Mon, Oct 20, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

Top Ten: Three-year rankings and compounded annual returns for systematic and discretionary programs.

Tuesday, April 21, 2009

TOP TEN

We feature top managers from a different database every issue.

Managed Account Research Inc. has a wide variety of interesting rankings of long-term performance. Here we present winners from three-year rankings through February 2009. We've picked the top five systematic and top five discretionary programs.

Managed Account Research also ranks CTAs for five and 10 years, as well as for short periods, across various sub-strategies. The database has detailed descriptions of the advisors and programs.

Systematic and Discretionary Programs for the Past Three Years

Manager and ProgramThree-Year Compounded Annual ReturnLast 12 Months as of February
Systematic Traders:
Pere Trading Group Pere Trading Program51.5%91%
Global Wealth Analytics Inc. Global Weath Class B45.9%8.3%
Pardo Capital Ltd. XT-99 Diversified44.9% 50%
The Barbashop LLC Managed Account37%32.6%
Clarke Capital Mgt. Inc. Jupiter Program36.3%43.6%
Discretionary Traders:
NDX Capital Mgt. Shadrach48%55%
Rosetta Capital Mgt. Rosetta Program25.6%- 4.4%
Golden West CTA Options 21.3%- 3%
Royal Oak Commodity Advisors19.3%- 0.9%
Cypress Capital Mgt. Cypress Classic Program18%-1.6



 
This article was published in Opalesque Futures Intelligence.
Opalesque Futures Intelligence
Opalesque Futures Intelligence
Opalesque Futures Intelligence

Banner

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. Opalesque Roundtable: Where are all the good ESG hedge funds?[more]

    Benedicte Gravrand, Opalesque Geneva: What are the benefits of sustainable investing? Many pension funds look to focus on that angle to reflect their company’s good governance, but face many challenges while doing that. A portfolio manager at Univest, a large Dutch pension fund, discusses this is

  2. Bill Gross gives his first investment outlook for Janus fund[more]

    Bill Gross strikes a gloomy tone in his first note to investors at his new gig at Janus Capital. Bill Gross, the renowned bond fund manger, struck a pessimistic chord in his first note to investors at his new gig at Janus Capital. His notes, usually full of silly commentary and upbeat advice, took a

  3. Investing - Big investors move to shore up Fannie, Freddie trade, Two hedge funds eye $1bn support to Sahara to secure Subrata Roy's release[more]

    Big investors move to shore up Fannie, Freddie trade From Forbes.com: Two of the nation’s most prominent investors who have been leading the charge to make a big score out of the shares of Fannie Mae and Freddie Mac moved on Friday to shore up shares of the mortgage giants that plunged r

  4. Opalesque Exclusive: What's next for trend followers?[more]

    Bailey McCann, Opalesque New York: New research out from Ibbotson touches on a key debate happening among investors and fund managers, specifically whether long term trend followers can survive in the new

  5. Swiss insurance investment manager opens office in insurance traders' Mecca; London[more]

    Benedicte Gravrand, Opalesque Geneva: Twelve Capital, a swiss manager focused on insurance related investments, was authorised by the UK's Financial Conduct Authority (FCA) as a MiFID investment firm on October 1st and opened its new London office. "In an effort to enhance its investment