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The Rankings of the Agency BarclayHedge of Hedge Funds

18 April 2017

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Recently, we published Global Macro Strategy article. Now we want to demonstrate the rankings of the agency BarclayHedge of hedge funds using the global macro strategy (next macro hedge funds).

The first ranking shows us TOP 10 macro hedge funds for the last 12 months from March 2016 to February 2017.

There is ranked by 12 months compound annual return:

 Name 12 Mo. Comp. Ann. Return
SYW L.P.  45.46 %
Cosmopolitan Global EUR - C Class  37.15 %
 Sparta Ciclico Fundo De Investimento Multimercado  33.86%
SIPCO Global Macro Portfolio  33.51 %
PACS Opportunity Fund LP  32.81%
Salmon Global Fund  30.73%
X2 Alternative Dividend Alpha Fund, Inc.  29.30 %
SYstematic FOrecasting of GLObal MAcro Developments Limited  27.87%
Templeton Global Summits (Cayman) Fund, Ltd.  27.30 %
 Aleutian Fund  25.80%

The second ranking for the last 12 months from March 2016 to February 2017 for the Sharp coefficient is:

    Name  12 Mo. Sharpe Ratio
Wexford Spectrum Fund, L.P. Class A/C  6.05
Wexford Offshore Spectrum Fund Class A/C  5.89
Salmon Global Fund  5.17
PACS Opportunity Fund LP  3.77
LO Selection - The Growth (EUR) P A  3.32
SIPCO Global Macro Portfolio  2.95
SIPCO Capital Appreciation Portfolio  2.83
SBB Research Group Polysight I LLC  2.80
 X2 Alternative Dividend Alpha Fund, Inc.  2.77
 Verde Global Macro Master Fund, LLC  2.72

Three hedge funds were included in both rankings of  annual return and Sharp:

  • Salmon Global Fund showed 12 months compound annual return 30.73% with a high value of the Sharp coefficient 5.17
  • PACS Opportunity Fund LP compound annual return is 32.81% and the coefficient Sharp 3.77
  • SIPCO Global Macro Portfolio compound annual return is 33.51 and Sharp 2.95.

The next TOP 10  ranking is for macro hedge funds for the last 36 months from March 2017 to February 2017.

The first ranking of compound is annual return:

 Name  36 Mo. Comp. Ann. Return
Sparta Ciclico Fundo De Investimento Multimercado  31.17%
PACS Opportunity Fund LP  19.51%
Macromoney Global Investments Ltd.  17.08%
Randholm's Global Macro Investment Vehicle  14.80%
Otemma Global Macro, SP Class S  14.61%
Stratus Feeder LLC Series 1.5  13.79%
Stratus Enhanced Leverage  13.34%
Stratus Feeder LP Series 1.5  13.05%
Stratus Feeder Ltd C 1.5  13.01%
Stratus Feeder Ltd E 1.5  12.78%

The second TOP 10 ranking of macro hedge funds from the period from March 2014 to February 2017 for the Sharp coefficient is:

Name  36 Mo. Sharpe Ratio
Sparta Ciclico Fundo De Investimento Multimercado  1.45
Randholm's Global Macro Investment Vehicle  1.44
BiscayneAmericas Fortaleza Fund  1.36
Stratus Feeder LLC Series 1.5  1.34
Stratus Feeder LLC Series 1  1.33
Stratus Standard Leverage  1.33
Stratus Enhanced Leverage  1.33
Stratus Fund Ltd Class D EUR 1X  1.31
Stratus Feeder LP Series 1.5  1.26
Stratus Feeder Ltd Class B USD 1X  1.25

In this ranking two macro hedge funds stand out because they were in the TOP 10 for the last 12 and 36 months:

  • Sparta Ciclico Fundo De Investimento Multimercado has compound annual return for the 36 months 31.17% and coefficient Sharp 1.45. For the last 12 months annual return was 33.86%
  • PACS Opportunity Fund LP was included in the TOP 10 for the last 36 months with annual return 19.51. For the last 12 months one demonstrated annual return 32.81% and Sharp 3.77.

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