The group of managed futures we follow in this monthly report finished the year with a down month, but leaving the overall 2015 performance slightly in the black. The industry-wide indices were mixed for 2015, slightly negative to flat.
Please find below the detailed performance of the top CTAs that we follow in this index.
Managed Futures Performance
- December average return: -2.20%
- 2015 average return: +1.01%
| Manager | Perf. | YTD |
|---|---|---|
| Aspect Capital | -1.54% | 7.92% |
| Campbell & Company | -3.59% | -3.79% |
| Cantab Capital Partners | -3.25% | -8.22% |
| Crabel | 0.31% | -0.93% |
| Dunn Capital | -4.24% | 10.92% |
| FORT L.P. | -2.76% | -3.20% |
| Graham Capital Mgmt. | -0.62% | 1.19% |
| ISAM | 1.48% | 15.15% |
| Lynx Asset Mgmt. | -3.93% | -8.92% |
| Man Investments | -3.24% | -2.74% |
| Millburn Ridgefield | 0.36% | 5.56% |
| Quantitative Inv. Mgmt. | -1.62% | 20.82% |
| Quantica Capital | -3.30% | -15.41% |
| SEB Asset Mgmt. | -2.39% | -1.40% |
| Transtrend BV | -5.24% | -2.46% |
| Winton Capital Mgmt. | -1.58% | 1.61% |
Main Indices Returns
As a comparison, please find below the returns for several indices tracking the managed futures/CTA industry as a whole:
| Index | Perf. | YTD |
|---|---|---|
| Barclay CTA Index | -1.24% | -1.47% |
| BTOP50 Index | -1.61% | -0.97% |
| Newedge CTA Index | -1.35% | 0.03% |
| Newedge Trend Index | -2.17% | 0.04% |
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.
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Disclaimers
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.
Risk Disclosures
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.
