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
Diversified Momentum
3.63% -2.27% -6.06% 5.18% -28.53% $1.960 $300,000
2 Absolute Return Capital Mgt
Ionic Strategy
1.54% 1.15% 1.00% 6.72% -20.07% $2.027 $500,000 QEPs Only
3 AG Capital
Global Macro
-7.59% -9.52% 3.83% 14.83% -27.45% $320.100 $5,000,000 QEPs Only
4 Agility Trading LLC
Pattern Recognition Breakout
1.95% 9.23% 8.01% 11.71% -6.10% $64.000 $3,000,000 QEPs Only
5 Agility Trading
Equity Overlay Strategy
1.76% 19.13% 19.37% 18.88% -10.41% $64.000 $3,000,000 QEPs Only
6 Ahead Capital Mgt
Global Macro Tactical Opportunities
-2.57% -10.81% -6.03% 9.08% -10.81% $6.900 $1,000,000 QEPs Only
7 Ahead Capital Mgt
Event Driven Global Macro
0.32% 1.94% 5.71% 2.70% -5.54% $13.100 $1,000,000 QEPs Only
8 Ahead Capital Mgt
GMTO (Futures Only)
-1.99% -1.40% 0.34% 2.85% -2.52% $24.700 $1,000,000 QEPs Only
9 Ahead Capital Mgt
Global Macro Fund
1.41% 3.79% 12.02% 10.68% -5.88% $2.200 $100,000 QEPs Only
10 AIS Capital Mgt
MAAP (2X - 4X)
-22.27% 21.81% 63.47% 9.50% -78.99% $23.536 $3,000,000 QEPs Only
11 Anderson Creek
Standard Diversified
-2.88% -0.00% 0.56% 0.90% -40.66% $1.228 $250,000
12 Anderson Creek
Standard Diversified (P)
-2.53% 0.78% 1.17% 1.10% -41.03% $1.695 $250,000
13 Armington Capital
Trading Program
-11.80% 3.30% 22.45% 16.50% -11.83% $22.960 $200,000 QEPs Only
14 Auspice Capital Advisors
Diversified
-2.01% 2.74% 13.94% 2.14% -26.05% $165.095 $2,000,000 QEPs Only
15 Auspice Capital Advisors
Cmdy Index
-3.51% 10.38% 17.79% 2.21% -42.88% C$726.921 C$1,000,000 QEPs Only
16 Backhouse Trading, LLC
Discretionary Global Macro
-1.12% 7.85% 9.47% 18.81% -22.93% $76.000 $500,000
17 Blue Bar Futures Trading
Ag
0.19% 0.13% 0.52% 19.57% -42.26% $3.680 $200,000 QEPs Only
18 Blue Bar Futures Trading
US Cmdy Diversified
0.21% 0.06% 0.37% 10.08% -11.24% $6.762 $200,000 QEPs Only
19 Blue Creek Capital Mgt
Global Opportunities
-10.16% -3.25% -14.61% 6.14% -27.06% $30.892 $250,000 QEPs Only
20 Blue Creek Capital Mgt
Metals Alpha
-11.94% -7.46% 13.58% 15.21% -13.99% $64.829 $1,000,000 QEPs Only
21 Bocken Trading LLC
Discretionary
-4.41% -2.04% -4.51% 1.62% -37.66% $0.823 $100,000
22 Buckingham Global Adv.
WEP Program
0.47% 4.67% 10.55% 10.70% -13.77% $41.000 $250,000
23 Buckingham Global Adv.
Strategic E-Mini
0.57% 7.26% 17.89% 10.38% -13.30% $38.000 $250,000
24 Buckingham Global Adv.
Energy Volatility EVP
1.39% 2.05% 13.29% 13.65% -2.26% $12.000 $100,000
25 Caretta Capital Mgt
Diversified Global Macro
-0.07% -0.63% -4.40% -4.33% -9.40% $0.264 $100,000
26 Chelton Wealth-Chelton AB
Ambitious
3.18% 9.94% 18.12% 19.16% -1.04% €68.406 €100,000 Non US Investors
27 Chelton Wealth-Chelton AB
Chelton Opportunity
2.88% 9.43% 18.68% 15.13% -1.13% $68.652 $100,000 Non US Investors
28 Comhla LLC
Safara ES
-10.16% 1.35% 43.63% 3.91% -29.33% $0.262 $100,000
29 Comhla LLC
Artemis 3X
3.61% 21.28% 28.71% -3.01% -66.42% $0.121 $35,000
30 Comhla LLC
Helix System
-10.21% -7.34% 0.87% 1.04% -20.62% $0.762 $200,000
31 Comhla LLC
Equinox Multi-Asset
-11.44% -0.56% 38.25% 37.20% -20.13% $1.343 $150,000
32 County Cork LLC
Macro Equity Hedge
-1.80% 14.36% 33.40% 5.21% -18.58% $1.500 $1,000,000 QEPs Only
33 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
34 Davis Commodities
Ag Program
0.81% -3.22% -3.88% 6.71% -29.72% $16.741 $200,000
35 Davis Commodities
Macro Trading Program
-4.70% 0.46% 10.85% 3.23% -22.14% $2.856 $100,000
36 Drury Capital
Diversified T-Following
3.16% 26.38% 35.60% 8.35% -40.96% $455.000 $10,000,000 QEPs Only
37 Drury Capital
Multi-Strategy Program
1.89% 16.91% 24.32% 6.62% -20.43% $16.000 $10,000,000 QEPs Only
38 DUNN Capital
WMA
-4.27% 10.06% 38.74% 12.23% -60.26% $929.000 $10,000,000 QEPs Only
39 DUNN Capital
WMA Institutional
-2.09% 4.82% 18.00% 4.57% -16.08% $819.000 $25,000,000 QEPs Only
40 EMC Capital Advisors
Classic
2.29% 12.68% 26.55% 15.86% -45.13% $30.610 $5,000,000 QEPs Only
41 EMC Capital Advisors
Alpha
-0.63% 2.53% 7.80% 4.67% -10.69% $316.800 $5,000,000 QEPs Only
42 EMC Capital Advisors
Alpha Plus
-0.35% 8.01% 22.13% 6.97% -17.38% $12.840 $3,000,000 QEPs Only
43 EMC Capital Advisors
Balance Prg
-3.88% 7.11% 25.38% 7.27% -17.88% $1.100 $3,000,000 QEPs Only
44 Evergreen Commodity Advisors
Disc. Energy
-0.89% 12.24% 7.75% 7.50% -12.06% $13.855 $100,000
45 Evergreen Commodity Advisors
Energy Select
-0.86% 15.47% 11.56% 4.17% -12.87% $4.760 $2,000,000
46 Evergreen Commodity Advisors
Historical Energy Spread
-5.09% -3.80% -3.80% -14.34% -7.42% $0.192 $200,000
47 Greene Capital
Paragon Trend Alpha
-2.77% -1.93% -1.93% -7.51% -2.77% $0.685 $100,000
48 Hamer Trading Inc
Diversified Systematic
3.17% -3.85% -13.23% 5.68% -38.33% $13.000 $3,000,000
49 HiProb Capital Mgt
Neutral
0.87% 3.75% 6.67% 10.12% -2.17% $26.000 $500,000
50 HiProb Capital Mgt
Neutral Plus
2.30% 10.98% 17.69% 18.31% -3.52% $9.000 $1,000,000

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.