Sat, Aug 23, 2014
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. Institutions – Texas Employees sets 2015 tactical plan for alternatives, CalPERS' real estate consultant cautions the pension fund's investment committee, Why Sunsuper likes hedge funds[more]

    Texas Employees sets 2015 tactical plan for alternatives From PIOnline.com: Texas Employees Retirement System will invest in up to four new hedge funds in the next fiscal year, which begins Sept. 1. Trustees approved 2015 tactical investment plans for the hedge fund, private equity and in

  2. Private equity follows hedge funds into reinsurance for long-term capital[more]

    From Artemis.bm: It’s not just hedge funds that are entering the insurance and reinsurance market in search of so-called long-term capital to put to work in their strategies, private equity firms targeting the space are also seeking opportunities to add assets under management. The entry of large pr

  3. North America – New York City’s next hot neighborhoods targeted with property funds[more]

    From Bloomberg.com: New York’s real estate world is filled with tales of ordinary people who bought property decades ago and saw values skyrocket to the millions. Seth Weissman is seeking investors to get in early on the next hot neighborhoods. The veteran of Goldman Sachs Group Inc. and hedge

  4. Investing – George Soros bets $2bn on stock market collapse, Warren Buffett's Berkshire reveals Charter stake, cuts DirecTV, Hedge funds lusting to cash out of MGM, Top hedge fund managers are buying Ally Financial, Hedge funds dumped 5m Herbalife shares in Q2, Paulson & Co hedge fund ups Puerto Rico real estate bet, Netflix Inc., Citigroup Inc, Google Inc are top new picks in Tiger Management’s 13F[more]

    George Soros bets $2bn on stock market collapse From Newsmax.com: Billionaire investor George Soros has increased his financial bet that U.S. stocks will collapse to more than $2 billion. The legendary hedge fund manager has been raising his negative bet on the Standard & Poor's 500 Inde

  5. Investors now net short S&P500 and increased Russell shorts, technicals suggest further selling[more]

    Komfie Manalo, Opalesque Asia: Market Neutral funds increased their market exposure to -1% net short from -6% net short last week, according to Bank of America Merrill Lynch’s Hedge Fund Monitor. The report also added