Based on the data that we collect, we have an indication of what worked and what didn’t work last month. The average return was -1% for December and the year-to-date return has shrunk to 2%. Please note that these returns are excess returns. We may also have missed to adjust for certain dividend payments.
| Superfund Capital Management | Managed Futures Strategy | 5% | 26% |
| PIMCO | Em Mkts Ccy and S/T Invsmt (daily) | 3% | 4% |
| IPM Informed Portfolio Management | IPM Systematic Macro (daily) | 1% | -3% |
| Gresham Investment Management | Managed Futures Strat | 1% | 7% |
| Dorsey Wright | DWA Tactical | 1% | 14% |
| LoCorr Fund Management | Long/Short Commodity Strats | 1% | -8% |
| 1512 SG Capital Management AG | St.Gallen I Counter-Trend (gross) (daily) | 0% | -4% |
| Catalyst Capital Advisors | Multi-Strategy | 0% | 0% |
| AlphaSimplex Group | Managed Futures Composite | 0% | 8% |
| PIMCO | Trends Composite | 0% | 0% |
| James Alpha | Macro | 0% | 6% |
| Altegris Advisors | Evolution | 0% | 2% |
| 361 Capital | 361 Global Managed Futures Strategy Fund | -1% | 3% |
| 361 Capital | 361 Managed Futures Strategy Fund | -1% | 5% |
| Aspect Capital Limited | Aspect Core Trend Fund | -1% | 6% |
| FS Investments | Managed Futures | -1% | -3% |
| P/E Investments | FX Strategy – Standard | -1% | 9% |
| Steben | Managed Futures Strategy | -1% | 3% |
| Abbey Capital | Abbey Capital Futures Strategy | -1% | 6% |
| Goldman Sach Management | Goldman Sachs Mngd Futures Strat Instl | -1% | 0% |
| Dunn Capital Management | Managed Futures Strategy (Arrow) | -1% | 12% |
| LoCorr Fund Management | LoCorr Macro Strategies | -1% | 10% |
| Allianz Global Investors | Managed Futures Strategy | -2% | -3% |
| Longboard Asset Management LP | Managed Futures Strategy | -2% | -11% |
| Columbia | Managed Futures Strategy Fund | -2% | -8% |
| AQR Capital Management | AQR Managed Futures | -2% | -4% |
| Campbell & Company | Managed Futures | -2% | 11% |
| Altegris Advisors | Managed Futures | -2% | 2% |
| Guggenheim Investments | Guggenheim Managed Futures Strategy | -2% | 5% |
| AQR Capital Management | AQR Managed Futures HV Strategy | -3% | -5% |
| Campbell & Company | Campbell Dynamic Trend Fund | -3% | 3% |
| First Quadrant LP | FQ Macro FX – 10% Risk | -3% | -7% |
| Equinox Fund Management | MutualHedge Futures Strategy | -3% | 7% |
| Graham Capital Mgmt LP | Tactical Trend | -3% | 15% |
| GSA Capital Partners | GSA Trend Fund | -4% | -5% |
| Rational Advisors | Rational/ReSolve Adaptive Asset Allc | -4% | 16% |
| Man AHL | American Beacon AHL Mgd Futs Strat Instl | -5% | -5% |
| GuidePath | Managed Futures Strat | -5% | 2% |
| Chesapeake Capital Corporation | Equinox Chesapeake Strategy | -6% | -8% |
| PanAgora | PanAgora Managed Futures Strategy | -7% | -10% |