The Hedge Fund Journal CTA and Discretionary Trader Awards 2023

Winners

Data supplied by Preqin
Originally published on 17 May 2023

Trend Follower – Equity Capped (AUM < $1bn)
Best Performing Fund in 2022 and over 2 and 3 Years
CFM ISTrends Equity Capped Fund
(Capital Fund Management)

Short Term Trader (AUM > $500m)
Best Performing Fund in 2022 and over 2 and 5 Years
CFM Discus Feeder
(Capital Fund Management)

Trend Follower (Flat Fee)
Best Performing Fund in 2022 and over 2 Years
Aspect Core UCITS
(Aspect Capital)

Trend Follower (AUM > $1bn)
Best Performing Fund in 2022 and over 2 Years
Aspect Diversified Programme
(Aspect Capital)

Short Term Trader (AUM $100m to $500m)
Best Performing Fund in 2022
Tages Eckhardt Systematic Short-Term UCITS Fund
(Eckhardt Trading)

CTA Beta
Best Performing Fund over 10 Years
Credit Suisse Managed Futures Strategy Fund
(Credit Suisse)

Trend Follower (AUM $100m to $1bn)
Best Performing Fund over 2 Years
SMN Diversified Futures Fund
(smn Investment Services gmbH)

Trend Follower (AUM $100m to $1bn)
Best Performing Fund in 2022
Global Diversified Program
(Mulvaney Capital Management)

Trend Follower (AUM $100m to $1bn)
Best Performing Fund over 6, 7, 8, 9 and 10 Years
Epsilon Global Trend
(Metori Capital Management)

Fund of CTAs
Best Performing Fund over 8 and 9 Years
Abbey Capital Futures Strategy
(Abbey Capital)

Multi-Asset Volatility Arbitrage (Hybrid Systematic and Discretionary)
Best Performing Fund over 2, 3 and 4 Years
Danske Invest Global Cross Asset Volatility
(Danske Bank Asset Management)

Equity Volatility Arbitrage (Hybrid Systematic and Discretionary)
Best Performing Fund in 2022 and over 4 and 5 Years
Athena UI Fund
(LeanVal Asset Management)

Trend Follower (AUM < $50m)
Best Performing Fund over 3, 4 and 5 Years
Global Alpha Fund
(Bowmoor Capital)

Discretionary Energy Trader (AUM > $100 million)
Best Performing Fund in 2022 and over 2 and 3 Years
Andurand Commodities Discretionary Enhanced Fund
(Andurand Capital)

Short Term Trader (AUM < $50m)
Best Performing Fund in 2022 and over 2 Years
Niche Quantitative Strategies
(SysCat Capital)

Systematic Trend Following CTA (Commodities)
Best Performing Fund in 2022
Calculo Evolution Fund
(Calculo Capital)

Trend Follower (Alternative Markets – Financials and Commodities)
Best Performing Fund in 2022 and over 2, 3, 4, 5 and 6 Years
Florin Court
(Florin Court Capital)

Fund of Hedge Funds (Arbitrage Strategies)
Best Performing Fund in 2022 and over 2 and 5 Years
AlphaBee Multi Arbitrage Fund
(AlphaBee Asset Management) 

Currency – Systematic Strategy
Best Performing Fund in 2022 and over 2 and 3 Years
Finbou Thales
(Finbou AG)

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.

Disclaimer

Preqin provides The Hedge Fund Journal with performance data based on information available on our platform Preqin Pro, which offers performance data covering a universe of more than 30,000 funds.

The performance data is compiled using public domain information and data reported to Preqin by the funds themselves. As Preqin is a provider of data, analysis, and insights rather than an auditor, the data we collect is not independently verified or assessed. Hence, Preqin cannot guarantee the validity of the information provided.

If a fund wishes to name Preqin as the data source for The Hedge Fund Journal awards in marketing materials, they may only do so if they repeat the above statement within their materials.