Performance for Managers above $100mn

Looking across managers that more than $100mn under management, we observe that most of them seem to have had a good 2019, with the average manager up around 9%. With an average aum of 1.4bn this translates into a net profit for investor of more than $10bn. This is impressive in its own rights, but particularly welcome after a difficult period for Global Macro / CTA managers. Sadly, not all of the $10bn represents net new performance and performance fees does not apply to all of it.

Top 5 manager groups, that made the most money for invests are P/E Investments, Man AHL, Graham Capital Mgmt, Lynx Asset Management and
Aspect Capital. At least using our estimates of AUM.

Next month, we hope to present the list much earlier. And the list may contain error in terms of AUM or use improper aggregations.

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managerprogramDecYTD
Abbey CapitalAbbey Alternative Fund0%8%
Abbey CapitalAbbey Global Fund4%31%
ADG Capital ManagementADG Systematic Macro0%2%
Alder CapitalAlder Global 20-4%-9%
Altis Partners Jersey LimitedPureTrend Portfolio-2%1%
AquantumCommodity Spread2%-10%
Aspect Capital LimitedDiversified Program-1%20%
Auspice Capital AdvisorsBroad Commodity Index2%-3%
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy0%5%
Campbell & CompanyManaged Futures-3%11%
Cantab Capital PartnersCCP Core Macro1%23%
Cantab Capital PartnersCCP Quant Fund3%40%
Chesapeake Capital CorporationDiversified Program Plus-2%-3%
Crabel Capital MgmtCrabel Multi-Product0%8%
Crabel Capital MgmtCrabel Multi-Product 1.5X AA0%12%
Crabel Capital MgmtCrabel WPD Futures0%2%
Drury CapitalDiversified Trend-Following Program1%4%
Dunn Capital ManagementWorld Monetary0%17%
Dunn Capital ManagementWorld Monetary Institutional0%9%
ecamos Capital AGecamos Volatility Strategy 2X1%21%
EMC Capital AdvisorsAlpha Program1%13%
Episteme Capital PartnersSystematic Quest1%15%
Equinox Fund ManagementMutualHedge Futures Strategy-3%9%
First Quadrant LPEssential Beta2%21%
First Quadrant LPTactical Currency Allocation L/S 2%0%-1%
Fort LPGlobal Contrarian-1%15%
Fort LPGlobal Diversified0%15%
Fort LPGlobal Trend-1%10%
Global Sigma GroupAGSF1%10%
Global Sigma GroupPlus Program1%8%
Goldman ManagementNavigator Fund2%22%
Graham Capital Mgmt LPDiscretionary1%4%
Graham Capital Mgmt LPDiscretionary Enhanced Vol3%5%
Graham Capital Mgmt LPGraham Quant Macro Strategy-2%14%
Graham Capital Mgmt LPK4D-10V-3%16%
Graham Capital Mgmt LPK4D-15V (Composite)-5%26%
Graham Capital Mgmt LPProprietary Matrix1%16%
Graham Capital Mgmt LPTactical Trend-3%17%
Greenwave Capital ManagementFlagship Plus1%-5%
Greenwave Capital ManagementFlagship Plus (lag)1%-5%
Greenwave Capital ManagementFlagship Plus 2X1%-9%
Independent VIew BVIV Quantitative Futures Fund1%9%
IPM Informed Portfolio ManagementIPM Systematic Currency0%8%
IPM Informed Portfolio ManagementIPM Systematic Macro3%-3%
J E MoodyCommodity Relative Value0%-3%
Kaiser Trading GroupKaiser Trading Group Pty. Ltd.0%18%
KeyQuant SASKey Trends Program-3%21%
Lynx Asset ManagementLynx-1%16%
Lynx Asset ManagementLynx 1.5x-1%26%
Man AHLAHL Alpha1%8%
Man AHLAHL Dimension0%8%
Man AHLAHL Diversified1%10%
Man AHLAHL Diversified Guernsey1%10%
Man AHLAHL Evolution5%16%
Mesirow Financial Investment ManagementGlobal Emerging Markets Alpha Programme-6%7%
Metolius CapitalDiversified Master Fund2%-3%
Metori Capital ManagementEpsilon Managed Futures (Lyxor)-3%21%
Millburn Ridegfield CorporationCommodity Program2%6%
Millburn Ridegfield CorporationDiversified Program0%7%
Mondiale Asset ManagementLeveraged Trading Proram0%-5%
Mulvaney Capital ManagementGlobal Diversified Program1%-21%
Ortus Capital Management LimitedCurrency – Aggressive-3%34%
P/E InvestmentsFX Strategy – Aggressive-7%13%
P/E InvestmentsFX Strategy – Conservative-2%5%
P/E InvestmentsFX Strategy – Standard-5%7%
Pan Capital Management LPEnergy Fund1%19%
PIMCOCommodity Alpha Fund1%8%
Polar Star ManagementPolar Star Fund-7%3%
QMS Capital Management LPDiversified Global Macro-4%-4%
QMS Capital Management LPFinancials-Only Global Macro Strat.-4%-1%
Quantica Capital AGManaged Futures Program-1%27%
Quantitative Investment ManagementGlobal Program2%-1%
Quest PartnersAlphaQuest Original-2%7%
Ramsey Quantitative SystemsRQSI GAA Systematic Global Macro Fund3%14%
Revolution Capital ManagementGlobal Alpha Program-3%13%
Revolution Capital ManagementMosaic Institutional Program-3%4%
Rhicon Currency Management PteStrategic Prog0%-5%
ROW Asset ManagementDiversified Program-1%5%
Statar CapitalNatural Gas Strategy3%34%
Tarpon TradingSystematic FX Alpha1%5%
Tianyou Asset ManagementTianyou Fund2%17%
Transtrend BVEnhanced Risk0%2%
Trigon Investment AdvisorsDiscretionary Macro1%-4%
Tudor Investment CorpTudor Momentum Fund Ltd.-1%9%
Wadhwani Asset ManagementKeynes Dynamic Beta Strategy Lev-2%30%
Welton Investment PartnersGlobal Directional Portfolio-3%3%
Welton Investment PartnersWelton Trend Program-2%6%
Winton Capital ManagementWinton Futures Fund1%1%
Winton Capital ManagementWinton Futures Fund (Lyxor)-3%8%

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