Monthly Rankings

CTA Monthly Ranking Report

Active 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 Agility Trading LLC
Pattern Recognition Breakout
1.95% 9.23% 8.01% 11.71% -6.10% $64.000 $3,000,000 QEPs Only
2 Agility Trading
Equity Overlay Strategy
1.76% 19.13% 19.37% 18.88% -10.41% $64.000 $3,000,000 QEPs Only
3 Armington Capital
Trading Program
-11.80% 3.30% 22.45% 16.50% -11.83% $22.960 $200,000 QEPs Only
4 Auspice Capital Advisors
Diversified
-2.01% 2.74% 13.94% 2.14% -26.05% $165.095 $2,000,000 QEPs Only
5 Auspice Capital Advisors
Cmdy Index
-3.51% 10.38% 17.79% 2.21% -42.88% C$726.921 C$1,000,000 QEPs Only
6 Blue Bar Futures Trading
Ag
0.19% 0.13% 0.52% 19.57% -42.26% $3.680 $200,000 QEPs Only
7 Blue Bar Futures Trading
US Cmdy Diversified
0.21% 0.06% 0.37% 10.08% -11.24% $6.762 $200,000 QEPs Only
8 Bocken Trading LLC
Discretionary
-4.41% -2.04% -4.51% 1.62% -37.66% $0.823 $100,000
9 CapitalFlow Asset Mgt
500 Alpha
-6.59% 37.20% 52.07% 46.17% -6.59% $4.000 $5,000,000 Accredited Investors Only
10 Chelton Wealth-Chelton AB
Balanced Compounding
0.00% -1.50% 3.40% 7.77% -11.74% €0.000 €100,000 Non US Investors
11 Chelton Wealth-Chelton AB
Ambitious
3.18% 9.94% 18.12% 19.16% -1.04% €68.406 €100,000 Non US Investors
12 Chelton Wealth-Chelton AB
Chelton Opportunity
2.88% 9.43% 18.68% 15.13% -1.13% $68.652 $100,000 Non US Investors
13 County Cork LLC
Macro Equity Hedge
-1.80% 14.36% 33.40% 5.21% -18.58% $1.500 $1,000,000 QEPs Only
14 County Cork LLC
Diversified Commodity L/S (P)
-0.82% 13.07% 19.45% 4.96% -16.14% $2.000 $2,000,000 QEPs Only
15 Davis Commodities
Ag Program
0.81% -3.22% -3.88% 6.71% -29.72% $16.741 $200,000
16 Davis Commodities
Macro Trading Program
-4.70% 0.46% 10.85% 3.23% -22.14% $2.856 $100,000
17 Drury Capital
Diversified T-Following
3.16% 26.38% 35.60% 8.35% -40.96% $455.000 $10,000,000 QEPs Only
18 Drury Capital
Multi-Strategy Program
1.89% 16.91% 24.32% 6.62% -20.43% $16.000 $10,000,000 QEPs Only
19 EMC Capital Advisors
Classic
2.29% 12.68% 26.55% 15.86% -45.13% $30.610 $5,000,000 QEPs Only
20 EMC Capital Advisors
Alpha
-0.63% 2.53% 7.80% 4.67% -10.69% $316.800 $5,000,000 QEPs Only
21 EMC Capital Advisors
Alpha Plus
-0.35% 8.01% 22.13% 6.97% -17.38% $12.840 $3,000,000 QEPs Only
22 EMC Capital Advisors
Balance Prg
-3.88% 7.11% 25.38% 7.27% -17.88% $1.100 $3,000,000 QEPs Only
23 Evergreen Commodity Advisors
Disc. Energy
-0.89% 12.24% 7.75% 7.50% -12.06% $13.855 $100,000
24 Evergreen Commodity Advisors
Energy Select
-0.86% 15.47% 11.56% 4.17% -12.87% $4.760 $2,000,000
25 Evergreen Commodity Advisors
Historical Energy Spread
-5.09% -3.80% -3.80% -14.34% -7.42% $0.192 $200,000
26 Holloway Trading LLC
AG Trading Program
-0.13% -10.11% -12.08% -1.07% -15.18% $12.840 $100,000 QEPs Only
27 HPX Financial
Old School
0.98% 2.63% 2.71% 26.27% -19.89% $17.866 $200,000
28 J.D. Turner Capital, LLC
Diversified Trend Following
1.88% 4.47% -7.15% 5.01% -46.50% $0.143 $100,000
29 M&R Capital LLC
Livestock
-4.67% -12.17% -15.67% 8.95% -33.28% $55.334 $200,000
30 Melissinos Trading
Eupatrid
-13.36% 26.83% 56.76% 2.67% -52.67% $10.000 $500,000 QEP's Only
31 Mulvaney Capital
MF Program
-11.59% 76.98% 192.47% 18.50% -60.87% $409.000 $100,000 QEPs Only
32 Museum Mile Funds
SPX Futures Basis
0.42% 2.19% 4.90% 5.33% $200.000 $1,000,000 QEPs Only
33 Museum Mile Funds
Optimized Collateral
0.29% 1.91% 4.14% 4.20% $200.000 $1,000,000 QEPs Only
34 O'Brien Investment Group
Quantitative GM Futures
-4.02% 0.82% 3.08% 3.82% -17.45% $20.500 $3,000,000 QEPs Only
35 OpenSide Capital
Managed Program
-2.95% 0.78% -13.13% 2.98% -26.70% $3.324 $100,000
36 Opus Futures, LLC
Advanced Ag
-1.17% -3.23% -11.12% 8.66% -50.62% $123.642 $200,000
37 Purple Valley
Div. Trend 1
5.13% 13.86% 58.91% 10.06% -69.73% $10.001 $100,000 Accredited or QEPs Only
38 QDRA Pty Ltd
QDRA Systematic Commodities
-0.27% 10.51% 10.14% 8.79% -19.19% $4.500 $0 QEPs Only
39 QQFund.com LLC
Alpha Beta Program
-0.78% 0.23% 17.08% 21.09% -58.27% $3.877 $100,000
40 Quantica Capital AG
MAP
-2.40% 2.71% 20.78% 6.87% -18.27% $1,052.000 $5,000,000 QEPs Only
41 QuantOn Solutions
QuantOn Solutions
1.72% -3.63% 2.36% 13.64% -9.14% $60.000 $2,000,000 QEPs Only
42 Red Rock Cap.
Commodity L/S
-4.15% -4.78% -2.20% 8.70% -30.09% $21.705 $500,000
43 Soaring Pelican
Blended Advantage
2.19% -2.06% -5.49% 3.97% -14.98% $26.500 $125,000
44 SpreadEdge Capital
Diversified Seasonal Spread
-0.92% -2.33% 2.60% 8.61% -44.02% $6.821 $100,000
45 The Great O'Neill Ltd
Great O'Neill (P)
-3.15% -1.64% -1.16% -0.67% -31.44% $0.680 $500,000 QEPs Only
46 Veerpoint Capital LLC
ContraCOT Program 2X (P)
-8.72% 6.09% 4.74% 33.34% -31.10% $0.137 $100,000
47 Wharton Capital Mgt
Ag Futures
-4.47% -0.20% 2.67% 5.15% -17.77% $6.591 $100,000
48 World Cup Advisor
Daniele Sambataro - Momentum Selection
-20.95% -33.70% -12.50% 38.77% -36.17% $0.031 $10,162
49 World Cup Advisor
Ivan Scherman - Emerge Funds
-14.73% 14.41% 33.22% 61.19% -33.54% $0.165 $50,000
50 World Cup Advisor
Pau Perdices Metals & Indices
-2.27% 69.36% 69.36% 186.84% -19.61% $0.017 $10,000

This Report shows the top 50 public 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.