Mon, Nov 30, 2015
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Futures Intelligence

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

Tuesday, June 16, 2009


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.
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. 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

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

    From 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

  3. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the

  4. Opalesque Roundtable: Family offices flock to co-investment[more]

    Bailey McCann, Opalesque New York: Co-investments have been a hot topic for pension funds in recent years, as they try to move away from high fees and improve transparency. But now, family offices are more readily getting into the mix and establishing in-house deal teams, according to the delega

  5. More institutional investors invest in CTAs compared to last year despite dissatisfaction with performance[more]

    Benedicte Gravrand, Opalesque Geneva: "Despite a strong start to 2015 for CTAs in Q1, commodity market conditions have made return generation difficult for fund managers over much of the rest of the year to date," says Preqin’s November