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.