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Alternative Market Briefing

Efficient Capital multi manager CTA reaches $1.7bln assets, 36 month performance of +122.80%

Wednesday, March 18, 2009

From the Opalesque Team: Efficient Capital's Diversified Fnd SPC (A) has been ranked at the top of BarclayHedge's Top 30 list of Multi Advisor Futures Funds. The full list of funds may be accessed here: Source

According to Efficient Capital's President and CEO Ernest Jaffarian, the multi-manager CTA's ranking is due to a combination of factors. "Trader selection is key, or course, but the active portfolio management, broad diversification, and active risk management all contributed to this very encouraging result," he told Opalesque.

Efficient Capital Management specializes in liquid, alpha-generating, multi-trader portfolios and uses a highly quantitative, proprietary approach to select and monitor portfolios (ww.efficientcapital.com). The Illinois-based firm was founded in 1999 and has grown to direct over $1.7bln in allocations. The Efficient Diversified Fund SPC finished 2008 with a performance of +40.31%, and has returned +122.80% since January 1 2006 through year end 2008. The ranking shows that the fund has outperformed all other multi-managers futures funds in the areas of absolute return, compounded return, Sharpe ratio and Sortino ratio.

Dunn Capital Management's (D Best Futures) which has $51m in assets under management ranked in second place with 36 mon......................

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