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Opalesque Futures Intelligence

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

Tuesday, April 21, 2009


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.
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