March 23, 2023
rcm-alternatives
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Semi-Annual Managed Futures Rankings :
Our ranking of the best managed futures, trend following, 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: Gresham Investment – Gresham Quant Acar Fund (QEP)
Less than $100 Million in Assets Under Management
Top Fund: Sterling Partners – SPQI Select (QEP)
Highest Rank Across Risk Metrics
Top Fund: Typhon Capital Management – Vulcan Metals Fund (QEP)
Highest Rank Across Return Metrics
Top Fund: Mulvaney Capital Management – Global Markets Fund (QEP)
Reward & Risk
Top Fund: Warrington Asset Management – Tactical (QEP)
Programs We Know Well
Top Fund: Jaguar Investments Limited – AEGIR Capital Strategy (QEP)
Trend Following
Top Fund: Sterling Partners – SPQI Select (QEP)
Commodity Funds
Top Fund: Jaguar Investments Limited – AEGIR Capital Strategy (QEP)
Managed Futures Mutual Funds
Top Fund: GuidePath (GIFMX) – Managed Futures Strategy Fund
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!
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.
