Now that the last stragglers have gotten their December 2013 numbers in, our latest CTA Rankings are out, which crunches the data on more than 1,000 managed futures programs in our database; whittles that list down to a ranking universe of a little more than 300, and finally arrive at a consolidated list of top ranked programs using Attain’s proprietary ranking algorithm.
To be calculated in the rankings, a CTA must first qualify with a three year track record, be a registered CTA with the NFA, offer managed accounts, and be a viable business concern. Once the program is qualified for calculation, we take time into consideration, evaluating the metrics across each 1, 3, 5, and 10 year time periods in addition to the full length of the program’s performance.
The end result are rankings based on a CTAs full performance history and both its returns and risk profile – not just the past 1 or 3 year period and based simply on returns. The Top 15 overall can be found at the bottom, with the top 5 in different categories preceding it. Each program has its compound RoR and Max DD since inception listed, as well as the minimum investment for a managed account and date of inception. See our complete rankings here.