With our standard caveat that such a list puts too much emphasis on performance, ahead of much more important risk adjusted metrics – and a note that these programs are not necessarily recommended by Attain; here’s the top performers as of the end of January 2014 in a nod to those who crave such lists… For a list with much more thought behind it – check our semi-annual rankings.
(Disclaimer: past performance is not necessarily indicative of future results. Programs listed consist of those tracked by Attain Capital Management for investment by clients via managed accounts and do not represent all available programs in the managed futures universe. The Max DD represents the worst drawdown of all time for the listed programs, to provide a measure of the risk involved in each program. These are the top performers amongst those programs in Attain’s database of managed futures managers with at least a 3 year track record and does not include the entire universe of possible managers.)
| Top 10 CTA’s in January | Jan. ROR | Max DD | Min Invst. | |
|---|---|---|---|---|
| 1. Conquest Capital — Macro (QEP) | 13.07% | -56.09% | $10,000,000 | |
| 2. Soaring Pelican (QEP) | 9.50% | -11.35% | $100,000 | |
| 3. Crabel Capital — Divesified | 9.27% | -24.88% | $10,000,000 | |
| 4. Quantum Leap Capital (QEP) | 6.41% | -25.31% | $150,000 | |
| 5. Claughton Capital — Institutional | 5.13% | -21.93% | $1,000,000 | |
| 6. Bluenose Capital — BNC EI | 4.50% | -11.71% | $30,000 | |
| 7. LJM Partners — Aggressive (QEP) | 4.18% | -63.82% | $500,000 | |
| 8. GT Capital CTA — Dynamic | 4.07% | -26.27% | $150,000 | |
| 9. eco Capital — Global | 3.84% | -13.45% | $2,000,000 | |
| 10. Rosetta Capital — Macro (QEP) | 3.49% | -28.94% | $50,000 | |