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 |
Absolute Return Capital Mgt
Ionic Strategy |
-0.64% | 0.50% | 2.63% | 6.54% | -20.07% | $2.015 | $500,000 | QEPs Only |
| 2 |
Absolute Return Capital Mgt
Diversified Momentum |
0.89% | -1.40% | -1.80% | 5.25% | -28.53% | $1.979 | $300,000 | |
| 3 |
AG Capital
Global Macro |
-2.33% | -11.64% | 11.16% | 14.49% | -29.15% | $325.400 | $5,000,000 | QEPs Only |
| 4 |
Agility Trading LLC
Pattern Recognition Breakout |
1.39% | 10.74% | 9.51% | 11.78% | -6.10% | $64.000 | $3,000,000 | QEPs Only |
| 5 |
AGT Capital Limited
Global Macro Strategy |
-8.76% | -5.01% | 1.07% | 3.35% | -10.05% | $2.000 | $500,000 | QEPs Only |
| 6 |
Ahead Capital Mgt
Global Macro Tactical Opportunities |
2.87% | -8.25% | -3.84% | 9.44% | -10.81% | $7.400 | $1,000,000 | QEPs Only |
| 7 |
Ahead Capital Mgt
Event Driven Global Macro |
0.45% | 2.40% | 5.73% | 2.79% | -5.54% | $12.900 | $1,000,000 | QEPs Only |
| 8 |
Ahead Capital Mgt
GMTO (Futures Only) |
1.12% | -0.30% | 1.32% | 3.36% | -2.52% | $22.900 | $1,000,000 | QEPs Only |
| 9 |
Ahead Capital Mgt
Global Macro Fund |
1.38% | 5.22% | 11.55% | 11.01% | -5.88% | $2.200 | $100,000 | QEPs Only |
| 10 |
AIS Capital Mgt
MAAP (3X - 6X) |
10.81% | 36.36% | 103.98% | 11.96% | -93.34% | $137.307 | $2,000,000 | QEPs Only |
| 11 |
AIS Capital Mgt
MAAP (2X - 4X) |
7.66% | 31.14% | 76.62% | 9.72% | -78.99% | $25.196 | $3,000,000 | QEPs Only |
| 12 |
AIS Capital Mgt
Tactical Asset Allocation Portfolio (TAAP) |
0.84% | -7.00% | 22.10% | 9.24% | -36.46% | $15.274 | $0 | QEPs Only |
| 13 |
AIS Capital Mgt
AIS Gold Strategy |
-6.41% | -24.81% | 34.08% | 6.70% | -87.97% | $36.078 | $250,000 | QEPs Only |
| 14 |
AIS Capital Mgt
AIS Balanced Growth Fund |
0.80% | -7.00% | 21.44% | 8.10% | -40.15% | $13.709 | $2,000,000 | |
| 15 |
Anderson Creek
Standard Diversified |
-1.12% | -1.12% | 0.86% | 0.80% | -40.66% | $1.215 | $250,000 | |
| 16 |
Anderson Creek
Standard Diversified (P) |
-0.99% | -0.21% | 1.48% | 1.02% | -41.03% | $1.681 | $250,000 | |
| 17 |
ARB Asset Mgt, LLC
Systematic Behavorial Global Macro |
-3.75% | -6.25% | -6.22% | 1.37% | -9.84% | $50.000 | $5,000,000 | QEPs Only |
| 18 |
Armington Capital
Trading Program |
-4.60% | -1.45% | 7.11% | 13.21% | -15.89% | $22.136 | $200,000 | QEPs Only |
| 19 |
Astra Ventures
Discretionary Macro |
1.54% | -8.03% | -4.58% | 6.94% | -13.01% | $2.242 | $500,000 | QEPs Only |
| 20 |
AuspicAuspice Capital Advisors Ltd
Diversified |
-1.01% | 1.70% | 13.10% | 2.08% | -26.05% | C$160.366 | C$2,000,000 | QEPs Only |
| 21 |
AuspicAuspice Capital Advisors Ltd
Cmdy Index |
3.34% | 14.07% | 21.70% | 2.41% | -42.88% | C$742.061 | C$1,000,000 | QEPs Only |
| 22 |
Auspice Capital Advisors Ltd
Commodity Evolution |
2.23% | 6.58% | 17.94% | 13.17% | -6.00% | C$0.001 | C$1,000,000 | QEPs Only |
| 23 |
Backhouse Trading, LLC
Discretionary Global Macro |
1.61% | 9.59% | 9.59% | 18.84% | -22.93% | $101.000 | $500,000 | |
| 24 |
Blue Bar Futures Trading
Ag |
0.90% | 1.03% | 1.63% | 19.51% | -42.26% | $3.709 | $200,000 | QEPs Only |
| 25 |
Blue Bar Futures Trading
US Cmdy Diversified |
0.93% | 0.99% | 1.52% | 10.10% | -11.24% | $6.825 | $200,000 | QEPs Only |
| 26 |
Bocken Trading LLC
Discretionary |
-0.04% | -2.08% | -4.43% | 1.61% | -37.69% | $0.761 | $100,000 | |
| 27 |
Brent Trading PTY Ltd
Brent Grain Seasonal Spread |
-0.11% | -5.77% | -3.34% | 4.73% | -12.20% | $16.081 | $250,000 | QEPs Only |
| 28 |
Brent Trading PTY Ltd
Diversified Commodity Spread |
1.13% | -1.99% | 3.96% | 1.34% | -10.29% | $4.744 | $250,000 | QEPs Only |
| 29 |
Buckingham Global Adv.
WEP Program |
0.96% | 5.68% | 10.53% | 10.71% | -13.77% | $41.000 | $250,000 | |
| 30 |
Buckingham Global Adv.
Strategic E-Mini |
1.57% | 8.94% | 17.61% | 10.49% | -13.30% | $38.000 | $250,000 | |
| 31 |
Buckingham Global Adv.
Energy Volatility EVP |
0.31% | 2.55% | 11.95% | 13.23% | -2.26% | $12.000 | $100,000 | |
| 32 |
Caretta Capital Mgt
Diversified Global Macro |
-1.53% | -2.15% | -1.75% | -5.03% | -9.40% | $0.260 | $100,000 | |
| 33 |
Cazadores Investments
Cazadores Multi Macro |
1.67% | 3.39% | 4.23% | 5.10% | -1.21% | $0.001 | $5,000,000 | QEPs Only |
| 34 |
Chelton Wealth-Chelton AB
Ambitious |
1.11% | 11.16% | 16.44% | 19.02% | -1.04% | €71.000 | €100,000 | Non US Investors |
| 35 |
Chelton Wealth-Chelton AB
Chelton Opportunity |
1.64% | 11.23% | 18.20% | 15.34% | -1.13% | $70.000 | $100,000 | Non US Investors |
| 36 |
Comhla LLC
Safara ES |
-1.77% | -0.44% | 28.01% | 3.24% | -29.33% | $0.257 | $100,000 | |
| 37 |
Comhla LLC
Artemis 3X |
-10.50% | 8.55% | 10.24% | -6.65% | -66.42% | $0.108 | $35,000 | |
| 38 |
Comhla LLC
Helix System |
-1.34% | -8.58% | -0.49% | -0.53% | -21.68% | $0.752 | $200,000 | |
| 39 |
Comhla LLC
Equinox Multi-Asset |
-2.00% | -2.55% | 24.47% | 32.49% | -21.73% | $1.336 | $150,000 | |
| 40 |
County Cork LLC
Macro Equity Hedge |
-1.42% | 12.73% | 34.82% | 5.03% | -18.58% | $1.500 | $1,000,000 | QEPs Only |
| 41 |
County Cork LLC
Diversified Commodity L/S (P) |
3.79% | 17.35% | 30.64% | 5.40% | -16.14% | $2.000 | $2,000,000 | QEPs Only |
| 42 |
Davis Commodities
Ag Program |
-0.98% | -4.17% | -7.33% | 6.60% | -29.72% | $15.025 | $200,000 | |
| 43 |
Davis Commodities
Macro Trading Program |
1.07% | 1.53% | 15.00% | 3.34% | -22.14% | $2.887 | $100,000 | |
| 44 |
Dormouse Limited
Dormouse MAP |
-1.03% | 10.87% | 11.12% | 5.53% | -14.78% | $367.800 | $20,000,000 | QEPs Only |
| 45 |
Double Helix Cap.
Double Helix |
1.27% | 1.80% | 3.14% | 3.99% | -13.48% | $10.300 | $50,000 | |
| 46 |
Drury Capital
Diversified T-Following |
-5.26% | 19.41% | 21.84% | 8.11% | -40.96% | $412.000 | $10,000,000 | QEPs Only |
| 47 |
Drury Capital
Multi-Strategy Program |
-4.07% | 12.15% | 16.27% | 5.84% | -20.43% | $16.000 | $10,000,000 | QEPs Only |
| 48 |
DUNN Capital
WMA |
-0.94% | 9.02% | 33.29% | 12.18% | -60.26% | $922.000 | $10,000,000 | QEPs Only |
| 49 |
DUNN Capital
WMA Institutional |
-0.43% | 4.38% | 15.70% | 4.51% | -16.08% | $837.000 | $25,000,000 | QEPs Only |
| 50 |
EMC Capital Advisors
Classic |
0.75% | 13.52% | 25.37% | 15.84% | -45.13% | $30.180 | $5,000,000 | QEPs Only |
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.