As a whole, Managed Futures had it’s first positive monthly performance in 2017 (+2.24%). There are hundreds of Managed Futures programs out there that are not listed in the SocGen CTA Index; some of them performing well below the average and some performing well above. For those that are looking for the top performers of the month, ignoring risk metrics, RCM’s due diligence, and exclusively sort by returns only, these are the Top 10 programs in February. Click through on the manager and program names to view the their profiles in our database.
Managed Futures
(Disclaimer: past performance is not necessarily indicative of future results. Programs listed 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 | February | Max DD | Min. Invst. |
| Geosol Capital – SMA (QEP) |
23.64% | -31.79% | 1,000,000 |
| Vivienne Investissement, Mach 5 (QEP) | 16.60% | -37.62% | 1,000,000 |
| Brandywine Asset Mgmt, Symphony Preferred (QEP) | 13.68% | -70.03% | 100,000 |
| KeyQuant SAS, Key Trends (QEP) | 11.75% | -19.55% | 10,000,000 |
| QQFund.com LLC, Investment Program 1 (QEP) | 10.80% | -35.81% | 100,000 |
| SteppenWolf Capital LLC, Systematic Intellig (QEP) | 10.00% | -23.28% | 1,000,000 |
| Progressive Capital Partners, Tulip Trend G (QEP) | 9.37% | -35.13% | 1,000,000 |
| Superfund Asset Mgmt. GmbH, Green Silver (QEP) | 9.35% | -36.44% | 20,000 |
| Mulvaney Capital Mgmt. – Global Markets (QEP) | 9.23% | -26.40% | 20,000 |
| Glenhaven Capital – Global II (QEP) | 8.93% | -56.61% | 25,000 |
Article by RCM Alternatives
