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Current Monthly Performance * All Options *
Ranked by YTD Return
For Traders Reporting Results as of
Wednesday, February 22, 2012
May not be reprinted without permission -
Click on column headings to sort
Rank |
Manager | YTD Return | Last Monthly Return | Current Drawdown | Calmar Ratio | Sharpe Ratio | Assets Under Mgt Millions |
|---|---|---|---|---|---|---|---|
1 | Protec Energy Partners LLC ET1 | 9.76% | 9.76% | 0.80 | 2.48 | ||
2 | White River Group Diversified Option Writing | 5.77% | 5.77% | 2.12 | 0.46 | 13.76 | |
3 | Ace Investment Strategists Stock Index Premium Collection (SIPC) | 5.00% | 5.00% | -74.69% | -0.12 | 0.12 | 6.30 |
4 | Ace Investment Strategists Energy Sector Hybrid Approach (ESHA) | 4.90% | 4.90% | 0.47 | 4.50 | ||
5 | Opthedge Advisors LLC Diversified Options & Futures Trading | 4.66% | 4.66% | 7.96 | 0.89 | 5.44 | |
6 | LJM Partners, Ltd Aggressive Strategy | 4.61% | 4.61% | -22.45% | 0.42 | 0.21 | 35.00 |
7 | Crescent Bay Capital Management, Inc. Premium Stock Index Program | 4.40% | 4.40% | -7.27% | 0.18 | 0.12 | 0.66 |
8 | Ace Investment Strategists Stock Index Hybrid Approach (SIHA) | 4.30% | 4.30% | -44.39% | -0.04 | 0.07 | 11.30 |
9 | LJM Partners, Ltd Moderately Aggressive Strategy | 4.06% | 4.06% | -5.77% | 0.50 | 0.26 | 89.00 |
10 | Ace Investment Strategists Stock Index Premium Collection (SIPC) Institutional | 4.00% | 4.00% | -67.63% | -0.09 | -0.04 | 2.10 |
11 | White River Group Stock Index Option Writing | 3.79% | 3.79% | 0.75 | 0.29 | 0.85 | |
12 | Ace Investment Strategists Aggressive Stock Index Premium Collection (ASIPC) Inst | 3.60% | 3.60% | -52.84% | 0.03 | -0.01 | 0.50 |
13 | Ace Investment Strategists Aggressive Stock Index Premium Collection (ASIPC) | 3.60% | 3.60% | -69.93% | -0.13 | -0.07 | 0.80 |
14 | Kingsview Management LLC KV Theta - Stock Index Strategy | 3.59% | 3.59% | -27.61% | -0.02 | 0.02 | 5.58 |
15 | Devon Group Devon Program | 3.30% | 3.30% | 0.95 | 0.10 | ||
16 | Ace Investment Strategists Diversified Premium Collection (DPC) | 2.90% | 2.90% | -79.33% | -0.03 | -0.05 | 4.20 |
17 | Ace Investment Strategists Diversified Commodity Program (DCP) | 2.90% | 2.90% | -45.29% | -0.02 | 9.00 | |
18 | Diamond Capital Mgt Enhanced S&P Program (Proprietary) | 2.81% | 2.81% | 0.42 | 0.63 | ||
19 | Diamond Capital Mgt Enhanced S&P Program (Client) | 2.79% | 2.79% | 0.28 | 1.09 | ||
20 | Cervino Capital Management LLC Gold Covered Call Writing | 2.22% | 2.22% | -0.75% | 0.22 | 2.49 | |
21 | Reynoso Asset Mgt, LLC ROA Small Accounts Program | 2.21% | 2.21% | -21.61% | 0.11 | 1.60 | |
22 | Diamond Capital Mgt Stock Index Options Program (P) | 2.20% | 2.20% | 0.52 | 0.14 | 0.20 | |
23 | Pukula & Co YOOF Program | 2.20% | 2.20% | 0.12 | 0.11 | ||
24 | Censura Futures Mgt, LLC Technical Entry Option Writing Program | 2.07% | 2.07% | -35.25% | 0.07 | 0.13 | 2.94 |
25 | Kingsview Management LLC KV Theta - Multi-Market Method | 1.96% | 1.96% | -24.61% | -0.21 | 0.23 | |
26 | Crescent Bay Capital Management, Inc. Balanced Volatility Program | 1.77% | 1.77% | -7.77% | 0.19 | 0.13 | 5.04 |
27 | Ace Investment Strategists Multi-Market Hybrid Approach (MMHA) | 1.40% | 1.40% | 0.59 | 6.60 | ||
28 | Bluenose Capital Management, LLC BNC EI Program | 1.39% | 1.39% | -0.27% | 3.02 | 0.55 | 2.10 |
29 | Harbor Financial, LLC MAP Small Accounts | 1.30% | 1.30% | 0.12 | 0.38 | ||
30 | Global Sigma Group Plus Program | 1.26% | 1.26% | 1.60 | 19.50 | ||
31 | GLOBIVEST, LLC Alpha Program | 1.19% | 1.19% | -0.61% | 0.48 | 0.59 | |
32 | Opes Capital Group, LLC Capital Trading Program | 1.07% | 1.07% | 0.85 | 4.87 | ||
33 | LJM Partners, Ltd Preservation & Growth Program | 1.01% | 1.01% | 0.95 | 0.29 | 42.00 | |
34 | GrowthPoint Investments LLC Index Condor (Large) | 0.96% | 0.96% | -26.98% | -0.10 | 0.07 | 0.38 |
35 | GrowthPoint Investments LLC GEMS Diversified | 0.96% | 0.96% | -21.36% | -0.19 | 0.38 | |
36 | Bluenose Capital Management, LLC BNC BI Program | 0.92% | 0.92% | 3.60 | 0.65 | 2.00 | |
37 | Newport Private Capital, LLC Optimum Income Program | 0.65% | 0.65% | 8.72 | 0.90 | 33.87 | |
38 | Reynoso Asset Mgt, LLC Options Arbitrage Program | 0.52% | 0.52% | -9.50% | 0.25 | 0.17 | 31.16 |
39 | Harbor Financial, LLC MAP Large Accounts | 0.50% | 0.50% | 1.12 | 0.19 | 2.00 | |
40 | Harbor Financial, LLC Harbor Assets, LLC | 0.50% | 0.50% | 1.88 | 0.33 | 5.50 | |
41 | Shield Plus LLC Natural Gas | 0.29% | 0.29% | -65.10% | -0.38 | 0.08 | 0.30 |
42 | Esulep LLC Max Permo Investment Program | 0.29% | 0.29% | 1.40 | 0.61 | 19.20 | |
43 | Cervino Capital Management LLC Diversified Options Strategy 1X | 0.05% | 0.05% | 0.29 | 0.13 | 1.42 | |
44 | Cervino Capital Management LLC Diversified Options Strategy 2X | 0.00% | -0.61% | 0.18 | 0.08 | 1.84 | |
45 | Beryl Investment Group, LLC Commodity Interests Nominal Discretionary System | -0.01% | -0.01% | -0.46% | 0.58 | 0.18 | 3.21 |
46 | Financial Commodity Investments (FCI) FX Premium Prg (FXPP) (Client) | -0.33% | -0.33% | -4.58% | -0.18 | 0.09 | |
47 | Financial Commodity Investments (FCI) FX Premium Prg (FXPP) (Prop) | -0.33% | -0.33% | -0.95% | -0.05 | 0.00 | |
48 | Clarity Capital Management, LLC The Clarity Program | -0.57% | -0.57% | -28.09% | -0.04 | 0.34 | |
49 | Cypress Capital Management, LLC Classic Program (P) | -0.76% | -0.76% | -8.23% | 0.24 | 0.20 | 36.50 |
50 | Liberty Funds Group, Inc. Diversified Options Strategy | -1.10% | -1.10% | -24.92% | -0.10 | -0.12 | 11.20 |
51 | Conservative Concept AG CC Athena OS Fund Ltd - Institutional Euro Class | -1.67% | -1.67% | -3.53% | -0.15 | 0.09 | 8.20 |
52 | Conservative Concept AG CC Athena OS Fund Ltd - Retail Euro Class | -1.80% | -1.80% | -7.11% | -0.27 | -0.01 | 0.14 |
53 | Icarus Capital MAP | -5.16% | -5.16% | -5.16% | 0.24 | 1.18 | |
54 | Financial Commodity Investments (FCI) Option Selling Strategy (Client) | -5.99% | -5.99% | -51.59% | -0.17 | 0.11 | 5.48 |
55 | Clinamen Financial Group LLC Volatility Arbitrage Program | -5.99% | -5.99% | -57.10% | -0.34 | 0.41 | |
56 | Financial Commodity Investments (FCI) Credit Premium Program (Client) | -6.29% | -6.29% | -16.00% | 0.20 | 0.08 | 22.67 |
57 | K&Q Futures, Inc. Option Select Strategy (P) | -6.43% | -6.43% | -72.21% | -0.14 | 0.06 | 0.06 |
58 | AFB LLC Multi-4 Options Prg | -6.53% | -6.53% | -26.07% | -0.04 | 0.05 | |
59 | K&Q Futures, Inc. Option Select Strategy (C) | -9.57% | -9.57% | -83.37% | -0.07 | 0.05 | |
60 | AFB LLC FortyEighters Gold Options Program | -9.95% | -9.95% | -45.96% | 0.06 | 1.09 | |
61 | AFB LLC Gold Premium Program | -16.03% | -16.03% | -43.94% | -0.06 | 0.06 |
Copyright © 2008 Managed
Capital Advisory Group | | 846 Peach Lake Road (Route 121), North Salem, NY
10560 |
Telephone: 914-669-9820 | Toll
Free: 877-777-7181| Fax: 914-669-9819 | info@managedcap.com | http://www.managedcap.com |
| Branch Office |
Bethesda, MD | Toll Free: 877-777-8277 | Telephone: 301-961-1527 |
| Branch Office | Bedford, MA
* 617-938-3660 |
Member Managed Fund Association |
CTA Data Supplied by AutumnGold |
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