Tue, Feb 21, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

Scoreboard Spotlight: Newedge CTA Index

Friday, June 28, 2013

Newedge CTA Index Monthly Performance

*Past performance is not indicative of future results. The performance of an index may differ from individual CTA performance. These CTA index contain the largest CTAs whose performance believed to have been audited by the National Futures Association (NFA). Performance sources are as of the last reporting date before publication: http://www.newedge.com/content/newedgecom/en/brokerage-services/prime-brokerage/newedgeindices.html;
http://www.stoxx.com/indices/index_information.html?symbol=STXECMF; http://www.BarclayHedge.com; http://www.ManagedFuturesDatabase.com;

Pinnacle Award Winners Announced

This past week at press time the Pinnacle Award winners were announced on the eve of the Managed Funds Conference in Chicago.

2012 Best Diversified CTA - $500 million+ (Assets
under management)

Crabel Capital Management
Quick Facts (Futures 4X) Short Term Systematic
Track Record Dates Back To: 1992
Compounded Annual Return: 21.54%
Worst Drawdown: $1.4 billion
2012 Best Emerging CTA
Global Sigma Group, LLC +

Quick Facts: Options / Volatility
Track Record Dates Back To: 2009
Compounded Annual Return: 18.88%
Worst Drawdown: 1.55%
AUM: $66 million
2012 Best Diversified CTA - Less than $500 million
AUM
Stenger Capital Management, LLC

Quick Facts: Discretionary short term
Track Record Dates Back To: 2010
Compounded Annual Return: 12.26%
Worst Drawdown: 0.55%
AUM: $204 million
2012 Best Single Sector CTA - $500 million+ AUM and
5-Year Best Single Sector CTA - $500 million AUM
Dominice & Co. Asset Management

Quick Facts: Short Term / Volatility
Track Record Dates Back To: 2004
Compounded Annual Return: 13.58%
Worst Drawdown: 14.35%
AUM: $730 million
5-Year Best Diversified CTA - $500 million AUM
Two Sigma Investments, LLC

Quick Facts: (Compass) Fundamental Short Term
Track Record Dates Back To: 2005
Compounded Annual Return: 15.06%
Worst Drawdown: 9.85%
AUM: $3.3 billion
2012 Best Single Sector CTA - Less than $500 million
AUM
Rosetta Capital Management, LLC

Quick Facts: Discretionary, Agricultural
Track Record Dates Back To: 2000
Compounded Annual Return: 39.55%
Worst Drawdown: 39.67%
AUM: $125 million
5-Year Best Diversified CTA - Less than $500 million
AUM
Newton Capital Partners

Quick Facts: Discretionary, financial and metals
Track Record Dates Back To: 1998
Compounded Annual Return: 9.41%
Worst Drawdown: 8.13%
AUM: $160 million
5-Year Best Single Sector CTA - Less than $500 million
AUM
AAA Capital Management Advisors, Ltd

Quick Facts: Discretionary, Energy
Track Record Dates Back To: 1998
Compounded Annual Return: 17.93%
Worst Drawdown: 27.57%
AUM: $426 million
2012 Best Multi-Advisor Futures Fund and 5-Year Best
Multi-Advisor Futures Fund
AC Investment Management, LLC

Quick Facts: (Master LP) Multi Advisor
Track Record Dates Back To: 2006
Compounded Annual Return: 7.60%
Worst Drawdown: 6.22%
AUM: $479 million
2012 Best Options Strategy and 5-Year Best Options
Strategy
LJM Partners, Ltd.

Quick Facts: (LP Fund) Options
Track Record Dates Back To: 2003
Compounded Annual Return: 18.92%
Worst Drawdown: 42.26%
AUM: $113 million

A lifetime achievement award was given to Keith Campbell, founder of CTA Campbell and Company, who was profiled in the last issue of Opalesque Futures Intelligence.



 
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. With $54bn in assets, Philippines is ready for hedge funds, alternative investment products[more]

    Komfie Manalo, Opalesque Asia: With the country's outstanding fund management industry at $54bn and growing, the Philippine market and its investors are ready to invest in "more sophisticated" asset management products, like hedge funds and alternative investments, said Deanno J. Basas, presi

  2. SoftBank to buy Fortress Investment for $3.3bn[more]

    From Reuters.com: Japan's SoftBank Group Corp on Wednesday said it has agreed to buy Fortress Investment Group LLC for about $3.3 billion, looking to add investment expertise as it prepares to launch the world's largest private equity fund. The all-cash deal is SoftBank's first major investmen

  3. ...And Finally - Truth in advertising[more]

    From Newsoftheweird.com: Girl Scout Charlotte McCourt, 11, of South Orange, New Jersey, saw her sales zoom recently when she posted "brutally honest" reviews of the Scouts' cookies she was selling -- giving none of them a "10" and labeling some with dour descriptions. She was hoping to sell

  4. Europe - Brexit - Updated legal guide, Euro exchange rates set to tumble as hedge fund's super computer predicts Marine Le Pen will be next French president, Swiss fund market hits all-time high[more]

    Brexit - Updated legal guide From Herbertsmithfreehills.com: When we began analysing in depth the possibility of Britain exiting the EU (Brexit), 18 months prior to the June 2016 referendum, the business consensus was very much that Brexit was a remote prospect that either would never hap

  5. People - Gramercy appoints Bradshaw McKee as managing director of Capital Solutions, Trump taps Cerberus's Feinberg to lead intelligence review[more]

    Gramercy appoints Bradshaw McKee as managing director of Capital Solutions Gramercy Funds Management LLC, a $5.8 billion dedicated emerging markets investment manager, today announced the appointment of Bradshaw McKee to the position of Managing Director, Capital Solutions and Distressed