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Topp 5 Managed Futures/CTA-program – 2011

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Stockholm (HedgeFonder.nu) – Attain Capital gör två gånger per år en rankinglista på de bästa trendföljande Managed Futures/CTA-fonderna på marknaden. Det skriver HedgeWorld. Ingen av de nordiska förvaltarna finns dock med på den listan. De fem främsta fonderna i deras totallista, alla kategorier visas i tabellen nedan. Där anges också minsta investering i fonden, genomsnittlig årlig avkastning, samt största sammanlagda nedgång.

Program  

Min.invest (USD)

Avkastning

Max.nedgång

Newport Private Capital LLC Optimum Income

250.000

8,96%

0,88%

Briarwood Capital Management Inc.Diversified

3.000.000

9,29%

-13%

Winton Capital Management, Diversified

50.000.000

16,21%

– 25,59%

Monterosso Investment Mgmt Co, LLC Short Term

250.000

17,28%

-7,09%

Integrated Managed Futures Corp. Global Investment

2.000.000

13,66%

-10,47%

Det kan konstateras att skillnaden i den maximal sammalagd nedgången skiljer sig åt tämligen mycket, där Newport sticker ut med en synnerligen låg risk och Winton Capital med en risk som överstiger den genomsnittliga risken på aktiemarknaden. Något annat som också skiljer fonderna åt väsentligt, är de minsta investeringar som fonderna kräver. Även där är Newport – tillsammans med Monterosso – på den lägre delen av skalan, medan Winton kräver hela 50 miljoner USD som minsta investering.

Bild: (C) shutterstock—DavidEwingPhotography

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HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

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