Tue, Dec 1, 2015
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
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
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
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
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
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. David Einhorn's hedge fund plunged 5.2% in November, set for 2015 loss[more]

    From Bloomberg.com: David Einhorn’s main hedge fund at Greenlight Capital fell 5.2 percent in November and is poised for only its second losing year in almost two decades. The losses bring the fund’s yearly drop to almost 21 percent, according to an e-mail sent to clients that was obtained by Bloomb

  2. Other Voices: Hedge fund marketing and the selling cycle[more]

    By Bruce Frumerman. How long is the selling cycle now? That’s a question my financial communications and sales marketing consulting firm has been asked on a regular basis by hedge fund firm owners and sales people, ever since we opened the doors to our firm in 1987 pre-crash. Wa

  3. People - Solus Alternative Asset Management adds chief strategist from BTIG[more]

    From PIonline.com: Daniel Greenhaus joined hedge fund manager Solus Alternative Asset Management as managing director and chief strategist. He will work closely with Chris Bondy, Solus’ chief economist, managing director and executive vice president, said Chris Pucillo, CEO and chief investmen

  4. Commodities - Stung by oil, distressed-debt traders see worst losses since '08[more]

    From Bloomberg.com: It’s mid-November, but for investors who trade in the debt of distressed companies, the year’s already done -- and they lost. Hedge funds that specialize in the debt are grappling with their worst declines in seven years. Funds managed by Knighthead Capital Management, Candlewood

  5. Regulatory - Major changes in partnership audit procedures contained in 2015 Budget Act[more]

    Contained in the Bipartisan Budget Act of 2015, signed by President Obama on November 2, is a rather complex provision that materially changes how partnerships are audited. Generally effective for tax years beginning after December 31, 2017, the so-called “TEFRA” and “Electing Large Partnership” rul