Wed, Sep 2, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

Top Ten: Attain Capital’s three-year ratings.

Tuesday, May 05, 2009

TOP TEN

We feature top managers from a different database every issue.

This list comes from Attain Capital Management’s overall statistical rating of CTA programs based on 36 months of returns through April 2009. In addition to the compound rate of return, the information used in the ranking includes maximum peak-to-valley equity loss as a percentage of compounded capital and other measures.

Attain, started in 2002, is an asset management firm focused on alternatives such as technical-based trading systems and managed futures programs.

Ranking Based on Returns from May 2006 through April 2009

CTA and programCompound Rate of ReturnMaximum Drawdown
Paskewitz Asset Mgt. Contrarian 3X St. Index 29.8%11.3%
Clarke Capital Mgt. Global Basic26.829.4%
Mesirow Financial Commodities Absolute Return Strategy15%1.6%
Attain Portfolio Advisors Strategic Diversification Program20.3%8.6%
Clarke Capital Mgt. Global Magnum15.8% 26.2%
Clarke Capital Mgt. Worldwide19.2%26.1%
DMH Futures Mgt.23%6.5%
Pere Trading Group Pere Trading Program 46.8%60.7%
Clarke Capital Mgt. Millennium16.9%26.7%
Cervino Capital Mgt. Diversified Options7.2%5.9%



 
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. Cliff Asness attracts $360 million as liquid alternative funds hold up[more]

    From Bloomberg.com: As U.S. stocks suffered their worst month in more than three years in August, Clifford Asness’s managed futures fund was able to profit. Investors are taking notice. The $9.12 billion AQR Managed Futures Strategy Fund pulled in an estimated $360 million in net subscriptions last

  2. Performance - Einhorn and Loeb's hedge funds both decline 5% in August, Some target-date funds miss in the market turmoil[more]

    Einhorn and Loeb's hedge funds both decline 5% in August From Reuters.com: Hedge fund billionaires David Einhorn and Daniel Loeb saw their main funds lose roughly 5 percent in August during a dramatic market sell off, two people familiar with their returns said on Monday. Einhorn's

  3. Opalesque Exclusive: When the SEC calls, fund managers need to get out of their own way[more]

    Bailey McCann, Opalesque New York: New pressure is hitting alternative investment funds from all angles. So far this month both hedge fund and private equity players have seen enforcement actions, and subsequent fines over fees, disclosures, and misleading statements. Citi one of the biggest

  4. Fortress hedge fund manager David Dredge says markets trouble on the way[more]

    From AFR.com: David Dredge of global hedge fund Fortress has built a career studying, predicting and protecting against the world's major financial crises. The recent convulsions in global sharemarkets are "just the beginning" of a painful adjustment as money drains from the emerging market economie

  5. North America - Puerto Rico agency plans talks with hedge fund creditors[more]

    From WSJ.com: Puerto Rico’s Government Development Bank is planning to begin confidential debt-restructuring talks with hedge funds that own its bonds as early as next week, said a person familiar with the matter. The parties are set to discuss a plan under which the investors would lend additional

banner