The Hedge Fund Journal CTA and Discretionary Trader Awards 2022

Winners

Data supplied by Preqin
Originally published on 14 June 2022

Currency – Systematic Strategy
Best Performing Fund over 5 Years 
Finbou Thales
(Finbou AG)

Systematic Fundamental Macro (AUM $100m – $500m)
Best Performing Fund in 2021 and over 3 and 4 Years
Othania Invest AS
(Othania)

Short Term Trader (AUM < $50m)
Best Performing Fund in 2021
Niche Quantitative Strategies
(SysCat Capital)

Discretionary Energy Trader
Best Performing Fund in 2021 and over 2 Years

Andurand Commodities Discretionary Enhanced Fund
(Andurand Capital) 

Alternative Markets Trend Follower (Financials and Commodities)
Best Performing Fund in 2021

Aspect Alternative Markets
(Aspect Capital)

Trend Follower (Flat Fee)
Best Performing Fund in 2021
Aspect Core Trend HV
(Aspect Capital)

Discretionary Macro (AUM < $100 million)
Best Performing Fund in 2021 and over 2, 3 and 5 Years

AVM Global Opportunity Fund
(AVM Capital) 

Trend Follower (AUM $100m – $1bn)
Best Performing Fund in 2021 and over 2 Years
SMN Diversified Futures Fund
(smn Investment Services GmbH)

AI Multi-Asset Strategy (AUM < $100m)
Best Performing Fund in 2021
Swarm XVI
(Swarm Technology)

Trend Follower (AUM $100m – $1bn)
Best Performing Fund over 5, 7 and 10 Years
Epsilon Global Trend
(Metori)

Trend Follower (AUM $100m – $1bn)
Best Performing Fund over 4 Years
Managed Futures Program Focus
(Quantica Capital)

AI Equity Strategy
Best Performing Fund in 2021 and over 2 and 3 Years
DL Two Strategy
(Rosetta Analytics)

Emerging Market Macro (Hybrid Systematic/Discretionary)
Best Performing Fund in 2021 and over 2 Years
Broad Reach Explorer
(Broad Reach)

Fund of Commodity Funds (Arbitrage Strategies)
Best Performing Fund in 2021
AlphaBee Commodity Arbitrage Fund
(AlphaBee Asset Management)

Commodities, Equity and Freight Trader
Best Performing Fund in 2021 and over 2 and 3 Years
Svelland Global Trading Fund
(Svelland Capital)

Trend Follower (Flat Fee)
Best Performing Fund over 2 Years
Mandatum Managed Futures Fund
(Mandatum)

Short Term Trader (AUM > $500 million)
Best Performing Fund over 5 and 7 Years
CFM Discus
(Capital Fund Management)

Systematic Fundamental Macro (AUM $100m – $500m)
Best Performing Fund over 2 Years
Capital Fund Management – Systematic Global Macro Program
(Capital Fund Management)

Medium Frequency Trader – Equity Indices
Best Performing Fund in 2021 and over 2 Years
Lumos Fund SPC – 4Cast strategy

Machine Learning (Macro and Equities)
Best Performing Strategy over 3 Years
Bayforest Innovation Combined Futures and Equities strategy
(Bayforest Technologies)

Discretionary Currency Trader (AUM < $1bn)
Best Performing Fund in 2021 and over 2 Years
Salzworth Global Currency Fund
(Salzworth)

Hybrid Systematic/Discretionary Commodity Strategy
Best Performing Fund in 2021 and over 2 and 3 Years
Northern Trace Fund
(Northern Trace)

Our awards methodology

Our data partner is Preqin. We do not invite submissions and we do not create or publish shortlists. We do follow Preqin categorisations but we also create additional categories; this work is done by our editor Hamlin Lovell based on his experience. The risk adjusted return calculations done to determine the best performers across the various award categories are largely done by Preqin but some are done by us. We contact the best performers – based solely on the data – and request their participation in the awards. If managers/funds decline to participate we scrap the category/award. We do not contact the next best performer to request their participation.