Last year was a good year for managed futures, with overall performance in the double-digit range. The trend seems to be continuing in 2015. March was another positive month, pushing the YTD performance closer to the +10% mark.
This is the first edition of a new report we will be publishing monthly to track the performance of managed futures. We’ve selected a list of 16 representative managers. These are some of the largest CTAs in terms of Assets Under Management.
Please find below their performance.
Managed Futures Performance
- March average return: +2.34%
- YTD average return: +7.27%
|Campbell & Company||-0.5%||4.39%|
|Cantab Capital Partners||2.84%||13.7%|
|Graham Capital Mgmt.||0.12%||5.72%|
|Lynx Asset Mgmt.||3.36%||9.81%|
|Quantitative Inv. Mgmt.||-1.42%||0.64%|
|SEB Asset Mgmt.||2.5%||9.78%|
|Winton Capital Mgmt.||1.91%||4.77%|
Main Indices Returns
As a comparison, please find below the returns for several indices tracking the managed futures/CTA industry as a whole:
|Barclay CTA Index||0.54%||3.51%|
|Newedge CTA Index||1.7%||5.72%|
|Newedge Trend Index||2.6%||7.52%|
How To Invest in Managed Futures – Contact Us
Whether you are interested in adding exposure to managed futures as:
- Portfolio diversification
- Standalone source of alpha
- Way to seek aggressive performance
A good managed futures program is one of the best options. Contact us to discuss your requirements. We will be happy to recommend the programs that are best suited to meet, and hopefully exceed, your needs.
Index Construction / Manager Selection
The performance in this monthly report is composed of a representative list of 16 CTAs, chosen for their size in terms of Assets-Under-Management, comprising most of the largest in the industry. This is not a complete database of CTAs. The returns are actual trading results reported by the CTAs and sourced from CTA databases/websites (including AutumnGold, IASG, Altegris and individual manager websites). The calculations are updated every month and are net of fees and commissions.
Commodity Trading involves substantial risk of loss and is not suitable for all investors. Any performance results listed in all marketing materials represents simulated computer results over past historical data, and not the results of an actual account. All opinions expressed anywhere on this website are only opinions of the author. The information contained here was gathered from sources deemed reliable, however, no claim is made as to its accuracy or content. Different testing platforms can produce slightly different results. Our systems are only recommended for well capitalized and experienced futures traders.
CFTC-required risk disclosure for hypothetical results
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.