Who Will Win the Managed Futures Pinnacle Awards?

Tonight is the Managed Futures Pinnacle Awards alongside the CME Groups’ Research Symposium and the MFA Forum! This is a once in a year chance for the Managed Futures / Global Macro space to share, discuss, and critique the incredibly diverse perspective on markets, quants, and where there are returns to be found.

Before the winners are selected from the many Pinnacle award categories, we got to wondering how RCM would choose the winners. Who would win in each of the categories and why? Well as it turns out, our new database just so happens to assign a ranking to each manager based on our own proprietary system – which makes the decision purely systematic!

Without further ado, the list of nominees in each of the categories with the RCM winner directly under!

(Click through to view each manager /program performance in our database or sign up for our database here ).

(Disclaimer: While some of these categories are for managers only, we linked to the manager’s highest ranking program in the database).

Best Diversified CTA

2016 Best Diversified CTA ($500 Million +AUM)

• PIMCO – Commodity Alpha Fund (QEP)
• Quantitative Investment Management – Global Program
• Two Sigma Compass US Fund (QEP)

RCM Winner: PIMCO – Commodity Alpha Fund (QEP)

2016 Best Diversified CTA (Less than $500 Million AUM)

• Blue Diamond Asset Management – Non Directional Strategy
• Higher Moment Capital – Opportunities Fund
• Splendor Capital Management – Credence Global

RCM Winner:   Splendor Capital Management – Credence Global

5-Year Best Diversified CTA (Less than $500 Million AUM)

• Man AHL – AHL Alpha
• Mondiale Asset Management – Trading (QEP)
• Two Sigma Compass US Fund (QEP)

RCM Winner: Two Sigma Compass US Fund (QEP)

Best Single Sector CTA

2016 Best Single Sector CTA

• 361 Capital – 361 Managed Futures Strategy Fund (QEP)
• Goldman Management – Navigator Fund (QEP)
• Tanyard Creek Capital – Livestock

RCM Winner: Tanyard Creek Capital – Livestock

5-Year Best Single Sector CTA

• Cauldron Investments – Stock Index Plus (QEP)
• Goldman Management – Navigator Fund (QEP)
• Hehmeyer Capital Management

RCM Winner: Goldman Management – Navigator Fund (QEP)

Best Multi-Advisor Futures Fund

• Abbey Capital – Abbey Global
• Frontier Funds – Equinox Balanced
• UOB-SM Asset Management

RCM Winner: Frontier Funds – Equinox Balanced

5-Year Best Multi-Advisors Futures Fund

• AC Investment Management – AGR Master (QEP)
• Abbey Capital – Abbey Global
• Altegris Advisors

RCM Winner:   AC Investment Management – AGR Master (QEP)

Best Options Strategy

2016 Best Options Strategy

• GalNet Asset Management – GalNet Alpha Fund (QEP)
• Global Sigma Group – Global Sigma Plus (QEP)
• LJM Partners – – LJM Fund (QEP)

RCM Winner: Global Simga Group – Global Sigma Plus (QEP)

5-Year Best Options Strategy

• Esulep Management – Esulep Permo Fund (QEP)
• Global Sigma Group – Global Sigma Plus (QEP)
• Warrington Asset Management – Strategic (QEP)

RCM Winner: Global Sigma Group – Global Sigma Plus (QEP)

3-Year Best Systematic CTA

• Blue Diamond Asset Management – Non Directional Strategy
• Higher Moment Capital – Opportunities Fund
• Whitehaven – Whitehaven Correlation Fund SP

RCM Winner: Blue Diamond Asset Management – Non Directional Strategy

3-Year Best Discretionary CTA

• Andurand Capital – Commodities
• H2O AM – Force 10 (QEP)
• PIMCO – Commodity Alpha Fund (QEP)

RCM Winner: PIMCO – Commodity Alpha Fund (QEP)

3-Year Best Hybrid CTA

• Episteme Capital Partner (UK) – Systematic Quest (QEP)
• Emil Van Essen, LLC – Spread Trading Program Limited (QEP)
• Splendor Capital Management – Credence Global

RCM Winner: Splendor Capital Management – Credence Global

2016 Best Emerging CTA

• Goldenwise Capital Management – Quantitative Multi-Strategy (QEP)
• Gremmy Advisors
• Tom Capital AG

RCM Winner: Goldenwise Capital Management – Quantitative Multi-Strategy (QEP)

(Disclaimer: Past performance is not necessarily indicative of future results)

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