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.