Autumn Gold
CTA Statistical Ranking Report

2 Year Risk Adjusted CTA Statistics Ranked by ACROR Any For the Month Ending 2026-Mar-31

Trading Methodology
Time Frame (Years)
End Date
 
Show # of Traders
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
1
Maune Fund Mgt
Unconstrained Opportunistic QEPs Only
77.15%-33.54%46.26%1.4828.02%$9.60$200Yes
2
Veerpoint Capital LLC
ContraCOT Program 2X (P)
71.96%-8.24%25.93%2.227.91%$0.16$100Yes
3
AIS Capital Mgt
MAAP (2X - 4X) QEPs Only
63.04%-11.40%26.31%1.9810.00%$31.59$3,000Yes
4
ARGO Private Client
Aurora Hill Class A Qualified Investors
40.48%-13.31%25.71%1.4210.90%$0.00$0Yes
5
GT Capital CTA
GT Dynamic Trading (P)
26.92%-24.69%34.33%0.8421.91%$0.09$150Yes
6
AG Capital
Global Macro QEPs Only
25.99%-15.30%29.54%0.8916.23%$339.00$5,000Yes
7
County Cork LLC
Diversified Commodity L/S (P) QEPs Only
22.30%-11.70%15.58%1.316.96%$2.00$2,000Yes
8
Caddo Capital Mgt
Adaptive Trend & Volatility Program QEPs Only
19.95%-15.39%14.65%1.257.79%$4.80$500Yes
9
White River
SI Option Writing
18.95%-13.06%11.72%1.479.53%$19.27$40Yes
10
Chelton Wealth-Chelton AB
Ambitious Non US Investors
18.91%-1.04%4.42%3.741.21%€10.72€100Yes
11
White River
Dynamic S&P Options
18.57%-3.82%4.82%3.372.99%$12.05$50Yes
12
HiProb Capital Mgt
Neutral Plus QEPs Only
17.59%-3.52%7.21%2.163.92%$0.00$1,000Yes
13
QuantOn Solutions
Managed Futures Index QEPs Only
17.49%-5.11%10.26%1.535.52%$50.30$2,000Yes
14
County Cork LLC
Macro Equity Hedge QEPs Only
17.14%-8.17%12.23%1.285.60%$1.50$1,000Yes
15
Rhicon Currency Mgt
Third Wave Systematic Strategy QEPs Only
16.14%-5.08%9.17%1.584.96%$0.00$500Yes
16
EMC Capital Advisors
Balance Prg QEPs Only
15.65%-11.84%13.48%1.089.58%$1.13$3,000Yes
17
Global Sigma Group
AGSF LP QEPs Only
15.08%-0.59%3.51%3.760.81%$239.73$1,000Yes
18
White River
Institutional Options Strategy
14.94%-21.69%17.87%0.8213.96%$0.58$50No
19
Global Sigma Group
Global Sigma Fund LP QEPs Only
14.60%-0.47%3.35%3.810.73%$70.44$1,000Yes
20
Buckingham Global Adv.
Strategic E-Mini
12.82%-5.94%5.56%2.033.72%$34.00$250Yes
21
Le Mans Trading
The Hyperion Fund QEPs Only
12.38%-1.67%3.03%3.561.55%$103.00$250Yes
22
HiProb Capital Mgt
Neutral A QEPs Only
11.41%-0.62%3.45%2.870.93%$0.00$500Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
23
Tianyou Asset Mgt
Tianyou Fund QEPs Only
10.89%-31.63%24.58%0.5322.68%$81.00$2,000Yes
24
Soaring Pelican, LLC
Overnight Advantage
8.92%-4.69%10.14%0.806.76%$1.70$500Yes
25
Quantitative Invest Mgt
Quantitative Global QEPs Only
8.60%-9.92%13.23%0.619.24%$588.00$20,000No
26
Auspice Capital Advisors
Cmdy Index QEPs Only
8.60%-6.11%7.35%1.034.19%C$761.98C$1,000Yes
27
Davis Commodities
Macro Trading Program
8.52%-4.40%7.86%0.954.74%$2.66$100Yes
28
Buckingham Global Adv.
WEP Program
8.50%-0.50%1.57%4.580.79%$35.00$250Yes
29
Agility Trading
Equity Overlay Strategy QEPs Only
8.44%-5.44%9.25%0.825.75%$4.00$3,000Yes
30
Evergreen Commodity Advisors
Energy Select
7.76%-5.78%11.11%0.633.80%$4.61$2,000Yes
31
Agility Trading LLC
Pattern Recognition Breakout QEPs Only
7.72%-5.23%8.66%0.794.70%$63.00$3,000Yes
32
HiProb Capital Mgt
Neutral QEPs Only
7.34%-0.82%3.46%1.781.24%$0.00$500Yes
33
Orbits Venture Inc
Risk Sigma No. 2
6.60%-1.76%2.86%1.911.80%$6.53$125Yes
34
GAIA Capital Mgt Ltd
GAIA FX+ ECP or Non-US
5.31%-4.22%6.58%0.674.60%$0.00$250Yes
35
Altis Partners (Jersey) Limited
Altis Enhanced Macro QEPs Only
5.19%-10.53%9.71%0.476.07%$38.96$100Yes
36
J8 Capital Mgt LLP
Talenta Multi-Strategy (P&C) QEPs Only
4.91%-14.81%11.17%0.397.65%$1.97$2,000Yes
37
Evergreen Commodity Advisors
Disc. Energy
4.87%-6.22%9.04%0.463.75%$13.49$100No
38
Numberline Capital Partners
Macro Risk
4.15%-15.80%14.27%0.2810.33%$0.87$100Yes
39
R Best, LLC
World Select
3.84%-5.92%4.09%0.702.98%$0.20$2,000Yes
40
LeanVal Asset Mgt AG
Athena UI Fond Non US Investors
3.66%-2.69%2.23%1.182.02%€58.69€0Yes
41
EMC Capital Advisors
Alpha Plus QEPs Only
3.59%-14.15%12.78%0.269.30%$12.27$3,000Yes
42
FTC Capital GmbH
FTC Gideon I
3.28%-14.89%13.33%0.2310.48%€12.67€10Yes
43
Chelton Wealth-Chelton AB
Balanced Compounding Non US Investors
3.25%-11.74%17.91%0.219.89%€44.76€100Yes
44
Quantica Capital AG
MAP QEPs Only
3.11%-11.17%10.44%0.257.48%$0.00$5,000Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
45
Ravinia Investment Mgt
Gemini Macro QEPs Only
2.76%-6.94%9.04%0.236.11%$1.00$500No
46
Red Rock Cap.
Commodity L/S
2.62%-16.40%9.75%0.217.51%$21.93$500Yes
47
Dormouse Limited
Dormouse MAP QEPs Only
2.34%-14.78%12.08%0.179.19%$364.70$20,000Yes
48
EMC Capital Advisors
Alpha QEPs Only
2.19%-5.15%6.52%0.215.21%$313.87$5,000Yes
49
GT Capital CTA
GT Dynamic Trading
2.02%-13.70%10.01%0.158.30%$0.14$150Yes
50
AGT Capital Limited
Global Macro Strategy QEPs Only
1.78%-9.77%10.54%0.127.72%$1.90$500Yes
51
HPX Financial
Old School
1.50%-0.89%1.26%0.401.49%$17.74$200Yes
52
R Best, LLC
Institutional
1.25%-4.37%5.01%0.074.03%$23.00$250Yes
53
Katonah Eve LLC
GTAP QEPs Only
1.04%-6.06%6.94%0.045.94%$67.00$2,000Yes
54
Ravinia Investment Mgt
Gemini Macro (P) QEPs Only
1.00%-7.77%9.16%0.046.37%$11.00$500Yes
55
ZE Capital LLC
Lorenz Fund Accredited Investors
0.87%-25.00%16.50%0.0711.18%$9.00$500Yes
56
Auspice Capital Advisors
Diversified QEPs Only
0.79%-13.85%8.21%0.016.25%$169.05$2,000Yes
57
Schindler Capital Mgt
Dairy Adv.
0.73%-28.22%20.25%0.0812.95%$0.64$400Yes
58
Blue Bar Futures Trading
Ag QEPs Only
0.34%-2.17%2.68%-0.232.66%$3.65$200No
59
Blue Bar Futures Trading
US Cmdy Diversified QEPs Only
0.23%-2.19%2.70%-0.272.69%$6.85$200No
60
Rhicon Currency Mgt
Strategic Prg QEPs Only
0.09%-1.75%1.30%-0.691.82%$0.00$5,000Yes
61
O'Brien Investment Group
Quantitative GM Futures QEPs Only
0.09%-17.45%12.77%-0.019.64%$20.70$3,000Yes
62
Davis Commodities
Ag Program
0.03%-7.36%8.38%-0.086.67%$16.46$200Yes
63
Valorem Investments
Currency Futures Alpha
-0.08%-10.22%7.06%-0.125.86%$1.04$100Yes
64
EMC Capital Advisors
Classic QEPs Only
-0.63%-28.86%19.92%0.0214.84%$29.52$5,000Yes
65
The Great O'Neill Ltd
Great O'Neill (P) QEPs Only
-0.97%-16.53%10.29%-0.146.58%$0.75$500Yes
66
Lyncestis LLP
V4 Non-US Investors
-1.54%-15.23%7.97%-0.286.77%$0.03$100Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
67
Wharton Capital Mgt
Ag Futures
-2.02%-14.16%11.95%-0.208.98%$10.53$100Yes
68
Drury Capital
Multi-Strategy Program QEPs Only
-2.85%-19.44%10.15%-0.338.11%$15.00$10,000Yes
69
Demeter Cap.
Livestock & Grain
-2.99%-8.01%2.71%-1.473.28%$8.25$50Yes
70
Quantitative Invest Mgt
Quantitative Cipher QEPs Only
-3.16%-12.60%7.85%-0.507.46%$245.00$5,000No
71
Soaring Pelican
Blended Advantage
-3.31%-14.98%9.59%-0.417.93%$25.90$125Yes
72
Holloway Trading LLC
AG Trading Program QEPs Only
-3.61%-11.29%6.69%-0.666.47%$14.11$100Yes
73
Horizon3 Investment Mgt
CTA Programme QEPs Only
-3.77%-15.45%6.62%-0.705.42%$10.18$5,000Yes
74
WaveFront
Global Investment QEPs Only
-3.95%-19.07%9.20%-0.507.95%$23.55$2,000Yes
75
Anderson Creek
Standard Diversified (P)
-4.24%-16.58%12.78%-0.369.32%$1.71$250Yes
76
Cayler Capital LLC
Systematic Energy QEPs Only
-4.39%-22.88%16.23%-0.269.63%$0.00$250Yes
77
Anderson Creek
Standard Diversified
-4.41%-18.05%14.29%-0.3210.19%$1.01$250Yes
78
SpreadEdge Capital
Diversified Seasonal Spread
-5.06%-12.52%9.11%-0.638.25%$7.35$100Yes
79
Schindler Capital Mgt
Institutional Dairy Adv.
-5.38%-29.81%17.75%-0.2813.21%$1.73$2,000Yes
80
Opus Futures, LLC
Advanced Ag
-5.76%-17.36%11.77%-0.5310.39%$156.11$200Yes
81
Bocken Trading LLC
Discretionary
-6.56%-17.68%5.84%-1.305.85%$0.88$100Yes
82
FTC Capital GmbH
Futures Fund Classic USD
-7.99%-32.29%13.79%-0.6112.03%$21.37$250Yes
83
Estlander & Partners
Alpha Trend QEPs Only
-8.61%-26.23%10.21%-0.939.51%$69.00$30,000Yes
84
Drury Capital
Diversified T-Following QEPs Only
-9.08%-39.16%19.01%-0.4615.47%$543.00$10,000Yes
85
QQFund.com LLC
Alpha Beta Program
-9.19%-36.17%35.95%-0.1128.66%$7.43$100Yes
86
J8 Capital Mgt LLP
J8 Global Absolute Return QEPs Only
-9.31%-21.45%7.57%-1.388.09%$4.27$2,000Yes
87
Melissinos Trading
Eupatrid QEP's Only
-10.39%-52.35%33.17%-0.1926.17%$10.00$500Yes
88
FTC Capital GmbH
Futures Fund Classic EUR
-10.42%-34.01%13.64%-0.8112.37%€18.50€100Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
89
J.D. Turner Capital, LLC
Diversified Trend Following
-10.75%-29.57%10.56%-1.129.89%$0.14$100Yes
90
M&R Capital LLC
Livestock
-14.41%-27.53%15.44%-0.9913.07%$59.87$200Yes
91
Purple Valley
Div. Trend 1 Accredited or QEPs Only
-18.69%-64.31%36.48%-0.4128.87%$10.00$100Yes
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