Opalesque Futures Intelligence

Top Ten: Three-year rankings and compounded annual returns for systematic and discretionary programs.

Tuesday, April 21, 2009

TOP TEN

We feature top managers from a different database every issue.

Managed Account Research Inc. has a wide variety of interesting rankings of long-term performance. Here we present winners from three-year rankings through February 2009. We've picked the top five systematic and top five discretionary programs.

Managed Account Research also ranks CTAs for five and 10 years, as well as for short periods, across various sub-strategies. The database has detailed descriptions of the advisors and programs.

Systematic and Discretionary Programs for the Past Three Years

Manager and Program	Three-Year Compounded Annual Return	Last 12 Months as of February
Systematic Traders:
Pere Trading Group Pere Trading Program	51.5%	91%
Global Wealth Analytics Inc. Global Weath Class B	45.9%	8.3%
Pardo Capital Ltd. XT-99 Diversified	44.9%	50%
The Barbashop LLC Managed Account	37%	32.6%
Clarke Capital Mgt. Inc. Jupiter Program	36.3%	43.6%
Discretionary Traders:
NDX Capital Mgt. Shadrach	48%	55%
Rosetta Capital Mgt. Rosetta Program	25.6%	- 4.4%
Golden West CTA Options	21.3%	- 3%
Royal Oak Commodity Advisors	19.3%	- 0.9%
Cypress Capital Mgt. Cypress Classic Program	18%	-1.6