The 10 Best Performing Managed Futures Strategies of November by Attain Capital
While one month’s performance is no way to judge an investment that has 3 to 5 year cycles, a glance at who’s doing well in the different environments month to month can be a useful data point at times. Here’s the top managed futures performers (by return only) for the month gone by:
Note: These programs are not necessarily recommended by Attain. For a list with much more thought behind it – check our semi-annual rankings (updated July 2014). New rankings coming in January 2015.
(Disclaimer: past performance is not necessarily indicative of future results. Programs listed consist of those with at least a 3 year track record tracked by Attain Capital Management for investment by clients via managed accounts and do not represent all available programs in the managed futures universe. The Max DD represents the worst drawdown of all time for the listed programs).
|Top 10 CTA’s of November||November ROR||Max DD||Min. Invst.|
|Fairfield Advisors – FCMAX (QEP)||35.90%||-32.23%||250,000|
|Kelly Angle – Genesis (QEP)||20.49%||-45.59%||2,000,000|
|Purple Valley Capital – Diversified Trend||16.40%||-49.34%||1,000,000|
|Dreiss Research Corp (QEP)||15.91%||-32.79%||1,000,000|
|Clarke Capital – Jupiter||14.05%||-44.78%||3,000,000|
|DUNN Capital – World Monetary (QEP)||13.43%||-60.06%||500,000|
|Mulvaney Capital – Global Markets (QEP)||13.05%||-45.02%||10,000,000|
|KeyQuant SAS – Key Trends (QEP)||12.38%||-19.15%||10,000,000|
|Aspect Capital – Diversified (QEP)||12.02%||-22.19%||20,000,000|
“The Managed Futures Blog is a compilation of thoughts, research, attempts at humor, and more from the team at Attain Capital Management (“Attain”). Attain pairs high net worth individuals, RIA’s, and institutional investors with alternative investments in commodities, managed futures, and global macro strategies through privately offered funds and managed accounts. Click here to sign up for their insight and analysis.”