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INCEPTION
Jaguar - AEGIR (QEP)
Diamond Capital - Enhanced S&P
Goldenwise - Multi-Strat (QEP)
Carbide Capital - Absolute Return
Wharton - Agriculture Futures (QEP)
Bluenose Capital - BNC BI
Four Seasons - Lone Star 3X
Red Rock - Systematic Global Macro
Soaring Pelican - Diversified S&P (QEP)
Degraves - Global Diversified (QEP)
MANAGER STRATEGY
AVG ANNUAL RETURN*
140.53%
163.95%
60.03%
38.51%
93.29%
148.88%
185.40%
231.21%
68.24%
26.68%
17.30%
13.34%
12.76%
12.19%
11.96%
10.98%
10.50%
9.04%
8.33%
5.40%
-6.31%
-10.82%
-10.69%
-3.76%
-11.99%
-16.71%
-18.67%
-17.74%
-10.43%
-15.60%
TOTALRETURN*
MAXDD*
Jan 2012
Oct 2009
Aug 2013
Sept 2014
Sept 2011
Oct 2008
Jan 2007
Sept 2003
Jan 2011
Jan 2013
Energy
S&P Momentum/Options
Volatility
Options
Agriculture
Options
Agriculture
Systematic Trend Following
S&P Trading
Short-Term Systematic
PROGRAM STRATEGY TYPE
$1,000,000
$150,000
$200,000
$100,000
$100,000
$30,000
$300,000
$500,000
$100,000
$1,000,000
MINIMUMINVESTMENT
*Statistics since inception through June 2017Past performance is not necessarily indicative of future results.
What does it take to be a top performing CTA? Return is important, but risk also plays a vital role. And what about manager pedigree, length of track record, and the uniqueness of the trading strategy? We’ve been researching top managed futures programs for more than a decade, and developed a proprietary ranking algorithm which measures return, risk, and the profile of different programs across multiple time frames.
The CTAs below are among RCM’s top ranked investment programs across the listed strategy types, having consistently outperformed their peers on a risk adjusted basis.
RCM Alternatives 621 South Plymouth CourtChicago, IL 60605
invest@rcmam.com
855-726-0060
QEP programs are only available to Qualified Eligible Persons as that term is determined in CFTC regulation 4.7.
You should fully understand the risks associated with trading futures, options and retail off-exchange foreign currency transactions (“Forex”) before making any trades. Trading futures, options, and Forex involves substantial risk of loss and is not suitable for all investors. You should carefully consider whether trading is suitable for you in light of your circumstances, knowledge, and financial resources. You may lose all or more than your initial investment. Past performance is not necessarily indicative of future results.
RCM Alternatives is a registered dba of Reliance Capital Markets II LLC.
rcmalternatives.com/blogrcmAlternatives.com
Don’t have a million bucks? Check out our list of automated trading systems (which run automatically on our servers, not on your machine) with minimum investments as low as $10,000.
2014 2015 2016 2017
RCMAlterna t vesTOP CTAs Report
NinjaTrader’s 2017 Quarterly Report
Avg Ann Return, the average annual return, calculated as the average 12mo gain need to compound returns to the total return achieved over the period.
Max DD, the maximum peak to valley loss on a month end basis over the period.
Total return, the total simple return over the listed period.
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