After more than 5 weeks of painfully extracting information from 35 different managers we work with (you would think they would be more willing and able to share the how, when, why, and where of the year just gone by), our annual CTA by CTA review highlighting what happened for each of the programs we track in 2010 – is up on our site at http://bit.ly/dHxbS1
We’ve got over 21 pages of details on 35 managers and 53 managed futures programs, with links to the performance track records of each on the Attain website. What will you find….that it was a good year for multi-market systematic programs (the bulk of managed futures investments), a down year for short term programs, an up year for discretionary traders and spread traders, and a mixed bag for specialty managers, stock index traders, and option selling managed futures programs.
There were outright winners (Accela, Clarke Worldwide, Rosetta, and Dighton), outright losers (HB Capital, Paskewitz,Dominion, & Clarke Global Basic), and a few managers (Emil Van Essen, FCI, 2100 Xenon) positive, yet below what they would have hoped for (and below the managed futures benchmarks).
Click here to view the CTA by CTA report: http://bit.ly/dHxbS1
The performance data displayed herein is compiled from various sources, including BarclayHedge, RCM's own estimates of performance based on account managed by advisors on its books, 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.