Wed, May 27, 2015
A A A
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

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 Investorís 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. Opalesque Exclusive: SEC approves proposed changes to Form ADV, '40 Act - comment period to follow[more]

    Bailey McCann, Opalesque New York: Hedge funds and providers of liquid alternatives will want to pay close attention to proposed reforms approved by the SEC yesterday. The changes will require more frequent reporting, as well as a closer look into social media, liquid alternative strategies, and

  2. 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

  3. 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.

  4. Opalesque Exclusive: A lot of hedge fund investors are beginning to recognise the need for ongoing cyber threats monitoring[more]

    Benedicte Gravrand, Opalesque Geneva: Corporate Resolutions Inc. recently formed a strategic partnership with iThreat Cyber Group. The two companies have worked together for years, assisting clients when challenging

  5. 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

banner