Barclay’s Systematic Index Rolling Returns
I had a colleague send me the Barclay’s Systematic Index Rolling Returns. What is most fascinating is the period we are currently in. Actually it is one of the longest duration of draw downs since the index started….
Money is leaving the space of managed futures. In the past when this has occurred there have been big run ups…However we all know we are only dealing with uncertainty and anything can happen…
Past performance is not indicative of future performance