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.