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Opalesque Futures Intelligence

Top Ten: An extraordinary lineup put together by a large investor

Tuesday, June 16, 2009

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

ProgramAnnual Return Since InceptionInception DateYear-to-Date Return
The Clive Fund40%Nov 200710.3%
Tulip Trend Fund25.8%Mar 2003- 3.55%
Blenheim Markets LP21.7%Dec 1986 10.4%
Bluetrend Diversified18.8%Mar 2004-4.22%
Winton Futures Fund 18%Sep 1997- 5.8%
Graham Global Inv.15.1%Dec 1998- 3.08%
Tewsksbury Inv. Fund 14.8%Dec. 1990 7.5%
Tudor Tensor Fund14.6%Aug 20050.95%
Crabel Fund Ltd.14.6%Feb 19986%
Aspect Diversified 11.3%Dec 1998- 8%



 
This article was published in Opalesque Futures Intelligence.
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