The 10 Best Managed Futures Programs of 2015

Best Managed Futures Programs of 2015Managed Futures as an asset class was able to finish just above the black in 2015 (according to our 2014 asset class scoreboard) which is great to use as a reference to compare against other investment strategies, but it’s not so great if someone was using that information to decide whether to invest in Managed Futures.

That’s because investors don’t invest in the entire asset class, they invest in Managed Futures programs and funds. They invest in real managers doing real trades with real money. Which brings us to… the top such managers (by returns only) in 2015. We will make sure to say that one year’s performance doesn’t make a track record. It’s just as important, if not more so, to look at risk metrics like the all time maximum drawdown we list below, and to see how the program does year over year on a risk adjusted basis.

(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 RCM Alternatives 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).

Managers and Programs2015 RORMax DDMin. Invst.
LJM Patners - Aggressive Premium Writing (QEP)27.08%-63.65%500,000
QIM -- Global Macro (QEP)20.82%-16.63%20,000,000
Three Rock Capital Mgmt - Global Macro Proprietary (QEP)14.00%-15.56%500,000
Camkay Capital -- Stock Indices Short Term12.76%-20.79%100,000
Paskewitz Asset Management - Contrarian 3X St. Index (QEP)12.68%-18.21%500,000
Rosetta Capital -- Macro (QEP)10.99%-30.61%50,000
DUNN Capital Management - World Monetary (QEP)10.91%-60.06%500,000
Sandpiper Asset Management - Global Macro Program (QEP)10.65%-14.69%1,000,000
Wharton Capital Management - Agricultural Futures10.21%-11.99%100,000
Red Rock Capital - Systematic Global Macro10.04%-17.74%500,000

(Disclaimer: Past performance is not necessarily indicative of future results)

P.S. — While December seems all but a memory, we would be remiss if we didn’t mention  the top 10 list for the month gone by, as we’ve done all year. Here are December’s winners:

Managers and ProgramsDec. RORMax DDMin. Invst.
HB Capital -- Diversified 5.49%-23.30%100,000
Hi-Prob Trading Technology (QEP)5.46%-6.70%5,000,000
Rosetta Capital -- Macro (QEP)5.04%-30.61%50,000
Paskewitz Asset Management -- Contrarian 3X St. Index (QEP) 4.42%-18.21%500,000
Degraves Capital -- Global Diversified (QEP)3.55%-8.92%1,000,000
M6 Capital Management -- Standard 3.08%-17.28%300,000
Tanyard Creek Capital -- Livestock3.02%-14.17%200,000
GT Capital -- Dynamic Trading 2.26%-20.44%150,000
Crabel Capital -- Buethe Crabel Div. Futures 4X1.91%-24.89%10,000,000
Camkay Capital -- Stock Indices Short Term1.49%-20.79%100,000

(Disclaimer: Past performance is not necessarily indicative of future results)

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Disclaimer
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.

Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.

See the full terms of use and risk disclaimer here.

Disclaimer
The performance data displayed herein is compiled from various sources, including BarclayHedge, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.

Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.

See the full terms of use and risk disclaimer here.

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