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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.
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