Mon, Aug 3, 2015
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. Opalesque Exclusive: Despite bumpy June/July, CTAs hold on[more]

    Bailey McCann, Opalesque New York: To say that things have been rocky in managed futures recently is putting it mildly. In June, the industry saw its worst month on a performance basis in the past four years. Then yesterday,

  2. Investing - Hedge fund billionaires bet on London as revival gathers pace[more]

    From Bloomberg.com: London’s fund industry is bouncing back, and U.S. billionaires Steven A. Cohen and Ken Griffin are grabbing a piece of the action. Griffin’s Citadel and Millennium Management, a hedge fund run by Israel Englander, have bulked up in London, where asset growth is outpacing the U.S.

  3. Other Voices: Same day reporting and the evolving role of fund administrators[more]

    By: Scott Price, Head of Business Development and Client Management for North America, Maitland Ernst & Young’s latest glob

  4. Opalesque Roundup: Hedge fund assets rose to 11th consecutive quarterly record level: hedge fund news, week 31[more]

    In the week ending 24 July, 2015, the total global hedge fund industry assets rose to the 11th consecutive quarterly record level in 2Q15 to $2.97tln; Eurekahedge reported that hedge funds raised $93bn in the first six months of 2015; The SS&C GlobeOp Forward Redemption Indicator for July 201

  5. Cowen Group, Inc. to acquire Conifer Securities[more]

    Cowen Group, Inc. and Conifer Securities, LLC had announced the signing of a definitive agreement under which Cowen will acquire Conifer Securities, the prime services division of Conifer Financial Services LLC. The transaction, the terms of which have not yet been disclosed, was approved by the boa

banner