TOP TEN We feature top managers from a different database every issue. Truth to tell, this list is not from a commercial database. These managers do not necessarily report to any databases. Some have been operating for decades and manage many billions of dollars in assets. The list comes from a long-time large allocator to managed futures. We thought it might be of interest to our readers as a measure of what CTA programs can achieve. Several of these managers are involved in the mainstream products discussed in Futures Lab. It should be noted that the funds have different volatility and risk profiles. And returns can vary with share and currency class. The year-to-date numbers are as of May. The managers have other funds, with different inception dates and of course different returns. Top Funds in a Large Investor’s CTA Portfolio
|
This article was published in Opalesque Futures Intelligence.
|