Managed Futures: February’s Best By Performance

Managed Futures

Managed Futures: February’s Best By Performance 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 February 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).

Managers and Programs Feb. ROR Max DD Min. Invst.
Brandywine — Symphony Preferred (QEP) 10.76% -38.11% font> 1,600,000
Pacific Capital Advisors — Vanguard 9.48% -11.39% font> 100,000
Bayou City Capital (QEP) 9.26% -80.35% font> 100,000
Boston & Zechiel — ACTS Aggressive 7.85% -62.40% font> 100,000
LJM Partners — Aggressive Program Writing (QEP) 6.22% -63.83% font> 500,000
Diamond Capital — Enhanced S&P 6.11% -10.82% font> 150,000
Goldman Management — Stock Index Futures (QEP) 5.17% -5.08% font> 300,000
JKI Futures — Etiron 2X Large Prop. 5.03% -37.27% font> 1,000,000
Ramsey Quant Systems — RQSI (QEP) 4.79% -31.66% font> 5,000,000
ITB Capital Advisors — Time Value Trading (QEP) 4.00% -40.49% font> 1,000,000

(Disclaimer: Past performance is not necessarily indicative of future results)

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Attain Alternative Blog
Attain Alternatives Blog is a compilation of thoughts, research, attempts at humor, and more from the team at RCM Alternatives.

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