Three Rock Capital’s Global Macro Program has ranked second amongst the Most Consistent Top Performing CTAs over 5 years (July 2011 – June 2016) in the 2016 Preqin Alternative Assets Performance Monitor.

The league table monitors four metrics: annualized return, volatility, Sharpe ratio and Sortino ratio and derives the score of each fund through an average of the four percentile values to determine fund consistency.

FUNDMANAGERCONSISTENCY SCORE
Spectra SPC Power Fund – Class ASTI Asset Management97.9
Three Rock Global Macro ProgramThree Rock Capital Management94.0
Cauldron Investment Stock Index PlusCauldron Investment Co.93.5
Fenja FUND Multi StrategyFenja Funds93.5
Global Macro UniversalVon Preussen-Hohenberg Management AG91.8
Emerging Markets Currency Alpha StrategyThe Cambridge Strategy91.0
Delta Stream Level 0Von Preussen-Hohenberg Management AG90.5
Alpha ProgramRevolution Capital Management90.1
TGM Global MacroTactical Global Management90.0
QM Directional 10V StrategyQuantmetrics Capital Management87.7
*Based on a universe of 199 funds fulfilling the selection criteria.

Source: Preqin Hedge Fund Online

Past performance may not be indicative of future results. Investors should carefully consider the significant financial risks associated with trading futures and leveraged investments.