Sat, Oct 1, 2016
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
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 Exclusive: BlackRock taps Artivest for alternative investment platform partnership[more]

    Bailey McCann, Opalesque New York: BlackRock will be working with New York-based Artivest to provide a platform for broader distribution of BlackRock alternatives funds. Artivest is a technology-driven alternative investment platform that also offers brokerage services. BlackRock has approximatel

  2. Eden Rock buys Gottex stake in ERG Asset Management[more]

    Matthias Knab, Opalesque: Eden Rock Group announced the purchase of Gottex’s stake in ERG Asset Management and so the firm is now wholly owned by Eden Rock. The two firms established the joint venture in 2011 to focus on providing cost effective solutions to funds holding illiquid investments, as

  3. "Hedge fund industry needs to shrink"[more]

    Komfie Manalo, Opalesque Asia: Writing for CNBC, Josh Brown, creator of The Reformed Broker blog and financial advisor for Ritholtz We

  4. Strategy - Voyager Management wants to invest in smaller hedge funds[more]

    From Valuewalk.com: Voyager Management, a $475 million fund of funds, is looking to downsize the hedge fund’s in which they invest, looking for smaller funds with assets under management that enable the fund to be nimble. The fund is looking for noncorrelation and will consider long / short equity

  5. Asia - Quant hedge funds are China's hot new export, Europe banks return to Korean brokerage market; target debt, alternative products[more]

    Quant hedge funds are China's hot new export From Bloomberg.com: Add China’s quant shops to the list of hedge funds branching out across Asian markets. Quantitative money managers from the world’s second-largest economy are opening offshore funds at a never-before-seen pace, according to