Tue, Jan 17, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

Top Ten: CTAs with the smallest drawdowns.

Tuesday, May 19, 2009

TOP TEN

We feature top managers from a different database every issue.

We decided to do something different for this issue’s Top Ten. Instead of the programs with the highest returns, ManagedFutures.eu picked the programs with smallest drawdowns.

These commodity trading advisors have track records of more than two years. The average rate of return refers to the track record.

Ranking Based on Drawdown,from ManagedFutures.eu database and CTA Index.

CTA and programDrawdownAverage RoR
QuantMetrics Capital Management LLP QM Multi Strategy Fund (EUR)0.1133.34%
Conservative Concept Portfolio Management AG CC Athena OS Fund LTD (USD Instit.class) 0.5612.90%
QuantMetrics Capital Management LLP QM Premier Strategy1.0610.29%
Da Vinci Invest Ltd. Da Vinci Arbitrage Fund1.2746.38%
DynexCorp Ltd. Dynamic Currency Alpha1.825.46%
Geo Economic Management System Ltd. Low-Leveraged FX Model 1.879.93%
Hyman Beck & Company Volatility Analytics Portfolio *QEP only*1.908.54%
John Locke Investments S.A. Cyril High Frequency Program2.845.49%
Quantam S.A. Global Statistical Arbitrage 1x2.845.00%
Quaesta Capital AG Quaesta Capital FX-MMP2.943.05%



 
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. Southpoint Capital gains 3.8% in Q3, bringing year-to-date returns to 5.2%[more]

    From Valuewalk.com: Southpoint Capital Advisors, the $3 billion New York hedge fund founded by former employees of David Einhorn’s Greenlight Capital, added 3.8% net during the third quarter of 2016, bringing year-to-date returns to 5.2% and cumulative returns since inception (July 2004) of 237.4% a

  2. The Big Picture: The case for emerging market debt in 2017[more]

    Benedicte Gravrand, Opalesque Geneva: Emerging market (EM) assets outperformed in 2016 mainly because of stronger fundamentals and an improving international environment, with GDP picking up speed, leading to positive earnings revisions for the first time in five years,

  3. Hedge funds gain across strategies in December, outperform MSCI to close at record index level in 2016[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted gains across all strategies in December to conclude 2016, with the HFRI Fund Weighted Composite Index (FWC) rising to a record index value level as oil prices surged, equities gained and U.S. interest rates increased into year end, accordin

  4. Performance - BlackRock's robot stock-pickers post record losses, Soros-backed fund Glen Point loses in first trading year, Regal Funds Management: Bleak year as returns in key funds plunge 25pc, Elm Ridge Capital up 25% in 2016[more]

    BlackRock's robot stock-pickers post record losses From Bloomberg.com: Like so many fund titans these days, Laurence D. Fink is betting on machines to turn around BlackRock Inc.'s beleaguered stock-picking business. Trouble is, they just might have made things worse. BlackRock

  5. Eurekahedge Hedge Fund Index up 1.01% in December (+4.48% YTD)[more]

    Hedge funds gained 1.01% during the month of December, with 2016 returns coming in at 4.48%. Meanwhile, underlying markets as represented by the MSCI AC World Index (Local) gained 2.38% in December with its 2016 returns coming in at 7.37%. North American equity markets traded higher in December as t