Semi-Annual Managed Futures Rankings (Updated March 2019)

Now that the 1st two rounds of March Madness are out of the way, we’re ready to share our Semi-Annual Managed Futures Rankings. We’ve been analyzing and testing a rankings system that would best reflect what we believe to be the important metrics for measuring skill in this investment space for the better part of the last 7 years, and are happy to share our findings with you twice a year.

We know that such rankings typically list out the top 15 best performers by last year’s returns, but that doesn’t really work for most investors we talk with. Returns, it turns out, are just one piece of the puzzle. Instead, we filter down to a smaller subset of managers which have at least 36 months of track record and are investable; and then measure programs across numerous metrics related to return, risk, correlation levels, and length of track record.

Our whitepaper presents you with the top 5 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 programs per our proprietary ranking algorithm.

Top large managers

  • Top small managers
  • Top in risk control
  • Top in return metrics
  • Top risk adjusted
  • Top with With low minimums
  • Ones we work closely with
  • Top mutual funds
  • And the top 15 overall

 

 

 

 

 

 

 

 

 

 

 

 

Read the Semi-Annual Managed Futures Rankings (updated March 2019) whitepaper now.

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.