Top Ten CTAs Ranked by Annualized Compounded Return
For The Month Ending Apr-2024Performance Results reported or amended subsequent to May 6, 2024 are not reflected in this Report >
Rank | Program* | Investment Restrictions |
Rate of Return |
AUM (millions) |
Minimum Investment |
Sharpe Ratio |
Correlation to AG Index |
Standard Deviation |
Worst Drawdown |
Last 5 Years | |||||||||
1 | Purple Valley - Div. Trend 1 | 41.59% | $10.00 | $100,000 | 0.83 | 0.70 | 56.26% | -45.45% | |
2 | Winoma Capital - FX Growth | QEPs Only | 26.43% | $0.00 | $100,000 | 1.76 | 0.13 | 12.40% | -14.87% |
3 | Opus Futures, LLC - Advanced Ag | 18.60% | $247.59 | $200,000 | 1.26 | 0.16 | 12.19% | -15.41% | |
4 | Red Rock Cap. - Commodity L/S | 17.57% | $19.68 | $500,000 | 0.94 | 0.39 | 16.00% | -15.91% | |
5 | WaveFront - Global Investment | QEPs Only | 13.90% | $19.59 | $2,000,000 | 0.69 | 0.75 | 17.28% | -14.79% |
6 | Drury Capital - Diversified T-Following | QEPs Only | 12.87% | $363.00 | $10,000,000 | 0.64 | 0.70 | 17.45% | -24.67% |
7 | AG Capital - Global Macro | QEPs Only | 12.61% | $164.00 | $5,000,000 | 0.49 | 0.33 | 25.74% | -24.23% |
8 | HiProb Capital Mgt - Neutral Plus | QEPs Only | 11.51% | $5.00 | $1,000,000 | 2.51 | -0.06 | 3.39% | -2.17% |
9 | Quest Partners LLC - AQO | QEPs Only | 11.01% | $2347.00 | $20,000,000 | 0.57 | 0.63 | 16.31% | -21.48% |
10 | Hamer Trading Inc - Diversified Systematic | 10.15% | $18.97 | $3,000,000 | 0.54 | 0.65 | 15.83% | -19.47% | |
Last 3 Years | |||||||||
1 | J.D. Turner Capital, LLC - Diversified Trend Following | 20.39% | $0.13 | $100,000 | 0.88 | -0.19 | 20.55% | -10.79% | |
2 | Winoma Capital - FX Growth | QEPs Only | 17.84% | $0.00 | $100,000 | 1.26 | 0.04 | 11.64% | -14.87% |
3 | Moddco Capital Associates - MCA Strategy (P) | 16.62% | $0.19 | $50,000 | 0.51 | 0.30 | 38.95% | -50.31% | |
4 | Red Rock Cap. - Commodity L/S | 15.29% | $19.68 | $500,000 | 0.92 | 0.35 | 13.73% | -15.91% | |
5 | Opus Futures, LLC - Advanced Ag | 14.87% | $247.59 | $200,000 | 1.23 | 0.20 | 9.61% | -6.36% | |
6 | M&R Capital LLC - Livestock | 14.62% | $86.33 | $200,000 | 0.96 | -0.00 | 12.34% | -11.45% | |
7 | HiProb Capital Mgt - Neutral Plus | QEPs Only | 13.97% | $5.00 | $1,000,000 | 3.69 | -0.07 | 2.88% | 0.00% |
8 | PGM Asset Mgt, LLC - Trident Program | QEPs Only | 12.74% | $3.62 | $1,000,000 | 0.58 | 0.02 | 19.48% | -26.05% |
9 | Agile Investment Mgt - Senti-Wave V Program | QEPs Only | 12.58% | $1.01 | $350,000 | 0.96 | -0.24 | 10.28% | -9.94% |
10 | Quanify GmbH - Chelton Wealth - Balanced Compounding | Non US Investors | 11.57% | 38.24 | 100,000 | 1.02 | -0.37 | 8.71% | -11.49% |