Top Ten CTAs Ranked by Annualized Compounded Return
For The Month Ending Mar-2024Performance Results reported or amended subsequent to April 30, 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 | Mulvaney Capital - MF Prg | QEPs Only | 56.07% | $465.00 | $100,000 | 1.11 | 0.71 | 47.19% | -43.21% |
2 | Purple Valley - Div. Trend 1 | 42.37% | $10.00 | $100,000 | 0.84 | 0.71 | 56.25% | -45.45% | |
3 | AIS Capital Mgt - MAAP (2X - 4X) | QEPs Only | 27.69% | $15.23 | $3,000,000 | 0.85 | 0.37 | 31.51% | -26.84% |
4 | Opus Futures, LLC - Advanced Ag | 18.16% | $217.49 | $200,000 | 1.23 | 0.15 | 12.20% | -15.41% | |
5 | EMC Capital Advisors - Classic | QEPs Only | 17.68% | $37.10 | $5,000,000 | 0.85 | 0.64 | 18.19% | -17.74% |
6 | Red Rock Cap. - Commodity L/S | 17.39% | $18.41 | $500,000 | 0.93 | 0.39 | 16.00% | -15.91% | |
7 | Future Trade AG - GVI Diversified Volatility | QEPs Only | 16.63% | $1.00 | $1,000,000 | 1.06 | 0.26 | 13.05% | -7.55% |
8 | Eclipse Cap Mgt - Global Monetary | QEPs Only | 14.96% | $53.43 | $5,000,000 | 0.71 | 0.66 | 18.48% | -24.98% |
9 | Chesapeake Capital - Diversified + | QEPs Only | 14.06% | $88.00 | $5,000,000 | 0.93 | 0.69 | 12.30% | -8.74% |
10 | DUNN Capital - WMA | QEPs Only | 14.06% | $895.00 | $10,000,000 | 0.56 | 0.56 | 24.21% | -22.54% |
Last 3 Years | |||||||||
1 | Mulvaney Capital - MF Prg | QEPs Only | 93.76% | $465.00 | $100,000 | 1.53 | 0.68 | 49.23% | -24.40% |
2 | AhlTrade LLC - IndigoOne | 28.62% | $0.57 | $50,000 | 1.81 | -0.03 | 13.03% | -8.01% | |
3 | Katonah Eve LLC - LSCP-Accelerated | QEPs Only | 22.63% | $1.00 | $1,000,000 | 0.67 | 0.19 | 35.03% | -29.64% |
4 | DUNN Capital - WMA | QEPs Only | 21.09% | $895.00 | $10,000,000 | 0.74 | 0.53 | 27.78% | -21.59% |
5 | AIS Capital Mgt - MAAP (2X - 4X) | QEPs Only | 19.47% | $15.23 | $3,000,000 | 0.65 | 0.34 | 30.27% | -26.84% |
6 | Red Rock Cap. - Commodity L/S | 19.28% | $18.41 | $500,000 | 1.06 | 0.41 | 15.31% | -15.91% | |
7 | Opus Futures, LLC - Advanced Ag | 17.21% | $217.49 | $200,000 | 1.33 | 0.27 | 10.44% | -6.36% | |
8 | Robot Capital - FINMATIX | QEPs Only | 16.71% | $0.00 | $200,000 | 0.73 | -0.16 | 20.76% | -14.09% |
9 | Ahead Capital Mgt - Global Macro Tactical Opportunities | QEPs Only | 16.29% | $10.22 | $1,000,000 | 1.10 | -0.04 | 12.09% | -6.65% |
10 | PGM Asset Mgt, LLC - Trident Program | QEPs Only | 15.18% | $3.61 | $1,000,000 | 0.69 | 0.06 | 19.72% | -26.05% |