Sunday, December 21, 2008

Alternate Asset Classes



Managed futures (RYMFX) and gold (GLD) are the exceptions among alternative asset classes in that they have a positive return over the past year. Most alternative asset classes have collapsed with the stock market. Merger arbitrage (MERFX) has experienced a modest loss while long-only commodities (DBC), S&P 500 buy write (BEP), and carry trade (DBV) have generated large losses.

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