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CTA Ranking Reports |
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Go to previous month's performance |
| Manager | 3 year Annual ROR* |
3 year Drawdown* |
3 year Calmar Ratio* |
3 year Sharpe Ratio* |
Assets Under Mgt (millions) |
Report Month |
|
Covenant Capital Mgt of Tennessee Optimal Prg |
39.80% | -27.36% | 1.45 | 0.87 | $0.34 | Jun-2010 |
|
District Capital Mgt Diversified Program |
39.09% | -46.37% | 0.84 | 0.80 | $5.54 | Jun-2010 |
|
GT Consulting Inc GT Dynamic Trading (P) |
35.27% | -7.22% | 4.88 | 2.06 | $1.20 | Jun-2010 |
|
Clarke Capital Mgt, Inc. Worldwide Program |
32.36% | -13.74% | 2.36 | 1.03 | $22.80 | Jun-2010 |
|
Becker Asset Mgt, LLC Program 1 (Proprietary) |
31.88% | -12.15% | 2.62 | 1.29 | $0.55 | Jun-2010 |
|
Emil Van Essen Spread Trading Low Minimum |
31.06% | -29.88% | 1.04 | 0.88 | $17.90 | Jun-2010 |
|
District Capital Mgt Select Program |
28.20% | -30.90% | 0.91 | 0.85 | $0.00 | Jun-2010 |
|
Dreiss Research Corp Diversified Program |
24.64% | -28.50% | 0.86 | 0.67 | $0.59 | Jun-2010 |
|
Tzanetatos Capital Management LLC Global Titan Original Program |
23.53% | -15.07% | 1.56 | 0.95 | $2.54 | Jun-2010 |
|
DeSoto Capital Mgt E-Mini Program |
20.43% | -16.49% | 1.24 | 0.85 | $1.68 | Jun-2010 |
|
Covenant Capital Mgt of Tennessee Aggressive Program |
19.96% | -12.48% | 1.60 | 0.83 | $13.24 | Jun-2010 |
|
NDX Capital Mgmt Shadrach Program |
19.94% | -12.79% | 1.56 | 0.75 | $7.58 | Jun-2010 |
|
White Indian Trading Company Ltd STAIRS Program (Proprietary) |
19.37% | -16.74% | 1.16 | 0.78 | $1.80 | Jun-2010 |
|
Linn Hare & Huckabay Apex Trading Prg (P) |
18.41% | -24.87% | 0.74 | 0.64 | $12.00 | Jun-2010 |
|
Mobius Asset Mgt Custom Program |
17.45% | -9.74% | 1.79 | 1.17 | $11.50 | Jun-2010 |
|
Chadwick Investment Group, Inc Global Trend Following Large Account |
17.30% | -24.75% | 0.70 | 0.62 | $4.75 | Jun-2010 |
|
Drury Capital, Inc. Diversified Trend-Following |
16.91% | -13.43% | 1.26 | 0.67 | $226.28 | Jun-2010 |
|
Clarke Capital Mgt, Inc. Global Basic Program |
16.74% | -38.70% | 0.43 | 0.55 | $16.50 | Jun-2010 |
|
Red Rock Capital Mgt, Inc. Diversified Program |
16.32% | -7.98% | 2.05 | 0.79 | $5.52 | Jun-2010 |
|
Cypress Capital Management, LLC Classic Program (P) |
16.07% | -7.38% | 2.18 | 0.94 | $5.40 | Jun-2010 |
|
Pacific Capital Advisors Inc. Vanguard |
14.66% | -5.09% | 2.88 | 1.51 | $13.70 | Jun-2010 |
|
Covenant Capital Mgt of Tennessee Original Program |
14.46% | -8.21% | 1.76 | 0.82 | $26.71 | Jun-2010 |
|
Global Advisors LP Global Commodity Systematic B2 |
14.09% | -18.80% | 0.75 | 0.58 | $54.82 | Jun-2010 |
|
TYL Trading, LLC Blend Diversified Program |
13.95% | -8.04% | 1.74 | 0.75 | $14.60 | Jun-2010 |
|
Mobius Asset Mgt Energy Weighted Program |
13.77% | -4.54% | 3.03 | 1.58 | $9.75 | Jun-2010 |
|
Lane Capital Mgt, LLC Global Macro |
13.14% | -21.05% | 0.62 | 0.61 | $1.00 | Jun-2010 |
|
Clarke Capital Mgt, Inc. Global Magnum Program |
12.29% | -41.51% | 0.30 | 0.44 | $17.30 | Jun-2010 |
|
Mobius Asset Mgt Diversified Program |
12.16% | -4.57% | 2.66 | 1.10 | $11.50 | Jun-2010 |
|
Typhon Capital Management Drakon Yield Curve Strategy |
10.68% | -8.44% | 1.27 | 1.44 | $45.80 | Jun-2010 |
|
Clarke Capital Mgt, Inc. Orion Program |
10.59% | -28.87% | 0.37 | 0.53 | $2.10 | Jun-2010 |
|
Global Wealth Analytics, Inc. Class B Program (C) |
10.23% | -43.11% | 0.24 | 0.39 | $1.25 | Jun-2010 |
|
Quiddity LLC QED Program |
9.86% | -17.53% | 0.56 | 0.71 | $13.00 | Jun-2010 |
|
Typhon Capital Management Options Probability Program |
9.85% | -17.53% | 0.56 | 0.71 | $13.00 | Jun-2010 |
|
Aurora Futures Corp Foreign Exchange Asset Mgt Prg |
9.55% | -6.73% | 1.42 | 1.06 | $2.22 | Jun-2010 |
|
Hoffman Asset Mgt, Inc. Modified Global Trend Program |
9.42% | -17.06% | 0.55 | 0.50 | $15.78 | Jun-2010 |
|
Robinson-Langley Capital Mgt, LLC RL Capital MAP |
9.11% | -17.82% | 0.51 | 0.43 | $5.00 | Jun-2010 |
|
Typhon Capital Management Low Levered FX Strategy |
8.55% | -3.80% | 2.25 | 1.38 | $75.80 | Jun-2010 |
|
Villano Capital Mgt, Inc. Global Diversified |
7.94% | -39.29% | 0.20 | 0.31 | $0.72 | Jun-2010 |
|
Belair Capital Asset Mgt, LLC Managed Account Program |
7.80% | -24.05% | 0.32 | 0.33 | $3.35 | Jun-2010 |
|
Rosetta Capital Mgt, L.L.C. Rosetta Trading Program |
6.90% | -17.38% | 0.40 | 0.32 | $74.00 | Jun-2010 |
|
NDX Capital Mgmt Abednego Program |
6.66% | -6.53% | 1.02 | 0.46 | $7.46 | Jun-2010 |
|
Cervino Capital Management LLC Diversified Options Strategy 1X |
6.19% | -5.93% | 1.04 | 0.71 | $1.97 | Jun-2010 |
|
GrowthPoint Investments LLC Index Condor Program |
5.52% | -36.02% | 0.15 | 0.27 | $2.86 | Jun-2010 |
|
M6 Capital Management, LLC Standard Program |
5.32% | -11.66% | 0.46 | 0.30 | $25.61 | Jun-2010 |
|
Lafayette Trading, LLC U.S. Equity Index Program |
4.53% | -17.22% | 0.26 | 0.21 | $0.40 | Jun-2010 |
|
Millburn Ridgefield Corp Millburn Diversified Program |
3.63% | -14.71% | 0.25 | 0.15 | $1015.89 | Jun-2010 |
|
Robust Methods LLC Managed Account Program |
3.46% | -11.33% | 0.31 | 0.17 | $0.00 | Jun-2010 |
|
Haar Capital Mgt LLC Discretionary Commodity Trading Prg |
2.76% | -16.27% | 0.17 | 0.08 | $73.72 | Jun-2010 |
|
NDX Capital Mgmt Methuselah Program |
2.72% | -28.76% | 0.09 | 0.09 | $0.11 | Jun-2010 |
|
Attain Portfolio Advisors LLC Modified Program |
2.60% | -58.05% | 0.04 | 0.17 | $0.98 | Jun-2010 |
|
Kinkopf Capital Mgt, LLC S&P (Proprietary) |
2.56% | -37.04% | 0.07 | 0.12 | $0.25 | Jun-2010 |
|
Lone Wolf Investments LLC Emission Instrument Program |
2.36% | -11.67% | 0.20 | 0.03 | $0.20 | Jun-2010 |
|
Madgroup Investments LLC Aggressive Growth |
2.10% | -47.68% | 0.04 | 0.20 | $0.07 | Jun-2010 |
|
Lambay Capital Limited Short Term FX |
1.71% | -7.48% | 0.23 | -0.09 | $22.68 | Jun-2010 |
|
Arch Capital Mgt, Inc. 1X Program |
1.55% | -10.30% | 0.15 | -0.04 | $0.50 | Jun-2010 |
|
Marathon Capital Growth Partners L.L.C. System Financial Portfolio |
0.02% | -9.12% | 0.00 | -0.23 | $6.78 | Jun-2010 |
|
Clarke Capital Mgt, Inc. Omega Program |
-0.51% | -46.21% | -0.01 | 0.07 | $0.20 | Jun-2010 |
|
Commodity Capital Inc Agricultural Commodities Trading Program (ACTP) |
-0.53% | -10.32% | -0.05 | -0.56 | $2.50 | Jun-2010 |
|
Optimal Models & Decisions Active Beta |
-1.19% | -18.74% | -0.06 | -0.26 | $8.39 | Jun-2010 |
|
Rohrs & Company LLC Seasonal Commodities Program |
-1.33% | -18.12% | -0.07 | -0.26 | $0.10 | Jun-2010 |
|
Waypoint Capital Management FX Global Yield |
-2.78% | -26.33% | -0.11 | -0.21 | $0.59 | Jun-2010 |
|
Madgroup Investments LLC Standard Growth |
-3.49% | -41.51% | -0.08 | -0.10 | $0.41 | Jun-2010 |
|
Stein Investment Mgt LLC Trading Edge LT |
-6.84% | -29.37% | -0.23 | -0.63 | $2.16 | Jun-2010 |
|
Shield Plus LLC Natural Gas |
-8.22% | -31.10% | -0.26 | -0.78 | $0.55 | Jun-2010 |
|
American Companies, LLC American System |
-11.20% | -54.15% | -0.21 | -0.61 | $0.60 | Jun-2010 |
|
Stein Investment Mgt LLC Trading Edge |
-24.56% | -70.19% | -0.35 | -0.37 | $2.11 | Jun-2010 |
| |
| The following are the statistics used in Managed Capital Advisory Group Rankings Report Annual Compound Rate of Return: "The higher the Rate of Return, the great the historical annual rate of performance."
(1/# of months) Three Year ROR: Is
the Total Compound Rate of Return over the last 36 months Maximum Drawdown: "...reflects the greatest to date loss of a CTA". It can also be defined as "... the potential cost of higher return..." Maximum Drawdown = (Valley VAMI
- Peak VAMI) / Peak VAMI Three Year Maximum Drawdown: Reflects
the maximum drawdown for the last 36 months. The Calmar Ratio: "... the historical amount gained for each dollar risked … it is calculated over the last 36 month period." Calmar Ratio = Annualized Compound
ROR / Maximum Drawdown Calmar Ratio The Sharpe Ratio: "... is calculated by dividing Excess Return by the Risk-Free Rate of Return." The Sharpe Ratio
first calculates Excess Return (which equals the Average Monthly Rate
Of Return - Monthly Risk-Free Rate Of Return |
| THE RISK OF TRADING COMMODITY FUTURES,
OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH
DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX
CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE
CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD CAREFULLY
CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX IS SUITABLE FOR
YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD
SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS.
IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND
ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE
SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH
COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY
FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE
CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF
INTEREST AND OTHER ASSOCIATED RISKS.
THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU. |
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2008 Managed Capital Advisory Group | Lorie Meg Karlin, President |
846 Peach Lake Road (Route 121), North Salem, NY 10560 |
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