While one month’s performance is no way to judge an investment that has 3 to 5 year cycles, a glance at who’s doing well in the different environments month to month can be a useful data point at times. Here’s the top managed futures performers (by return only) for the month gone by:
Note: These programs are not necessarily recommended by Attain. 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 with at least a 3 year track record 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).
| Top 10 CTA’s in February | Feb. ROR | Max DD | Min Invst. |
|---|---|---|---|
| AIS Capital Management — 3X-6X (QEP) | 18.71% | -89.67% | $5,000,000 |
| JKI – Futures — Etiron | 15.86% | -37.28% | $1,000,000 |
| Quality Capital Management — Enhanced (QEP) | 13.02% | -77.25% | $5,000,000 |
| Keck Capital Management — (QEP) | 11.91% | -28.98% | $2,000,000 |
| Cordova Capital Management — Trend Following (QEP) | 11.90% | -20.69% | $250,000 |
| Southwest Managed Investment — Global Diversified | 11.38% | -32.79% | $200,000 |
| Dorset Futures Corporation — Emini | 11.08% | -33.65% | $100,000 |
| QuantScape Asset Management — Equity Index | 10.50% | -9.36% | $200,000 |
| White River Group — Diversified Options | 9.58% | -40.97% | $20,000 |
| Dreiss Research Corp. (QEP) | 9.48% | -51.44% | $1,000,000 |