Tue, Jul 29, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

Top Ten These first-quarter winners include a China-based CTA.

Thursday, May 27, 2010

>First Quarter Winners

These were the top managed futures programs as of the end of March, among all styles and all asset sizes. The information is from the database of Attain Capital, which calculates not only the common Sharpe ratio but also the Sterling ratio (returns divided by risk as measured by drawdown).

Since drawdowns tend to be a major concern for investors, a measure that incorporates them is advantageous. In addition to year-to-rate returns as of March, the table below shows Sterling ratios since inception. There is wide variation in the Sterling ratios, but to some extent this can reflect the length of the track record.

Another notable feature of the ranking is its global reach. Splendor Capital Management Ltd., for instance, is a CTA based in Shenzhen, China.

YTD Return

Sterling

Since

Level III Management

41.14%

0.94

08/07

Spectrum Trading

Advisors, Inc.

37.36%

7.49

12/09

Stealth Capital Pty Ltd

Index Fund

29.16%

8.11

11/09

CKP Finance Associates

AG

26.62%

20.70

01/09

Texel Capital Management

Macro

22.92%

1.12

05/07

Insignia Futures and

Options Medallion

21.28%

1.96

02/09

Junzi Capital Engineering,

LLC

Tang Gamma Opportunity

20.95%

6.39

08/09

AgTech Trading Company

20.70%

0.38

04/82

Splendor Capital

Management

Ltd.Credence Oriental

Partnership

17.71%

2.89

05/09

MQ Capital Investment

Advisors, LP

15.65%

7.55

12/09



 
This article was published in Opalesque Futures Intelligence.
Opalesque Futures Intelligence
Opalesque Futures Intelligence
Opalesque Futures Intelligence
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Events – AIMA Australian Hedge Fund Forum, Sept. 16, Sydney[more]

    AIMA Australia invite you to join us at our annual Hedge Fund Forum on Tuesday 16th September 2014 at the Sofitel Sydney Wentworth. The AIMA Australian Hedge Fund Forum is a non-profit hedge fund conference organised by the industry for the industry, featuring quality Australian and internation

  2. Opalesque Roundtable: Success in hedge fund marketing not linked to performance, but investor appetite[more]

    Komfie Manalo, Opalesque Asia: Success in marketing a fund is not linked to the performance, but to investor appetite, to the way you can market the fund, and to how much time you can spend to raise assets, said Antoine Rolland, the CEO of incubator and seeding firm

  3. Opalesque Exclusive: Loeb, Grantham cite growing economic concerns in letters[more]

    Bailey McCann, Opalesque New York: Hedge fund manager Daniel Loeb, head of Third Point, and Jeremy Grantham of Grantham, Mayo, Van Otterloo & Co. have both released their quarterly investor letters today. While news is positive on some fronts, and both men see pockets of opportunity, they also h

  4. Investing – Hedge funds expect Netflix earnings to catapult forward, Third Point's Loeb takes stakes in Fibra Uno, YPF, Royal DSM, Lake Capital in talks to back Engine Group[more]

    Hedge funds expect Netflix earnings to catapult forward From Investing.com: Netflix has made major strides forward in 2014 despite ongoing battles with the FCC and cable companies over the issue of net neutrality. The FCC has now received over 500,000 comments from the public on its pend

  5. Opalesque Roundtable: European family offices struggle to retain their investments in offshore hedge funds[more]

    Komfie Manalo, Opalesque Asia: The European Union’s Alternative Investment Fund Managers Directive (AIFMD) will constrain investment opportunities amidst concern a number of U.S. fund managers will stop marketing their products in the European Union under the new rule, said Valentin Bohländer fro