Mon, Sep 1, 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. Study shows what resonates with investors: 'Unwavering', 'passionate' beats 'committed', 'dedicated' and more surprises[more]

    Komfie Manalo, Opalesque Asia: A new study by Pershing Square, a unit of BNY Mellon company, showed that an effective value proposition strengthens audience connections and fosters growth, yet many advisors have had little objective guidance in formulating such statements until now. In the

  2. Comment – Why you should avoid the hottest hedge fund hands, Swedroe attacks Hussman over risk management, relative value strategy[more]

    Why you should avoid the hottest hedge fund hands FromCNBC/Yahoo.com: Investors who don't have money with Pershing Square Capital Management are likely salivating at the hedge fund's industry-leading 26 percent return from January through July. But investing with Bill Ackman and other to

  3. AIMA makes 'the case for hedge funds'[more]

    Bailey McCann, Opalesque New York: The Alternative Investment Management Association (AIMA), the global hedge fund industry body,

  4. Managed futures' global diversification is important in next phase of economic recovery[more]

    Komfie Manalo, Opalesque Asia: The global diversification provided by managed futures may prove to be extremely valuable as the markets enter the next phase of the economic recovery, said Campbell & Company, a pioneer in absolute return invest

  5. Ex-UBS prop trader's hedge fund Manikay Partners eyes UK launch[more]

    From eFinancialnews.com: Manikay Partners, a $1.7 billion US multi-strategy hedge fund set up in 2008 by a proprietary trader from UBS with backing from Goldman Sachs, is planning to open in the UK. New York-based Manikay's move into Europe comes after Financial News revealed on Monday that Aurelius