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.