Sat, Sep 23, 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. iCapital Network enters deal to acquire innovative U.S. private equity access fund platform from Deutsche Bank[more]

    Komfie Manalo, Opalesque Asia: Financial technology platform iCapital Network has entered into a definitive purchase agreement to acquire the US Private Equi

  2. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  3. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De

  4. Neuberger Berman closes $1.1bn Credit Opportunities Fund[more]

    Neuberger Berman, a private, independent, employee-owned investment manager, announced that NB Private Equity Credit Opportunities Fund LP closed on $1.1 billion of limited partner commitments. The Fund seeks to invest in the secured and unsecured debt of private equity-backed companies, primarily i

  5. Capital Dynamics launches mid-market private credit business[more]

    Capital Dynamics, a global private asset manager, has launched a dedicated Private Credit Asset Management business. Experienced industry executives Jens Ernberg and Thomas Hall have joined Capital Dynamics to co-lead the company's new private credit initiative. They are based in Capital Dynamics' N