Awards

McMillan Asset Management is proud to have been the recipient of the following awards for the Volatility Capture strategy*.

 

BarclayHedge

McMillan Asset Mgmt (MAC Volatility Capture - Futures)

July 2015 - Performance Award - Options Strategies Ranked By Net Return

2015 - Annual Performance Award - Options Strategies Ranked By Net Return

February 2016 - Performance Award - Options Strategies Ranked By Net Return

March 2016 - Performance Award - Options Strategies Ranked By Net Return

June 2016 - Performance Award - Options Strategies Ranked By Net Return

September 2016 - Performance Award - Options Strategies Ranked By Net Return

February 2018 - Performance Award - Options Strategies Ranked By Net Return

May 2019 - Performance Award - Options Strategies Ranked By Net Return

June 2019 - Performance Award - Options Strategies Ranked By Net Return

January 2020 - Performance Award - Options Strategies Ranked By Net Return

February 2022 - Performance Award - Options Strategies Ranked By Net Return

May 2022 - Performance Award - Options Strategies Ranked By Net Return

August 2022 - Performance Award - Options Strategies Ranked By Net Return

September 2022 - Performance Award - Options Strategies Ranked By Net Return

March 2023 - Performance Award - Options Strategies Ranked By Net Return

May 2023 - Performance Award - Options Strategies Ranked By Net Return

August 2023 - Performance Award - Options Strategies Ranked By Net Return

September 2023 - Performance Award - Options Strategies Ranked By Net Return

October 2023 - Performance Award - Options Strategies Ranked By Net Return

McMillan Asset Management (Volatility Capture CTA)

March 2020 - Performance Award - CTAs Managing Less Than $10M Ranked By Net Return

March 2020 - Performance Award - Options Strategies Ranked By Net Return

April 2020 - Performance Award - Options Strategies Ranked By Net Return

May 2020 - Performance Award - Options Strategies Ranked By Net Return

July 2020 - Performance Award - Options Strategies Ranked By Net Return

September 2020 - Performance Award - Options Strategies Ranked By Net Return

November 2020 - Performance Award - Options Strategies Ranked By Net Return

January 2021 - Performance Award - Options Strategies Ranked By Net Return

2021 - Annual Performance Award - Options Strategies Ranked By Net Return

February 2022 - Performance Award - Options Strategies Ranked By Net Return

April 2022 - Performance Award - Options Strategies Ranked By Net Return

May 2022 - Performance Award - Options Strategies Ranked By Net Return

August 2022 - Performance Award - Options Strategies Ranked By Net Return

February 2023 - Performance Award - Options Strategies Ranked By Net Return

 
 

Preqin

McMillan Asset Mgmt (MAC Volatility Capture - Futures)

JANUARY 2011 - DECEMBER 2015: Most Consistent Performing CTAs  

January 2013 - December 2015: Most Consistent Performing CTAs

January 2012 - December 2016: Most Consistent Top Performing CTAs

 

*The rankings and awards are only based on CTAs submitting performance to the subsequent database.

*There is an unlimited risk of loss associated with selling options. The Volatility Capture strategy involves the selling of naked put options or put option credit spreads. There is considerable risk in such transactions if the underlying should fall by a large amount in a short period of time. The premium from the written options will most likely not be able to completely compensate for that risk. Risk management strategies in the form of long volatility derivatives are employed, but there is no guarantee that the risk protection will actually work. In other words, the ownership of volatility is designed to protect the naked puts in the case of a sharp, sudden drop in the stock market. However, there is no guarantee that volatility will, in fact, increase when the stock market drops.

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