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Future proofing: best Alt Ucits managed futures investors revealed

Future proofing: best Alt Ucits managed futures investors revealed

Managed futures strategies may face an uncertain outlook in the wake of increased regulatory scrutiny but which fund managers are leading the pack regardless of wider difficulties?

In the Citywire Managed Futures sector, there are currently 34 fund managers on our radar, while 14 of these can boast a three-year track record.

Over this three-year period the average manager in the sector lost 4.3%, so who went above and beyond this mark? Let’s take a closer look at three standout performers.

3. Massimiliano Orioli, Anthilia Partners

Fund: Planetarium Fund Anthilia Grey

Three year total returns to March 2013: 5.9%

Third on our leading commodities specialist countdown is Massimiliano Orioli, who has run the €49 million Planetarium Fund Anthilia Grey since its launch in August 2008.

Commodities directly only make up 14.7% of the fund, while duration hedges and short-dated bonds, such as one-to-two-year dated maturities, make up the bulk of Orioli’s portfolio exposure.

2. Alfonso Torres, Pedro Marazuela, Diego Torres, Auriga Investors

Fund: M2T Multi-Strategy A

Three year total returns to March 2013: 7.64%

Madrid-based trio Alfonso Torres, Pedro Marazuela and Diego Torres have co-run M2T Multi-Strategy fund since it was launched as a Luxembourg-domiciled vehicle in February 2009.

The fund is run with a tight focus on risk management, which uses eight different asset selection and risk management models. It aims to ensure potential daily losses are kept below 4%.

1. Marc Boettinger, DWS

Fund: DWS Invest Income Strategy Systematic LD

Three year total returns to March 2013: 11.28%

Posting the strongest performance over the past three years in the managed futures field is DWS investor Marc Boettinger, who is also the only managed futures specialist tracked by Citywire Global to breach the 10% return mark.

In his €91 million fund, Boettinger mainly invests in the European markets and has tailored his approach over the first quarter of the year to ride challenges presented by the Cypriot bail-out and the Italian election stalemate.

Boettinger said in his most recent market commentary that his trend-following and carry strategies had proven particularly fruitful during recent difficulties.

The top five managed futures managers in full

Fund Manager Contributing Fund(s) Three Year TR
Marc Boettinger DWS Invest Income Strategy Systematic LD 11.3%
Torres/Marazuela/Torres M2T Multi-Strategy A 7.6%
Masimiliano Orioli Planetarium Fund Anthilia Grey 5.95%
Pablo Hess TRYCON Basic Invest HAIG 5.4%
Katherina Duong Nordea 1 – Heracles Long/Short MI 3.9%

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