Below is a summary of managers with more than 100mn under management, with numbers captured in our database. While the average return is negative, -2.9%, there are some bright spots. Macro driven strategies did generally better in a rough month for trend followers.
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| manager | program | ror | ytd | AUMbn |
| P/E Investments | FX Strategy – Aggressive | 2.5% | 24.9% | 7.5 |
| P/E Investments | FX Strategy – Conservative | 0.8% | 8.2% | 7.5 |
| P/E Investments | FX Strategy – Standard | 1.7% | 16.2% | 7.5 |
| Graham Capital Mgmt LP | Tactical Trend | -4.4% | 18.0% | 6.16 |
| Graham Capital Mgmt LP | Tactical Trend Capped Equity | -5.4% | 14.8% | 6.16 |
| Man AHL | AHL Dimension | -0.4% | 8.8% | 6.1 |
| Man AHL | AHL Alpha | -3.3% | 9.9% | 5.5 |
| Lynx Asset Management | Lynx | -4.7% | 23.9% | 5.23 |
| AlphaSimplex Group | Managed Futures Composite | -2.6% | 13.7% | 5.1 |
| Transtrend BV | Enhanced Risk | -5.0% | 7.8% | 4.86 |
| IPM Informed Portfolio Management | IPM Systematic Macro | 2.4% | -5.8% | 4.6 |
| Millburn Ridegfield Corporation | Diversified Program | 2.1% | 2.8% | 4.29 |
| Man AHL | AHL Evolution | -4.4% | 8.9% | 3.8 |
| ISAM | ISAM Systematic Trend (Levitas) | -5.9% | 4.8% | 3.76 |
| Campbell & Company | Managed Futures | -2.3% | 20.3% | 3.23 |
| Aspect Capital Limited | Diversified Program | -3.9% | 23.0% | 3.18 |
| ISAM | ISAM Systematic Trend | -11.0% | 8.7% | 3.17 |
| Fort LP | Global Contrarian | -0.9% | 17.6% | 2.99 |
| Graham Capital Mgmt LP | Graham Quant Macro Strategy | -0.6% | 14.8% | 2.66 |
| Systematica Investments | BlueTrend Fund | -5.9% | 16.3% | 2.54 |
| Fort LP | Global Futures | -3.6% | 23.0% | 2.17 |
| Capital Fund Management | IS Trends Fund | -3.6% | 15.2% | 2.02 |
| Abbey Capital | Abbey Alternative Fund | -6.6% | 12.4% | 1.73 |
| Aspect Capital Limited | Aspect Core Trend Fund | -3.2% | 10.9% | 1.73 |
| Crabel Capital Mgmt | Crabel Multi-Product | -1.0% | 4.4% | 1.72 |
| Crabel Capital Mgmt | Crabel Multi-Product 1.5X AA | -1.5% | 5.8% | 1.72 |
| Man AHL | AHL Diversified | -6.8% | 14.7% | 1.6 |
| Man AHL | AHL Diversified Guernsey | -6.9% | 14.7% | 1.6 |
| Quest Partners | AlphaQuest Original | -4.7% | 9.9% | 1.44 |
| Graham Capital Mgmt LP | K4D-10V | -2.4% | 18.0% | 1.33 |
| Quantitative Investment Management | Global Program | -1.6% | -9.0% | 1.28 |
| BH-DG Systematic Trading | BH-DG Systematic Trading Fund | -5.0% | 8.9% | 1.18 |
| Cantab Capital Partners | CCP Quant Fund Aristarchus | -1.8% | 38.7% | 1.11 |
| ROW Asset Management | Diversified Program | -4.3% | 6.3% | 1.02 |
| Blue Diamond Asset Management | Blue Diamond Non-Directional Strategy | 2.0% | 4.0% | 0.92 |
| Crabel Capital Mgmt | Crabel Advanced Trend | -4.6% | 12.3% | 0.86 |
| Episteme Capital Partners | Systematic Quest | -1.9% | 16.0% | 0.86 |
| SEB Group | Asset Selection | -3.2% | 5.5% | 0.86 |
| LGT Capital Partners | LGT Crown Managed Futures | -2.6% | 5.6% | 0.75 |
| Fort LP | Global Diversified | -2.9% | 18.6% | 0.73 |
| Abbey Capital | Abbey Capital Futures Strategy | -3.7% | 10.9% | 0.71 |
| Rhicon Currency Management Pte | Strategic Prog | -0.4% | -4.7% | 0.61 |
| Dunn Capital Management | World Monetary | -9.3% | 24.3% | 0.59 |
| Transtrend BV | Standard Risk | -3.3% | 6.8% | 0.56 |
| Welton Investment Partners | Global Directional Portfolio | -5.4% | 10.4% | 0.54 |
| Ramsey Quantitative Systems | RQSI GAA Systematic Global Macro Fund | 2.3% | 11.5% | 0.53 |
| Quantica Capital AG | Managed Futures Program | -0.7% | 27.7% | 0.52 |
| Dunn Capital Management | World Monetary Institutional | -5.6% | 10.5% | 0.44 |
| Dunn Capital Management | DUNN WMA Institutional (ML Capital) UCITS A | -3.8% | 10.6% | 0.43 |
| Dunn Capital Management | DUNN WMA Institutional (ML Capital) UCITS B | -3.9% | 11.3% | 0.43 |
| Metori Capital Management | Epsilon Managed Futures (Lyxor) | -3.3% | 29.9% | 0.43 |
| GCI Asset Management | GCI Systematic Macro Strategy | -1.1% | 8.9% | 0.43 |
| Winton Capital Management | Winton Futures Fund (Lyxor) | -1.0% | 13.6% | 0.42 |
| Metori Capital Management | Epsilon Global Trend (Lyxor) | -1.1% | 18.8% | 0.41 |
| Campbell & Company | Core Trend w/ Dynamic Risk Targeting | -3.5% | 15.8% | 0.41 |
| Greenwave Capital Management | Flagship Plus | -1.7% | -3.2% | 0.39 |
| Greenwave Capital Management | Flagship Plus 2X | -3.5% | -6.6% | 0.39 |
| ROW Asset Management | Diversified 2X | -8.6% | 13.0% | 0.38 |
| SCT Capital Management | Adaptive Quant Trading | -1.1% | 5.3% | 0.38 |
| Tiber Capital | Tiber Diversified Prog | -3.4% | -8.2% | 0.37 |
| Global Sigma Group | Plus Program | 0.9% | 5.5% | 0.37 |
| KeyQuant SAS | Key Trends 15 Composite | -4.6% | 18.2% | 0.36 |
| Tudor Investment Corp | Tudor Momentum Fund Ltd. | -2.9% | 12.3% | 0.36 |
| Campbell & Company | Absolute Return Portfolio | -1.2% | 18.4% | 0.35 |
| Crabel Capital Mgmt | Crabel Gemini | -1.5% | 5.8% | 0.34 |
| Kaiser Trading Group | Kaiser Trading Group Pty. Ltd. | -6.0% | 13.5% | 0.33 |
| Winton Capital Management | Winton Futures Fund | -2.7% | 4.8% | 0.33 |
| Trigon Investment Advisors | Discretionary Macro | 0.5% | -4.5% | 0.3 |
| Gresham Investment Management | G Plus Fund LLC | 1.6% | 9.2% | 0.3 |
| Millburn Ridegfield Corporation | Commodity Program | -0.3% | 2.3% | 0.29 |
| First Quadrant LP | Essential Beta | 0.3% | 18.3% | 0.29 |
| Lynx Asset Management | Lynx 1.5x | -6.8% | 37.6% | 0.28 |
| Mondiale Asset Management | Leveraged Trading Proram | 0.1% | 0.3% | 0.27 |
| Fort LP | Global Trend | -4.9% | 15.2% | 0.25 |
| Fulcrum Asset Management | Multi Asset Trend Fund A-USD | -2.9% | 9.8% | 0.25 |
| Equinox Fund Management | MutualHedge Futures Strategy | -2.2% | 14.8% | 0.25 |
| Eagle Trading Systems | Eagle Global | -2.6% | 11.6% | 0.25 |
| dormouse Limited | Dormouse Futures Program | 0.7% | 12.3% | 0.25 |
| Eagle Trading Systems | Eagle Global Financials | -2.6% | 11.6% | 0.23 |
| Welton Investment Partners | Welton Trend Program | -3.5% | 10.7% | 0.22 |
| Greenwave Capital Management | Flagship Plus (lag) | -1.7% | -3.2% | 0.21 |
| Revolution Capital Management | Global Alpha Program | -4.0% | 13.9% | 0.2 |
| EMC Capital Advisors | Alpha Program | -2.7% | 12.6% | 0.19 |
| Drury Capital | Diversified Trend-Following Program | -6.8% | 5.5% | 0.18 |
| Polar Star Management | Polar Star Fund | 0.9% | 3.2% | 0.17 |
| Transtrend BV | Tulip Trend Fund | -10.5% | 8.3% | 0.16 |
| Alder Capital | Alder Global 20 | 0.1% | -5.3% | 0.16 |
| Efficient Capital Management | Efficient Diversified Fund – Alpha III | -2.2% | 17.7% | 0.16 |
| Goldman Management | Navigator Fund | 1.2% | 15.1% | 0.16 |
| Independent VIew BV | IV Quantitative Futures Fund | 1.8% | 8.3% | 0.14 |
| Cambridge Strategy (Asset Mgmt ) | Global Emerging Markets Alpha Programme | 2.8% | 18.1% | 0.14 |
| Revolution Capital Management | Mosaic Institutional Program | -6.0% | 5.4% | 0.13 |
| Tianyou Asset Management | Tianyou Fund | 1.7% | 12.5% | 0.13 |
| Eckhardt Trading Company | Evolution Strategy | -6.2% | -1.5% | 0.12 |
| IPM Informed Portfolio Management | IPM Systematic Currency | 3.0% | 9.0% | 0.12 |
| Metolius Capital | Diversified Master Fund | -4.2% | -3.6% | 0.12 |
| Mulvaney Capital Management | Global Diversified Program | -23.0% | -6.3% | 0.11 |
| Estlander & Partners | Alpha Trend | -5.6% | 4.6% | 0.11 |
| Aquantum | Commodity Spread | -6.2% | -11.5% | 0.11 |
| Vivienne Investissement | Ouessant UCITS A | -0.4% | 12.9% | 0.11 |
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