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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 |
|
GT Consulting Inc GT Dynamic Trading (P) |
39.57% | -4.61% | 8.58 | 2.50 | $1.20 | Feb-2010 |
|
Emil Van Essen Spread Trading Low Minimum |
34.89% | -35.90% | 0.97 | 0.89 | $14.10 | Feb-2010 |
|
Dreiss Research Corp Diversified Program |
32.46% | -20.09% | 1.62 | 0.84 | $0.65 | Feb-2010 |
|
District Capital Mgt Diversified Program |
31.76% | -46.37% | 0.69 | 0.70 | $5.94 | Feb-2010 |
|
Becker Asset Mgt, LLC Program 1 (Proprietary) |
31.48% | -12.15% | 2.59 | 1.30 | $0.45 | Feb-2010 |
|
Clarke Capital Mgt, Inc. Worldwide Program |
29.10% | -13.74% | 2.12 | 0.94 | $19.50 | Feb-2010 |
|
Drury Capital, Inc. Diversified Trend-Following |
23.23% | -13.43% | 1.73 | 0.91 | $171.77 | Feb-2010 |
|
District Capital Mgt Select Program |
21.91% | -30.90% | 0.71 | 0.68 | $0.00 | Feb-2010 |
|
NDX Capital Mgmt Shadrach Program |
19.62% | -12.90% | 1.52 | 0.73 | $29.20 | Feb-2010 |
|
Lane Capital Mgt, LLC Global Macro |
19.55% | -21.68% | 0.90 | 0.81 | $1.00 | Feb-2010 |
|
Red Rock Capital Mgt, Inc. Diversified Program |
18.86% | -8.49% | 2.22 | 0.93 | $5.74 | Feb-2010 |
|
Clarke Capital Mgt, Inc. Global Basic Program |
17.31% | -32.60% | 0.53 | 0.57 | $20.90 | Feb-2010 |
|
Cypress Capital Management, LLC Classic Program (P) |
15.09% | -11.05% | 1.37 | 0.84 | $5.60 | Feb-2010 |
|
TYL Trading, LLC Blend Diversified Program |
14.01% | -8.04% | 1.74 | 0.76 | $14.20 | Feb-2010 |
|
DMH Futures Management, LLC MAP (C) |
13.50% | -10.18% | 1.33 | 1.07 | $4.00 | Feb-2010 |
|
Robinson-Langley Capital Mgt, LLC RL Capital MAP |
13.05% | -16.35% | 0.80 | 0.59 | $9.70 | Feb-2010 |
|
GrowthPoint Investments LLC Index Condor Program |
12.06% | -27.31% | 0.44 | 0.60 | $7.97 | Feb-2010 |
|
Mobius Asset Mgt Custom Program |
12.02% | -10.41% | 1.16 | 0.76 | $12.00 | Feb-2010 |
|
Kinkopf Capital Mgt, LLC S&P (Proprietary) |
11.60% | -37.04% | 0.31 | 0.48 | $0.26 | Feb-2010 |
|
Mobius Asset Mgt Energy Weighted Program |
11.40% | -4.54% | 2.51 | 1.24 | $4.80 | Feb-2010 |
|
DMH Futures Management, LLC MAP (P) |
11.23% | -12.45% | 0.90 | 0.90 | $4.00 | Feb-2010 |
|
Aurora Futures Corp Foreign Exchange Asset Mgt Prg |
10.32% | -6.73% | 1.53 | 1.41 | $1.84 | Feb-2010 |
|
Clarke Capital Mgt, Inc. Orion Program |
9.16% | -24.86% | 0.37 | 0.51 | $4.50 | Feb-2010 |
|
FirstPoint Advisors Equity Market Advisor |
8.79% | -10.75% | 0.00 | 0.55 | $0.00 | Feb-2010 |
|
Robust Methods LLC Managed Account Program |
8.37% | -6.06% | 1.38 | 0.77 | $0.00 | Feb-2010 |
|
Mobius Asset Mgt Diversified Program |
7.89% | -7.20% | 1.10 | 0.62 | $5.00 | Feb-2010 |
|
NDX Capital Mgmt Abednego Program |
6.80% | -5.97% | 1.14 | 0.48 | $16.24 | Feb-2010 |
|
Cervino Capital Management LLC Diversified Options Strategy 1X |
6.52% | -5.93% | 1.10 | 0.77 | $2.00 | Feb-2010 |
|
Arch Capital Mgt, Inc. 1X Program |
4.84% | -10.30% | 0.47 | 0.28 | $1.20 | Feb-2010 |
|
Waypoint Capital Management FX Global Yield |
4.46% | -26.33% | 0.17 | 0.19 | $0.62 | Feb-2010 |
|
Clarke Capital Mgt, Inc. Global Magnum Program |
4.04% | -36.26% | 0.11 | 0.19 | $18.30 | Feb-2010 |
|
Clarke Capital Mgt, Inc. Omega Program |
3.52% | -41.17% | 0.09 | 0.19 | $1.40 | Feb-2010 |
|
Marathon Capital Growth Partners L.L.C. System Financial Portfolio |
2.93% | -9.12% | 0.32 | 0.10 | $6.54 | Feb-2010 |
|
Lambay Capital Limited Short Term FX |
2.83% | -7.35% | 0.39 | 0.09 | $29.59 | Feb-2010 |
|
Haar Capital Mgt LLC Discretionary Commodity Trading Prg |
2.09% | -12.65% | 0.17 | 0.04 | $100.23 | Feb-2010 |
|
American Companies, LLC American System |
1.15% | -37.11% | 0.03 | -0.01 | $0.97 | Feb-2010 |
|
Commodity Capital Inc Agricultural Commodities Trading Program (ACTP) |
-0.64% | -10.32% | -0.06 | -0.39 | $2.50 | Feb-2010 |
|
Dubia Capital Stock Index Program (S&P 500) |
-1.13% | -25.20% | -0.04 | -0.09 | $0.80 | Feb-2010 |
|
Pearlman CTA Silver Conservative Program |
-20.59% | -86.40% | -0.24 | 0.21 | $0.00 | Feb-2010 |
|
Stein Investment Mgt LLC Trading Edge |
-32.44% | -74.86% | -0.43 | -0.58 | $2.11 | Feb-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 |
Telephone: 914-669-9820 | Toll
Free:877-777-7181| Fax: 914-669-9819 | info@managedcap.com | http://www.managedcap.com |
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