For those that are looking for the top performers of the month, ignoring risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in May. 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 | May RoR | Max DD | Min Investment |
|---|---|---|---|
| Covenant Capital Management – CCM Optimal (QEP) |
21.09% | -93.95% | 500,000 |
| Urban Tree Capital – UTC Plus |
10.94% | -13.72% | 100,000 |
| Vivienne Investment – Mach 5 (QEP) | 9.55% | -37.62% | 1,000,000 |
| Bamboo Trading – Discretionary Macro |
8.00% | -8.66% | 500,000 |
| Deep Field Capital – Singularity Fund ( |
7.89% | -63.37% | 108,000 |
| GCI Asset Management, Systematic Macro | 7.50% | -19.17% | 1,000,000 |
| Blue Bar Futures Trading Management – Blue Bar Prime Ag (QEP) |
6.63% | -42.26% | 50,000 |
| Rosetta Capital Management – Macro (QEP) |
6.46% | -47.81% | 50,000 |
| R.G. Niederhoffer Capital Management – Optimal Alpha Program | 6.10% | -43.18% | 1,000,000 |
| Capital Fund Management -C USD 2X (QEP) | 5.76% | -48.95% | 1,000,000 |