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.
|Spectra SPC Power Fund – Class A||STI Asset Management||97.9|
|Three Rock Global Macro Program||Three Rock Capital Management||94.0|
|Cauldron Investment Stock Index Plus||Cauldron Investment Co.||93.5|
|Fenja FUND Multi Strategy||Fenja Funds||93.5|
|Global Macro Universal||Von Preussen-Hohenberg Management AG||91.8|
|Emerging Markets Currency Alpha Strategy||The Cambridge Strategy||91.0|
|Delta Stream Level 0||Von Preussen-Hohenberg Management AG||90.5|
|Alpha Program||Revolution Capital Management||90.1|
|TGM Global Macro||Tactical Global Management||90.0|
|QM Directional 10V Strategy||Quantmetrics Capital Management||87.7|
|*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.