Managed Futures Record Banner Year

Jan 5 2015 | 12:34pm ET

After years of lackluster performance, managed futures funds came up trumps in 2014: the Newedge CTA Index was up 15.2% last year compared to the single-digit returns of most hedge funds.

Data from Societe Generale unit showed the best returns were posted by trend-followers, as the Newedge Trend Index gained 19% last year.

Here, according to data compiled by CNBC, are the Top 5 managed futures funds of 2014:

International Standard Asset Management Systematic Class A
Former Man Group chief Stanley Fink's firm has seen its assets decline sharply over the past 18 months to $750 million, according to Bloomberg, but its flagship quant fund was up a whopping 63.29% as of December 31, 2014.

Cantab Capital Partners Quantitative Programme
Cantab's $3 billion fund was up 39% as of December 31, 2014. "Systematic trading started 2014 as the least-loved asset class and has ended it as the best performing in part as a result of having positions opposite to the consensus," Ewan Kirk, Cantab's chief investment officer, told CNBC.

AHL Diversified
The Man Group's $4.4 billion fund was up 33% as of December 31, 2014, after several years of subpar performance.

Aspect Diversified
The London-based trend-follower led by CEO Anthony Todd was up 32.04% as of December 31, 2014. The fund manages $4.35 billion.

Two Sigma Compass Cayman
The $1 billion Two Sigma Compass Cayman fund was up 21.22% as of November 30, 2014. Two Sigma was founded in 2001 by Tudor Investment vet David Siegel and D.E. Show & Co vet John Overdeck.


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