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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.
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