While one month’s performance is no way to judge an investment that has 3 to 5 year cycles, a glance at who’s doing well in the different environments month to month can be a useful data point at times. Here’s the top managed futures performers (by return only) for the month gone by:
Note: These programs are not necessarily recommended by Attain. For a list with much more thought behind it – check our semi-annual rankings. (Be on the lookout for the latest semi-annual rankings in the coming weeks).
(Disclaimer: past performance is not necessarily indicative of future results. Programs listed consist of those with at least a 3 year track record tracked by Attain Capital Management for investment by clients via managed accounts and 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).
| Top 10 CTA’s of June | June ROR | Max DD | Min. Invst. |
|---|---|---|---|
| Paramount Capital (QEP) | 18.94% | -57.77% | 100,000 |
| Purple Valley Capital — Diversified Trend | 11.02% | -49.34% | 1,000,000 |
| JKI Futures — Etiron 2X Large | 10.73% | -37.27% | 1,000,000 |
| Dreiss Research Corp. (QEP) | 9.34% | -51.44% | 1,000,000 |
| Altis Global Futures Portfolio — Composite (QEP) | 7.60% | -44.00% | 20,000,000 |
| Northstar Commodity Investment — TBE Capital (QEP) | 7.60% | -44.27% | 25,000 |
| Melissinos Trading — Eupatrid Commodity (QEP) | 7.25% | -22.71% | 250,000 |
| Global Ag (QEP) | 7.01% | -20.82% | 1,000,000 |
| M.S. Capital Management — Gl Diversified | 6.99% | -35.62% | 2,000,000 |
| Tellurian Capital — Ascend | 6.70% | -29.91% | 500,000 |