Pinnacle winners have a familiar ring

The 2014 Managed Futures Pinnacle awards presented by CME Group and BarclayHedge were announced last night in a ceremony in Chicago. It was a fun event and Futures is proud to have profiled many of the nominees and winners of this year’s awards over the years.

Tlaloc Capital, named 2013 best single sector CTA, was featured twice in Futures; most recently as one of the Top Traders of 2013.

Esulep, another one of Futures Top Traders of 2013, won the award for 3-Year Best Hybrid CTA.

Robert Doherty of Doherty Advisors LLC, who won for 5-Year Best Options Strategy was featured in a September 2009 story, ironically right at the start of the five-year stretch the CTA was cited for.

Dunn Capital Management, who has been featured in Futures several times over the years, won for Best Multi-Advisor Futures Fund.

CME Group Senior Director David Lerman discussed the growth of managed futures mutual funds, pointing out that that such 40-Act structures are now managig $13 billion and highlighting Pimco's movement into the space. 

It was gratifying to see the industry with a positive outlook on the Managed Futures space.  Too often pessimism has infected recent industry events due to the worst three-year performance in the history of the managed futures industry.

David Harding, recipient of this year’s Pinnacle lifetime achievement award, addressed this in his comments at the ceremony. Harding, Chairman and CEO of Winton Capital Management, said the recent rough patch for managed futures is a sign the industry has matured. “No industry lives in a state of perpetual boom. It is a sign that we arrived,” Harding said.

Below are the nominees and winners (underlined in bold) under each award category.

BEST DIVERSIFIED CTA

  • 2013 Best Diversified CTA $500 million+ AUM

Boronia Capital

GMO

H20 AM

 

  •  Diversified CTA Less than $500 million AUM

Newton Capital Partners

Revolution Capital Management, LLC

Systematic Alpha Management, LLC

 

  • 5-Year Best Diversified CTA $500 million+ AUM

Fort L.P.

GMO

Two Sigma Investments, LLC

  • 5-Year Best Diversified CTA Less than $500 million AUM

Merricks Capital

Newton Capital Partners

Telluride Asset Management, LLC

 

BEST SINGLE SECTOR CTA

  • 2013 Best Single Sector CTA

Four Seasons Commodities Corporation

Kottke Commodity Capital

Tlaloc Capital

  • 5-Year Best Single Sector CTA

Dominicé & Co – Asset Management

Four Seasons Commodities Corporation

Kottke Commodity Capital

 

BEST MULTI-ADVISOR FUTURES FUND

  • 2013 Best Multi-Advisor Futures Fund

AC Investment Management, LLC

DUNN Capital Management, LLC

RQSI

  • 5-Year Best Multi-Advisor Futures Fund

AC Investment Management, LLC

Abbey Capital Limited

The Bornhoft Group Corporation

 

BEST OPTIONS STRATEGY

  • 2013 Best Options Strategy

Doherty Advisors, LLC

GalNet Asset Management, LLC

Global Sigma Group


  • 5-Year Best Options Strategy

Doherty Advisors, LLC

ITB Capital Management, LLC

LJM Partners, Ltd.

 

  • 3-YEAR BEST SYSTEMATIC CTA

Accura Consult

GMO

QuantMetrics Capital Management LLP


  • 3-YEAR BEST DISCRETIONARY CTA

Greenwave Capital Management

Newton Capital Partners

Protec Energy Partners, LLC

 

  • 3-YEAR BEST HYBRID CTA

Dominicé & Co – Asset Management

Emil Van Essen, LLC

Esulep Management


  • 2013 BEST EMERGING CTA

Goldman Management, Inc.

Tlaloc Capital

Whitehaven SPC

 

METHODOLOGY

The winners were selected by BarclayHedge using a completely systematic approach based on a group of quantitative performance metrics most commonly used by investors. Professional asset allocators were polled to determine which criteria are most useful to them in manager selection and which of those factors are most important. The top five performance metrics are selected and ranked in order of importance and are given a weighting. Final scores are calculated based on the manager’s ranking in each weighted category. The three programs with the best scores in each category are selected as the nominees and the program with the top score is named the winner.

Sol Waksman, president of BarclayHedge, described the methodology for selecting winners and gave out the awards. 

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