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.