Top Ten CTAs Ranked by Annualized Compounded Return
For The Month Ending Apr-2024Performance Results reported or amended subsequent to May 8, 2024 are not reflected in this Report >
Rank | Program* | Investment Restrictions |
Rate of Return |
AUM (millions) |
Minimum Investment |
Sharpe Ratio |
Correlation to AG Index |
Standard Deviation |
Worst Drawdown |
Last 5 Years | |||||||||
1 | Purple Valley - Div. Trend 1 | 41.59% | $10.00 | $100,000 | 0.83 | 0.70 | 56.26% | -45.45% | |
2 | Winoma Capital - FX Growth | QEPs Only | 26.43% | $0.00 | $100,000 | 1.76 | 0.13 | 12.40% | -14.87% |
3 | EMC Capital Advisors - Classic | QEPs Only | 18.79% | $39.70 | $5,000,000 | 0.90 | 0.65 | 18.32% | -17.74% |
4 | Opus Futures, LLC - Advanced Ag | 18.60% | $247.59 | $200,000 | 1.26 | 0.16 | 12.19% | -15.41% | |
5 | Red Rock Cap. - Commodity L/S | 17.57% | $19.68 | $500,000 | 0.94 | 0.39 | 16.00% | -15.91% | |
6 | Eclipse Cap Mgt - Global Monetary | QEPs Only | 14.89% | $52.40 | $5,000,000 | 0.71 | 0.66 | 18.48% | -24.98% |
7 | Claughton Capital - Institutional Program | QEPs Only | 13.93% | $27.70 | $1,000,000 | 0.91 | 0.35 | 12.42% | -6.10% |
8 | DUNN Capital - WMA | QEPs Only | 13.31% | $891.00 | $10,000,000 | 0.54 | 0.55 | 24.25% | -22.54% |
9 | Drury Capital - Diversified T-Following | QEPs Only | 12.87% | $363.00 | $10,000,000 | 0.64 | 0.70 | 17.45% | -24.67% |
10 | AG Capital - Global Macro | QEPs Only | 12.61% | $164.00 | $5,000,000 | 0.49 | 0.33 | 25.74% | -24.23% |
Last 3 Years | |||||||||
1 | AhlTrade LLC - IndigoOne | 20.45% | $0.56 | $50,000 | 1.55 | -0.11 | 10.79% | -7.91% | |
2 | J.D. Turner Capital, LLC - Diversified Trend Following | 20.39% | $0.13 | $100,000 | 0.88 | -0.19 | 20.55% | -10.79% | |
3 | Winoma Capital - FX Growth | QEPs Only | 17.84% | $0.00 | $100,000 | 1.26 | 0.04 | 11.64% | -14.87% |
4 | DUNN Capital - WMA | QEPs Only | 17.46% | $891.00 | $10,000,000 | 0.63 | 0.50 | 27.65% | -21.59% |
5 | Moddco Capital Associates - MCA Strategy (P) | 16.62% | $0.19 | $50,000 | 0.51 | 0.30 | 38.95% | -50.31% | |
6 | Red Rock Cap. - Commodity L/S | 15.29% | $19.68 | $500,000 | 0.92 | 0.35 | 13.73% | -15.91% | |
7 | Opus Futures, LLC - Advanced Ag | 14.87% | $247.59 | $200,000 | 1.23 | 0.20 | 9.61% | -6.36% | |
8 | EMC Capital Advisors - Classic | QEPs Only | 14.78% | $39.70 | $5,000,000 | 0.71 | 0.62 | 18.16% | -17.74% |
9 | M&R Capital LLC - Livestock | 14.62% | $86.33 | $200,000 | 0.96 | -0.00 | 12.34% | -11.45% | |
10 | HiProb Capital Mgt - Neutral Plus | QEPs Only | 13.97% | $5.00 | $2,000,000 | 3.69 | -0.07 | 2.88% | 0.00% |