Peak Peak

Join CME Group and Barclay Hedge for the only awards event to recognize excellence exclusively in the managed futures space.

WEDNESDAY, JUNE 19, 2013
CHICAGO, ILLINOIS

Preceding MFA’s Forum 2013

WHY MANAGED FUTURES?

Managed Futures is one of fastest growing segments today, and interest in this industry continues to grow as investors look to diversify beyond traditional asset classes. There are many benefits that come from incorporating managed futures into portfolios. It is our goal to highlight these benefits, honor the top managers, and provide increased visibility into the Managed Futures space.

LEARN MORE ABOUT
MANAGED FUTURES

EVENT DETAILS

DATE

Wednesday, June 19, 2013

TIME

5:30 – 7:00 p.m.

Registration & Cocktails


7:00 – 10:00 p.m.

Seated dinner, awards,
and entertainment

LOCATION

*Four Seasons Hotel
120 East Delaware Place
Chicago, Illinois 60611

*Attendees may take advantage of a discounted rate at the Four Seasons by calling (312) 280-8800 and asking for the "Managed Funds Association" rate of $350

ENTERTAINMENT

CME Group and BarclayHedge are pleased to announce this year's Managed Futures Pinnacle Awards host, Fox Business Network Anchor Liz Claman, and entertainment, Comedian Jim Gaffigan.

Emmy Award-winning journalist Claman, who interviews industry luminaries on her show "Countdown to the Closing Bell," will emcee the dinner program and award ceremony.

Considered a true triple-threat having achieved major milestones in stand-up, acting and writing, Gaffigan's cutting edge style has earned him an unprecedented number of appearances on CBS' "Late Show with David Letterman" and NBC's "Late Night with Conan O'Brien." His Comedy Central special remains one of the highest-rated of its kind to air on the network.

MANAGED FUTURES AWARDS

These fourteen "BTOP" awards and associated nominees are based on qualitative data from BarclayHedge:

BEST DIVERSIFIED CTA

  • 2012 Best Diversified CTA - $500 million+ AUM
    • Crabel Capital Management
      GMO Australia Ltd
      Harmonic Capital
  • 2012 Best Diversified CTA - Less than $500 million AUM
    • Newton Capital Partners
      QuantMetrics Capital Management
      Stenger Capital Management, LLC
  • 5-Year Best Diversified CTA - $500 million AUM
    • Bridgewater Associates, Inc.
      GMO Australia Ltd
      Two Sigma Investments, LLC
  • 5-Year Best Diversified CTA - Less than $500 million AUM
    • IPM Systematic Macro
      J E Moody & Company LLC
      Newton Capital Partners

BEST MULTI-ADVISOR FUND

  • 2012 Best Multi-Advisor Futures Fund
    • AC Investment Management, LLC
      ACL Global Fund
      Optima Discretionary Macro Fund Limited
  • 5-Year Best Multi-Advisor Futures Fund
    • AC Investment Management, LLC
      Bornhoft Group
      Optima Discretionary Macro Fund Limited

TOP EMERGING CTA

  • 2012 Best Emerging CTA
    • Esulep LLC
      Global Sigma Group, LLC
      Protec Energy Partners LLC

BEST SINGLE SECTOR CTA

  • 2012 Best Single Sector CTA - $500 million+ AUM
    • Dominice & Co. Asset Management
      Eagle Trading Systems Inc.
      Sasco Energy Fund L.P.
  • 2012 Best Single Sector CTA - Less than $500 million AUM
    • Global Ag, LLC
      Rosetta Capital Management, LLC
      Signina Capital AG
  • 5-Year Best Single Sector CTA - $500 million AUM
    • Dominice & Co. Asset Management
      Eagle Trading Systems Inc.
      Sasco Energy Fund L.P.
  • 5-Year Best Single Sector CTA - Less than $500 million AUM
    • AAA Capital Management Advisors, Ltd
      Alder Capital
      Rosetta Capital Management, LLC

BEST OPTIONS STRATEGY

  • 2012 Best Options Strategy
    • ITB Capital Management, LLC
      LJM Partners, Ltd.
      Warrington Asset Management Corporation
  • 5-Year Best Options Strategy
    • Doherty Advisors
      ITB Capital Management, LLC
      LJM Partners, Ltd.

THE PINNACLE AWARD
To honor an individual who has contributed significantly to the advancement and integrity of the managed futures industry

ABOUT THE BTOP AWARD METHODOLOGY
The BarclayHedge approach to selecting the 2013 Pinnacle Award nominees was based on a group of quantitative manager performance metrics most commonly used by investors. A mixture of interviews and surveys were conducted with professional asset allocators to determine (1) which criteria are most useful to them in their selection process for managers and (2) how those criteria ranked in order of importance.

Over 100 allocators participated in this process, and in the final phase, the top five performance metrics (based on their aggregate ranking score) were selected. Each metric was given a unique "weight" determined by it’s ranking and was incorporated to compute the final score of qualified CTA programs in each award category. The three programs with the best scores in each category were selected as the nominees, and the program with the top score will be named the winner.

For additional information please contact info@barclayhedge.com.

 

LAST YEAR'S WINNERS

Congratulations to the following winners and recipients of the BarclayHedge "BTOP" awards (in bold below).

BEST BEAR MARKET MANAGER

Best Bear Market Manager (HF Index)
  • $100-299M AUM
    • Mulvaney Capital Management
    • Conquest Capital Group
      Emil van Essen
  • $300M+ AUM
    • International Standard Asset Management
    • Conquest Capital Group
      NuWave Investment Management
Best Bear Market Manager (S&P 500)
  • $100-299M AUM
    • Mulvaney Capital Management
    • John W. Henry & Co.
      Quicksilver Trading, Inc.
  • $300M+ AUM
    • DUNN Capital Management
    • Conquest Capital Group
      International Standard Asset Management

Best Diversifier

Best Diversifier (CTA)
  • $100-299M AUM
    • Newton Capital Partners
    • Metro Forex
      Vegasoul Capital Management
  • $300M+ AUM
    • Two Sigma Investments
    • Axiom Investment Advisors
      Mesirow Financial
Best Diversifier (Multi Advisor)
  • $100-299M AUM
    • 6800 Capital
    • Templar Asset Management LTD
      The Kenmar Group
  • $300M+ AUM
    • AC Investment Management
    • Abbey Capital
      Equinox Fund Management, LLC

Greatest Returns (High Vol)

Best Return (High Volatility - Diversified)
  • $100-299M AUM
    • Emil van Essen
    • Mulvaney Capital Management
      Quicksilver Trading, Inc.
  • $300M+ AUM
    • International Standard Asset Management
    • Blackwater Capital Management
      DUNN Capital Management
Best Return (High Volatility - Single Sector)
  • $100-299M AUM
    • Paskewitz Asset Management
    • Ion Asset Architecture
      IPM Informed Portfolio Management
  • $300M+ AUM
    • Dominicé & Co
    • IPM Informed Portfolio Management
      QFS Asset Management

Best Defensive

Best Defensive (Diversified)
  • $100-299M AUM
    • Emil van Essen
    • J.E. Moody & Co.
      Saxon Investment Corporation
  • $300M+ AUM
    • GMO LLC
    • Mesirow Financial
      Two Sigma Investments
Best Defensive (Single Sector)
  • $100-299M AUM
    • Newton Capital Partners
    • Metro Forex
      Whistler Trading
  • $300M+ AUM
    • Dominicé & Co
    • Axiom Investment Advisors
      FDO Partners

Best Risk Adjusted

Best Risk Adjusted (Diversified)
  • $100-299M AUM
    • Vegasoul Capital Management
    • Emil van Essen
      Saxon Investment Corporation
  • $300M+ AUM
    • Two Sigma Investments
    • Bridgewater
      GMO LLC
Best Risk Adjusted (Single Sector)
  • $100-299M AUM
    • Newton Capital Partners
    • Hathersage Capital Management
      Metro Forex
  • $300M+ AUM
    • Axiom Investment Advisors
    • Dominicé & Co
      IPM Informed Portfolio Management

Greatest Returns (Low Vol)

Best Return (Low Volatility - Diversified)
  • $100-299M AUM
    • Vegasoul Capital Management
    • Fort LP
      Saxon Investment Corporation
  • $300M+ AUM
    • Two Sigma Investments
    • Bridgewater
      GMO LLC
Best Return (Low Volatility - Single Sector)
  • $100-299M AUM
    • Metro Forex
    • AAA Capital Management
      Premium Currency Advisors
  • $300M+ AUM
    • P/E Investments
    • Axiom Investment Advisors
      Capital Fund Management

Top Emerging

    • KeyQuant SAS
    • Gedamo Asset Management
      Global Domain Partners

2012 EVENT

Last year’s Managed Futures Pinnacle Awards offered a compelling look at where the industry is going and where it has been — inaugurating a proud new tradition.