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.