As a whole, the Managed Futures sector did not perform well in January’s market environment, but that doesn’t mean there weren’t outliers. If we ignore risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in January.
(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 RCM Alternatives 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||Jan||Max DD||Min. Invst.|
|Geosol Capital SMA (QEP)||18.07%||-31.79%||1,000,000|
|Advanced Arbitrage Concepts – Account 2 (QEP)||17.46%||-19.17%||100,000|
|Brandywine Symphony Preferred Fund||10.55%||-70.03%||100,000|
|Altis Partners – Futures Portfolio $ Lead Series||9.49%||-54.25%||100,000|
|QIM Global Fund 3X (QEP)||9.48%||-44.73%||1,000,000|
|CM Capital Markets Bolsa -NS Selection (QEP)||7.16%||-44.92%||132,000|
|Global Vista Advisors – Options (QEP)||5.73%||-21.58%||52,000|
|AIS Capital Management 3X-6X (QEP)||5.64%||-92.18%||5,000,000|
|Progressive Capital Partners Edelweiss Volatility Fund C USD||5.35%||-24.10%||1,000,000|
|Opus Futures – Trading Program||4.91%||-50.62%||100,000|
Article by RCM Alternatives