Semi-Annual Managed Futures Rankings :
Our ranking of the best managed futures and commodity hedge funds ranks the top funds across 11 different categories, because no two investors are alike in what they are seeking out of an alternative investment. See the top manager from each category below and download the full whitepaper to see additional top performing programs.
More than $100 Million in Assets Under Management
Top Fund: Mondiale Asset Mgmt. – Trading 2X (QEP)
Less than $100 Million in Assets Under Management
Top Fund: Tarpon Trading – Systematic FX Alpha (QEP)
Highest Rank Across Risk Metrics
Top Fund: Warrington Asset Mgmt. – Tactical (QEP)
Highest Rank Across Return Metrics
Top Fund: Polar Star Mgmt. SEZC – Polar Star Fund (QEP)
Reward & Risk
Top Fund: Warrington Asset Mgmt. – Tactical (QEP)
$200K of Less Minimum
Top Fund: Brent Trading Pty – Agric Seasonal Spread (QEP)
Programs We Know Well
Top Fund: Jaguar Investments Limited – AEGIR Capital Strategy (QEP)
Managed Futures Mutual Funds
Top Fund: AlphaCentric Advisors – Premium Opportunity Fund (QEP)
Mutual Funds Combining Stocks and Alts
Top Fund: Standpoint – Multi-Asset Institutional (BLNDX)
Crypto Funds
Top Fund: Pythagoras Mgmt. – Pythagoras Investment Mgmt.
Commodity Funds
Top Fund: Pan Cap Mgmt. – Pan Cap Energy Strategy – NatGas (QEP)
Inside the whitepaper:
It’s that time of year – where we take an in depth look at ranking the top alternative investment funds in each of our important ranking categories.
If you’ve been here with us before, you know why and how we rank these top funds. But if this is your first time with us, let us explain. Most rankings you see typically list out the top performing programs, but don’t get into the granularity of why they’re the best and are usually only looking at one factor (returns). Most of the investors we talk with a looking for a little more than that. So instead, we filter down to a smaller subset of managers which have at least 36 months of track record and are invest-able; and then measure programs across numerous metrics related to return, risk, correlation levels, and length of track record.
We present you with our Semi-Annual Managed futures whitepaper, which offers you the top 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/global macro programs per our proprietary ranking algorithm.
Enjoy!
SEMI-ANNUAL MANAGED FUTURES RANKINGS (May 2021) first appeared on RCM Alternatives.