Best Bear Market Manager – HF Index

The calculation used to determine the nominees and winners for this category was based on the total return of the managers for all of the months during the time period under consideration in which the Barclay Hedge Fund Index posted a negative return.

HF Index - $100-299M AUM
Mulvaney Capital Management (Winner)
Conquest Capital Group (Nominee)
Emil van Essen (Nominee)

HF Index - $300M+ AUM
International Standard Asset Management (Winner)
Conquest Capital Group (Nominee)
NuWave Investment Management (Nominee)

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Best Bear Market Manager – S&P 500

The calculation used to determine the nominees and winners for this category was based on the total return of the managers for all of the months during the time period under consideration in which the S&P 500 Index posted a negative return.

S&P 500 - $100-299M AUM
Mulvaney Capital Management (Winner)
John W. Henry & Co. (Nominee)
Quicksilver Trading, Inc. (Nominee)

S&P 500 - $300M+ AUM
DUNN Capital Management (Winner)
Conquest Capital Group (Nominee)
International Standard Asset Management (Nominee)

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Best Defensive

The calculation used to determine the nominees and winners for this category was based on calculating the worst 12-month return for each manager during the time period under consideration and selecting the managers with the highest 12-month return.

Diversified - $100-299M AUM
Emil van Essen (Winner)
J.E. Moody & Co. (Nominee)
Saxon Investment Corporation (Nominee)

Diversified - $300M+ AUM
GMO LLC (Winner)
Mesirow Financial (Nominee)
Two Sigma Investments (Nominee)

Single Sector - $100-299M AUM
Newton Capital Partners (Winner)
Metro Forex (Nominee)
Whistler Trading (Nominee)

Single Sector - $300M+ AUM
Dominicé & Co (Winner)
Axiom Investment Advisors (Nominee)
FDO Partners (Nominee)

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Best Diversifier

The calculation used to determine the nominees and winners for this category was based on calculating which managers had the greatest impact on improving the risk-adjusted returns of a stock/bond portfolio when a 5% allocation to the manager was incorporated into the combined portfolio.

CTA - $100-299M AUM
Newton Capital Partners (Winner)
Metro Forex (Nominee)
Vegasoul Capital Management (Nominee)

CTA - $300M+ AUM
Two Sigma Investments (Winner)
Axiom Investment Advisors (Nominee)
Mesirow Financial (Nominee)

Multi Advisor - $100-299M AUM
6800 Capital (Winner)
Templar Asset Management LTD (Nominee)
The Kenmar Group (Nominee)

Multi Advisor - $300M+ AUM
AC Investment Management (Winner)
Abbey Capital (Nominee)
Equinox Fund Management, LLC (Nominee)

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Best Risk Adjusted

The calculation used to determine the nominees and winners for this category was based on the Sharpe ratio of the managers during the time period under consideration.

Diversified - $100-299M AUM
Vegasoul Capital Management (Winner)
Emil van Essen (Nominee)
Saxon Investment Corporation (Nominee)

Diversified - $300M+ AUM
Two Sigma Investments (Winner)
Bridgewater (Nominee)
GMO LLC (Nominee)

Single Sector - $100-299M AUM
Newton Capital Partners (Winner)
Hathersage Capital Management (Nominee)
Metro Forex (Nominee)

Single Sector - $300M+ AUM
Axiom Investment Advisors (Winner)
Dominicé & Co (Nominee)
IPM Informed Portfolio Management (Nominee)

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Greatest Returns - High Volatility

The calculation used to determine the nominees and winner for this category was based on the total return of the managers who exhibited a standard deviation of returns higher than the median value for the time period under consideration.

Diversified - $100-299M AUM
Emil van Essen (Winner)
Mulvaney Capital Management (Nominee)
Quicksilver Trading, Inc. (Nominee)

Diversified - $300M+ AUM
International Standard Asset Management (Winner)
Blackwater Capital Management (Nominee)
DUNN Capital Management (Nominee)

Single Sector - $100-299M AUM
Paskewitz Asset Management (Winner)
Ion Asset Architecture (Nominee)
IPM Informed Portfolio Management (Nominee)

Single Sector - $300M+ AUM
Dominicé & Co (Winner)
IPM Informed Portfolio Management (Nominee)
QFS Asset Management (Nominee)

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Greatest Returns - Low Volatility

The calculation used to determine the nominees and winner for this category was based on the total return of the managers who exhibited a standard deviation of returns lower than the median value for the time period under consideration.

Diversified - $100-299M AUM
Vegasoul Capital Management (Winner)
Fort LP (Nominee)
Saxon Investment Corporation (Nominee)

Diversified - $300M+ AUM
Two Sigma Investments (Winner)
Bridgewater (Nominee)
GMO LLC (Nominee)

Single Sector - $100-299M AUM
Metro Forex (Winner)
AAA Capital Management (Nominee)
Premium Currency Advisors (Nominee)

Single Sector - $300M+ AUM
P/E Investments (Winner)
Axiom Investment Advisors (Nominee)
Capital Fund Management (Nominee)

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Top Emerging

The calculation used to determine the nominees and winner for this category was based on the total return of the managers who met the criteria for "Emerging Manager" for the time period under consideration.

KeyQuant SAS (Winner)
Gedamo Asset Management (Nominee)
Global Domain Partners (Nominee)

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