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Opalesque Futures Intelligence

Top Ten: A gold trading program leads these year-to-date winners.

Monday, September 20, 2010

Year-To-Date Winners Have Diverse Strategies

This list is from the database of Integrated Capital Solutions. The ranking is of year-to-date returns through July.

Some of these programs are available only to investors who meet the financial requirements for Qualified Eligible Persons as describe in CFTC regulation 4.7.

The Sterling Ratio uses annual drawdown to measure risk-adjusted return.
 

Investment

Return

Sterling Ratio

AFB, Forty Eighters Gold

25.90%

1.21

Valhalla, NSK 

25.90%

5.31

Postrock Capital, Meat/Ag spread

25.48%

0.55

Crescent Bay, Balanced Volatility

24.42%

0.57

Clarke, Worldwide

19.13%

1.33

GTA Group, FX Trading

18.57%

0.81

Tanyard Creek, Livestock

18.23%

3.95

Dighton, Swiss Futures

16.16%

0.60

FCI, Option Selling

15.52%

0.17

Pardo Capital, XT-99

14.70%

0.49



 
This article was published in Opalesque Futures Intelligence.
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