The Hedge Fund Journal CTA and Discretionary Trader Awards 2024

Winners

Data provided by NilssonHedge and Preqin
Originally published on 15 May 2024

Trend Follower (AUM $100 million to $1 billion)
Best Performing Fund over 3 and 4 Years
SMN Diversified Futures Fund
(smn Investment Services GmbH)

Trend Follower (AUM < $50 million)
Best Performing Fund in 2023 and over 2, 3, 4 and 5 Years
Global Alpha Fund
(Bowmoor Capital Limited)

Trend Follower (Commodities)
Best Performing Fund over 2 and 5 Years
Calculo Evolution Fund
(Calculo Capital)

Fund of Hedge Funds – Arbitrage Strategies
Best Performing Fund in 2023 and over 2, 3 and 5 Years

AlphaBee Multi Arbitrage Fund
(AlphaBee Asset Management)

Fund of Hedge Funds – Commodities
Best Performing Fund in 2023 and over 2, 3 and 5 Years

AlphaBee Commodity Arbitrage
(AlphaBee Asset Management)

Systematic Commodity Calendar Spread Trader (AUM < $500 million)
Best Performing Fund over 3 and 4 Years
Commodity Spread
(Aquantum)

Currency – Statistical Pattern Recognition Strategy
Best Performing Fund over 5 Years

Ascinaa Program
(Senaca Capital)

Cryptocurrency Long/Short
Best Performing Fund in 2023

Lemvi Crypto AMC
(Lemvi S.A.)

Trend Follower – Alternative Markets (Financials and Commodities)
Best Performing Fund over 2, 3, 4, 5, 6 and 7 Years
Florin Court Capital Programme
(Florin Court Capital)

Trend Follower (Flat Fee)
Best Performing Fund in 2023 and over 3, 5 and 10 Years

IS Trends Fund
(Capital Fund Management) 

Trend Follower (Equity Capped)
Best Performing Fund in 2023 and over 3 and 5 Years

CFM IS Trends Equity Capped
(Capital Fund Management) 

Short Term Trader (AUM > $500 million)
Best Performing Fund in 2023 and over 3, 5 and 10 Years
Discus 1x
(Capital Fund Management) 

Trend Follower (AUM $100 million to $1 billion)
Best Performing Fund in 2023
Global Diversified Program
(Mulvaney Capital Management) 

Market Neutral AI US Equities and Options
Best Performing Fund in 2023

Ancova Volatility Optimizer SP
(Ancova Capital Management) 

Trend Follower (AUM > $1 billion)
Best Performing Fund over 4, 5 and 7 Years
Managed Futures
(Campbell & Company)

Currency – Systematic Strategy
Best Performing Fund in 2023 and over 2 and 3 Years
Finbou Thales
(Finbou AG)

Discretionary Metal Trader
Best Performing Fund in 2023 and over 2 Years

Metals Alpha Program
(Blue Creek Capital Management)

Systematic Macro (AUM < $500 million)
Best Performing Fund over 3 Years
Systematic Global Macro
(Capital Fund Management)

Fund of Hedge Funds – CTA
Best Performing Fund over 2, 4 and 10 Years

Abbey Capital Futures Strategy
(Abbey Capital)

Our awards methodology

Our data partners are NilssonHedge and Preqin. We do not invite submissions and we do not create or publish shortlists. We do follow NilssonHedge and 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 our data partners 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.