world cup challenge

Futures magazine publishes a CTA ranking every month. If you think the rankings at Robbins are bad, just take a look at this list. It just goes to prove how difficult this business is. Although, considering the market this year, any of these guys in positive territory is probably considered very good.

Here's a sampling from the latest issue:

S&P Total Return Index (YTD through August): -13%
Lehman Bros Treasury Index: +5.8%

Barclay CTA index: +0.19% (yes, that's zero point one nine percent)
CTA's identifying their style as either discretionary or systematic:

Discretionary: +0.08%
Systematic: +0.99%

The top ranked Public Funds CTA is up 46% YTD with only a handful over 25%. I'm sure there are private funds doing better, but they don't report.

So, you can take your own individual results and see how you stacked up. Of course, some of these CTA's are moving huge amounts of money, so they are at a disadvantage there, but its always fun to compare.

Kirk
 
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