If you ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 Managed Futures programs in November. Click through on the manager and program names to view their profiles in our database. For a much more detailed and analytical ranking system, check out RCM’s Managed Futures Rankings.
(Disclaimer: past performance is not necessarily indicative of future results. Programs listed 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).
| Manager | November RoR | Max DD | Min Investment |
|---|---|---|---|
| GCI Asset Management – Systematic Macro |
19.82% | -41.28% | 5,000,000 |
| Geosol Capital – Onshore I |
10.40% | -33.85% | 1,000,000 |
| Blue Bar Futures Trading Management – Blue Bar Prime AG (QEP) | 8.91% | -42.26% | 50,000 |
| First Quadrant L.P Macro FX (QEP) | 7.56% | -31.77% | 10,000,000 |
| 2Pixels Capital Management – Indices Option Writing |
6.68% | -68.35% | 20,000 |
| Gamma Q, Breckhurst Commodity Fund (QEP) | 5.25% | -25.92% | 1,000,000 |
| Vivienne Investissement, Mach 5 (QEP) | 5.19% | -37.62% | 1,000,000 |
| Taaffeite Capital TCM Global Index (QEP) | 4.70% | -21.51% | 500,000 |
| Graham Capital K4D-15V (QEP) | 4.31% | -30.59% | 1,000,000 |
| AIS Capital 3X- 6X (QEP) | 4.25% | -92.76% | 5,000,000 |
(Disclaimer: Past performance is not necessarily indicative of future results)