AAM’s Isis FX program tops CTA consistency index
The CTA Research Corporation – the independent research firm that ranks the performance of alternative investment accounts and commodity trading advisers – has placed Anello Asset Management’s Isis FX program first in the latest consistency index.
AAM’s Isis FX program offered the highest risk-adjusted return of 8.4% during the three-year period ending in October, making it the most consistent performing fund in the technical-currency category. The program generated a total return of 35.1% over the three-year period, an average annual return of 10.6%.
It uses a short-term discretionary trading model focused on global spot FX and does not follow trends or correlate to traditional assets.
“The program has generated consistently positive returns every year since its inception and has proved to be the most consistently performing program in its sector,” says Mark Hewlett, managing partner at AAM.
The CTA index ranks more than 1,000 managers’ historical performance in terms of how consistently they maintain returns and minimise risk by protecting downside volatility.