| Organisation / Fund | Return | YTD * | AUM ** |
|---|---|---|---|
| Abraham Trading1 | -1.70% | -7.78% | $474M |
| Altis Partners2 | -3.58% | -4.12% | $1,332M |
| Aspect Capital3 | 0.53% | 2.04% | N/A |
| BlueTrend4 | -2.16% | 0.03% | $6,500M |
| Campbell & Company5 | -0.60% | -4.50% | $330M |
| Chesapeake Capital6 | -2.62% | -15.34% | $605M |
| Clarke Capital7 | 2.58% | -9.10% | $12M |
| Drury Capital8 | 0.16% | -9.11% | $226M |
| Dunn Capital9 | 5.02% | 8.25% | $224M |
| Eckhardt Trading10 | 5.60% | 2.93% | $277M |
| EMC Capital11 | -1.66% | -11.11% | $172M |
| Hawksbill Capital12 | 4.77% | 17.42% | $63M |
| Hyman Beck & Co.13 | 1.39% | -6.72% | $434M |
| JWH & Co.14 | 3.65% | 9.53% | $28M |
| Man AHL Diversified15 | 0.70% | 3.00% | $1,298M |
| Millburn Ridgefield16 | -7.67% | 1.10% | $1,049M |
| Rabar Market Research17 | -0.72% | -9.11% | $173M |
| Saxon Investment18 | 0.05% | -1.21% | $12M |
| Superfund19 | 1.04% | -5.98% | N/A |
| Transtrend20 | -0.22% | 1.97% | $4,800M |
| Winton Capital21 | 1.46% | 6.80% | $4,590M |
Notes
* YTD: Year-To-Date performance.
** AUM: Assets Under Management.
1. Abraham Trading was founded by Salem Abraham, after he was introduced to Managed Futures and Trend Following by Jerry Parker. He is considered as a “second-generation” Turtle.
2. Altis Partners started traded in 2001 and now manage over a $1B with their Altis Global Futures Portfolio.
3. The four founders of Aspect (Eugene Lambert, Anthony Todd, Michael Adam and Martin Lueck) were significant members of one of the most succesful funds in managed futures – AHL (Adam, Harding and Lueck).
4. BlueTrend, from BlueCrest Capital, is one of the largest Trend Following funds – headed by Ms. Leda Braga
5. Campbell & Company is one of the oldest Trend Following firms, operating for around 4 decades.
6. Chesapeake Capital was founded by Jerry Parker, a former Turtle.
7. Clarke Capital was founded by Michael Clarke in 1993.
8. Drury Capital, Inc., was founded in Illinois in 1992 by Mr. Bernard Drury.
9. Dunn Capital was founded by Bill Dunn.
10. Eckhardt Trading is the firm managed by William Eckhardt, who co-led the Turtle experiment with Richard Dennis
11. EMC Capital was founded by Liz Cheval, a former Turtle.
12. Hawksbill Capital was founded by Tom Shanks, a former Turtle.
13. Hyman Beck & Co. main principals are Alexander Hyman and Carl Beck.
14. JWH & Co. was founded by John W. Henry, Owner of the Boston Red Sox.
15. Originally ED & F Man. Became a succesful CTA under Larry Hite and went on to form part of The Man Group plc, which subsequently bought AHL to form the Man AHL: the systematic trading division of the Man group.
16. Millburn Ridgefield have been trading Trend Following models since the early 1970’s. As they report performance figures one month later, last month performance is not reported in this report and their YTD, AUM stats are from the month before.
17. Rabar Market Research is the company of Paul Rabar, a former Turtle.
18. Saxon Investment was founded by Howard Seidler, a former Turtle.
19. Superfund founder and CEO: Christian Baha.
20. Transtrend is a Trend follower CTA based in Netherlands
21. Winton Capital is a London-based CTA founded by Dave Harding (also co-founder of AHL).
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