Thu, Nov 27, 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
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. Unlucky Paulson & Co. rebrands $1.6bn Recovery Fund after 13% drop[more]

    From Businessweek.com: A maturing U.S. economic recovery is prompting Paulson & Co. to change course. The $19 billion hedge fund firm, led by billionaire John Paulson, told investors on a conference call this month that the Paulson Recovery Fund will be renamed Paulson Special Situations Fund on Jan

  2. Opalesque Roundtable: Islamic Finance races ahead with Sukuk, the first managed account platform, and foreign demand[more]

    Komfie Manalo, Opalesque Asia: A number of developments took place within Islamic finance in the past years, including the launch of a Islamic managed account platform and the further growth of the sukuk space that saw this instrument evolve from being a type of an ABS security that was rarely

  3. CTAs , event-driven strategies lead hedge funds recovery in mid-November[more]

    Komfie Manalo, Opalesque Asia: November’s performance proves to be in sharp contrast to the previous month, with equities further consolidating their upswing last week, according to the latest Lyxor Asset Management’s Weekly Brief. CTA funds als

  4. Fund Profile - A complex hedge fund strategy works for United Technologies[more]

    From Institutionalinvestor.com: Reports that portable alpha is dead have been greatly exaggerated, as Mark Twain might have phrased it. Another Connecticut Yankee, giant United Technologies Corp., is gearing up to grow its successful, nearly decade-long portable-alpha program. The UTC strategy took

  5. Opalesque Exclusive: The unintended consequences of Basel III[more]

    Benedicte Gravrand, Opalesque Geneva: Bijesh Amin, co-founder and managing director of Indus Valley Partners (IVP), a technology solutions and services firm focused on the alternative asset management industry, has recently observed