Monthly Rankings
CTA Monthly Ranking Report
Active CTA programs ranked by recent performance and risk-adjusted measures.
Rankings Table
| Rank | Manager / Program | Monthly Return ↓ | YTD Return | 12 Month Return | ACROR | Worst Drawdown | AUM | Minimum Investment | Investment Restrictions |
|---|---|---|---|---|---|---|---|---|---|
| 1 |
World Cup Advisor
Daniele Sambataro - Momentum Selection |
21.41% | -16.12% | 11.06% | 50.14% | -34.95% | $0.039 | $10,162 | |
| 2 |
QQFund.com LLC
Alpha Beta Program |
17.08% | 1.01% | 37.93% | 21.25% | -58.27% | $3.919 | $100,000 | |
| 3 |
CapitalFlow Asset Mgt
500 Alpha |
13.98% | 46.88% | 83.01% | 56.84% | -5.28% | $3.500 | $5,000,000 | Accredited Investors Only |
| 4 |
Comhla LLC
Artemis 3X |
10.47% | 17.06% | 31.61% | -4.38% | -66.42% | $0.187 | $35,000 | |
| 5 |
OpenSide Capital
Managed Program |
6.84% | 3.85% | -0.45% | 5.36% | -26.70% | $3.425 | $100,000 | |
| 6 |
World Cup Advisor
Jey Hsieh TSE Quantitative I |
6.81% | 184.59% | 272.42% | 272.42% | -35.65% | $0.037 | $10,000 | |
| 7 |
Wharton Capital Mgt
Ag Futures |
6.47% | 4.47% | 3.99% | 5.50% | -17.77% | $6.900 | $100,000 | |
| 8 |
AGT Capital Limited
Global Macro Strategy |
6.45% | 1.38% | 7.52% | 6.04% | -10.05% | $2.000 | $500,000 | QEPs Only |
| 9 |
Comhla LLC
Safara ES |
6.25% | 12.81% | 57.84% | 7.70% | -29.33% | $0.291 | $100,000 | |
| 10 |
World Cup Advisor
Ivan Scherman - Emerge Funds |
6.22% | 34.17% | 79.46% | 75.03% | -33.54% | $0.149 | $50,000 | |
| 11 |
LEVEX Capital Mgt
The Trade Within (TTW) |
6.04% | -34.30% | -35.80% | -3.52% | -41.43% | $0.194 | $100,000 | QEPs Only |
| 12 |
Comhla LLC
Equinox Multi-Asset |
5.22% | 12.29% | 53.76% | 55.74% | -19.29% | $1.366 | $150,000 | |
| 13 |
Quantitative Invest Mgt
Quantitative Global |
4.48% | 21.43% | 36.33% | 6.57% | -23.64% | $879.000 | $20,000,000 | QEPs Only |
| 14 |
QDRA Pty Ltd
QDRA Systematic Commodities |
4.36% | 10.81% | 3.34% | 9.01% | -19.19% | $4.400 | $0 | QEPs Only |
| 15 |
Goldman Mgt
Stock Index |
4.17% | 7.63% | 20.71% | 8.59% | -19.51% | $60.000 | $350,000 | QEPs Only |
| 16 |
Veerpoint Capital LLC
ContraCOT Program 2X (P) |
4.16% | 16.22% | 28.84% | 37.60% | -31.10% | $0.149 | $100,000 | |
| 17 |
Opus Futures, LLC
Advanced Ag |
4.11% | -2.08% | -10.15% | 8.79% | -50.62% | $140.709 | $200,000 | |
| 18 |
EMC Capital Advisors
Balance Prg |
3.93% | 11.43% | 33.39% | 7.89% | -17.88% | $1.180 | $3,000,000 | QEPs Only |
| 19 |
AP Futures LLC
Volatility Trading |
3.90% | 2.79% | 21.99% | 6.81% | -34.30% | $1.903 | $100,000 | |
| 20 |
Comhla LLC
Helix System |
3.32% | 3.20% | 12.33% | 16.78% | -18.83% | $0.848 | $200,000 | |
| 21 |
Armington Capital
Trading Program |
3.31% | 17.12% | 26.81% | 25.22% | -10.83% | $25.140 | $200,000 | QEPs Only |
| 22 |
Backhouse Trading, LLC
Discretionary Global Macro |
3.29% | 9.07% | 13.58% | 19.22% | -22.93% | $74.000 | $500,000 | |
| 23 |
White River
Dynamic S&P Options |
2.87% | 11.73% | 29.39% | 9.93% | -27.46% | $12.801 | $50,000 | |
| 24 |
White River
SI Option Writing |
2.81% | 13.03% | 40.53% | 10.46% | -18.73% | $20.110 | $40,000 | |
| 25 |
Chelton Wealth-Chelton AB
Chelton Opportunity |
2.60% | 6.37% | 15.25% | 14.34% | -1.13% | $56.731 | $100,000 | Non US Investors |
| 26 |
Ahead Capital Mgt
Global Macro Fund |
2.49% | 2.35% | 11.23% | 10.29% | -5.88% | $2.000 | $100,000 | QEPs Only |
| 27 |
Chelton Wealth-Chelton AB
Ambitious |
2.44% | 6.56% | 16.83% | 18.44% | -1.04% | €56.298 | €100,000 | Non US Investors |
| 28 |
Greene Capital
Paragon Trend Alpha |
2.41% | 0.48% | 0.48% | 2.94% | -1.88% | $0.100 | $100,000 | |
| 29 |
Absolute Return Capital Mgt
Ionic Strategy |
2.27% | -0.39% | 1.92% | 6.57% | -20.07% | $1.995 | $500,000 | QEPs Only |
| 30 |
Blue Creek Capital Mgt
Global Opportunities |
2.19% | 7.69% | -2.65% | 9.16% | -25.20% | $34.383 | $250,000 | QEPs Only |
| 31 |
J8 Capital Mgt LLP
Talenta Multi-Strategy (P) |
2.18% | 8.74% | 32.07% | 13.52% | -13.37% | $2.620 | $10,000,000 | QEPs Only |
| 32 |
SpreadEdge Capital
Diversified Seasonal Spread |
2.01% | -1.42% | 6.11% | 8.76% | -44.02% | $7.961 | $100,000 | |
| 33 |
J.D. Turner Capital, LLC
Diversified Trend Following |
1.96% | 2.54% | -11.49% | 4.78% | -46.50% | $0.140 | $100,000 | |
| 34 |
Buckingham Global Adv.
Strategic E-Mini |
1.83% | 6.65% | 18.64% | 10.42% | -13.30% | $38.000 | $250,000 | |
| 35 |
White River
Institutional Options Strategy |
1.78% | 22.55% | 58.42% | 14.47% | -21.69% | $0.530 | $50,000 | |
| 36 |
Blue Bar Futures Trading
US Cmdy Diversified |
1.63% | -0.15% | 0.57% | 10.15% | -11.24% | $6.748 | $200,000 | QEPs Only |
| 37 |
HiProb Capital Mgt
Neutral Plus |
1.62% | 8.48% | 19.03% | 18.04% | -3.52% | $9.000 | $1,000,000 | |
| 38 |
Blue Bar Futures Trading
Ag |
1.58% | -0.06% | 0.73% | 19.69% | -42.26% | $3.698 | $200,000 | QEPs Only |
| 39 |
Buckingham Global Adv.
Energy Volatility EVP |
1.35% | 0.65% | 11.93% | 13.39% | -2.26% | $11.000 | $100,000 | |
| 40 |
Drury Capital
Multi-Strategy Program |
1.29% | 14.74% | 23.17% | 6.39% | -20.43% | $16.000 | $10,000,000 | QEPs Only |
| 41 |
EMC Capital Advisors
Alpha Plus |
1.25% | 8.39% | 27.68% | 7.05% | -17.38% | $12.880 | $3,000,000 | QEPs Only |
| 42 |
Quantitative Invest Mgt
Cipher (3X) Fund |
1.25% | -17.95% | -9.34% | -8.09% | -34.37% | $4.000 | $0 | QEPs Only |
| 43 |
Estlander & Partners
Freedom Programme |
1.08% | -3.90% | 5.39% | -0.84% | -34.39% | $8.800 | $20,000,000 | QEPs Only |
| 44 |
Blue Creek Capital Mgt
Metals Alpha |
1.04% | 5.10% | 34.48% | 20.38% | -13.42% | $71.621 | $1,000,000 | QEPs Only |
| 45 |
Deep Field Capital AG
ST Absolute Return (STAR) |
1.02% | 2.52% | 7.30% | 7.51% | -17.30% | $17.000 | $1,000,000 | QEPs Only |
| 46 |
Buckingham Global Adv.
WEP Program |
1.01% | 4.18% | 10.48% | 10.73% | -13.77% | $38.000 | $250,000 | |
| 47 |
Ahead Capital Mgt
Event Driven Global Macro |
0.97% | 1.62% | 6.02% | 2.66% | -5.54% | $13.500 | $1,000,000 | QEPs Only |
| 48 |
O'Brien Investment Group
Quantitative GM Futures |
0.97% | 5.05% | 4.29% | 4.34% | -17.45% | $21.300 | $3,000,000 | QEPs Only |
| 49 |
Orbits Venture Inc
Risk Sigma No. 2 |
0.85% | 5.54% | 8.47% | 8.31% | -17.96% | $6.525 | $125,000 | |
| 50 |
HiProb Capital Mgt
Neutral A |
0.79% | 4.24% | 10.77% | 10.96% | -0.62% | $5.000 | $500,000 |
This Report shows the top 50 public CTA rankings for the selected month for those CTAs that have reported. Complete rankings, expanded statistical reports, Sharpe Ratio reports, Omega Ratio analysis, portfolio tools, and additional CTA/Fund data are available through the Leaf Service. Past performance is not necessarily indicative of future results.