Monthly Rankings

CTA Monthly Ranking Report

Active CTA programs ranked by recent performance and risk-adjusted measures.

Rankings Table

Rank Manager / Program Mth Return YTD Return 12 Mth Return ACROR Worst DD AUM Min Inv Restrictions
1 AG Capital
Global Macro
-2.35% -11.66% 11.14% 14.49% -29.16% $325.000 $5,000,000 QEPs Only
2 Agility Trading LLC
Pattern Recognition Breakout
1.39% 10.74% 9.51% 11.78% -6.10% $64.000 $3,000,000 QEPs Only
3 AGT Capital Limited
Global Macro Strategy
-8.76% -5.01% 1.07% 3.35% -10.05% $2.000 $500,000 QEPs Only
4 AIS Capital Mgt
MAAP (3X - 6X)
10.81% 36.36% 103.98% 11.96% -93.34% $137.307 $2,000,000 QEPs Only
5 AIS Capital Mgt
MAAP (2X - 4X)
7.66% 31.14% 76.62% 9.72% -78.99% $25.196 $3,000,000 QEPs Only
6 AIS Capital Mgt
Tactical Asset Allocation Portfolio (TAAP)
0.84% -7.00% 22.10% 9.24% -36.46% $15.274 $0 QEPs Only
7 AIS Capital Mgt
AIS Gold Strategy
-6.41% -24.81% 34.08% 6.70% -87.97% $36.078 $250,000 QEPs Only
8 AIS Capital Mgt
AIS Balanced Growth Fund
0.80% -7.00% 21.44% 8.10% -40.15% $13.709 $2,000,000
9 Anderson Creek
Standard Diversified
-1.12% -1.12% 0.86% 0.80% -40.66% $1.215 $250,000
10 Anderson Creek
Standard Diversified (P)
-0.99% -0.21% 1.48% 1.02% -41.03% $1.681 $250,000
11 Armington Capital
Trading Program
-4.60% -1.45% 7.11% 13.21% -15.89% $22.136 $200,000 QEPs Only
12 Astra Ventures
Discretionary Macro
1.54% -8.03% -4.58% 6.94% -13.01% $2.242 $500,000 QEPs Only
13 AuspicAuspice Capital Advisors Ltd
Diversified
-1.01% 1.70% 13.10% 2.08% -26.05% C$160.366 C$2,000,000 QEPs Only
14 AuspicAuspice Capital Advisors Ltd
Cmdy Index
3.34% 14.07% 21.70% 2.41% -42.88% C$742.061 C$1,000,000 QEPs Only
15 Auspice Capital Advisors Ltd
Commodity Evolution
2.23% 6.58% 17.94% 13.17% -6.00% C$0.001 C$1,000,000 QEPs Only
16 Blue Bar Futures Trading
Ag
0.90% 1.03% 1.63% 19.51% -42.26% $3.709 $200,000 QEPs Only
17 Blue Bar Futures Trading
US Cmdy Diversified
0.93% 0.99% 1.52% 10.10% -11.24% $6.825 $200,000 QEPs Only
18 Bocken Trading LLC
Discretionary
-0.04% -2.08% -4.43% 1.61% -37.69% $0.761 $100,000
19 Brent Trading PTY Ltd
Brent Grain Seasonal Spread
-0.11% -5.77% -3.34% 4.73% -12.20% $16.081 $250,000 QEPs Only
20 Brent Trading PTY Ltd
Diversified Commodity Spread
1.13% -1.99% 3.96% 1.34% -10.29% $4.744 $250,000 QEPs Only
21 Buckingham Global Adv.
WEP Program
0.96% 5.68% 10.53% 10.71% -13.77% $41.000 $250,000
22 Buckingham Global Adv.
Strategic E-Mini
1.57% 8.94% 17.61% 10.49% -13.30% $38.000 $250,000
23 Buckingham Global Adv.
Energy Volatility EVP
0.31% 2.55% 11.95% 13.23% -2.26% $12.000 $100,000
24 Caretta Capital Mgt
Diversified Global Macro
-1.53% -2.15% -1.75% -5.03% -9.40% $0.260 $100,000
25 Cazadores Investments
Cazadores Multi Macro
1.67% 3.39% 4.23% 5.10% -1.21% $0.001 $5,000,000 QEPs Only
26 Chelton Wealth-Chelton AB
Ambitious
1.11% 11.16% 16.44% 19.02% -1.04% €71.000 €100,000 Non US Investors
27 Chelton Wealth-Chelton AB
Chelton Opportunity
1.64% 11.23% 18.20% 15.34% -1.13% $70.000 $100,000 Non US Investors
28 County Cork LLC
Macro Equity Hedge
-1.42% 12.73% 34.82% 5.03% -18.58% $1.500 $1,000,000 QEPs Only
29 County Cork LLC
Diversified Commodity L/S (P)
3.79% 17.35% 30.64% 5.40% -16.14% $2.000 $2,000,000 QEPs Only
30 Davis Commodities
Ag Program
-0.98% -4.17% -7.33% 6.60% -29.72% $15.025 $200,000
31 Davis Commodities
Macro Trading Program
1.07% 1.53% 15.00% 3.34% -22.14% $2.887 $100,000
32 Dormouse Limited
Dormouse MAP
-1.03% 10.87% 11.12% 5.53% -14.78% $367.800 $20,000,000 QEPs Only
33 Double Helix Cap.
Double Helix
1.27% 1.80% 3.14% 3.99% -13.48% $10.300 $50,000
34 Drury Capital
Diversified T-Following
-5.26% 19.41% 21.84% 8.11% -40.96% $412.000 $10,000,000 QEPs Only
35 Drury Capital
Multi-Strategy Program
-4.07% 12.15% 16.27% 5.84% -20.43% $16.000 $10,000,000 QEPs Only
36 DUNN Capital
WMA
-0.94% 9.02% 33.29% 12.18% -60.26% $922.000 $10,000,000 QEPs Only
37 DUNN Capital
WMA Institutional
-0.43% 4.38% 15.70% 4.51% -16.08% $837.000 $25,000,000 QEPs Only
38 EMC Capital Advisors
Classic
0.75% 13.52% 25.37% 15.84% -45.13% $30.180 $5,000,000 QEPs Only
39 EMC Capital Advisors
Alpha
-0.63% 1.88% 6.91% 4.59% -10.69% $314.810 $5,000,000 QEPs Only
40 EMC Capital Advisors
Alpha Plus
-1.96% 5.89% 19.17% 6.75% -17.38% $12.590 $3,000,000 QEPs Only
41 EMC Capital Advisors
Balance Prg
-4.72% 2.05% 19.23% 6.54% -17.88% $1.030 $3,000,000 QEPs Only
42 Estlander & Partners
Alpha Trend
-0.68% 4.82% 0.41% 6.34% -34.64% $62.400 $30,000,000 QEPs Only
43 Estlander & Partners
Freedom Programme
-3.45% -10.92% -2.42% -1.29% -35.91% $5.600 $20,000,000 QEPs Only
44 Evergreen Commodity Advisors
Disc. Energy
2.54% 15.09% 13.77% 7.67% -12.06% $14.207 $100,000
45 Evergreen Commodity Advisors
Energy Select
2.34% 18.18% 18.09% 4.44% -12.87% $4.871 $2,000,000
46 Evergreen Commodity Advisors
Historical Energy Spread
1.70% -2.16% -2.16% -6.34% -7.42% $0.196 $200,000
47 Greene Capital
Paragon Trend Alpha
-5.65% -7.47% -7.47% -20.79% -8.26% $0.646 $100,000
48 Hamer Trading Inc
Diversified Systematic
-0.59% -4.42% -12.73% 5.63% -38.33% $12.928 $3,000,000
49 HiProb Capital Mgt
Neutral
0.32% 4.08% 6.05% 10.07% -2.17% $26.000 $500,000
50 HiProb Capital Mgt
Neutral Plus
1.20% 12.31% 15.65% 18.24% -3.52% $9.000 $1,000,000

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.