Best & Worst CTA in March

Based on our continuous coverage of the managers in the CTA space, NilssonHedge is proud to present the top 10/bottom 10 managers for March. We have captured approximately 60% of the CTAs that reported numbers in February.

World Cup Advisor – Michael Cook Nexus101%
McMillan Asset Management – Volatility Capture Program77%
Purple Valley Capital – Diversified Trend 156%
QCAM Currency Asset Management AG – Systematic Intelligence Vol 3055%
Glenhaven Capital – Glenhaven Global II53%
QTS Capital Management – Chimera45%
QTS Capital Management – Tail Reaper45%
World Cup Advisor – Paige Williams Day Trader43%
Tomas Capital Pty – The GCAF Program38%
WG Wealth Guardian – QT Program36%
ecamos Capital AG – ecamos Volatility Strategy 2X-15%
Aktie Ansvar – Kvanthedge (IPM Systematic Macro)-16%
UBS – Currency Allocation Return-16%
Equinox Fund Management – Equinox Ampersand Strategy Fund-16%
BNP Theam – Quant Volatility-17%
Berenberg – Dymacs Volatility Premium-19%
ecamos Capital AG – ecamos Core Strategy 2X-21%
World Cup Advisor – Wayne Wan Dowave-23%
World Cup Advisor – Eduardo Ramos Volatility Cycles-30%
Hornsby & Company – Sadanand Kalasabail Advait-35%

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