|
|
Alpha Titans
This lineup is from the Alpha Titans fund of funds portfolio, which contains
other managers that we left out because their strategies are not the subject of
this publication. We focus on managed futures, global macro and quantitative
trading. So, for instance, Paulson & Co. is part of the portfolio but does not
fit our topic. For the record, the 2009 top performing Alpha Titan was Citadel
Kensington, which is not on our list.
We have included the 2008 returns so as to provide a longer term perspective and
brief strategy descriptions because these managers have different strategies.
However, some of them may fit more than one of these descriptors.
| Fund |
2009 Return |
2008 Return |
Strategy |
Capital Fund Mgmt. Stratus Fund 2x |
30.9% |
13.9% |
Quant Trading |
| Moore Global Investments |
20.6% |
-4.7% |
Global Macro |
| Brevan Howard Fund |
18% |
20.4% |
Global Macro, Relative Value |
| Tudor BVI Global Fund |
16.5% |
-4.9% |
Global Macro |
| Tewksbury Investment Fund |
10.5% |
10.9% |
CTA |
| DE Shaw Oculus Fund |
8.7% |
6.8% |
Quant Trading |
| Balyasny Atlas Global Investments |
8.6% |
0.5% |
Multi-Strategy |
| Caxton Global Investment Fund |
6.2% |
13% |
Global Macro |
| Bridgewater Pure Alpha II |
2% |
9.4% |
Quant Trading |
| Winton Futures |
-4.6% |
21% |
CTA |
|