Manager performance rankings

1-Barclay LogoCTA Intelligence’s performance tables present a monthly snapshot of the investment returns of the managed futures universe.

The rankings are based on returns self-reported by CTAs and hedge funds with more than $1m in assets, encompassing managed accounts, offshore funds, Ucits and ’40 Act vehicles.

The rankings are compiled by CTA Intelligence using data from BarclayHedge and Morningstar. Some returns are latest estimates at time of publication and may be subject to revision.

The figures published here are for information purposes only and are not to be construed as investment advice. Publication does not constitute an offer or solicitation to buy any program or fund. Past performance is not indicative of future returns.

To include a program in the listings please contact performance@ctaintelligence.com or list your CTA at www.barclayhedge.com.

Top performers in February

 NameReturns
Top overall CTAGeosol Capital23.6%
Top Over $250m CTAKeyQuant (Key Trends) 11.8%
Top $50m-$250m CTAGeosol Capital 23.6%
Top Under $50m CTABrandywine AM (Symphony Preferred) 13.7%
Top US Mutual FundArrow Managed Futures Strategy 5.7%
Top Ucits FundKeyTrends6.7%

Top 20 CTAs of 2017

ProgramFeb 2017. Return (%)YTD Return (%)2016 Return (%)AUM $m
Geosol Capital23.646.0-14.458
Brandywine AM (Symphony Preferred)13.725.736.45
Superfund AM (Green Silver SICAV)9.420.5-12.99
Advanced Arbitrage Concepts (Acc't 2)2.120.0-12.96
Superfund AM (Green Gold SICAV)8.013.7-17.513
Quantitative Invest. Mgmt (Gl. 3X)3.213.056.7385
Vivienne Investissement (Mach 3)7.711.927.95
AIS Capital (3X-6X)5.111.06.216
QQFund.com (Investment Program 1)10.810.6-19.43
Seven Capital Mgmt (BlackSnake)6.98.94.811
Altis Partners (GFP Composite)-1.27.6-27.5193
M&R Capital3.17.53.63
AIS Capital (2X-4X)3.37.43.612
Premium Currency (Curr. Plus)2.87.3-3.7166
Quantica Capl (2X QMF)8.37.216.366
Advanced Arbitrage Concepts (Acc't 1)1.26.8-4.86
Ramsey Quantitative Systems (GAAF)3.76.814.5380
Ring Capital Mgmt (S&P E-Mini)-0.26.6-22.04
Progressive (Edelweiss A)1.26.522.140
Eclipse Capital Mgmt. (Gl. Monetary)7.76.5-8.6146

Top 40 Largest CTAs – 1 month

ProgramFeb 2017. Return (%)YTD Return (%)AUM $m
KeyQuant SAS (Key Trends)11.83.9385
Progressive (Tulip Trend A)9.43.2287
Graham Capital Mgmt (K4D-15V)7.14.52618
Lynx Asset Mgmt (Lynx 1.5 Bermuda)7.03.9466
Cantab Capital Ptnrs (Aristarchus)6.93.32200
FORT (Global Futures)6.93.7666
DUNN Capital Mgmt. (WMA)5.95.31470
Tudor Momentum Fund4.90.2370
Crabel Alpha Terra Adv Trend4.81.7368
Graham Capital Mgmt (K4D-10V)4.73.02618
Lynx Asset Mgmt (Lynx Bermuda)4.72.76254
Graham Capital Mgmt (Tactical Trend A)4.63.06443
FORT (Global Contrarian LP)4.43.81715
Transtrend (DTP/Enhanced Risk - USD)4.42.14099
Quantica Capl (Managed Futures)4.33.3435
Campbell & Co. (CMF)4.31.53287
Lyxor AM (Epsilon Futures USD)4.34.6375
Cantab Capital Ptnrs (Core Macro)4.13.31500
Campbell & Co. (Trend Following)4.01.9328
FORT (Global Diversified LP)3.92.0534
Alder Cap'l (Alder Global 20)3.81.2300
Ramsey Quantitative Systems (GAAF)3.76.8380
ROW Asset Mgmt (Diversified)3.2-0.8779
AlphaParity (Global Premia BB)3.20.8413
Quantitative Invest. Mgmt (Gl. 3X)3.213.0385
Revolution Capital Mgmt (Alpha)3.12.7493
Transtrend (DTP/Standard Risk - EUR)2.91.4730
EMC Capital Advisor (Alpha)2.93.8251
DUNN Capital Mgmt (WMA Institutional)2.92.61470
Man (AHL Div. plc)2.81.418300
Welton Investment (Global Directional)2.82.0472
First Quadrant (Essential Beta)2.74.5332
Kaiser Trading Fund SPC 2X2.7-2.1595
Lyxor Asset Mgmt (Lyxor/WNT)2.71.8593
Millburn Ridgefield Corp (Divers.)2.72.32012
BH-DG Systematic Trading Fund2.61.2311
Capital Fund Mgmt (IS Futures)2.63.4478
Millburn Ridgefield Corp (MMM)2.52.1398
Systematica (SAM)2.33.7830
AlphaSimplex Group (Managed Futures)2.32.33770

Top 40 Largest CTAs – YTD

ProgramFeb 2017. Return (%)YTD Return (%)AUM $m
Quantitative Invest. Mgmt (Gl. 3X)3.213.0385
Ramsey Quantitative Systems (GAAF)3.76.8380
DUNN Capital Mgmt. (WMA)5.95.31470
Lyxor AM (Epsilon Futures USD)4.34.6375
Graham Capital Mgmt (K4D-15V)7.14.52618
First Quadrant (Essential Beta)2.74.5332
Harmonic Capital (Macro 15v)2.14.51700
QMS (Diversified Global Macro)2.34.32720
Quantitative Invest. Mgmt (Global)1.14.32079
Harmonic Capital (Alpha Plus Macro I)2.34.21700
Lynx Asset Mgmt (Lynx 1.5 Bermuda)7.03.9466
KeyQuant SAS (Key Trends)11.83.9385
FORT (Global Contrarian LP)4.43.81715
EMC Capital Advisor (Alpha)2.93.8251
PIMCO (PCAF)-0.23.71421
Systematica (SAM)2.33.7830
FORT (Global Futures)6.93.7666
Capital Fund Mgmt (IS Futures)2.63.4478
Cantab Capital Ptnrs (Aristarchus)6.93.32200
Quantica Capl (Managed Futures)4.33.3435
Cantab Capital Ptnrs (Core Macro)4.13.31500
Progressive (Tulip Trend A)9.43.2287
Harmonic Capital (Macro 10v)1.53.01700
Graham Capital Mgmt (K4D-10V)4.73.02618
Graham Capital Mgmt (Tactical Trend A)4.63.06443
AQR Capital Mgmt (HV Strategy)2.02.94764
FDO Partners (Gl. Quant. Currency)1.72.82001
Revolution Capital Mgmt (Alpha)3.12.7493
Lynx Asset Mgmt (Lynx Bermuda)4.72.76254
DUNN Capital Mgmt (WMA Institutional)2.92.61470
Millburn Ridgefield Corp (Divers.)2.72.32012
AlphaSimplex Group (Managed Futures)2.32.33770
Man (AHL Evolution)1.92.25100
Millburn Ridgefield Corp (MMM)2.52.1398
Premium Currency (Currencies)2.32.1804
Transtrend (DTP/Enhanced Risk - USD)4.42.14099
Welton Investment (Global Directional)2.82.0472
FORT (Global Diversified LP)3.92.0534
Harmonic Capital (Currency 10v)0.32.01700
Campbell & Co. (Trend Following)4.01.9328

Top 40 Medium sized CTAs – 1 month

ProgramFeb 2017. Return (%)YTD Return (%)AUM $m
Geosol Capital23.646.058
Mulvaney Capital Mgmt. (Gl. Markets)9.22.359
KeyQuant SAS (Key Trends 15)8.52.7240
Quantica Capl (2X QMF)8.37.266
Eclipse Capital Mgmt. (Gl. Monetary)7.76.5146
Drury Capital (Diversified)7.05.3244
ROW Asset Mgmt (Diversified 2X)6.4-2.0239
Kelly Angle Inc (Genesis)4.9-1.662
EMC Capital Advisors (Classic)4.73.866
Boronia Capital (Momentum)4.02.756
24FX Global Advisors3.94.592
SMN Diversified Futures Fund (i14)3.72.262
Boronia Capital (Risk Premia)3.71.556
Cambridge Strategy (Emerging Mkts)3.43.7122
Goldman Mgmt (Navigator)3.44.956
Salus Alpha Capital (DMX)3.35.4150
Rivoli Fund Mgmt. (Int'l. Fund)3.2-2.855
Harvest Volatility Mgmt (LSR)3.14.1172
SCT Capital Mgmt (AQT)3.12.8226
Amplitude Capital (Adagio)2.91.678
Premium Currency (Curr. Plus)2.87.3166
Angle Capital Mgmt (AIP)2.7-5.351
Millburn (Nestor Ptnrs-Private Client)2.72.1161
IPM Systematic Currency (A)2.7-1.9124
Metzler Asset (Nordea 1 L/S MI AI)2.42.597
Eagle Trading Systems (EQM)2.40.5198
Rabar Market Research (Diversified)2.3-0.357
Capital Fund Mgmt (Discus C USD 2X)2.24.561
First Quadrant (Global Risk GBP A)2.23.3134
Cambridge Strategy (Asian Mrkts)2.21.970
Salus Alpha Capital (CAX)2.24.3100
Chesapeake Capital Corp. (Divers.)1.83.1203
Tarpon Trading (FX-2X)1.60.5110
Salus Alpha Capital (GAX)1.61.170
Aspect (Core Diversified)1.61.3184
Vail Trading & Research (Mosaic)1.60.1119
Quest (Tracker Index - QTI)1.5-1.673
Boronia Capital (Risk Premia Plus)1.4-2.355
Rotella Capital (Polaris)1.4-2.562
Revolution Capital Mgmt (Mosaic Inst.)1.30.0199

Top 40 Medium sized CTAs – YTD

ProgramFeb 2017. Return (%)YTD Return (%)AUM $m
Geosol Capital23.646.058
Altis Partners (GFP Composite)-1.27.6193
Premium Currency (Curr. Plus)2.87.3166
Quantica Capl (2X QMF)8.37.266
Eclipse Capital Mgmt. (Gl. Monetary)7.76.5146
Salus Alpha Capital (DMX)3.35.4150
Drury Capital (Diversified)7.05.3244
Goldman Mgmt (Navigator)3.44.956
Capital Fund Mgmt (Discus C USD 2X)2.24.561
24FX Global Advisors3.94.592
Salus Alpha Capital (CAX)2.24.3100
Harvest Volatility Mgmt (LSR)3.14.1172
EMC Capital Advisors (Classic)4.73.866
Cambridge Strategy (Emerging Mkts)3.43.7122
First Quadrant (Global Risk GBP A)2.23.3134
Chesapeake Capital Corp. (Divers.)1.83.1203
SCT Capital Mgmt (AQT)3.12.8226
Boronia Capital (Momentum)4.02.756
Tianyou Fund LP1.02.7117
KeyQuant SAS (Key Trends 15)8.52.7240
Metzler Asset (Nordea 1 L/S MI AI)2.42.597
Independent View (IV Quant)-1.02.450
Mulvaney Capital Mgmt. (Gl. Markets)9.22.359
SMN Diversified Futures Fund (i14)3.72.262
Global Sigma Group (AGSF)1.02.1112
Millburn (Nestor Ptnrs-Private Client)2.72.1161
Ortus Capital Mgmt. (Currency Aggr)-0.32.0134
van Essen, Emil (MSP)0.21.987
Cambridge Strategy (Asian Mrkts)2.21.970
Global Sigma Group (Sigma Plus)0.81.8193
Sequoia Capital Fund Mgmt (FX)-0.61.7101
Amplitude Capital (Adagio)2.91.678
Systematic Alpha Futures Fund Ltd (B)0.31.6108
Boronia Capital (Risk Premia)3.71.556
Jaguar Investments (ULTRO)0.31.479
Aspect (Core Diversified)1.61.3184
LJM Partners (Aggr. Premium Writing)-1.61.359
Ortus Capital Mgmt (Ko-Zhou FX)-0.21.2109
Salus Alpha Capital (GAX)1.61.170
LJM Partners (LJM Fund LP)-1.20.9185

Top 40 Small CTAs – 1 month

ProgramFeb 2017. Return (%)YTD Return (%)AUM $m
Brandywine AM (Symphony Preferred)13.725.75
QQFund.com (Investment Program 1)10.810.63
Superfund AM (Green Silver SICAV)9.420.59
Mulvaney Global Markets Fund LLC9.22.24
Glenhaven Capital (Global II)8.93.44
Altis Partners (PureTrend)8.1-0.14
Superfund AM (Green Gold SICAV)8.013.713
Vivienne Investissement (Mach 3)7.711.95
Covenant Capital Mgmt (Optimal)7.0-5.53
FTC Capital (Trend Select)6.9-0.511
Seven Capital Mgmt (BlackSnake)6.98.911
District Capital Mgmt. (Divers.)6.0-12.51
IDS Capital (F&F Systematic-B)5.50.84
EMC Capital Advisors (Financial)5.24.414
AIS Capital (3X-6X)5.111.016
Solaise Capital Mgmt (Systematic S)5.04.435
Quality Capital Mgmt (Global Div.)4.73.324
Sector Arc Advisors (Global Lean Hog)4.68.81
Demeter Capital Mgmt (Livestock)4.54.613
Dimacos Capital (Diversified)4.52.52
Transtrend (DTP/Enhanced Risk - JPY)4.42.39
Superfund AM (Green USD SICAV)4.44.739
Niederhoffer, R.G. (Total Return)4.3-0.74
Superfund AM (Green EUR SICAV)4.34.334
Claret Asset Mgmt (Global Multi-Asset)4.23.212
Quantica Capl (1X QMF)4.23.926
Reformation Technologies Fund LP4.23.227
Tomas Capital Australia (GCAF)4.23.61
Quality Capital Mgmt (AFP)4.10.54
Novus Investments (Precious Commod)4.06.13
Spring Valley (Tactical Trend)4.00.040
Majestic Asset Mgmt (Gl Diversified)3.90.624
EMC Capital Advisors (Alpha Plus)3.84.822
Talenta Capital (Diversified)3.82.51
CNV Capital Management3.80.71
FTC Capital (Classic)3.51.434
Altis Partners (Global Trend)3.4-4.845
Westphal Trading (Diversified)3.40.90
Capricorn Strategies (Trend II Divers)3.43.71
AIS Capital (2X-4X)3.37.412

Top 40 Small CTAs – YTD

ProgramFeb 2017. Return (%)YTD Return (%)AUM $m
Brandywine AM (Symphony Preferred)13.725.75
Superfund AM (Green Silver SICAV)9.420.59
Advanced Arbitrage Concepts (Acc't 2)2.120.06
Superfund AM (Green Gold SICAV)8.013.713
Vivienne Investissement (Mach 3)7.711.95
AIS Capital (3X-6X)5.111.016
QQFund.com (Investment Program 1)10.810.63
Gander Capital (Multi-Strategy)-7.510.11
Seven Capital Mgmt (BlackSnake)6.98.911
Sector Arc Advisors (Global Lean Hog)4.68.81
M&R Capital3.17.53
AIS Capital (2X-4X)3.37.412
Global Advisory Ptnrs (KONA)3.17.10
Advanced Arbitrage Concepts (Acc't 1)1.26.86
Vision Capital Mgmt (Multi-Strategy)1.26.71
Ring Capital Mgmt (S&P E-Mini)-0.26.64
Progressive (Edelweiss A)1.26.540
Novus Investments (Precious Commod)4.06.13
First Quadrant (BRC)0.95.743
Brandywine AM (Symphony)3.05.322
SandPointe (US Volatility)-0.55.222
Bluenose Capital Mgmt (BNC CL)2.65.10
Capital Fund Mgmt (Discus E EUR 2X)2.35.10
Red Oak Comm. Advisors2.35.128
EMC Capital Advisors (Alpha Plus)3.84.822
Demeter Capital Mgmt (Livestock)4.54.613
EMC Capital Advisors (Financial)5.24.414
Solaise Capital Mgmt (Systematic S)5.04.435
Linnis (ONE, LP)-0.24.310
Superfund AM (Green EUR SICAV)4.34.334
Jones & Co (High Sierra Diamond)3.34.21
Integra Capital (Investment Fund A)1.04.25
Buckingham Global Advisors (WEP)2.04.03
Alpha Captl Ventures(Alpha Global)3.24.00
Howards' Hog Fund1.44.00
Diamond Capital Mgmt. (Enhanced S&P)2.53.910
Quantica Capl (1X QMF)4.23.926
HB Capital Mgmt (Diversified)1.43.86
White Indian (Alternative Hedge)1.63.72
Capricorn Strategies (Trend II Divers)3.43.71

Top 50 Ucits funds – YTD

NameFeb return (%)YTD return (%)AuM (€m)
Seven UCITS Seven Absolute Ret Fd EUR-I6.36.118
DCM Systm SICAV-SIF-Dvrs Alpha P EUR Acc5.65.715
Lyxor Epsilon Global Trend I4.95.2237
Valinor Global Equity Alpha UCITS R EUR2.44.42
Lyxor Epsilon Managed Futures B EUR Acc4.24.468
Diadema Algorithmic Strategy R3.64.36
Galaxy C EUR4.34.118
Ouessant A2.63.917
EIS Tactical US & Volatility Exposure I2.23.9138
GMO Systematic Global Macro EUR1.63.9609
amandea – ALTRUID HYBRID A3.63.813
Man AHL Trend Alternative IN H EUR Acc2.73.8360
FORT Global UCITS Contrarian I EUR4.33.6400
Fort Global UCITS Contrarian B EUR Acc4.33.6400
Cyril Systematic I6.53.212
KeyLux Umbrella KeyTrends UCITS I-EUR6.73.025
Boersenampel Fonds Global I1.62.78
FundLogic Quantica Mgd Futs UCITS I EUR3.32.7103
Keynes Dynamic Beta Strategy A EUR3.02.69
GAM Star Systm Dvrs Macro Inst EUR Acc3.52.54
HSBC Trinkaus Sector Rotation2.52.521
Nordea 1 - Heracles LS MI I BI EUR2.42.590
Graham Tactical Trend (Fincls) UCITS B €3.62.5132
FundLogic MS Lynx UCITS I EUR4.52.4205
MontLake Dunn WMA Instl UCITS € Inst B P2.92.4203
AQR Mgd Futures UCITS B EUR1.12.3559
Amundi Top Trend T2.32.14
UniKonzept: Portfolio I1.72.01195
Windmill Trend Evolution EUR Acc1.92.033
Lyxor WNT I EUR3.02.0471
Planetarium Anthilia Grey B EUR0.31.98
SMN Diversified Futures Fund3.51.859
Reverso A0.01.65
GS Alternative Trend Other Ccy Acc EUR H2.21.5155
Pictet Select Global Managed Futs I EUR3.01.536
Aspect Diversified Trends C EUR Instl1.51.4333
Superfund Green Q-AG2.81.336
Reverso Ex Act-Mde/EUR-0.21.35
Winton Diversified (Lux) B EUR Acc0.81.213
DB Platinum IV Systematic Alpha I1C-E2.41.11659
Echiquier QME1.51.099
R4 CTA Trading FI-0.71.02
Nomura Cross Asst Mom UCITS S EUR1.70.7245
TriStone UI I1.40.79
Tungsten TRYCON Basic Invest HAIG C0.10.7144
Nomura Cross Asst Mom UCITS I EUR1.70.7245
Garraway Financial Trends A USD Acc0.90.718
PIMCO GIS TRENDS Mgd FutrsStrInst€ H Acc1.30.5136
Salus Alpha Directional Markets R EUR0.30.41
Lazard Dividendes Min Var Abs Return C1.10.34

Top 50 Managed futures mutual funds – YTD

NameFeb Return (%)YTD Return (%)AuM ($bn)
Equinox Chesapeake Strategy I3.35.553
Salient Trend I4.15.543
Monte Chesapeake Macro Strategies I3.15.230
Arrow Managed Futures Strategy Instl5.75.0126
Longboard Managed Futures Strategy I3.04.3479
Superfund Managed Futures Strategy I3.23.25
AQR Managed Futures Strategy HV I1.72.9759
LoCorr Market Trend I4.62.8977
Rational Dynamic Momentum I1.92.817
LoCorr Managed Futures Strategy I3.62.8947
Grant Park Managed Futures Strategy I4.32.629
GuidePath® Managed Futures Strat Instl2.42.684
Natixis ASG Managed Futures Strategy Y2.22.33101
Transamerica Managed Futures Strategy I21.12.0169
AQR Managed Futures Strategy I1.11.812965
Altegris Managed Futures Strategy I2.61.8173
Guggenheim Managed Futures Strategy I3.91.7109
Altegris Futures Evolution Strategy I2.81.7598
Steben Managed Futures Strategy I2.81.586
Catalyst/Auctos Multi-Strategy I2.31.512
Hatteras Managed Futures Strat Instl3.61.425
361 Global Counter-Trend I0.71.255
Equinox Campbell Strategy I4.11.1508
American Beacon AHL Mgd Futs Strat Instl2.70.9493
Campbell Dynamic Trend Institutional1.80.99
American Beacon AHL Mgd Futs Strat Y2.60.8493
Equinox MutualHedge Futures Strategy I3.10.7284
State Street/Ramius Mgd Futs Strat I1.10.750
Insignia Macro I1.20.653
Goldman Sachs Mngd Futures Strat Instl0.60.5159
Abbey Capital Futures Strategy I2.50.4836
Equinox Aspect Core Diversified Strat I1.30.432
Catalyst Time Value Trading I-0.50.44
LoCorr Long/Short Commodity Strats I-1.60.2118
Altegris Macro Strategy I0.10.127
Equinox Systematica Macro I0.90.16
Equinox BH-DG Strategy I2.70.01
Altegris GSA Trend Strategy I0.00.03
361 Managed Futures Strategy I0.1-0.2493
Wakefield Managed Futures Strategy I0.7-0.315
PIMCO TRENDS Managed Futures Strat Instl1.0-0.5314
SFG Futures Strategy I1.0-0.926
Aspen Managed Futures Strategy I-0.1-1.1227
Campbell Multi-Asset Carry Institutional1.2-1.514
Equinox IPM Systematic Macro I0.2-1.7499
Nuveen Gresham L/S Cmdty Strat I0.8-2.26
Credit Suisse Managed Futs Strat I0.8-2.2198
AlphaCentric/IMFC Managed Futs Strat I-2.1-3.62
Equinox Crabel Strategy I-1.5-6.62
Princeton Futures Strategy I-3.5-6.812