Opalesque Futures Intelligence

Scoreboard Spotlight: Newedge CTA Index

Friday, June 28, 2013

Newedge CTA Index Monthly Performance

*Past performance is not indicative of future results. The performance of an index may differ from individual CTA performance. These CTA index contain the largest CTAs whose performance believed to have been audited by the National Futures Association (NFA). Performance sources are as of the last reporting date before publication: http://www.newedge.com/content/newedgecom/en/brokerage-services/prime-brokerage/newedgeindices.html;
http://www.stoxx.com/indices/index_information.html?symbol=STXECMF; http://www.BarclayHedge.com; http://www.ManagedFuturesDatabase.com;

Pinnacle Award Winners Announced

This past week at press time the Pinnacle Award winners were announced on the eve of the Managed Funds Conference in Chicago.

2012 Best Diversified CTA - $500 million+ (Assets under management) Crabel Capital Management Quick Facts (Futures 4X) Short Term Systematic Track Record Dates Back To: 1992 Compounded Annual Return: 21.54% Worst Drawdown: $1.4 billion	2012 Best Emerging CTA Global Sigma Group, LLC + Quick Facts: Options / Volatility Track Record Dates Back To: 2009 Compounded Annual Return: 18.88% Worst Drawdown: 1.55% AUM: $66 million
2012 Best Diversified CTA - Less than $500 million AUM Stenger Capital Management, LLC Quick Facts: Discretionary short term Track Record Dates Back To: 2010 Compounded Annual Return: 12.26% Worst Drawdown: 0.55% AUM: $204 million	2012 Best Single Sector CTA - $500 million+ AUM and 5-Year Best Single Sector CTA - $500 million AUM Dominice & Co. Asset Management Quick Facts: Short Term / Volatility Track Record Dates Back To: 2004 Compounded Annual Return: 13.58% Worst Drawdown: 14.35% AUM: $730 million
5-Year Best Diversified CTA - $500 million AUM Two Sigma Investments, LLC Quick Facts: (Compass) Fundamental Short Term Track Record Dates Back To: 2005 Compounded Annual Return: 15.06% Worst Drawdown: 9.85% AUM: $3.3 billion	2012 Best Single Sector CTA - Less than $500 million AUM Rosetta Capital Management, LLC Quick Facts: Discretionary, Agricultural Track Record Dates Back To: 2000 Compounded Annual Return: 39.55% Worst Drawdown: 39.67% AUM: $125 million
5-Year Best Diversified CTA - Less than $500 million AUM Newton Capital Partners Quick Facts: Discretionary, financial and metals Track Record Dates Back To: 1998 Compounded Annual Return: 9.41% Worst Drawdown: 8.13% AUM: $160 million	5-Year Best Single Sector CTA - Less than $500 million AUM AAA Capital Management Advisors, Ltd Quick Facts: Discretionary, Energy Track Record Dates Back To: 1998 Compounded Annual Return: 17.93% Worst Drawdown: 27.57% AUM: $426 million
2012 Best Multi-Advisor Futures Fund and 5-Year Best Multi-Advisor Futures Fund AC Investment Management, LLC Quick Facts: (Master LP) Multi Advisor Track Record Dates Back To: 2006 Compounded Annual Return: 7.60% Worst Drawdown: 6.22% AUM: $479 million	2012 Best Options Strategy and 5-Year Best Options Strategy LJM Partners, Ltd. Quick Facts: (LP Fund) Options Track Record Dates Back To: 2003 Compounded Annual Return: 18.92% Worst Drawdown: 42.26% AUM: $113 million

A lifetime achievement award was given to Keith Campbell, founder of CTA Campbell and Company, who was profiled in the last issue of Opalesque Futures Intelligence.

This article was published in Opalesque Futures Intelligence.