Managed Futures Database, Resource & Tools


Managed Futures Performance Database and Resource

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Absolute Returns, founded in 2007, is an independent managed futures and alternative investment performance database for both individual investors and brokers. Managers report to our database directly.
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Performance Search
Company / Program Latest YTD Total ROR Year
SDI Partners
Accredited Partner Fund
14.33% 30.29% 529.22% 2024
SDI Partners
Basic Partner Fund
9.35% 19.10% 240.67% 2024
Crescent Bay Capital ...
Conservative Growth Index ...
4.18% 9.42% 39.07% 2017
Bensboro Advisors, LLC
Bensboro Seasonal Spread ...
0.86% 6.85% 45.46% 2015
Ahead Capital Management LLC
Global Macro
5.7% 5.70% 2.59% 2024
Tianyou Asset Mangement LLC
Tianyou Fund
1.96% 4.03% 693.05% 2012
Crescent Bay Capital ...
Premium Alpha Managed Program
1.17% 3.77% 13.07% 2024
Ahead Capital Management LLC
Global Macro Tactical ...
3.7% 3.70% 80.76% 2020
Crescent Bay Capital ...
Fixed Premium Managed Program
0.64% 2.89% 29.94% 2023
Ahead Capital Management LLC
Event-Driven Global Macro
2.1% 2.10% -0.84% 2023
Claughton Capital, LLC
Claughton Capital ARP ...
1.76% 1.76% 82.40% 2005
Ahead Capital Management LLC
Global Macro Tactical ...
0.78% 0.78% 2.49% 2024
Lyncestis LLP
FX Index Arb - Currency ...
0.07% 0.56% 40.96% 2012
Lyncestis LLP
FX Basket Quant - Currency ...
0.11% 0.50% 37.00% 2013
Lyncestis LLP
FX Quant 11 - Currency ...
0.03% 0.40% 55.52% 2008
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Sample CTA Managed Futures Report