, bonds were up) is based on Attain’s direct experience in those asset classes, estimates of performance of dozens of CTAs followed by Attain, and averaging of various indices designed to track said asset classes.

It should be noted that past market performance is not indicative of future market movement.No market data or other information is warranted by Attain Capital Management as to completeness or accuracy, express or implied, and is subject to change without notice.

Managed Futures Disclaimer:

Past Performance is Not Necessarily Indicative of Future Results. The regulations of the CFTC require that prospective clients of a managed futures program (CTA) receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA.