Autumn Gold
CTA Statistical Ranking Report

2 Year Risk Adjusted CTA Statistics Ranked by ACROR Any For the Month Ending 2025-Nov-30

Trading Methodology
Time Frame (Years)
End Date
 
Show # of Traders
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
1
Veerpoint Capital LLC
ContraCOT Program 2X (P)
81.42%-8.24%26.69%2.377.91%$0.12$100Yes
2
World Cup Advisor
Daniele Sambataro - Momentum Selection
62.00%-14.82%39.84%1.3812.43%$0.05$10Yes
3
Advanced Alpha Advisers
ART ST Systematic SP - Velocity QEPs Only
40.83%-18.00%27.44%1.3616.34%$4.30$1,000Yes
4
Blue Creek Capital Mgt
Metals Alpha QEPs Only
27.71%-13.42%20.72%1.2411.30%$58.31$1,000Yes
5
AG Capital
Global Macro QEPs Only
25.58%-14.45%29.35%0.8814.33%$277.70$5,000Yes
6
Backhouse Trading, LLC
Discretionary Global Macro
24.02%-8.89%15.43%1.428.96%$20.28$250Yes
7
EMC Capital Advisors
Balance Prg QEPs Only
21.41%-4.50%8.75%2.164.21%$1.14$3,000Yes
8
QuantOn Solutions
Managed Futures Index QEPs Only
21.00%-3.19%8.90%2.093.67%$18.00$2,000Yes
9
J8 Capital Mgt LLP
Talenta Multi-Strategy (P&C) QEPs Only
18.91%-7.28%10.08%1.684.47%$1.92$2,000Yes
10
Soaring Pelican, LLC
Overnight Advantage
18.10%-4.50%11.50%1.426.07%$1.70$25Yes
11
Mulvaney Capital
MF Prg QEPs Only
16.34%-60.87%64.46%0.5236.79%$234.00$100No
12
Advanced Alpha Advisers
ART S-Term Defensive QEPs Only
16.25%-9.00%11.98%1.247.99%$4.30$1,000Yes
13
White River
Dynamic S&P Options
15.94%-3.82%4.63%3.022.99%$11.16$50Yes
14
HiProb Capital Mgt
Neutral Plus QEPs Only
15.72%-3.52%7.20%1.943.92%$8.25$1,000Yes
15
Goldman Mgt
Stock Index QEPs Only
15.08%-7.03%8.65%1.565.30%$60.00$350Yes
16
White River
SI Option Writing
14.73%-13.06%11.59%1.179.53%$16.92$40Yes
17
Buckingham Global Adv.
Strategic E-Mini
14.60%-5.94%5.66%2.283.72%$60.00$250Yes
18
Global Sigma Group
AGSF LP QEPs Only
14.43%-0.59%3.58%3.530.96%$235.51$1,000Yes
19
Rhicon Currency Mgt
Third Wave Systematic Strategy QEPs Only
13.99%-5.08%7.99%1.564.76%$0.00$500Yes
20
Global Sigma Group
Global Sigma Fund LP QEPs Only
13.87%-0.47%3.44%3.530.94%$67.53$1,000Yes
21
QDRA Pty Ltd
QDRA Systematic Commodities QEPs Only
13.33%-12.36%21.35%0.6411.71%$2.80$0Yes
22
FTC Capital GmbH
FTC Gideon I
13.11%-14.89%11.58%1.047.83%€12.49€10Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
23
Le Mans Trading
The Hyperion Fund QEPs Only
11.55%-1.67%2.84%3.541.55%$67.00$250Yes
24
QQFund.com LLC
Alpha Beta Program
11.51%-36.17%32.25%0.4723.20%$9.94$100Yes
25
Altis Partners (Jersey) Limited
Altis Enhanced Macro QEPs Only
11.30%-10.53%12.41%0.846.17%$41.64$100Yes
26
HiProb Capital Mgt
Neutral A QEPs Only
10.88%-0.62%3.47%2.720.93%$7.50$500Yes
27
AGT Capital Limited
Global Macro Strategy QEPs Only
10.20%-4.49%7.54%1.203.59%$1.10$500Yes
28
Deep Field Capital AG
ST Absolute Return (STAR) QEPs Only
9.82%-17.30%13.19%0.707.87%$43.00$1,000Yes
29
Buckingham Global Adv.
WEP Program
8.88%-0.50%1.59%4.750.79%$29.00$250Yes
30
Tianyou Asset Mgt
Tianyou Fund QEPs Only
8.52%-31.63%24.31%0.4422.69%$77.00$2,000Yes
31
ARB Asset Mgt, LLC
Meadowbrook Strategy QEPs Only
8.40%-9.44%14.42%0.568.35%$7.00$1,000Yes
32
Quantica Capital AG
MAP QEPs Only
7.90%-11.17%10.13%0.706.39%$1,122.00$5,000Yes
33
Agile Investment Mgt
Senti-Wave V Program QEPs Only
7.71%-4.07%5.43%1.224.03%$0.25$350Yes
34
HiProb Capital Mgt
Neutral QEPs Only
6.65%-0.82%3.49%1.581.28%$25.50$500Yes
35
Davis Commodities
Ag Program
6.61%-7.75%10.03%0.596.49%$55.96$200Yes
36
Orbits Venture Inc
Risk Sigma No. 2
6.44%-1.76%2.50%2.121.80%$37.60$125Yes
37
Ahead Capital Mgt
Global Macro Tactical Opportunities QEPs Only
6.33%-3.81%6.74%0.804.79%$9.40$1,000Yes
38
EMC Capital Advisors
Alpha Plus QEPs Only
6.26%-14.15%11.20%0.517.56%$11.73$3,000Yes
39
Merizon Group
Arpiam Ltd.
5.96%-5.95%11.33%0.486.87%$4.65$310Yes
40
Absolute Return Capital Mgt
Ionic Strategy QEPs Only
5.84%-13.04%10.42%0.507.27%$2.01$500Yes
41
Quanify GmbH - Chelton Wealth
Balanced Compounding Non US Investors
5.74%-11.74%17.56%0.349.25%€42.00€100Yes
42
County Cork LLC
Macro Equity Hedge QEPs Only
5.45%-8.17%8.93%0.535.67%$1.50$1,000Yes
43
R Best, LLC
World Select
5.28%-5.92%4.45%0.962.86%$0.20$2,000Yes
44
Numberline Capital Partners LLC
Macro Risk
5.07%-15.80%15.15%0.3310.80%$1.43$100Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
45
O'Brien Investment Group
Quantitative GM Futures QEPs Only
4.99%-17.45%14.51%0.349.60%$19.80$3,000Yes
46
Alleman Capital Mgt
AC Crude Hedge (P)
4.92%-14.53%12.84%0.3611.04%$0.05$100Yes
47
SinoPacAM
SinoPacAM-SQMF QEPs Only
4.67%-6.42%11.38%0.376.16%$146.91$5,000Yes
48
Blue Creek Capital Mgt
Global Opportunities QEPs Only
4.48%-24.10%19.21%0.2712.63%$24.18$250Yes
49
Katonah Eve LLC
GTAP QEPs Only
3.93%-6.06%5.82%0.524.24%$0.00$2,000Yes
50
White River
Institutional Options Strategy
3.80%-21.69%15.81%0.2613.96%$0.52$50No
51
EMC Capital Advisors
Alpha QEPs Only
3.72%-5.15%5.59%0.504.15%$308.34$5,000Yes
52
Opus Futures, LLC
Advanced Ag
3.36%-9.71%11.93%0.258.73%$239.11$200Yes
53
Red Rock Cap.
Commodity L/S
3.28%-16.40%11.09%0.257.79%$18.96$500Yes
54
ARB Asset Mgt, LLC
RoboSig FX Alpha Gen Fund Professional Investors or QEPs
3.22%-6.86%9.50%0.277.00%$136.00$2,000Yes
55
DUNN Capital
WMA QEPs Only
3.21%-31.22%22.80%0.2013.09%$826.00$10,000Yes
56
DUNN Capital
WMA Institutional QEPs Only
2.50%-16.08%11.21%0.186.95%$611.00$25,000Yes
57
Ahead Capital Mgt
Event Driven Global Macro QEPs Only
2.26%-5.54%6.48%0.225.36%$9.90$1,000Yes
58
R Best, LLC
Private Client (C)
2.22%-13.78%11.54%0.168.30%$0.30$50Yes
59
Soaring Pelican
Blended Advantage
2.09%-11.50%9.37%0.167.21%$35.70$125Yes
60
Anderson Creek
Standard Diversified
2.08%-18.05%14.54%0.148.88%$0.96$250Yes
61
Blue Bar Futures Trading
US Cmdy Diversified QEPs Only
2.04%-2.19%3.09%0.352.57%$10.40$200No
62
Blue Bar Futures Trading
Ag QEPs Only
2.02%-2.17%3.07%0.342.56%$5.76$200No
63
Holloway Trading LLC
AG Trading Program QEPs Only
1.79%-6.78%6.46%0.155.58%$18.14$100Yes
64
Auspice Capital Advisors
Cmdy Index QEPs Only
1.61%-6.11%6.20%0.134.82%C$540.17C$1,000Yes
65
Diamond Capital
Enhanced S&P
1.58%-14.14%10.55%0.119.21%$3.31$100Yes
66
Quantitative Invest Mgt
Quantitative Global QEPs Only
1.51%-9.92%13.76%0.1010.14%$579.00$20,000No
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
67
Stein Investment Mgt.
Trading Evolution
1.41%-9.46%9.09%0.098.25%$0.04$500Yes
68
HPX Financial
Old School
1.28%-0.89%1.23%0.231.52%$17.82$200Yes
69
R Best, LLC
Institutional
1.24%-6.72%4.72%0.073.75%$23.50$250Yes
70
WaveFront
Global Investment QEPs Only
1.12%-19.07%10.43%0.067.76%$21.65$2,000Yes
71
SpreadEdge Capital
Inter-Comm. Seasonal Spreads
1.08%-8.44%9.80%0.067.60%$0.18$100Yes
72
Quantitative Invest Mgt
Quantitative Cipher QEPs Only
1.06%-12.60%7.18%0.046.45%$212.00$5,000No
73
Brent Trading PTY Ltd
Brent Grain Seasonal Spread QEPs Only
1.04%-13.89%9.47%0.057.34%$15.89$250Yes
74
Dormouse Limited
Dormouse MAP QEPs Only
1.03%-14.78%11.33%0.069.08%$339.40$20,000Yes
75
Davis Commodities
Macro Trading Program
0.77%-12.49%8.62%0.016.47%$2.44$100Yes
76
Absolute Return Capital Mgt
Diversified Momentum QEPs Only
0.42%-22.08%15.26%0.0310.32%$2.65$300Yes
77
Lyncestis LLP
V4 Non-US Investors
0.36%-15.23%8.13%-0.046.74%$0.03$100Yes
78
EMC Capital Advisors
Classic QEPs Only
0.34%-28.86%19.71%0.0614.77%$26.73$5,000Yes
79
Rhicon Currency Mgt
Strategic Prg QEPs Only
0.15%-1.75%1.31%-0.641.81%$70.00$5,000Yes
80
Anderson Creek
Standard Diversified (P)
0.02%-16.58%12.06%-0.028.14%$1.63$250Yes
81
Drury Capital
Multi-Strategy Program QEPs Only
-0.03%-19.44%10.89%-0.047.97%$14.00$10,000Yes
82
Double Helix Cap.
Double Helix
-0.36%-9.46%6.31%-0.186.03%$13.00$50Yes
83
Deep Field Capital AG
Systematic Volatility Arb QEPs Only
-0.38%-9.49%12.45%-0.058.16%$39.00$1,500Yes
84
Auspice Capital Advisors
Diversified QEPs Only
-1.07%-13.85%7.23%-0.255.78%$159.20$2,000Yes
85
County Cork LLC
Diversified Commodity L/S (P) QEPs Only
-1.18%-11.70%10.21%-0.167.90%$4.00$2,000Yes
86
Soaring Pelican
Intraday Advantage
-1.34%-14.13%10.42%-0.178.29%$6.20$100Yes
87
M&R Capital LLC
Livestock
-1.81%-27.33%13.97%-0.149.01%$69.76$200Yes
88
Schindler Capital Mgt
Dairy Adv.
-1.96%-28.00%20.74%-0.0513.71%$0.65$400Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
89
Brent Trading PTY Ltd
Diversified Commodity Spread QEPs Only
-2.62%-11.54%6.02%-0.585.44%$4.78$250Yes
90
Diamond Capital
DES
-2.63%-11.94%8.65%-0.388.13%$0.85$150Yes
91
SpreadEdge Capital
Diversified Seasonal Spread
-3.60%-14.06%7.86%-0.557.32%$8.01$100Yes
92
Evergreen Commodity Advisors
Energy Select
-3.66%-11.59%6.92%-0.657.01%$6.58$2,000Yes
93
Ditsch Trading LLC
Discretionary
-4.55%-22.11%14.56%-0.3211.65%$2.83$100Yes
94
Evergreen Commodity Advisors
Disc. Energy
-4.57%-12.04%6.37%-0.866.67%$14.46$100No
95
Katonah Eve LLC
Katonah Laplace ML Program
-4.60%-14.01%5.65%-0.985.38%$15.00$5,000Yes
96
Horizon3 Investment Mgt
CTA Programme QEPs Only
-5.60%-15.94%8.05%-0.806.68%$11.25$5,000Yes
97
Hamer Trading Inc
Diversified Systematic
-6.11%-31.80%18.74%-0.3015.43%$14.59$3,000Yes
98
The Great O'Neill Ltd
Great O'Neill QEPs Only
-6.27%-16.53%9.62%-0.737.58%$0.70$500Yes
99
Schindler Capital Mgt
Institutional Dairy Adv.
-7.08%-29.48%17.88%-0.3813.48%$1.74$2,000Yes
100
Spring Valley Asset Mgt
SVAM Tactical Trend QEPs Only
-7.16%-23.22%10.48%-0.759.43%$18.00$1,000Yes
101
Wharton Capital Mgt
Ag Futures
-8.01%-17.77%11.10%-0.799.62%$10.07$100Yes
102
Drury Capital
Diversified T-Following QEPs Only
-9.24%-39.16%19.87%-0.4415.73%$425.00$10,000Yes
103
AlphaQuest LLC
AQO QEPs Only
-9.35%-28.56%13.08%-0.7610.99%$1,814.00$250Yes
104
Deep Field Capital AG
Intraday Crisis Alpha QEPs Only
-10.00%-19.00%8.56%-1.308.47%$46.00$1,500Yes
105
FTC Capital GmbH
Futures Fund Classic USD
-10.37%-32.29%13.34%-0.8312.10%$18.08$250Yes
106
Cayler Capital LLC
Systematic Energy QEPs Only
-10.52%-25.81%7.88%-1.498.75%$0.00$250Yes
107
J8 Capital Mgt LLP
J8 Global Absolute Return QEPs Only
-11.33%-21.45%8.02%-1.588.63%$38.00$2,000Yes
108
J.D. Turner Capital, LLC
Diversified Trend Following
-11.76%-28.81%10.31%-1.259.92%$0.14$100Yes
109
Bocken Trading LLC
Discretionary
-11.87%-23.32%5.46%-2.467.06%$0.94$100Yes
110
FTC Capital GmbH
Futures Fund Classic EUR
-12.63%-34.01%13.28%-1.0212.47%€15.59€100Yes
Autumn Gold

CTA Statistical Ranking Report

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
ManagerACROR Max DDStd DevSharpe RatioDownside DevAUM (Millions)Min InvNew Money
111
World Cup Advisor
John Bannan - Comhla-Prophetick
-14.78%-78.16%95.76%0.2758.48%$0.01$5Yes
112
Melissinos Trading
Eupatrid QEP's Only
-16.13%-52.35%31.44%-0.4326.51%$10.00$500Yes