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 AG Capital
Global Macro
-2.35% -11.66% 11.14% 14.49% -29.16% $325.000 $5,000,000 QEPs Only
2 Agility Trading LLC
Pattern Recognition Breakout
1.39% 10.74% 9.51% 11.78% -6.10% $64.000 $3,000,000 QEPs Only
3 AGT Capital Limited
Global Macro Strategy
-8.76% -5.01% 1.07% 3.35% -10.05% $2.000 $500,000 QEPs Only
4 AIS Capital Mgt
MAAP (3X - 6X)
10.81% 36.36% 103.98% 11.96% -93.34% $137.307 $2,000,000 QEPs Only
5 AIS Capital Mgt
MAAP (2X - 4X)
7.66% 31.14% 76.62% 9.72% -78.99% $25.196 $3,000,000 QEPs Only
6 AIS Capital Mgt
Tactical Asset Allocation Portfolio (TAAP)
0.84% -7.00% 22.10% 9.24% -36.46% $15.274 $0 QEPs Only
7 AIS Capital Mgt
AIS Gold Strategy
-6.41% -24.81% 34.08% 6.70% -87.97% $36.078 $250,000 QEPs Only
8 AIS Capital Mgt
AIS Balanced Growth Fund
0.80% -7.00% 21.44% 8.10% -40.15% $13.709 $2,000,000
9 Armington Capital
Trading Program
-4.60% -1.45% 7.11% 13.21% -15.89% $22.136 $200,000 QEPs Only
10 AuspicAuspice Capital Advisors Ltd
Diversified
-1.01% 1.70% 13.10% 2.08% -26.05% C$160.366 C$2,000,000 QEPs Only
11 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
12 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
13 Blue Bar Futures Trading
Ag
0.90% 1.03% 1.63% 19.51% -42.26% $3.709 $200,000 QEPs Only
14 Blue Bar Futures Trading
US Cmdy Diversified
0.93% 0.99% 1.52% 10.10% -11.24% $6.825 $200,000 QEPs Only
15 Bocken Trading LLC
Discretionary
-0.04% -2.08% -4.43% 1.61% -37.69% $0.761 $100,000
16 Caretta Capital Mgt
Diversified Global Macro
-1.53% -2.15% -1.75% -5.03% -9.40% $0.260 $100,000
17 Chelton Wealth-Chelton AB
Ambitious
1.11% 11.16% 16.44% 19.02% -1.04% €71.000 €100,000 Non US Investors
18 Chelton Wealth-Chelton AB
Chelton Opportunity
1.64% 11.23% 18.20% 15.34% -1.13% $70.000 $100,000 Non US Investors
19 County Cork LLC
Macro Equity Hedge
-1.42% 12.73% 34.82% 5.03% -18.58% $1.500 $1,000,000 QEPs Only
20 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
21 Davis Commodities
Ag Program
-0.98% -4.17% -7.33% 6.60% -29.72% $15.025 $200,000
22 Davis Commodities
Macro Trading Program
1.07% 1.53% 15.00% 3.34% -22.14% $2.887 $100,000
23 Drury Capital
Diversified T-Following
-5.26% 19.41% 21.84% 8.11% -40.96% $412.000 $10,000,000 QEPs Only
24 Drury Capital
Multi-Strategy Program
-4.07% 12.15% 16.27% 5.84% -20.43% $16.000 $10,000,000 QEPs Only
25 EMC Capital Advisors
Classic
0.75% 13.52% 25.37% 15.84% -45.13% $30.180 $5,000,000 QEPs Only
26 EMC Capital Advisors
Alpha
-0.63% 1.88% 6.91% 4.59% -10.69% $314.810 $5,000,000 QEPs Only
27 EMC Capital Advisors
Alpha Plus
-1.96% 5.89% 19.17% 6.75% -17.38% $12.590 $3,000,000 QEPs Only
28 EMC Capital Advisors
Balance Prg
-4.72% 2.05% 19.23% 6.54% -17.88% $1.030 $3,000,000 QEPs Only
29 Evergreen Commodity Advisors
Disc. Energy
2.54% 15.09% 13.77% 7.67% -12.06% $14.207 $100,000
30 Evergreen Commodity Advisors
Energy Select
2.34% 18.18% 18.09% 4.44% -12.87% $4.871 $2,000,000
31 Evergreen Commodity Advisors
Historical Energy Spread
1.70% -2.16% -2.16% -6.34% -7.42% $0.196 $200,000
32 Hamer Trading Inc
Diversified Systematic
-0.59% -4.42% -12.73% 5.63% -38.33% $12.928 $3,000,000
33 HiProb Capital Mgt
Neutral
0.32% 4.08% 6.05% 10.07% -2.17% $26.000 $500,000
34 HiProb Capital Mgt
Neutral Plus
1.20% 12.31% 15.65% 18.24% -3.52% $9.000 $1,000,000
35 HiProb Capital Mgt
Neutral A
0.68% 6.18% 9.80% 10.99% -0.62% $5.000 $500,000
36 Holloway Trading LLC
AG Trading Program
2.78% -7.61% -9.95% -0.08% -15.18% $12.882 $100,000 QEPs Only
37 HPX Financial
Old School
-0.70% 1.91% 2.14% 26.10% -19.89% $17.741 $200,000
38 J.D. Turner Capital, LLC
Diversified Trend Following
1.66% 6.20% -6.15% 5.21% -46.50% $0.145 $100,000
39 J8 Capital Mgt LLP
J8 Global Absolute Return
-0.35% 1.51% 0.26% 2.84% -25.63% $4.370 $2,000,000 QEPs Only
40 J8 Capital Mgt LLP
Talenta CTA (P)
1.24% 4.43% 16.48% 7.99% -16.27% $1.980 $10,000,000 QEPs Only
41 J8 Capital Mgt LLP
Talenta Multi-Strategy (P)
0.63% 8.65% 20.95% 13.26% -13.37% $2.620 $10,000,000 QEPs Only
42 JMH Capital LLC
Ag Futures
1.60% 14.92% 14.92% 51.75% -12.60% $0.100 $25,000
43 LEVEX Capital Mgt
The Trade Within (TTW)
-13.36% -48.58% -48.17% -13.98% -51.39% $0.164 $100,000 QEPs Only
44 M&R Capital LLC
Livestock
10.06% -3.34% -5.28% 9.74% -33.28% $62.891 $200,000
45 Melissinos Trading
Eupatrid
1.55% 28.80% 60.28% 2.76% -52.67% $10.000 $500,000 QEP's Only
46 O'Brien Investment Group
Quantitative GM Futures
-12.98% -12.26% -8.17% 2.21% -21.59% $20.500 $3,000,000 QEPs Only
47 OpenSide Capital
Managed Program
-4.06% -3.31% -23.40% 0.16% -26.70% $3.056 $100,000
48 Opus Futures, LLC
Advanced Ag
-6.77% -9.78% -20.21% 8.12% -50.62% $106.108 $200,000
49 Orbits Venture Inc
Risk Sigma No. 2
0.31% 7.35% 10.85% 8.35% -17.96% $5.530 $125,000
50 QDRA Pty Ltd
QDRA Systematic Commodities
1.35% 12.00% 16.93% 8.93% -19.19% $4.500 $0 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.