The Hedge Fund Journal CTA Awards 2021 – Winners

Data supplied by Preqin

Originally published on 01 July 2021

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The Hedge Fund Journal Awards 2021 – Winners List [PDF]

Trend Follower – Alternative Markets
Best Performing Fund in 2020 and over 3 Years
Gresham ACAR Quant
(Gresham Investment Management, LLC) 

Trend Follower – Flat Fee
Best Performing Fund over 2 Years
AlphaSimplex Managed Futures Strategy Fund
(AlphaSimplex Group, LLC) 

AI/Machine Learning Equity Index Strategy
Best Performing Fund in 2020
RL One (SP500 Long/Short)
(Rosetta Analytics Inc)

AI/Machine Learning Long Volatility Strategy
Best Performing Fund in 2020
Qdeck ML Long-Only Volatility
(Rotella Capital Management)

Discretionary Commodity Arbitrageur
Best Performing Fund in 2020 and over 2 and 3 Years
BlackBird Alpha Spread
(BlackBird Asset Management)

Trend Follower – Equity Capped Strategy
Best Performing Fund in 2020
CFM ISTrends Equity Capped Fund
(CFM) 

Systematic Short-Term Trader (AUM > $500 million)
Best Performing Fund over 5 Years
CFM Discus
(CFM) 

Discretionary Macro (AUM < $100 million)
Best Performing Fund in 2020
Bovell Global Macro Fund
(Carcharodon Capital Ltd)

Systematic Commodities – Multistrategy
Best Performing Fund in 2020 and over 2, 3 and 5 Years
Millburn Commodity Fund (Offshore)
(Millburn)

Trend Follower (AUM < $1 billion)
Best Performing Fund in 2020
Lyxor Epsilon Global Trend Fund
(Metori)

Short Term FX Trader
Best Performing Fund in 2020 and over 2 Years
FX Alpha Program
(Altair Systematic Capital)

Trend Follower (AUM < $1 billion)
Best Performing Fund over 3 and 5 Years
1X Quantica Managed Futures Fund
(Quantica Capital)  

Discretionary Energy Trader
Best Performing Fund in 2020 and over 2 and 3 Years
e360 Power Flagship
(e360 Power)

Fund of CTAs
Best Performing Fund in 2020
ACL Alternative Fund
(Abbey Capital)

Fund of CTAs
Best Performing Fund over 2 Years
Abbey Capital Futures Strategy
(Abbey Capital)

Systematic Short-Term Trader (AUM < $500 million)
Best Performing Fund over 3 Years
Adalpha Diversified Short-Term Program
(Adalpha Asset Management, LLC)

Systematic Macro
Best Performing Fund in 2020
Metolius Enhanced Fund
(Metolius Capital, LLC)

AI/Machine Learning
Best Performing Fund over 5 Years
TCM Global Index Fund
(Taaffeite Capital Management LLC)

Discretionary Natural Gas Trader
Best Performing Fund in 2020 and over 2 and 3 Years
Statar Capital Natural Gas Strategy
(Statar)

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.

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.

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