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(Updated on May 19th 2010)
Review some of the world's top-ranked
Commodity
Trading Advisors (CTA). The report shows the date of
program inception, the AROR: Annualized Rate of Return, the YTD:
Year to Date performance, the WDD: Worst Drawdown & the AUM:
amount of Assets Under Management.
|
CTA Name
|
Inception date
|
AROR
|
YTD |
WDD |
AUM ($M) |
|
1-Man-AHL
(USA) Limited: AHL Diversified Programme |
12/1990 |
15.37% |
5.82% |
-21.15% |
21,100.00 |
|
2-Winton Capital Management Ltd:
Diversified Trading Program
*CLSD* |
10/1997 |
15.62% |
6.17% |
-25.73% |
12,614.96 |
|
3- BlueCrest Capital
Management Ltd: Bluetrend Fund Limited "QEP" |
04/2004 |
19.31% |
10.67% |
-12.56% |
6,000.00 |
|
4-Transtrend B.V
Diversified Trend Program _Enhanced Risk USD |
01/1995 |
16.90% |
7.10% |
-15.15% |
5,095.00 |
|
5-Quantitative Investment
Management,
LLC: Global Program "CLSD"
"QEP" |
10/2003 |
15.56% |
-5.68% |
-9.63% |
4,427.00 |
Glossary
|
Draw down |
A draw down is defined as a
loss of equity from a peak to valley in a single month of period of
consecutive months. |
|
*CLSD* |
These
programs are currently closed to new investments. |
|
*QEP* |
These
programs may only be available to QEP's (Qualified Eligible Persons) as
defined under the (CFTC) Regulation 4.7 |
The information provided here is based on
data we consider reliable but which we do not represent to be accurate or
complete.
Any recommendation contained in this report may not be suitable for
all investors.
Past performance is not indicative of future performance results.
CAPITAL PERFORMANCE S.A
Grand-Chêne 6, 1003 Lausanne -
Switzerland. Phone : +41 21 331 15 50 - Fax +41 21 331 15 25
E-MAIL :
pshama@cperformance.com
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