Managed Futures as an asset class was able to finish just above the black in 2015 (according to our 2014 asset class scoreboard) which is great to use as a reference to compare against other investment strategies, but it’s not so great if someone was using that information to decide whether to invest in Managed Futures.

That’s because investors don’t invest in the entire asset class, they invest in Managed Futures programs and funds. They invest in real managers doing real trades with real money. Which brings us to the top such managers (by returns only) in 2015. We will make sure to say that one year’s performance doesn’t make a track record. It’s just as important, if not more so, to look at risk metrics like the all time maximum drawdown we list below, and to see how the program does year over year on a risk adjusted basis.

(Disclaimer: past performance is not necessarily indicative of future results. Programs listed consist of those with at least a 3 year track record tracked by RCM Alternatives for investment by clients via managed accounts and do not represent all available programs in the managed futures universe. The Max DD represents the worst drawdown of all time for the listed programs).


LJM Patners – Aggressive Premium Writing (QEP)27.08%-63.65%500,000
QIM — Global Macro (QEP) 20.82%-16.63%20,000,000
Three Rock Capital Mgmt – Global Macro Proprietary (QEP)14.00%-15.56%500,000
Camkay Capital — Stock Indices Short Term12.76%-20.79% 100,000
Paskewitz Asset Management – Contrarian 3X St. Index (QEP)12.68%-18.21%500,000
Rosetta Capital — Macro (QEP)10.99%-30.61%50,000
DUNN Capital Management – World Monetary (QEP)10.91%-60.06%500,000
Sandpiper Asset Management – Global Macro Program (QEP)10.65% -14.69%1,000,000
Wharton Capital Management – Agricultural Futures 10.21%-11.99%100,000
Red Rock Capital – Systematic Global Macro10.04%-17.74%500,000