You’ve been asking for it, and today we’re releasing our Semi-Annual Managed Futures Rankings. But these aren’t just any rankings.  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).

We know every other publication out there takes the easy way out and just lists the programs which had the highest returns. But a list of winners isn’t all that helpful in our opinion. For one, there’s a lack of ample proof out there for persistence in returns from one period to the next for any investment, much less a cyclical one like managed futures. Sure, it’s fun to see some big numbers… but wouldn’t you rather know who’s been consistently good, over time, and good with an eye towards risk – versus just who had the highest return last year.

That’s out goal in these rankings – to identify those who’ve done more than just performed recently, and instead those who are consistently, and risk adjustedly good (if we can make up a word).

Overall, there are 8 separate categories, from best programs with risk-adjusted performance, best managers on a reward basis, and best managers with $100k and under minimums. Click here to download the report.