2017 SHORTLIST |
Category |
Firm |
Fund |
Best diversified CTA under $500m | Quest Partners | AlphaQuest Original |
Archimedes Fund Management | Archimedes Capital Group | |
Glendorn Capital Management | Diversified Short-Term Trading Strategy | |
NuWave Investment Management | NuWave Combined Futures Portfolio | |
Revolution Capital Management | Revolution Alpha Program | |
RQSI (Ramsey Quantitative Systems) | RQSI GAA Systematic Global Macro | |
Crabel Capital Management | WPD Crabel Futures Program | |
Best diversified CTA over $500m | Crabel Capital Management | Crabel Multi-Product 1.5X |
Episteme Capital Partners (US) | Episteme's Systematic Quest Portfolio Company | |
FORT LP | FORT Global Contrarian | |
The Millburn Corporation | Millburn Diversified Program | |
Jefferies Investment Advisers | The Jefferies Managed Futures Fund | |
Welton Investment Partners | Welton Global Directional Portfolio (GDP) | |
Best specialised CTA | Aventis Asset Management | Aventis Diversified Commodity Strategy |
Diamond Capital Management | Diamond Capital Enhanced S&P Program | |
Emil van Essen | Emil van Essen Spread Trading Program Limited | |
Protec Energy Partners | ET1 | |
GalNet Asset Management | GalNet Alpha Fund | |
Greenwave Capital Management | Greenwave Flagship Plus | |
Trigon Investment Advisors | Trigon Discretionary Macro Program | |
Typhon Capital Management | Vulcan Metals Strategy | |
Best CTA long term performance under $500m (5 years) | Diamond Capital Management | Diamond Capital Enhanced S&P Program |
GalNet Asset Management | GalNet Alpha Fund | |
Global Sigma Group | Global Sigma Plus | |
LJM Partners | LJM Aggressive Strategy | |
Revolution Capital Management | Revolution Alpha Program | |
RQSI (Ramsey Quantitative Systems) | RQSI GAA Systematic Global Macro | |
Trigon Investment Advisors | Trigon Discretionary Macro Program | |
Crabel Capital Management | WPD Crabel Futures Program | |
Best CTA long term performance over $500m (5 years) | Man Group | AHL Evolution Programme |
Campbell & Company | Campbell Managed Futures Portfolio | |
FORT LP | FORT Global Contrarian | |
QMS Capital Management | QMS Diversified Global Macro Strategy | |
Welton Investment Partners | Welton Global Directional Portfolio (GDP) | |
Dunn Capital Management | World Monetary & Agriculture (WMA) Program | |
Best emerging CTA | EMC Capital Advisors | Alpha Plus Program |
Crabel Capital Management | Crabel AlphaTerra Advanced Trend | |
Global Sigma Group | Global Sigma BondVol LP | |
Tyche Capital Advisors | Institutional Spreads Program | |
Linnis | Linnis ONE | |
NuWave Investment Management | NuWave Matrix Portfolio | |
Spring Valley Asset Management | SVAM Tactical Trend Portfolio | |
Best newcomer CTA | Beachhead Capital Management | Beachhead Managed Futures Dynamic Beta |
County Cork | County Cork Acclivity Program | |
Bighorn Capital Partners | Denali | |
Dynamica Global Investments | Dynamica Energy Trading | |
Global Sigma Group | Global Sigma BondVol LP | |
Abingdon Global | Macro Catalyst Driven Program | |
Best risk adjusted returns under $500m | Archimedes Fund Management | Archimedes Capital Group |
Emil van Essen | Emil van Essen Spread Trading Program | |
Episteme Capital Partners (US) | Episteme's Systematic Quest Portfolio Company | |
Intex Capital | Intex Covered Options | |
LJM Partners | LJM Aggressive Strategy | |
The Millburn Corporation | Millburn Multi-Markets Program | |
NuWave Investment Management | NuWave Equity Enhanced Portfolio | |
Revolution Capital Management | Revolution Alpha Program | |
Best risk adjusted returns over $500m | Crabel Capital Management | Crabel Multi-Product 1.5X |
FORT | FORT Global Contrarian | |
The Millburn Corporation | Millburn Diversified Program | |
Welton Investment Partners | Welton Global Directional Portfolio (GDP) | |
Dunn Capital Management | World Monetary & Agriculture (WMA) Program | |
Best managed futures mutual fund | Altegris | Altegris Futures Evolution Strategy Fund |
Arrow Funds | Arrow Managed Futures Strategy Fund | |
Campbell & Company | Equinox Campbell Strategy Fund | |
Equinox Funds | Equinox Chesapeake Strategy Fund | |
Grant Park | Grant Park Managed Futures Strategy Fund | |
Hatteras Funds | Hatteras Managed Futures Strategy Fund | |
LoCorr Funds | LoCorr Managed Futures Strategy Fund | |
Best options strategy | Global Sigma Group | AGSF |
Archimedes Fund Management | Archimedes Capital Group | |
Protec Energy Partners | ET1 | |
Financial Investments | Financial Commodity Investments | |
GalNet Asset Management | GalNet Alpha Fund | |
LJM Partners | LJM Aggressive Strategy | |
Best ag strategy | Kottke Associates | Chelsea Creek |
Chaika Trading | Commodity Carry Program | |
Red Rock Capital | Commodity Long-Short | |
M6 Capital Management | M6 Capital Management Standard Program | |
NuWave Investment Management | NuWave Commodity Value Portfolio | |
County Cork | The County Cork AG Long / Short | |
Best discretionary manager | Aventis Asset Management | Aventis Diversified Commodity Strategy |
Emil van Essen | Emil van Essen Spread Trading Program | |
Protec Energy Partners | ET1 | |
GalNet Asset Management | GalNet Alpha Fund | |
Greenwave Capital Management | Greenwave Flagship Plus | |
M6 Capital Management | M6 Capital Management Standard Program | |
Sandpiper Asset Management | Sandpiper Global Macro Program | |
Typhon Capital Management | Vulcan Metals Strategy | |
Best trend-follower over $500m | Man Group | AHL Evolution Programme |
Campbell & Company | Campbell Managed Futures Portfolio | |
Crabel Capital Management | Crabel AlphaTerra Advanced Trend | |
Dunn Capital Management | World Monetary & Agriculture (WMA) Program | |
Best trend-follower under $500m | Diamond Capital Management | Diamond Capital Enhanced S&P Program |
Equinox Funds | Equinox Chesapeake Strategy Fund | |
Glenhaven Capital | Glenhaven Global II | |
NuWave Investment Management | NuWave Equity Enhanced Portfolio | |
Abraham Trading Company | Salem 2X Fund | |
Sandpiper Asset Management | Sandpiper Global Macro Program | |
Welton Investment Partners | Welton Global Trend Following Portfolio (GTF) | |
Best short-term trader over $250m | Quest Partners | AlphaQuest Original |
Crabel Capital Management | Crabel Multi-Product 1.5X | |
Revolution Capital Management | Revolution Alpha Program | |
Jefferies Investment Advisers | The Jefferies Managed Futures Fund | |
Best short-term trader under $250m | Conquest Capital | Conquest Macro Fund |
Glendorn Capital Management | Diversified Short-Term Trading Strategy | |
GalNet Asset Management | GalNet Alpha Fund | |
Global Sigma Group | Global Sigma Plus | |
STRM Capital Management | STRM Capital Fund | |
Typhon Capital Management | Vulcan Metals Strategy | |
Best investable CTA index | Aspen Partners | Aspen Managed Futures Strategy Fund |
Auspice Capital Advisors | Auspice Managed Futures (Excess Return) Index | |
Quest Partners | Quest Tracker Index (QTI) | |
Best multi-manager fund | Altegris | Altegris Futures Evolution Strategy Fund |
Altegris | Altegris Managed Futures Strategy Fund | |
Efficient Capital | EDF Class S | |
Equinox Funds | Equinox MutualHedge Futures Strategy Fund | |
LoCorr Funds | LoCorr Managed Futures Strategy Fund | |
Systematic macro | Blue Sky Hedge Funds | Dynamic Macro |
Equinox Funds | Equinox IPM Systematic Macro Fund | |
QMS Capital Management | QMS Diversified Global Macro Strategy | |
Ramsey Quantitative Systems | RQSI GAA Systematic Global Macro | |
SECOR Capital Advisors | SECOR Alpha Fund, LP |