Performance for Managers with more than $100mn, up 7.9% for the year

Managers with more than 100 million under management (as estimated by our database) shows a negative monthly return of 2.4%, but is still estimated to be up 7.9% for the year. Managers on the list have taken approximately $20 billion from other market participants, but gave back $4.3 billion last month. This is a crude estimate with some managers being at risk of being double counted, but the general magnitude is correct.

For a broader set of Flash Reports, showing top 20 / bottom 20 performance per manager category, check the dedicated area on our website.

Photo by Dušan Smetana on Unsplash

Winton Capital ManagementWinton Futures Fund-3.0%3.8%9.02
P/E InvestmentsFX Low Volatility Strategy0.5%4.7%7.5
P/E InvestmentsFX Strategy – Aggressive2.5%24.9%7.5
P/E InvestmentsFX Strategy – Conservative0.8%8.2%7.5
P/E InvestmentsFX Strategy – Standard1.7%16.2%7.5
AQR Capital ManagementAQR Managed Futures-4.7%6.3%7.07
Graham Capital Mgmt LPTactical Trend-4.4%18.0%6.16
Graham Capital Mgmt LPTactical Trend Capped Equity-5.4%14.8%6.16
Man AHLAHL Dimension-0.4%8.8%6.1
Man AHLAHL Alpha-3.3%9.9%5.5
Lynx Asset ManagementLynx-4.7%23.9%5.23
AlphaSimplex GroupManaged Futures Composite-2.6%13.7%5.1
Transtrend BVEnhanced Risk-5.0%7.8%4.86
IPM Informed Portfolio ManagementIPM Systematic Macro2.4%-5.8%4.6
Millburn Ridegfield CorporationDiversified Program2.1%2.7%4.29
Man AHLAHL Evolution-4.4%8.9%3.8
ISAMISAM Systematic Trend (Levitas)-5.9%4.8%3.76
GSA Capital PartnersGSA Trend Fund-6.2%5.7%3.69
Campbell & CompanyManaged Futures-2.4%20.3%3.23
Aspect Capital LimitedDiversified Program-3.9%23.0%3.18
ISAMISAM Systematic Trend-11.0%8.7%3.17
Fort LPGlobal Contrarian-1.0%17.6%2.99
Gresham Investment ManagementTAP Fund LLC Class A1.4%2.4%2.73
Graham Capital Mgmt LPGraham Quant Macro Strategy-0.6%14.8%2.66
QMS Capital Management LPDiversified Global Macro1.1%-4.6%2.57
Systematica InvestmentsBlueTrend Fund-5.9%16.3%2.54
GAM International ManagementGAM Systematic Alternative Risk Premia USD-0.3%6.5%2.36
ADG Capital ManagementADG Systematic Macro3.6%0.9%2.2
Fort LPGlobal Futures-3.6%23.0%2.17
AQR Capital ManagementAQR Managed Futures HV Strategy-7.8%6.1%2.12
John Street CapitalSystematic Strategy-1.7%4.6%2.09
John Street CapitalTrident Strategy-2.5%6.3%2.09
Capital Fund ManagementIS Trends Fund-3.6%15.2%2.02
First Quadrant LPTactical Currency Allocation L/S 2%-0.7%-1.1%1.8
Abbey CapitalAbbey Alternative Fund-6.5%12.5%1.73
Aspect Capital LimitedAspect Core Trend Fund-3.2%10.9%1.73
Crabel Capital MgmtCrabel Multi-Product-1.0%4.4%1.72
Crabel Capital MgmtCrabel Multi-Product 1.5X AA-1.5%5.8%1.72
Man AHLAHL Diversified-6.8%14.7%1.6
Man AHLAHL Diversified Guernsey-6.9%14.7%1.6
Cantab Capital PartnersCCP Core Macro Mersenne-1.7%23.5%1.5
Quest PartnersAlphaQuest Original-4.7%9.9%1.44
Crabel Capital MgmtCrabel Gemini-1.5%5.9%1.37
Graham Capital Mgmt LPK4D-10V-2.4%18.0%1.33
Graham Capital Mgmt LPK4D-15V (Composite)-3.8%29.5%1.33
Quantitative Investment ManagementGlobal Program-1.6%-8.9%1.28
Aspect Capital LimitedDynamic Currency Hedging0.2%0.2%1.26
BH-DG Systematic TradingBH-DG Systematic Trading Fund-5.0%8.9%1.18
Cantab Capital PartnersCCP Quant Fund Aristarchus-1.8%38.7%1.11
Winton Capital ManagementWinton Futures Fund (DB)-2.6%6.4%1.08
ROW Asset ManagementDiversified Program-4.3%6.3%1.02
H2O AMForce 106.7%2.4%1.01
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy2.0%4.0%0.92
Crabel Capital MgmtCrabel Advanced Trend-4.6%12.3%0.86
Episteme Capital PartnersSystematic Quest-1.9%16.0%0.86
SEB GroupAsset Selection-3.2%5.5%0.86
LGT Capital PartnersLGT Crown Managed Futures-2.6%5.6%0.75
Fort LPGlobal Diversified-2.9%18.6%0.73
Abbey CapitalAbbey Capital Futures Strategy-3.7%10.9%0.71
Rhicon Currency Management PteStrategic Prog-0.4%-4.7%0.61
Rhicon Currency Management PteStrategic Prog 2x-1.0%-11.0%0.61
Dunn Capital ManagementWorld Monetary-10.2%23.1%0.59
Transtrend BVStandard Risk-3.3%6.8%0.56
J E MoodyCommodity Relative Value-0.7%-2.7%0.56
J E MoodyCommodity Relative Value 3X-2.6%-11.5%0.56
PIMCOTrends Composite-4.7%1.9%0.56
P/E InvestmentsDiversified Global Macro Strategy-3.6%7.3%0.54
Welton Investment PartnersGlobal Directional Portfolio-5.4%10.4%0.54
Ramsey Quantitative SystemsRQSI GAA Systematic Global Macro Fund2.4%11.6%0.53
Quantica Capital AGManaged Futures Program-0.7%27.8%0.52
Wadhwani Asset ManagementKeynes Leveraged Quantitative Strat. B1-2.2%26.2%0.48
Aspect Capital LimitedAspect Systematic Global Macro-1.2%-0.4%0.48
Dunn Capital ManagementWorld Monetary Institutional-5.6%10.5%0.44
GCI Asset ManagementGCI Systematic Macro Strategy-1.1%8.9%0.43
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS A-3.8%10.6%0.43
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS B-3.9%11.3%0.43
Metori Capital ManagementEpsilon Managed Futures (Lyxor)-3.6%29.4%0.43
Winton Capital ManagementWinton Futures Fund (Lyxor)-1.0%13.6%0.42
Metori Capital ManagementEpsilon Global Trend (Lyxor)-1.1%18.8%0.41
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting-3.5%15.8%0.41
Gresham Investment ManagementGreshamQuant Acar-7.9%-7.7%0.4
RG Niederhoffer Capital ManagementDiversified Program-4.8%-19.3%0.4
Statar CapitalNatural Gas Strategy3.4%26.1%0.39
Greenwave Capital ManagementFlagship Plus 2X-3.5%-6.6%0.39
Greenwave Capital ManagementGreenwave Global Macro Fund LP-6.9%-11.4%0.39
Greenwave Capital ManagementFlagship Plus-1.7%-3.2%0.39
SCT Capital ManagementAdaptive Quant Trading-1.1%5.3%0.38
ROW Asset ManagementDiversified 2X-8.6%13.0%0.38
Tiber CapitalTiber Diversified Prog-3.4%-8.2%0.37
Global Sigma GroupPlus Program0.9%5.5%0.37
CoreCommodity ManagementFounders Absolute Return (FAR)2.8%4.6%0.37
Tudor Investment CorpTudor Momentum Fund Ltd.-2.9%12.3%0.36
KeyQuant SASKey Trends 15 Composite-4.6%18.2%0.36
KeyQuant SASKey Trends Program-7.4%26.3%0.36
Campbell & CompanyAbsolute Return Portfolio-1.2%18.4%0.35
CoreCommodity ManagementDiversified I Fund1.0%1.5%0.35
Kaiser Trading GroupKaiser Trading Group Pty. Ltd.-6.0%13.5%0.33
AltiqFutures Program2.4%1.5%0.32
Crabel Capital MgmtCrabel WPD Futures-0.9%0.2%0.3
Gresham Investment ManagementG Plus Fund LLC1.6%9.2%0.3
Trigon Investment AdvisorsDiscretionary Macro0.5%-4.5%0.3
Millburn Ridegfield CorporationCommodity Program-0.3%2.3%0.29
First Quadrant LPEssential Beta0.3%18.3%0.29
Lynx Asset ManagementLynx 1.5x-6.8%37.6%0.28
Mondiale Asset ManagementLeveraged Trading Proram0.1%0.3%0.27
Fort LPGlobal Trend-4.9%15.2%0.25
Fulcrum Asset ManagementMulti Asset Trend Fund A-USD-2.9%9.8%0.25
Eagle Trading SystemsEagle Global-2.6%11.6%0.25
Equinox Fund ManagementMutualHedge Futures Strategy-2.2%14.8%0.25
dormouse LimitedDormouse Futures Program0.7%12.3%0.25
Catalyst Capital AdvisorsHedged Futures Strategy0.1%-1.0%0.25
Global Sigma GroupAGSF1.0%7.1%0.24
Eagle Trading SystemsEagle Global Financials-2.6%11.6%0.23
CoreCommodity ManagementFounders I Fund1.4%1.8%0.23
Wadhwani Asset ManagementKeynes Dynamic Beta Strategy Offsh Fund1.4%31.5%0.23
Welton Investment PartnersWelton Trend Program-3.5%10.7%0.22
WisdomTree InvestmentsManaged Futures Strategy Fund WTMF -ETF-2.6%-1.9%0.21
Aspect Capital LimitedAspect Tactical Opportunities-0.1%-1.2%0.21
Greenwave Capital ManagementFlagship Plus (lag)-1.7%-3.2%0.21
Revolution Capital ManagementGlobal Alpha Program-4.0%13.9%0.2
EMC Capital AdvisorsAlpha Program-2.7%12.6%0.19
Drury CapitalDiversified Trend-Following Program-6.8%5.5%0.18
Quantitative Investment ManagementGlobal Program 3x-4.8%-26.7%0.18
Polar Star ManagementPolar Star Fund0.9%3.2%0.17
Transtrend BVTulip Trend Fund-8.6%10.6%0.16
Alder CapitalAlder Global 200.1%-5.4%0.16
Efficient Capital ManagementEfficient Diversified Fund – Alpha III-2.2%17.7%0.16
Goldman ManagementNavigator Fund1.2%15.1%0.16
First Quadrant LPFQ Macro FX – 20% Risk-6.5%-9.6%0.15
Artemis Capital ManagementVega Fund-0.2%-10.9%0.15
Cambridge Strategy (Asset Mgmt )Global Emerging Markets Alpha Programme2.8%18.1%0.14
GAM International ManagementGAM Commodity1.3%-2.1%0.14
Independent VIew BVIV Quantitative Futures Fund1.8%8.3%0.14
PGR CapitalMean Reversion0.5%1.1%0.13
Systematica InvestmentsSystematica Synergy-1.8%5.6%0.13
Tianyou Asset ManagementTianyou Fund1.7%12.5%0.13
Revolution Capital ManagementMosaic Institutional Program-6.0%5.4%0.13
361 Capital361 Managed Futures Strategy Fund0.2%2.7%0.13
Eckhardt Trading CompanyEvolution Strategy-6.2%-1.5%0.12
QMS Capital Management LPFinancials-Only Global Macro Strat.3.3%-0.5%0.12
Wadhwani Asset ManagementKeynes Multi Asset Value Fund Ltd USD0.8%-0.5%0.12
Metolius CapitalDiversified Master Fund-4.2%-3.6%0.12
IPM Informed Portfolio ManagementIPM Systematic Currency3.0%9.0%0.12
Longboard Asset Management LPManaged Futures Strategy-5.1%-6.5%0.12
Mulvaney Capital ManagementGlobal Diversified Program-23.0%-6.3%0.11
Vivienne InvestissementOuessant UCITS A-0.4%12.9%0.11
Estlander & PartnersAlpha Trend-5.6%4.6%0.11
Abbey CapitalAbbey Global Fund-1.9%23.2%0.11
AquantumCommodity Spread-6.2%-11.5%0.11
PGR CapitalSystematic Strategies (Mayfair)-0.3%3.2%0.1
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Categories: NilssonHedge

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