Top 10 / Worst 10 CTA YTD

With July almost wrapped up from a reporting perspective, we can give a preliminary update for the best and worst CTAs, both for the month, but also for the year. Given the volatility for the year, tail protective strategies have done particularly well, with the top spots being taken by strategies with a strong performance in volatile markets. On the downside, we have dispersion (and note that quite a few managers have stopped reporting for the year). Cantab is probably the most well-known manager, but we also find funds with a short volatility bias. We have removed strategies that are trading systems from the lists.

For July, there are a few large managers that have had difficulties, among them QIM that have suffered in the current markets. The program is leveraged so the returns are partially explained by the high volatility. The Gold focused AIS has managed to return well in the current bull run for gold.

For additional rankings, we invite you to check out the best’n’worst section: https://nilssonhedge.com/flashreport/

ManagerYTD
QTS Capital Management – Tail Reaper74%
QTS Capital Management – Chimera73%
Deep Field Capital – Singularity Liquid Equity Alpha (LEA)68%
e360 Power – e360 Power Strategy67%
BlackBird Asset Management – Alpha Spread 2.5X61%
QQFundcom – Alpha Beta Program59%
Leibniz Group – Systematic Intelligence Vol 3052%
First Quadrant LP – FQ Macro FX – 20% Risk49%
Tamhill – Tamhill Trading System48%
Hornsby & Company – Ryan Alderson Intermediate Swing45%
Tom Capital AG – Moderate Model Portfolio-23%
Leapmach Capital Management Limted – DNST-24%
Plus EV Capital – Raise Alpha Prog-24%
ecamos Capital AG – ecamos Core Strategy 1X-24%
Cantab Capital Partners – CCP Quant Fund-24%
ecamos Capital AG – ecamos Core Strategy 2X-25%
Berenberg – Dymacs Volatility Premium-26%
Future Trade AG – Thales Swing Trading Programme-26%
Tianyou Asset Management – Tianyou Fund-33%
Hornsby & Company – Sadanand Kalasabail Advait-37%
YTD Table

ManagerMTDYTD
Hornsby & Company – Sadanand Kalasabail Advait22%-37%
Worldwide Capital Strategies – Profit Quest Macro World15%14%
AIS Capital Management – MAAP 3-6X13%20%
Schindler Capital Management – Institutional Dairy Advantage13%14%
Schindler Capital Management – Dairy Advantage Program13%20%
t24 Capital – TCM Global Index Fund10%8%
Algocentric Capital – $100000 Program9%2%
AIS Capital Management – MAAP 2-4X9%15%
R Best – Private Client Program 2x9%5%
Polar Star Management – Polar Star Spectrum Fund Limited9%40%
WG Wealth Guardian – GVR Program-8%-9%
Leibniz Group – Grab-8%11%
Leibniz Group – Grab-8%11%
NuWave Investment Management – Combined Futures Portfolio-10%-22%
Dreiss Research Corp – Global Diversified Program-10%-16%
WG Wealth Guardian – Strategic Volatility Master Program-12%-3%
Quantitative Investment Management – Global Program 3x-12%-22%
NuWave Investment Management – Matrix Portfolio-12%-23%
Purple Valley Capital – Diversified Trend 1-13%33%
Plus EV Capital – Raise Alpha Prog-28%-24%
MTD table

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