Sun, Aug 2, 2015
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. Opalesque Exclusive: Despite bumpy June/July, CTAs hold on[more]

    Bailey McCann, Opalesque New York: To say that things have been rocky in managed futures recently is putting it mildly. In June, the industry saw its worst month on a performance basis in the past four years. Then yesterday,

  2. Investing - Hedge fund billionaires bet on London as revival gathers pace[more]

    From Bloomberg.com: London’s fund industry is bouncing back, and U.S. billionaires Steven A. Cohen and Ken Griffin are grabbing a piece of the action. Griffin’s Citadel and Millennium Management, a hedge fund run by Israel Englander, have bulked up in London, where asset growth is outpacing the U.S.

  3. Other Voices: Same day reporting and the evolving role of fund administrators[more]

    By: Scott Price, Head of Business Development and Client Management for North America, Maitland Ernst & Young’s latest glob

  4. Opalesque Roundup: Hedge fund assets rose to 11th consecutive quarterly record level: hedge fund news, week 31[more]

    In the week ending 24 July, 2015, the total global hedge fund industry assets rose to the 11th consecutive quarterly record level in 2Q15 to $2.97tln; Eurekahedge reported that hedge funds raised $93bn in the first six months of 2015; The SS&C GlobeOp Forward Redemption Indicator for July 201

  5. Cowen Group, Inc. to acquire Conifer Securities[more]

    Cowen Group, Inc. and Conifer Securities, LLC had announced the signing of a definitive agreement under which Cowen will acquire Conifer Securities, the prime services division of Conifer Financial Services LLC. The transaction, the terms of which have not yet been disclosed, was approved by the boa

banner