We know we’re a little late getting our semi-annual Managed Futures rankings out this summer, but we had good reason (launching our Family of Alternative Investment Funds). The rankings are something we do every 6 months for the past couple of years, with pursuit of answering the question we get most often, “What’s the BEST managed futures program?”

Who’s the best is a tricky question? Do you mean: Best last year? Best for all time? Best risk adjusted return? Best in terms of lowest drawdowns?

We’ve dedicated extensive resources over the years to analyzing and testing a rankings system that would best reflect what we believe to be the important metrics for measuring skill in this investment space. Our rankings start by filtering the BarclayHedge database to a smaller subset of managers which have at least 36 months of track record, are registered with the NFA, offer managed accounts, and are viable business concerns (no prop trading records for example).

Overall, there are 8 separate categories, from best programs with risk adjusted performance, best reward managers, as well as best on our Attain Focus list. Click here to download the report.