Thu, May 28, 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. Investing - Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds, Hedge funds buy Actavis, Valeant. ETFs join the party, The most loved biotechs of big hedge funds, Stocks to buy ... according to hedge funds, Atlantic City bond offering attracts hedge funds as buyers, Okumus Fund Management discloses huge new Ascent Capital Group stake[more]

    Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds From Boingboing.com: When a giant hedge fund is bidding on all the foreclosed houses in a poor neighborhood, living humans don't stand a chance -- but that's OK, because rapacious investors make great landl

  2. Institutions - Institutional investors turn to real estate, planes, Assets at Bostonís five biggest family nonprofits rise to $3.5bn[more]

    Institutional investors turn to real estate, planes From Joins.com: The National Pension Service and domestic emerging market specialists who did not know where to invest in a low interest rate environment are turning to other investments like the blue-chip real estate market abroad.

  3. Regulatory - Hedge funds face tax as Iceland poised to end capital controls, Comment: Why alternatives need more transparency, not enforcement[more]

    Hedge funds face tax as Iceland poised to end capital controls From Bloomberg.com: Hedge funds and other investors who bought claims against Icelandís failed banks face a tax that targets the lendersí estates as the government prepares to unveil its plan for exiting capital controls in t

  4. Opalesque Exclusive: BMO launches multi-strat '40 act fund[more]

    Bailey McCann, Opalesque New York: As we reach new market highs, investors are looking for a way to diversify and protect their portfolios from a potential market correction. Liquid alternatives are rapidly gaining ground as a critical tool for investors to use to mitigate downside risk. The BMO

  5. All hedge fund strategies rebounded last week as market conditions normalize[more]

    Komfie Manalo, Opalesque Asia: After a difficult start this month, all hedge fund strategies ended last week in positive territory, as the Lyxor Hedge Fund Index gained 0.9% (-0.2% MTD, 3.3% YTD). According to Lyxor AMís latest Weekly Briefing, in t

banner