Semi-Annual Managed Futures Outlook in 60 seconds:
Our outlook ranks the top funds across 8 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: Man AHL – AHL Evolution (QEP)
Less than $100 Million in Assets Under Management
Top Fund: Rcube Asset Management – Commodity Spread
Highest Rank Across Metrics
Top Fund: Typhon Capital Management – Vulcan Metals Strategy (QEP)
Highest Rank Across Return Metrics
Top Fund: Pan Capital Management, LP – Energy Fund (QEP)
Reward & Risk
Top Fund: Lochridge Investment Advisors, LLC – Energy (QEP)
$200K of Less Minimum
Top Fund: Tanyard Creek Capital, LLC – Livestock (QEP)
Programs We Know Well
Top Fund: Revolution Capital Management, LLC – Alpha (QEP)
Managed Futures Mutual Funds
Top Fund: Altegris Advisors – Futures Evolution Strategy Fund I
The Overall List
Top Fund: Man AHL – AHL Evolution (QEP)
Inside the whitepaper:
It’s that time of year – where we take a second 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!
