Tue, Mar 31, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

Top Ten: March Madness Champions.

Friday, April 29, 2011

March Madness Champions

The expression "march madness" usually refers to a basketball championship. Here we have the month's top performing commodity trading advisor programs from Institutional Advisory Services Group, a futures brokerage founded in 1992.

March, a turbulent month marked by the earthquake and tsunami in Japan, was the highest-return month since inception for certain programs. Some of these have substantially lower year-to-date returns than their March returns because of losses early in the year.

Please note that we have not included more than one program per manager on the list, diverging from the Institutional Advisory Services Group ranking in this respect.

CTA Program March Return
1.Global Investment Mgt. GIM High-Frequency 58.2%
2. Paramount Capital Mgt. Commodity Trading 38.7%
3. DRUMRFX Drumrfx 18.7%
4. GT Capital CTA GT Capital CTA 11.4%
5. Pearlman CTA Booster Program 9.9%
6. K&Q Futures Inc. K&Q Option Select  9.7%
7. Arborvitae Capital Mgt. Options Program 8.3%
8. Crawford Rule Ltd. Taiwan Index Options 7.4%
9. Alternative Asset Mgt. Megalio Futures Alpha 7.2%
10.IKOS IKOS FX Fund 6.5%



 
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. Other Voices: Does the hedge fund industry benefit society?[more]

    This article was authored by Don Steinbrugge, Chairman of Agecroft Partners, a US-based global consulting and third party marketing firm for hedge funds. It is no secret that the hedge fund industry is viewed negatively by a la

  2. Private credit comes into focus for investors[more]

    Bailey McCann, Opalesque New York: As investors look for a way out of the low yield/no yield environment, private credit is becoming an increasingly attractive asset class, according to a white paper from Bayshore Capital Advisors. Private credit has grown steadily since the financial crisis as

  3. Other Voices: The role of diversification in CTA portfolios[more]

    2014 brought a resurgence of managed futures strategies, or CTAs, which performed very well as a whole, outperforming all other hedge fund strategies. However, a closer look reveals that there was a wide range of performance, or return dispersion, across managers. The bottom line? Not all CTAs

  4. Neuberger Berman unit buys 20% stake in activist hedge fund Jana Partners for $2bn[more]

    Komfie Manalo, Opalesque Asia: Neuberger Berman’s unit Dyal Capital Partners bought a 20% stake in activist hedge fund firm Jana Partners worth $2bn, WSJ.com reports. The deal comes as activi

  5. Hedge fund launches fall again, $1bn funds found to outperform even smaller hedge funds[more]

    Komfie Manalo, Opalesque Asia: The number of new hedge fund launches fell again in 2014, the third consecutive year of decline, while fund liquidations saw their first drop since 2010, according to the latest HFR Market Microstructure Industry Report released by industry data provider HFR. Acc

banner