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 April

 NameReturns
Top overall CTABeann Capital (Honeybee) 15.6%
Top Over $250m CTAIPM Systematic Macro 3.8%
Top $50m-$250m CTAMulvaney Capital Mgmt. (Gl. Markets)9.0%
Top Under $50m CTABeann Capital (Honeybee)15.6%
Top US Mutual FundCampbell Multi-Asset Carry Institutional3.4%
Top Ucits FundQbasis i Trend4.1%

Top 20 CTAs of 2017

ProgramApr 2017. Return (%)YTD Return (%)2016 Return (%)AUM $m
Geosol Capital (Onshore I)5.169.8-18.92
Geosol Capital4.749.6-14.461
GAIA Capital Mgmt (GAIA FX+)9.126.355.622
Alpha Z (Futures Fund)5.523.161.710
Advanced Arbitrage Concepts (Acc't 2)0.621.6-12.97
Vivienne Investissement (Mach 3)1.821.427.95
Superfund Capital Mgmt (Green Gold C)2.216.7-21.66
Quantitative Invest. Mgmt (Gl. 3X)-0.316.156.7401
Whitmore Capital LP3.513.3-1.76
Synergie Partners (Hydra Focused)-1.613.3N/A7
Ring Capital Mgmt (S&P E-Mini)3.212.1-22.04
Taaffeite Capital Mgmt (Growth)0.911.736.416
Glenhaven Capital (Global II)7.511.523.24
Quantica Capl (2X QMF)3.311.116.362
Progressive (Edelweiss K)2.710.522.044
Atonic Gold3.110.251.79
Integra Capital (Investment Fund A)2.89.926.55
M&R Capital1.09.53.63
SandPointe (US Volatility)-0.39.332.433
Opus Futures2.49.2-16.124

Top 40 Largest CTAs

ProgramApr 2017. Return (%)YTD Return (%)AUM $m
Quantitative Invest. Mgmt (Gl. 3X)-0.316.1401
Ramsey Quantitative Systems (GAAF)1.89.2389
IPM Systematic Macro3.88.03620
ADG Systematic Macro Fund Ltd2.76.8500
First Quadrant (Essential Beta)1.46.5338
Doherty (Orion)0.85.7542
Man (AHL Evolution)2.55.35600
Quantitative Invest. Mgmt (Global)-0.15.22186
Quantica Capl (Managed Futures)1.75.1437
Systematica (SAM)1.15.0949
FORT (Global Contrarian LP)1.14.51805
Millburn Ridgefield Corp (Divers.)1.24.52495
PIMCO (PCAF)1.44.21424
Amplitude Capital (Klassik)2.14.2981
Doherty (Compass)0.64.1542
DUNN Capital Mgmt. (WMA)-0.34.01469
Cantab Capital Ptnrs (Core Macro)1.13.81400
FORT (Global Futures)2.83.8922
FORT (Global Diversified LP)3.03.7568
FDO Partners (Gl. Quant. Currency)-0.23.42000
Cantab Capital Ptnrs (Aristarchus)1.43.01900
Amplitude Capital (Dynamic)0.22.7431
Tudor Momentum Fund1.62.4372
First Quadrant (TCA L/S USD)0.82.22344
Splendor Capital (Credence Global)0.81.9422
Lyxor AM (Epsilon Futures USD)1.51.9361
Mondiale Asset Mgmt (Trading 2X)0.51.8548
H2O AM LLP (Force 10 USD)1.01.813030
AlphaParity (Global Premia BB)-0.71.8416
Welton Investment (Global)1.11.6496
Campbell & Co. (CMF)1.51.53142
First Quadrant (TCA L/S USD 2%)0.31.0900
Capital Fund Mgmt (IS Futures)0.80.9904
Mondiale Asset Mgmt (Trading)0.20.8548
Rhicon Currency Mgmt (Strategic)2.40.7625
Doherty (RV Growth)0.20.6524
GCI Asset Mgmt (Systematic Macro)0.90.6400
KeyQuant SAS (Key Trends)2.40.5380
AlphaGen Capital (L/S Agriculture)0.30.5583
Crabel WPD Futures (Class J)0.50.5283

Top 40 Medium sized CTAs

ProgramApr 2017. Return (%)YTD Return (%)AUM $m
Geosol Capital4.749.661
Quantica Capl (2X QMF)3.311.162
First Quadrant (TCA L/S USD 20%)3.69.0237
Capital Fund Mgmt (Discus C USD 2X)0.58.363
Premium Currency (Curr. Plus)0.88.2166
IPM Systematic Currency (A)4.67.7130
Altis Partners (GFP Composite)2.26.7191
Salus Alpha Capital (CAX)1.46.6100
Ortus Capital Mgmt. (Currency Aggr)1.16.5139
Goldman Mgmt (Navigator)0.95.855
Cambridge Strategy (Emerging Mkts)0.75.5106
Tianyou Fund LP1.55.495
LJM Partners (LJM Fund LP)1.75.4197
Tiber Capital (Diversified)0.75.380
van Essen, Emil (MSP)2.64.998
Cambridge Strategy (Asian Mrkts)0.64.351
SCT Capital Mgmt (AQT)1.24.2227
Global Sigma Group (AGSF)1.04.2116
Harvest Volatility Mgmt (LSR)0.54.2172
Eclipse Capital Mgmt. (Gl. Monetary)-0.24.2131
AE Capital (Systematic FX)1.14.1246
EMC Capital Advisor (Alpha)1.54.0127
Millburn (Nestor Ptnrs-Private Client)1.03.9165
CenturionFx Ltd (6X)2.03.8110
First Quadrant (Global Risk GBP A)0.43.7141
EMC Capital Advisors (Alpha Plus)0.73.6145
Salus Alpha Capital (GAX)-0.33.570
Global Sigma Group (Sigma Plus)0.83.4196
Westrock Asset Mgmt (Alpha)2.83.4108
Katonah Capital Partners LLC-0.23.452
Ortus Capital Mgmt (Ko-Zhou FX)0.73.1114
M6 Capital Mgmt (Standard)1.32.9116
Salus Alpha Capital (DMX)-0.42.9150
Mulvaney Capital Mgmt. (Gl. Markets)9.02.860
Higher Moment Opportunities Fund-0.62.8173
Goldenwise (Quant Multi Strat)2.52.8110
Warrington Asset Mgmt (Strategic)0.22.677
Sequoia Capital Fund Mgmt (FX)0.42.3102
Esulep Mgmt LLC (Permo Fund)0.92.2180
Boronia Capital (Risk Premia)0.82.254

Top 40 Small CTAs

ProgramApr 2017. Return (%)YTD Return (%)AUM $m
Geosol Capital (Onshore I)5.169.82
GAIA Capital Mgmt (GAIA FX+)9.126.322
Alpha Z (Futures Fund)5.523.110
Advanced Arbitrage Concepts (Acc't 2)0.621.67
Vivienne Investissement (Mach 3)1.821.45
Superfund Capital Mgmt (Green Gold C)2.216.76
Whitmore Capital LP3.513.36
Synergie Partners (Hydra Focused)-1.613.37
Ring Capital Mgmt (S&P E-Mini)3.212.14
Taaffeite Capital Mgmt (Growth)0.911.716
Glenhaven Capital (Global II)7.511.54
Progressive (Edelweiss K)2.710.544
Atonic Gold3.110.29
Integra Capital (Investment Fund A)2.89.95
M&R Capital1.09.53
SandPointe (US Volatility)-0.39.333
Opus Futures2.49.224
Covenant Capital Mgmt (Tactical)7.19.24
White Indian (Alternative Hedge)3.09.02
Cambridge Strategy (Extended Mkts)1.58.82
First Quadrant (GTAA L/S USD)5.08.53
Buckingham Global Advisors (WEP)1.78.14
Brandywine AM (Symphony Preferred)-7.07.65
Seven Capital Mgmt (BlackSnake)0.37.511
Taaffeite Capital Mgmt (Global Index)0.97.415
Advanced Arbitrage Concepts (Acc't 1)0.27.37
Aleph One Fund Mgmt (Isotropic)1.47.24
Rcube Asset Mgmt (Singularis)1.27.01
Orbits Venture (Risk Sigma 2)1.76.826
Crescent Bay Capital (BVP)1.46.81
Superfund Capital Mgmt (SPC C USD)0.86.88
Fourth Turning Cap. (Renovatio)5.26.68
Bayou City Capital1.66.56
Attain (Spread Trading)1.26.54
Claret Asset Mgmt (Global Multi-Asset)2.46.412
Bluenose Capital Mgmt (BNC EI)1.86.22
GNE (S&P Futures)1.56.211
HB Capital Mgmt (Diversified)1.56.16
LJM Partners (Aggr. Premium Writing)1.86.143
SandPointe (Opportunities)0.36.122

Top Ucits funds

Fund nameApril Ret (%)YTD Ret (%)AuM (€m)
DCM Systm SICAV-SIF-Dvrs Alpha P EUR Acc2.68.516
HSBC Trinkaus Sector Rotation2.27.622
Seven UCITS Seven Absolute Ret Fd EUR-I0.57.018
Ouessant A0.46.718
amandea – ALTRUID HYBRID A0.56.013
EIS Tactical Emerging Exposure I-0.45.8149
Boersenampel Fonds Global R1.45.87
Cyril Systematic I2.95.412
FundLogic Quantica Mgd Futs UCITS B1 EUR1.55.0104
EIS Tactical US & Volatility Exposure I-0.34.8159
FORT Global UCITS Contrarian I EUR1.64.8398
Fort Global UCITS Contrarian B EUR Acc1.64.8398
Diadema Algorithmic Strategy R0.64.66
Windmill Trend Evolution EUR Acc2.24.536
Reverso A1.34.45
Amundi Top Trend T1.64.24
Keynes Dynamic Beta Strategy A EUR1.33.89
Reverso Ex Act-Mde/EUR1.13.85
TriStone UI I0.43.89
Lyxor Epsilon Global Trend I-0.13.5234
Esulep Handelsfonds Plus1.33.21
Valinor Global Equity Alpha UCITS R EUR-0.73.02
GMO Systematic Global Macro EUR-1.62.9645
Man AHL Trend Alternative IN H EUR Acc0.02.5419
Nomura Cross Asst Mom UCITS I EUR-0.32.4263
R4 CTA Trading FI0.12.01
Nordea 1 - Heracles LS MI I BI EUR-0.61.890
GS Alternative Trend Other Ccy Acc EUR H0.01.8155
UniKonzept: Portfolio I-0.41.71209
Lyxor Epsilon Managed Futures A EUR1.41.561
KeyLux Umbrella KeyTrends UCITS I-EUR0.71.524
MontLake Dunn WMA Instl UCITS € Inst B P-0.21.5217
Lazard Dividendes Min Var Abs Return C0.81.44
Lyxor WNT I EUR-0.91.0482
PIMCO GIS TRENDS Mgd FutrsStrInst€ H Acc0.70.9132
Echiquier QME-1.00.8100
Graham Tactical Trend (Fincls) UCITS B €-0.60.6134
Galaxy C EUR-1.60.518
Planetarium Anthilia Grey B EUR-1.10.27
DB Platinum IV Systematic Alpha I1C-E-0.80.21503
PAM Alpha Fund I EUR0.00.257
Rivoli Capital I1.10.023
Pictet Select Global Managed Futs I EUR-0.2-0.130
SMN Diversified Futures Fund1.3-0.157
Salus Alpha Directional Markets R EUR-0.4-0.21
Rivoli International Fund V9 E0.6-0.48
Tungsten TRYCON Basic Invest HAIG C-0.5-0.4144
AQR Mgd Futures UCITS B EUR-1.6-0.6638
SEB Asset Selection C0.1-1.01329
FundLogic MS Long Trm Trends UCITS B EUR-0.9-1.058

Top managed futures mutual funds

Fund nameApril Ret (%)YTD Ret (%)AuM ($m)
Equinox Chesapeake Strategy I0.35.940
Equinox IPM Systematic Macro I3.45.8510
Salient Trend I1.95.742
Campbell Multi-Asset Carry Institutional3.45.215
Superfund Managed Futures Strategy I-1.04.35
Catalyst/Auctos Multi-Strategy I1.74.011
Longboard Managed Futures Strategy I-1.03.8483
Equinox Systematica Macro I2.23.74
Arrow Managed Futures Strategy Instl-0.43.6127
361 Global Managed Futures Strategy I0.13.064
Catalyst Time Value Trading I1.92.94
Equinox MutualHedge Futures Strategy I0.92.8279
Guggenheim Managed Futures Strategy I0.42.058
Campbell Dynamic Trend Institutional0.21.39
Equinox Campbell Strategy I1.21.1461
Grant Park Managed Futures Strategy I-1.11.125
Insignia Macro I0.21.154
GuidePath® Managed Futures Strat Instl-0.50.983
LoCorr Macro Strategies I-0.50.81,013
Goldman Sachs Mngd Futures Strat Instl0.10.7151
Altegris Macro Strategy I1.10.44
Altegris Futures Evolution Strategy I-0.40.4577
LoCorr Long/Short Commodity Strats I-1.20.2110
American Beacon AHL Mgd Futs Strat Instl-0.90.1488
American Beacon AHL Mgd Futs Strat Y-0.90.1488
Natixis ASG Managed Futures Strategy Y-0.7-0.22,983
Rational Dynamic Momentum I-0.3-0.428
Monte Chesapeake Macro Strategies I0.7-0.57
Steben Managed Futures Strategy I-0.9-0.881
Wakefield Managed Futures Strategy I-1.2-0.810
SFG Futures Strategy I0.5-1.026
PIMCO TRENDS Managed Futures Strat Instl0.2-1.2307
361 Managed Futures Strategy I0.1-1.3459
Altegris Managed Futures Strategy I-1.6-1.3182
LoCorr Market Trend I-0.9-1.6848
Equinox Aspect Core Diversified Strat I-1.3-1.832
Abbey Capital Futures Strategy I-0.9-2.4821
AQR Managed Futures Strategy I-2.0-2.912,602
Transamerica Managed Futures Strategy I2-2.3-3.0161
Equinox BH-DG Strategy I-0.3-3.50
AQR Managed Futures Strategy HV I-2.9-4.2709
Altegris GSA Trend Strategy I-3.5-4.753
Credit Suisse Managed Futs Strat I-1.2-5.2222
Aspen Managed Futures Strategy I-2.7-7.0201
Equinox Crabel Strategy I-1.3-7.72
Direxion Idxd Mgd Futures Strat Instl-4.2-12.219