Monthly Rankings
Option CTA Monthly Ranking Report
Active option-focused 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 |
Armington Capital
Trading Program |
-4.60% | -1.45% | 7.11% | 13.21% | -15.89% | $22.136 | $200,000 | QEPs Only |
| 2 |
Blue Bar Futures Trading
Ag |
0.90% | 1.03% | 1.63% | 19.51% | -42.26% | $3.709 | $200,000 | QEPs Only |
| 3 |
Blue Bar Futures Trading
US Cmdy Diversified |
0.93% | 0.99% | 1.52% | 10.10% | -11.24% | $6.825 | $200,000 | QEPs Only |
| 4 |
J.D. Turner Capital, LLC
Diversified Trend Following |
1.66% | 6.20% | -6.15% | 5.21% | -46.50% | $0.145 | $100,000 | |
| 5 |
The Great O'Neill Ltd
Great O'Neill (P) |
-1.37% | -2.99% | -2.55% | -0.79% | -32.38% | $0.700 | $500,000 | QEPs Only |
This Report shows the top 50 public Option 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.