We feature top managers from a different database every issue.
This time we have a lineup of global macro funds. They’re ranked by annualized return since inception, as of the beginning of June 2009. The data comes from a private bank that’s a long-time investor.
These are well-known global macro managers but many are also commodity trading advisors. Some started off as CTAs and diversified to discretionary macro.
Top Global Macro Funds from a Private Bank Database
Fund Annual Return
and Manager Since Inception Inception Date
Paul Tudor Jones 22.1% Oct. 1986
GAMUT Investments 20.7% June 1986
Moore Global Investment 20.5% Dec. 1989
Brevan Howard 15.4% Mar. 2003
Capital Fund 15.3% Dec. 1999
Peak Partners 15% Mar. 2002
Conquest Macro 14.5% Apr. 1999
COMAC Global Macro 12.6% May 2006
JB Global Rates 11.8% Jan.2004
Drawbridge Global Macro 9.1% May 2002
Michael Novogratz & Adam Levinson