2 Year Risk Adjusted CTA Statistics Ranked by ACROR Any For the Month Ending 2026-Mar-31
| Manager | ACROR ▼ | Max DD | Std Dev | Sharpe Ratio | Downside Dev | AUM (Millions) | Min Inv | New Money | |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Maune Fund Mgt Unconstrained Opportunistic QEPs Only | 77.15% | -33.54% | 46.26% | 1.48 | 28.02% | $9.60 | $200 | Yes |
| 2 | Veerpoint Capital LLC ContraCOT Program 2X (P) | 71.96% | -8.24% | 25.93% | 2.22 | 7.91% | $0.16 | $100 | Yes |
| 3 | AIS Capital Mgt MAAP (2X - 4X) QEPs Only | 63.04% | -11.40% | 26.31% | 1.98 | 10.00% | $31.59 | $3,000 | Yes |
| 4 | ARGO Private Client Aurora Hill Class A Qualified Investors | 40.48% | -13.31% | 25.71% | 1.42 | 10.90% | $0.00 | $0 | Yes |
| 5 | GT Capital CTA GT Dynamic Trading (P) | 26.92% | -24.69% | 34.33% | 0.84 | 21.91% | $0.09 | $150 | Yes |
| 6 | AG Capital Global Macro QEPs Only | 25.99% | -15.30% | 29.54% | 0.89 | 16.23% | $339.00 | $5,000 | Yes |
| 7 | County Cork LLC Diversified Commodity L/S (P) QEPs Only | 22.30% | -11.70% | 15.58% | 1.31 | 6.96% | $2.00 | $2,000 | Yes |
| 8 | Caddo Capital Mgt Adaptive Trend & Volatility Program QEPs Only | 19.95% | -15.39% | 14.65% | 1.25 | 7.79% | $4.80 | $500 | Yes |
| 9 | White River SI Option Writing | 18.95% | -13.06% | 11.72% | 1.47 | 9.53% | $19.27 | $40 | Yes |
| 10 | Chelton Wealth-Chelton AB Ambitious Non US Investors | 18.91% | -1.04% | 4.42% | 3.74 | 1.21% | €10.72 | €100 | Yes |
| 11 | White River Dynamic S&P Options | 18.57% | -3.82% | 4.82% | 3.37 | 2.99% | $12.05 | $50 | Yes |
| 12 | HiProb Capital Mgt Neutral Plus QEPs Only | 17.59% | -3.52% | 7.21% | 2.16 | 3.92% | $0.00 | $1,000 | Yes |
| 13 | QuantOn Solutions Managed Futures Index QEPs Only | 17.49% | -5.11% | 10.26% | 1.53 | 5.52% | $50.30 | $2,000 | Yes |
| 14 | County Cork LLC Macro Equity Hedge QEPs Only | 17.14% | -8.17% | 12.23% | 1.28 | 5.60% | $1.50 | $1,000 | Yes |
| 15 | Rhicon Currency Mgt Third Wave Systematic Strategy QEPs Only | 16.14% | -5.08% | 9.17% | 1.58 | 4.96% | $0.00 | $500 | Yes |
| 16 | EMC Capital Advisors Balance Prg QEPs Only | 15.65% | -11.84% | 13.48% | 1.08 | 9.58% | $1.13 | $3,000 | Yes |
| 17 | Global Sigma Group AGSF LP QEPs Only | 15.08% | -0.59% | 3.51% | 3.76 | 0.81% | $239.73 | $1,000 | Yes |
| 18 | White River Institutional Options Strategy | 14.94% | -21.69% | 17.87% | 0.82 | 13.96% | $0.58 | $50 | No |
| 19 | Global Sigma Group Global Sigma Fund LP QEPs Only | 14.60% | -0.47% | 3.35% | 3.81 | 0.73% | $70.44 | $1,000 | Yes |
| 20 | Buckingham Global Adv. Strategic E-Mini | 12.82% | -5.94% | 5.56% | 2.03 | 3.72% | $34.00 | $250 | Yes |
| 21 | Le Mans Trading The Hyperion Fund QEPs Only | 12.38% | -1.67% | 3.03% | 3.56 | 1.55% | $103.00 | $250 | Yes |
| 22 | HiProb Capital Mgt Neutral A QEPs Only | 11.41% | -0.62% | 3.45% | 2.87 | 0.93% | $0.00 | $500 | Yes |

| Manager | ACROR ▼ | Max DD | Std Dev | Sharpe Ratio | Downside Dev | AUM (Millions) | Min Inv | New Money | |
|---|---|---|---|---|---|---|---|---|---|
| 23 | Tianyou Asset Mgt Tianyou Fund QEPs Only | 10.89% | -31.63% | 24.58% | 0.53 | 22.68% | $81.00 | $2,000 | Yes |
| 24 | Soaring Pelican, LLC Overnight Advantage | 8.92% | -4.69% | 10.14% | 0.80 | 6.76% | $1.70 | $500 | Yes |
| 25 | Quantitative Invest Mgt Quantitative Global QEPs Only | 8.60% | -9.92% | 13.23% | 0.61 | 9.24% | $588.00 | $20,000 | No |
| 26 | Auspice Capital Advisors Cmdy Index QEPs Only | 8.60% | -6.11% | 7.35% | 1.03 | 4.19% | C$761.98 | C$1,000 | Yes |
| 27 | Davis Commodities Macro Trading Program | 8.52% | -4.40% | 7.86% | 0.95 | 4.74% | $2.66 | $100 | Yes |
| 28 | Buckingham Global Adv. WEP Program | 8.50% | -0.50% | 1.57% | 4.58 | 0.79% | $35.00 | $250 | Yes |
| 29 | Agility Trading Equity Overlay Strategy QEPs Only | 8.44% | -5.44% | 9.25% | 0.82 | 5.75% | $4.00 | $3,000 | Yes |
| 30 | Evergreen Commodity Advisors Energy Select | 7.76% | -5.78% | 11.11% | 0.63 | 3.80% | $4.61 | $2,000 | Yes |
| 31 | Agility Trading LLC Pattern Recognition Breakout QEPs Only | 7.72% | -5.23% | 8.66% | 0.79 | 4.70% | $63.00 | $3,000 | Yes |
| 32 | HiProb Capital Mgt Neutral QEPs Only | 7.34% | -0.82% | 3.46% | 1.78 | 1.24% | $0.00 | $500 | Yes |
| 33 | Orbits Venture Inc Risk Sigma No. 2 | 6.60% | -1.76% | 2.86% | 1.91 | 1.80% | $6.53 | $125 | Yes |
| 34 | GAIA Capital Mgt Ltd GAIA FX+ ECP or Non-US | 5.31% | -4.22% | 6.58% | 0.67 | 4.60% | $0.00 | $250 | Yes |
| 35 | Altis Partners (Jersey) Limited Altis Enhanced Macro QEPs Only | 5.19% | -10.53% | 9.71% | 0.47 | 6.07% | $38.96 | $100 | Yes |
| 36 | J8 Capital Mgt LLP Talenta Multi-Strategy (P&C) QEPs Only | 4.91% | -14.81% | 11.17% | 0.39 | 7.65% | $1.97 | $2,000 | Yes |
| 37 | Evergreen Commodity Advisors Disc. Energy | 4.87% | -6.22% | 9.04% | 0.46 | 3.75% | $13.49 | $100 | No |
| 38 | Numberline Capital Partners Macro Risk | 4.15% | -15.80% | 14.27% | 0.28 | 10.33% | $0.87 | $100 | Yes |
| 39 | R Best, LLC World Select | 3.84% | -5.92% | 4.09% | 0.70 | 2.98% | $0.20 | $2,000 | Yes |
| 40 | LeanVal Asset Mgt AG Athena UI Fond Non US Investors | 3.66% | -2.69% | 2.23% | 1.18 | 2.02% | €58.69 | €0 | Yes |
| 41 | EMC Capital Advisors Alpha Plus QEPs Only | 3.59% | -14.15% | 12.78% | 0.26 | 9.30% | $12.27 | $3,000 | Yes |
| 42 | FTC Capital GmbH FTC Gideon I | 3.28% | -14.89% | 13.33% | 0.23 | 10.48% | €12.67 | €10 | Yes |
| 43 | Chelton Wealth-Chelton AB Balanced Compounding Non US Investors | 3.25% | -11.74% | 17.91% | 0.21 | 9.89% | €44.76 | €100 | Yes |
| 44 | Quantica Capital AG MAP QEPs Only | 3.11% | -11.17% | 10.44% | 0.25 | 7.48% | $0.00 | $5,000 | Yes |

| Manager | ACROR ▼ | Max DD | Std Dev | Sharpe Ratio | Downside Dev | AUM (Millions) | Min Inv | New Money | |
|---|---|---|---|---|---|---|---|---|---|
| 45 | Ravinia Investment Mgt Gemini Macro QEPs Only | 2.76% | -6.94% | 9.04% | 0.23 | 6.11% | $1.00 | $500 | No |
| 46 | Red Rock Cap. Commodity L/S | 2.62% | -16.40% | 9.75% | 0.21 | 7.51% | $21.93 | $500 | Yes |
| 47 | Dormouse Limited Dormouse MAP QEPs Only | 2.34% | -14.78% | 12.08% | 0.17 | 9.19% | $364.70 | $20,000 | Yes |
| 48 | EMC Capital Advisors Alpha QEPs Only | 2.19% | -5.15% | 6.52% | 0.21 | 5.21% | $313.87 | $5,000 | Yes |
| 49 | GT Capital CTA GT Dynamic Trading | 2.02% | -13.70% | 10.01% | 0.15 | 8.30% | $0.14 | $150 | Yes |
| 50 | AGT Capital Limited Global Macro Strategy QEPs Only | 1.78% | -9.77% | 10.54% | 0.12 | 7.72% | $1.90 | $500 | Yes |
| 51 | HPX Financial Old School | 1.50% | -0.89% | 1.26% | 0.40 | 1.49% | $17.74 | $200 | Yes |
| 52 | R Best, LLC Institutional | 1.25% | -4.37% | 5.01% | 0.07 | 4.03% | $23.00 | $250 | Yes |
| 53 | Katonah Eve LLC GTAP QEPs Only | 1.04% | -6.06% | 6.94% | 0.04 | 5.94% | $67.00 | $2,000 | Yes |
| 54 | Ravinia Investment Mgt Gemini Macro (P) QEPs Only | 1.00% | -7.77% | 9.16% | 0.04 | 6.37% | $11.00 | $500 | Yes |
| 55 | ZE Capital LLC Lorenz Fund Accredited Investors | 0.87% | -25.00% | 16.50% | 0.07 | 11.18% | $9.00 | $500 | Yes |
| 56 | Auspice Capital Advisors Diversified QEPs Only | 0.79% | -13.85% | 8.21% | 0.01 | 6.25% | $169.05 | $2,000 | Yes |
| 57 | Schindler Capital Mgt Dairy Adv. | 0.73% | -28.22% | 20.25% | 0.08 | 12.95% | $0.64 | $400 | Yes |
| 58 | Blue Bar Futures Trading Ag QEPs Only | 0.34% | -2.17% | 2.68% | -0.23 | 2.66% | $3.65 | $200 | No |
| 59 | Blue Bar Futures Trading US Cmdy Diversified QEPs Only | 0.23% | -2.19% | 2.70% | -0.27 | 2.69% | $6.85 | $200 | No |
| 60 | Rhicon Currency Mgt Strategic Prg QEPs Only | 0.09% | -1.75% | 1.30% | -0.69 | 1.82% | $0.00 | $5,000 | Yes |
| 61 | O'Brien Investment Group Quantitative GM Futures QEPs Only | 0.09% | -17.45% | 12.77% | -0.01 | 9.64% | $20.70 | $3,000 | Yes |
| 62 | Davis Commodities Ag Program | 0.03% | -7.36% | 8.38% | -0.08 | 6.67% | $16.46 | $200 | Yes |
| 63 | Valorem Investments Currency Futures Alpha | -0.08% | -10.22% | 7.06% | -0.12 | 5.86% | $1.04 | $100 | Yes |
| 64 | EMC Capital Advisors Classic QEPs Only | -0.63% | -28.86% | 19.92% | 0.02 | 14.84% | $29.52 | $5,000 | Yes |
| 65 | The Great O'Neill Ltd Great O'Neill (P) QEPs Only | -0.97% | -16.53% | 10.29% | -0.14 | 6.58% | $0.75 | $500 | Yes |
| 66 | Lyncestis LLP V4 Non-US Investors | -1.54% | -15.23% | 7.97% | -0.28 | 6.77% | $0.03 | $100 | Yes |

| Manager | ACROR ▼ | Max DD | Std Dev | Sharpe Ratio | Downside Dev | AUM (Millions) | Min Inv | New Money | |
|---|---|---|---|---|---|---|---|---|---|
| 67 | Wharton Capital Mgt Ag Futures | -2.02% | -14.16% | 11.95% | -0.20 | 8.98% | $10.53 | $100 | Yes |
| 68 | Drury Capital Multi-Strategy Program QEPs Only | -2.85% | -19.44% | 10.15% | -0.33 | 8.11% | $15.00 | $10,000 | Yes |
| 69 | Demeter Cap. Livestock & Grain | -2.99% | -8.01% | 2.71% | -1.47 | 3.28% | $8.25 | $50 | Yes |
| 70 | Quantitative Invest Mgt Quantitative Cipher QEPs Only | -3.16% | -12.60% | 7.85% | -0.50 | 7.46% | $245.00 | $5,000 | No |
| 71 | Soaring Pelican Blended Advantage | -3.31% | -14.98% | 9.59% | -0.41 | 7.93% | $25.90 | $125 | Yes |
| 72 | Holloway Trading LLC AG Trading Program QEPs Only | -3.61% | -11.29% | 6.69% | -0.66 | 6.47% | $14.11 | $100 | Yes |
| 73 | Horizon3 Investment Mgt CTA Programme QEPs Only | -3.77% | -15.45% | 6.62% | -0.70 | 5.42% | $10.18 | $5,000 | Yes |
| 74 | WaveFront Global Investment QEPs Only | -3.95% | -19.07% | 9.20% | -0.50 | 7.95% | $23.55 | $2,000 | Yes |
| 75 | Anderson Creek Standard Diversified (P) | -4.24% | -16.58% | 12.78% | -0.36 | 9.32% | $1.71 | $250 | Yes |
| 76 | Cayler Capital LLC Systematic Energy QEPs Only | -4.39% | -22.88% | 16.23% | -0.26 | 9.63% | $0.00 | $250 | Yes |
| 77 | Anderson Creek Standard Diversified | -4.41% | -18.05% | 14.29% | -0.32 | 10.19% | $1.01 | $250 | Yes |
| 78 | SpreadEdge Capital Diversified Seasonal Spread | -5.06% | -12.52% | 9.11% | -0.63 | 8.25% | $7.35 | $100 | Yes |
| 79 | Schindler Capital Mgt Institutional Dairy Adv. | -5.38% | -29.81% | 17.75% | -0.28 | 13.21% | $1.73 | $2,000 | Yes |
| 80 | Opus Futures, LLC Advanced Ag | -5.76% | -17.36% | 11.77% | -0.53 | 10.39% | $156.11 | $200 | Yes |
| 81 | Bocken Trading LLC Discretionary | -6.56% | -17.68% | 5.84% | -1.30 | 5.85% | $0.88 | $100 | Yes |
| 82 | FTC Capital GmbH Futures Fund Classic USD | -7.99% | -32.29% | 13.79% | -0.61 | 12.03% | $21.37 | $250 | Yes |
| 83 | Estlander & Partners Alpha Trend QEPs Only | -8.61% | -26.23% | 10.21% | -0.93 | 9.51% | $69.00 | $30,000 | Yes |
| 84 | Drury Capital Diversified T-Following QEPs Only | -9.08% | -39.16% | 19.01% | -0.46 | 15.47% | $543.00 | $10,000 | Yes |
| 85 | QQFund.com LLC Alpha Beta Program | -9.19% | -36.17% | 35.95% | -0.11 | 28.66% | $7.43 | $100 | Yes |
| 86 | J8 Capital Mgt LLP J8 Global Absolute Return QEPs Only | -9.31% | -21.45% | 7.57% | -1.38 | 8.09% | $4.27 | $2,000 | Yes |
| 87 | Melissinos Trading Eupatrid QEP's Only | -10.39% | -52.35% | 33.17% | -0.19 | 26.17% | $10.00 | $500 | Yes |
| 88 | FTC Capital GmbH Futures Fund Classic EUR | -10.42% | -34.01% | 13.64% | -0.81 | 12.37% | €18.50 | €100 | Yes |

| Manager | ACROR ▼ | Max DD | Std Dev | Sharpe Ratio | Downside Dev | AUM (Millions) | Min Inv | New Money | |
|---|---|---|---|---|---|---|---|---|---|
| 89 | J.D. Turner Capital, LLC Diversified Trend Following | -10.75% | -29.57% | 10.56% | -1.12 | 9.89% | $0.14 | $100 | Yes |
| 90 | M&R Capital LLC Livestock | -14.41% | -27.53% | 15.44% | -0.99 | 13.07% | $59.87 | $200 | Yes |
| 91 | Purple Valley Div. Trend 1 Accredited or QEPs Only | -18.69% | -64.31% | 36.48% | -0.41 | 28.87% | $10.00 | $100 | Yes |