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
Pau Perdices Metals & Indices
-11.11% 73.31% 73.31% 274.24% -17.74% $0.017 $10,000
2 Purple Valley
Div. Trend 1
-9.84% 8.31% 62.04% 9.80% -69.73% $10.001 $100,000 Accredited or QEPs Only
3 County Cork LLC
Macro Equity Hedge
-6.82% 16.45% 37.55% 5.44% -18.58% $1.500 $1,000,000 QEPs Only
4 County Cork LLC
Diversified Commodity L/S (P)
-6.12% 14.00% 18.39% 5.13% -15.44% $2.000 $2,000,000 QEPs Only
5 Holloway Trading LLC
AG Trading Program
-5.86% -9.99% -10.09% -1.06% -15.07% $13.510 $100,000 QEPs Only
6 Red Rock Cap.
Commodity L/S
-5.45% -0.66% 2.16% 9.12% -30.09% $21.045 $500,000
7 AG Capital
Global Macro
-3.34% -2.12% 17.90% 15.72% -25.27% $330.200 $5,000,000 QEPs Only
8 Stein Investment Mgt.
Trading Evolution
-3.19% -1.81% -7.40% 1.55% -15.49% $0.040 $500,000
9 Mulvaney Capital
MF Program
-2.60% 100.18% 222.98% 19.10% -60.87% $480.000 $100,000 QEPs Only
10 Evergreen Commodity Advisors
Historical Energy Spread
-2.46% 1.36% 1.36% 8.47% -2.46% $0.203 $200,000
11 J8 Capital Mgt LLP
Talenta CTA (P)
-2.35% 3.17% 24.76% 7.99% -16.27% $19.600 $10,000,000 QEPs Only
12 Brent Trading PTY Ltd
Diversified Commodity Spread
-2.12% -4.03% -3.94% 0.84% -10.29% $4.645 $250,000 QEPs Only
13 Bocken Trading LLC
Discretionary
-2.02% 2.48% -2.51% 1.93% -37.13% $0.861 $100,000
14 EMC Capital Advisors
Classic
-1.95% 10.16% 27.51% 15.83% -45.13% $29.080 $5,000,000 QEPs Only
15 Hamer Trading Inc
Diversified Systematic
-1.90% -6.81% -15.56% 5.57% -38.33% $13.087 $3,000,000
16 Anderson Creek
Standard Diversified
-1.76% 2.96% 11.63% 1.15% -40.66% $1.265 $250,000
17 QuantOn Solutions
QuantOn Solutions
-1.73% -5.26% 3.84% 13.40% -9.14% $60.000 $2,000,000 QEPs Only
18 Greenvine Trading LLC
Managed Futures (Micro)
-1.45% 0.23% -0.07% 1.85% -4.39% $0.306 $100,000 QEPs Only
19 Davis Commodities
Ag Program
-1.42% -3.99% -4.49% 6.69% -29.72% $16.586 $200,000
20 Estlander & Partners
Alpha Trend
-1.22% 8.69% 0.35% 6.48% -34.64% $71.300 $30,000,000 QEPs Only
21 M&R Capital LLC
Livestock
-1.14% -7.87% -14.04% 9.45% -30.01% $59.602 $200,000
22 Drury Capital
Diversified T-Following
-1.10% 22.52% 28.46% 8.26% -40.96% $491.000 $10,000,000 QEPs Only
23 Auspice Capital Advisors
Cmdy Index
-0.95% 14.40% 19.94% 2.45% -42.88% C$968.972 C$1,000,000 QEPs Only
24 Numberline Capital Partners
Macro Risk
-0.94% 3.34% -3.28% 2.14% -42.75% $0.491 $100,000
25 Anderson Creek
Standard Diversified (P)
-0.76% 3.40% 10.98% 1.30% -41.03% $1.737 $250,000
26 Astra Ventures
Discretionary Macro
-0.71% -6.81% -6.89% 7.42% -10.51% $2.674 $500,000 QEPs Only
27 Spring Valley Asset Mgt
SVAM Tactical Trend
-0.68% 0.21% 4.15% 0.74% -25.67% $18.000 $1,000,000 QEPs Only
28 WaveFront
Global Investment
-0.68% 6.91% 15.36% 5.56% -44.45% $24.594 $2,000,000 QEPs Only
29 The Great O'Neill Ltd
Great O'Neill (P)
-0.63% 1.55% 0.35% -0.37% -31.12% $0.710 $500,000 QEPs Only
30 Orion Capital Advisors
Stock Index Program
-0.57% -0.51% -4.42% -0.58% -9.08% $0.001 $100,000
31 World Cup Advisors
K. Michael Wallace Money Mgt
-0.42% 10.68% 18.82% 22.67% -1.33% $0.059 $35,990
32 Revolution Capital Mgt
Alpha Prg
-0.38% 1.26% 1.09% 5.47% -21.11% $296.000 $5,000,000 QEPs Only
33 Brent Trading PTY Ltd
Brent Grain Seasonal Spread
-0.36% -6.50% -6.06% 4.73% -12.20% $15.957 $250,000 QEPs Only
34 Davis Commodities
Macro Trading Program
-0.35% 5.41% 16.65% 3.94% -22.14% $3.101 $100,000
35 Veerpoint Capital LLC
ContraCOT Program
-0.23% 7.22% 8.65% 7.77% -5.57% $0.713 $100,000
36 J8 Capital Mgt LLP
J8 Global Absolute Return
-0.20% 8.00% 5.22% 3.44% -25.63% $53.600 $2,000,000 QEPs Only
37 Caretta Capital Mgt
Diversified Global Macro
-0.16% -0.56% -5.19% -4.53% -9.40% $0.265 $100,000
38 Ahead Capital Mgt
Global Macro Tactical Opportunities
-0.13% -8.46% -2.68% 9.67% -10.07% $7.800 $1,000,000 QEPs Only
39 Melissinos Trading
Eupatrid
-0.10% 46.28% 91.02% 3.64% -52.67% $10.000 $500,000 QEP's Only
40 Four Seasons
Hawkeye Spread
-0.07% -0.08% 0.17% 4.80% -12.47% $60.919 $500,000
41 EMC Capital Advisors
Alpha
-0.01% 3.18% 10.46% 4.76% -10.69% $318.810 $5,000,000 QEPs Only
42 Cazadores Investments
Cazadores Multi Macro
-0.00% 1.64% 2.47% 3.73% -1.21% $0.001 $5,000,000 QEPs Only
43 Coloma Capital Futures
Sep A/C
0.00% 1.30% -10.40% $0.000 $1,000,000 QEPs Only
44 Coloma Capital
Hedged Volatility
0.00% 1.03% -20.41% $0.000 $250,000 QEPs Only
45 Greene Capital
Paragon Trend Alpha (P)
0.00% 8.62% 53.54% -6.50% $0.000 $100,000
46 Auspice Capital Advisors
Diversified
0.17% 4.84% 16.86% 2.26% -26.05% $174.106 $2,000,000 QEPs Only
47 DUNN Capital
WMA Institutional
0.17% 7.07% 19.03% 4.75% -16.08% $795.000 $25,000,000 QEPs Only
48 Deep Field Capital AG
Intraday Crisis Alpha
0.19% -10.18% -19.08% 0.72% -33.56% $17.000 $1,500,000 QEPs Only
49 HPX Financial
Old School
0.23% 1.64% 1.86% 26.33% -19.89% $17.894 $200,000
50 Soaring Pelican
Blended Advantage
0.26% -4.16% -9.45% 3.59% -14.98% $27.200 $125,000

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.