LJM Managed Futures Account
Quick Statistics:
| Current Rank: | 97 |
|---|---|
| Current Score: | 293 |
| Current Rank: | 97 |
| All-time Average Rank: | 330 |
| All-time Average Score: | 262 |
| Max Drawdown: | -14.14 |
| Annualized Standard Deviation: | 20.39 |
| Year to Date Return: | 12.68 |
| 5-Star Rating: | 20.39 |
Recent Performance:
| Month | HedgeRank™ | Rank | Change | HedgeScore™ | Score | Change | One Month Return | Total Assets | |
|---|---|---|---|---|---|---|---|---|---|
| May / 2016 | 97 | 93 | 293 | 24 | 4.50% | Unknown | 18.43 | 63.07 | $51,000,000 |
| April / 2016 | 190 | -46 | 269 | -7 | 0.73% | Unknown | 17.04 | 65.96 | $51,000,000 |
| March / 2016 | 144 | 70 | 276 | 83 | 1.87% | Unknown | 19.27 | 64.94 | $54,000,000 |
| February / 2016 | 214 | -104 | 193 | -93 | 2.56% | Unknown | 21.35 | 68.13 | |
| December / 2015 | 110 | 6 | 286 | 6 | 12.05% | Unknown | 4.18 | 86.05 | $50,000,000 |
| November / 2015 | 116 | -6 | 280 | -6 | 2.73% | Unknown | 25.97 | 73.13 | $48,000,000 |
| September / 2015 | 110 | 677 | 286 | 123 | 12.05% | Unknown | 4.18 | 86.05 | $50,000,000 |
| August / 2015 | 787 | -650 | 163 | -129 | -13.95% | Unknown | -2.94 | 65.57 | $45,000,000 |
| July / 2015 | 137 | 70 | 292 | 25 | 5.34% | Unknown | 18.10 | 108.57 | $53,000,000 |
| June / 2015 | 207 | 9 | 267 | -11 | 1.46% | Unknown | 9.83 | 107.48 | $50,000,000 |
| May / 2015 | 216 | 5 | 278 | 7 | 3.46% | Unknown | 10.73 | 117.68 | $52,000,000 |
| April / 2015 | 221 | 16 | 271 | -9 | 2.65% | Unknown | 9.20 | 97.06 | $49,000,000 |
| February / 2015 | 237 | 44 | 280 | 28 | 6.22% | Unknown | 8.49 | 83.22 | $48,000,000 |
| January / 2015 | 281 | 896 | 252 | 95 | 2.25% | Unknown | 0.55 | 82.27 | $46,000,000 |
| December / 2014 | 1177 | -900 | 157 | -118 | -0.05% | Unknown | 1.42 | 83.62 | |
| November / 2014 | 277 | -189 | 275 | -55 | 4.02% | Unknown | 5.42 | 95.60 | $47,355,927 |
| September / 2014 | 88 | 13 | 330 | 4 | 3.95% | Unknown | 22.62 | 151.65 | $56,057,405 |
| August / 2014 | 101 | 186 | 326 | 58 | 4.19% | Unknown | 15.95 | 151.99 | $55,045,208 |
| July / 2014 | 287 | -61 | 268 | -31 | -2.04% | Unknown | 14.57 | 155.44 | $53,235,150 |
| June / 2014 | 226 | -43 | 299 | 0 | 2.65% | Unknown | 20.13 | 143.71 | $54,503,742 |
| May / 2014 | 183 | 80 | 299 | 26 | 2.05% | Unknown | 23.84 | 152.29 | $53,902,485 |
| April / 2014 | 263 | 6 | 273 | -11 | 0.91% | Unknown | 5.20 | 161.41 | $51,817,481 |
| March / 2014 | 269 | 441 | 284 | 63 | 5.62% | Unknown | 1.59 | 184.02 | $52,813,408 |
| February / 2014 | 710 | -381 | 221 | -43 | -1.41% | Unknown | -4.42 | 160.31 | $49,987,203 |
| January / 2014 | 329 | 465 | 264 | 52 | 4.18% | Unknown | -1.10 | 171.67 | $50,204,282 |
| October / 2013 | 794 | 416 | 212 | 54 | -3.31% | Unknown | -7.30 | 170.06 | $47,900,264 |
| August / 2013 | 1210 | -946 | 158 | -123 | 2.95% | Unknown | 1.01 | 2.48 | |
| March / 2013 | 264 | 0 | 281 | New | -0.52% | Unknown | 32.27 | 38.00 | $46,158,006 |
Awards
This hedge fund has no awards.
Trophies
2014
Top 100 Hedge Fund September 20142016
Top 100 Hedge Fund May 2016Superlatives
LJM Managed Futures Account's best month was September 2015, ranked #110 with a HedgeScore of 286 earning a 12.05% positive return of $6,025,000.
LJM Managed Futures Account's worst month was August 2015 , ranked #787 with a HedgeScore of 163 taking a -13.95% loss of -$6,277,500.