Tracking CTAs since 1994
CTA Monthly Ranking Report
Sorted by: Manager / Program (A → Z)
| Rank | Manager / Program | Monthly Return | YTD Return | 12 Month Return | ACROR | Worst Drawdown | AUM | Minimum Investment | Investment Restrictions |
|---|---|---|---|---|---|---|---|---|---|
| 1 |
Absolute Return Capital Mgt
Ionic Strategy |
0.37% | -1.50% | -7.24% | 6.64% | -20.07% | $1.969 | $500,000 | QEPs Only |
| 2 |
Absolute Return Capital Mgt
Diversified Momentum |
0.30% | -3.23% | -16.32% | 5.29% | -28.32% | $2.578 | $300,000 | QEPs Only |
| 3 |
AG Capital
Global Macro |
5.10% | 24.71% | 61.18% | 18.58% | -25.27% | $419.600 | $5,000,000 | QEPs Only |
| 4 |
Agility Trading LLC
Pattern Recognition Breakout |
-3.02% | -0.72% | -2.55% | 10.75% | -6.10% | $63.000 | $3,000,000 | QEPs Only |
| 5 |
Agility Trading
Equity Overlay Strategy |
-3.38% | -0.20% | -3.47% | 16.83% | -10.41% | $4.000 | $3,000,000 | QEPs Only |
| 6 |
AGT Capital Limited
Global Macro Strategy |
4.27% | 1.60% | 8.65% | 6.76% | -6.07% | $2.000 | $500,000 | QEPs Only |
| 7 |
AIS Capital Mgt
MAAP (2X - 4X) |
11.44% | 39.43% | 108.94% | 10.05% | -78.99% | $27.879 | $3,000,000 | QEPs Only |
| 8 |
Alleman Capital Mgt
AC Crude Hedge (P) |
3.41% | -0.63% | 0.27% | 5.35% | -14.54% | $0.048 | $100,000 | |
| 9 |
Altis Partners (Jersey) Limited
Altis Enhanced Macro |
3.50% | 5.13% | 8.79% | 12.28% | -10.53% | $43.130 | $100,000 | QEPs Only |
| 10 |
Anderson Creek
Standard Diversified |
-0.26% | 9.82% | 16.87% | 1.74% | -40.66% | $1.085 | $250,000 | |
| 11 |
Anderson Creek
Standard Diversified (P) |
-0.26% | 8.68% | 14.64% | 1.69% | -41.03% | $1.819 | $250,000 | |
| 12 |
Armington Capital
Trading Program |
4.14% | 9.99% | 34.25% | 24.73% | -10.83% | $16.044 | $200,000 | QEPs Only |
| 13 |
Astra Ventures
Discretionary Macro |
4.96% | 4.13% | 4.58% | 10.14% | -8.63% | $3.287 | $500,000 | QEPs Only |
| 14 |
Auspice Capital Advisors
Diversified |
2.29% | 6.68% | 12.28% | 2.37% | -26.05% | $167.259 | $2,000,000 | QEPs Only |
| 15 |
Auspice Capital Advisors
Cmdy Index |
3.42% | 7.55% | 11.96% | 2.09% | -42.88% | C$615.595 | C$1,000,000 | QEPs Only |
| 16 |
Backhouse Trading, LLC
Discretionary Global Macro |
-0.22% | 7.46% | 17.23% | 19.71% | -22.93% | $51.000 | $250,000 | |
| 17 |
Blue Bar Futures Trading
Ag |
-0.88% | -1.46% | 0.97% | 20.00% | -42.26% | $4.670 | $200,000 | QEPs Only |
| 18 |
Blue Bar Futures Trading
US Cmdy Diversified |
-0.87% | -1.63% | 0.59% | 10.26% | -11.24% | $7.454 | $200,000 | QEPs Only |
| 19 |
Blue Creek Capital Mgt
Global Opportunities |
0.27% | 5.69% | -10.99% | 9.25% | -24.61% | $29.403 | $250,000 | QEPs Only |
| 20 |
Blue Creek Capital Mgt
Metals Alpha |
3.76% | 7.82% | 53.59% | 23.38% | -13.42% | $69.541 | $1,000,000 | QEPs Only |
| 21 |
Bocken Trading LLC
Discretionary |
3.81% | 4.52% | -1.46% | 2.10% | -37.13% | $0.878 | $100,000 | |
| 22 |
Brent Trading PTY Ltd
Brent Grain Seasonal Spread |
1.69% | -1.24% | -2.18% | 6.20% | -9.47% | $15.275 | $250,000 | QEPs Only |
| 23 |
Brent Trading PTY Ltd
Diversified Commodity Spread |
1.76% | 0.58% | 1.14% | 2.23% | -10.29% | $4.868 | $250,000 | QEPs Only |
| 24 |
Buckingham Global Adv.
WEP Program |
0.61% | 1.02% | 8.87% | 10.68% | -13.77% | $34.000 | $250,000 | |
| 25 |
Buckingham Global Adv.
Strategic E-Mini |
0.22% | 1.94% | 15.35% | 10.11% | -13.30% | $34.000 | $250,000 | |
| 26 |
Buckingham Global Adv.
Energy Volatility EVP |
0.86% | 1.42% | 17.14% | 17.25% | $11.000 | $200,000 | ||
| 27 |
Buckingham Global Adv.
Intraday Volatility IVP |
-2.08% | -3.81% | 1.84% | 2.77% | -3.81% | $1.200 | $200,000 | |
| 28 |
Caretta Capital Mgt
Diversified Global Macro |
-0.39% | 4.17% | -3.04% | -1.63% | -9.40% | $0.277 | $100,000 | |
| 29 |
Cazadores Investments
Cazadores Multi Macro |
1.22% | 1.01% | 1.83% | 4.45% | -1.21% | $0.001 | $5,000,000 | QEPs Only |
| 30 |
Chelton Wealth-Chelton AB
Balanced Compounding |
1.54% | 3.22% | 6.14% | 9.12% | -11.74% | €46.908 | €100,000 | Non US Investors |
| 31 |
Chelton Wealth-Chelton AB
Ambitious |
1.53% | 1.79% | 16.27% | 18.28% | -1.04% | €9.041 | €100,000 | Non US Investors |
| 32 |
Chelton Wealth-Chelton AB
Chelton Opportunity |
1.54% | 2.36% | 13.33% | 14.08% | -0.53% | $9.431 | $100,000 | Non US Investors |
| 33 |
Comhla LLC
Safara ES |
9.59% | 20.06% | 78.67% | 10.81% | -29.33% | $0.310 | $100,000 | |
| 34 |
Comhla LLC
Artemis 3X |
7.38% | 12.19% | 50.52% | -6.48% | -66.42% | $0.150 | $35,000 | |
| 35 |
Comhla LLC
Artemis System |
2.60% | 3.84% | 14.56% | 15.99% | -7.06% | $0.226 | $200,000 | |
| 36 |
Comhla LLC
Helix System |
7.70% | 16.73% | 27.06% | 61.44% | -4.36% | $1.178 | $200,000 | |
| 37 |
Comhla LLC
Equinox Multi-Asset |
11.49% | 24.50% | 85.92% | 96.70% | -4.78% | $0.400 | $150,000 | |
| 38 |
County Cork LLC
Macro Equity Hedge |
10.10% | 18.65% | 39.40% | 5.77% | -18.58% | $1.500 | $1,000,000 | QEPs Only |
| 39 |
County Cork LLC
Diversified Commodity L/S (P) |
9.10% | 21.08% | 33.44% | 6.16% | -13.94% | $2.000 | $2,000,000 | QEPs Only |
| 40 |
Crescent Bay Capital Mgt, Inc.
Cipher Program |
-1.10% | -2.42% | 0.21% | 0.21% | -8.05% | $0.414 | $50,000 | |
| 41 |
Davis Commodities
Ag Program |
-1.58% | -4.19% | -5.57% | 6.80% | -29.72% | $16.293 | $200,000 | |
| 42 |
Davis Commodities
Macro Trading Program |
-1.12% | 1.33% | 17.18% | 3.51% | -22.14% | $2.486 | $100,000 | |
| 43 |
Deep Field Capital AG
Systematic Volatility Arb |
-1.64% | -2.59% | 6.49% | 5.99% | -22.41% | $35.000 | $1,500,000 | QEPs Only |
| 44 |
Deep Field Capital AG
Intraday Crisis Alpha |
-1.24% | -4.55% | -15.07% | 1.43% | -28.35% | $39.000 | $1,500,000 | QEPs Only |
| 45 |
Deep Field Capital AG
ST Absolute Return (STAR) |
0.73% | 0.83% | 25.71% | 7.57% | -17.30% | $38.000 | $1,000,000 | QEPs Only |
| 46 |
Ditsch Trading LLC
Discretionary |
-2.36% | -2.88% | 4.57% | 4.87% | -49.34% | $2.997 | $100,000 | |
| 47 |
Drury Capital
Diversified T-Following |
8.35% | 13.12% | -2.97% | 8.03% | -40.96% | $508.000 | $10,000,000 | QEPs Only |
| 48 |
Drury Capital
Multi-Strategy Program |
5.11% | 7.78% | 3.90% | 5.56% | -20.43% | $15.000 | $10,000,000 | QEPs Only |
| 49 |
DUNN Capital
WMA |
6.46% | 14.25% | 21.64% | 12.43% | -60.26% | $990.000 | $10,000,000 | QEPs Only |
| 50 |
DUNN Capital
WMA Institutional |
2.94% | 6.75% | 10.70% | 4.81% | -16.08% | $688.000 | $25,000,000 | QEPs Only |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
Notes: Monthly Return = Most recent month reported. YTD = Year-to-date return. 12 Month Return = Trailing 12-month compounded return. ACROR = Annualized Compounded Rate of Return since inception. Worst Drawdown = Largest peak-to-valley decline. AUM = Assets Under Management. Min. Invest. = Minimum account size. All returns are net of fees unless otherwise noted.
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