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Managed Futures, Global Macro, CTA Rankings


Managed Futures Rankings August 2015
With managed futures back in the limelight some after a strong 2014, more and more investors are on the search for a program that fits their wants and needs. Which brings us to the most frequently asked question….

What’s the BEST Managed Futures Program?

There’s no easy way to answer this but we try our best with our newly released Managed Futures Rankings highlighting the Top 15 overall programs.

Finding the right Managed Futures Program for your portfolio isn’t easy. It is trickier than it looks. Put too much emphasis on returns, and you penalize those who control risk. Too much emphasis on experience, and you penalize a potential new star. Too much reliance on the present, and you discount the past and so on.

 

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 our “Programs You Should Know” list. Click here to download the report.