Sat, Feb 28, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
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.
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. Investing - Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched, Myriad hedge fund sold bulk of its Alibaba stake last year[more]

    Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched From Valuewalk.com: As hedge fund manager Seth Klarman, leader of the $28 billion Baupost Group, reviews 2014 performance and considers investors gained near 7 percent on the year, he cons

  2. Adamas Asset Management and Ping An Insurance to co-manage $500m debt fund[more]

    Komfie Manalo, Opalesque Asia: Hong Kong-based Adamas Asset Management and Ping An Insurance Group, one of China’s largest financial institutions, have finalized a memorandum of und

  3. Opalesque Exclusive: dbSelect’s top ten FX strategies average almost 10% in January[more]

    Benedicte Gravrand, Opalesque Geneva: In one of Deutsche Asset & Wealth Management (AWM)’s hedge fund platforms, called dbSelect, a number of FX Strategies did very well in January. dbSelect is a managed investment platform for unf

  4. Opalesque Exclusive: SEC’s Mark J. Flannery warns hedge funds against valuation misconduct[more]

    Komfie Manalo, Opalesque Asia: Securities and Exchange Commission chief economist and director of Division of Economic and Risk Analysis (DERA) Mark J. Flannery has warned of the risks posed by market misconduct, particularly in the true valuation of assets by hedge fund managers. In his

  5. Dymon Asia's $3bn macro hedge fund lost 10.45% in January[more]

    From Reuters.com: Dymon Asia's $3.1 billion macro hedge fund lost 10.45 percent in January, performance data seen by Reuters showed, a month where many peers lost heavily after a surprise rise in the Swiss franc. Singapore-based Dymon, set up by Danny Yong, a former founding partner and chie