Now that the 1st two rounds of March Madness are out of the way, we’re ready to share our Semi-Annual Managed Futures Rankings. We’ve been 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 for the better part of the last 7 years, and are happy to share our findings with you twice a year.
We know that such rankings typically list out the top 15 best performers by last year’s returns, but that doesn’t really work for most investors we talk with. Returns, it turns out, are just one piece of the puzzle. Instead, we filter down to a smaller subset of managers which have at least 36 months of track record and are investable; and then measure programs across numerous metrics related to return, risk, correlation levels, and length of track record.
Our whitepaper presents you with the top 5 funds from multiple categories, showing those which have ranked highest across different factors important to investors we work with, finishing with the overall look at the top 15 managed futures programs per our proprietary ranking algorithm.
Top large managers
- Top small managers
- Top in risk control
- Top in return metrics
- Top risk adjusted
- Top with With low minimums
- Ones we work closely with
- Top mutual funds
- And the top 15 overall
Read the Semi-Annual Managed Futures Rankings (updated March 2019) whitepaper now.