Top Managed Futures Program Returns 88% In 2014

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Ten of the Best Managed Futures Programs of 2014 by Attain Capital

We’ve been talking about Managed Futures 2014 performance a bit in this space… after it took 2nd place in the 2014 Asset Class Scoreboard (beating out the ever so popular U.S. Stock asset class).

But managed futures investors typically don’t invest in the asset class, they invest in managed futures programs (and funds). They invest in real managers doing real trades with real money. Which brings us to… the top such managers (by returns only) last year. Now, some of these yearly numbers will make you look twice, they sure did for us.  And we will make sure to say that one year’s performance doesn’t make a track record. It’s just as important, if not more so, to look at risk metrics like the all time maximum drawdown we list below, and to see how the program does year over year on a risk adjusted basis. But, these are some impressive yearly numbers, so we’ll give some credit where credit is due.

(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 2014 2014 ROR Max DD Min. Invst.
Purple Valley Capital – Diversified Trend 88.58% -49.34% 1,000,000
Dreiss Research Corp. (QEP) 85.89% -51.44% 1,000,000
Mulvaney Capital — Global Markets (QEP) 67.37% -45.02% 10,000,000
Silicon Valley Quantitative — UQP Small 65.80% -41.61% 200,000
Tactical Investment — Instl. Comm. (QEP) 50.06% -41.51% 10,000,000
Somers Brothers Capital — Diversified Futures 49.49% -33.56% 800,000
Schindler Capital — Daily Advantage 48.98% -41.49% 100,000
KeyQuantSAS — Key Trends (QEP) 46.19% -19.15% 10,000,000
Southwest Mngd — Global Diversified 44.94% -32.79% 200,000
Ancile Capital — Global Markets 42.75% -16.18% 1,000,000

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

P.S. — If we didn’t have that 3yr track record min requirement, this program’s +200% annual return would’ve been at the top.

P.P.S. — While December seems all but a memory, we would be remiss if we didn’t mention the the top 10 list for the month gone by, as we’ve done all year. Here’s December’s winners:

Top 10 CTA’s of December Dec. ROR Max DD Min. Invst.
Futures Trade AG – Swing Trading 14.60% -29.15% 250,000
Westphal Trading — Trend Following 10.00% -26.10% 500,000
Tactical Investment — Instl. Comm. (QEP) 9.92% -41.51% 10,000,000
Mulvaney Capital — Global Markets (QEP) 9.05% -45.02% 10,000,000
QMS Capital — Global Macro (QEP) 8.73% -11.27% 25,000,000
Mark J. Walsh & Company – Standard 8.65% -43.04% 2,000,000
Hyman Beck & Company — Global (QEP) 8.50% -33.24% 1,000,000
Vail Trading — Mosaic 8.40% -20.98% 4,000,000
Silicon Valley Quantitative — UQP Small 8.06% -41.61% 200,000
MN Xenon — Managed Futures 2X (QEP) 7.56% -35.04% 2,000,000

(Disclaimer: Past performance is not necessarily indicative of future results)
Image Courtesy: CFA Institute

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