CTA Statistical Ranking Report

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
1	Veerpoint Capital LLC ContraCOT Program 2X (P)	81.42%	-8.24%	26.69%	2.37	7.91%	$0.12	$100	Yes
2	World Cup Advisor Daniele Sambataro - Momentum Selection	62.00%	-14.82%	39.84%	1.38	12.43%	$0.05	$10	Yes
3	AG Capital Global Macro QEPs Only	25.58%	-14.45%	29.35%	0.88	14.33%	$277.70	$5,000	Yes
4	EMC Capital Advisors Balance Prg QEPs Only	21.41%	-4.50%	8.75%	2.16	4.21%	$1.14	$3,000	Yes
5	QuantOn Solutions Managed Futures Index QEPs Only	21.00%	-3.19%	8.90%	2.09	3.67%	$18.00	$2,000	Yes
6	J8 Capital Mgt LLP Talenta Multi-Strategy (P&C) QEPs Only	18.91%	-7.28%	10.08%	1.68	4.47%	$1.92	$2,000	Yes
7	Soaring Pelican, LLC Overnight Advantage	18.10%	-4.50%	11.50%	1.42	6.07%	$1.70	$25	Yes
8	White River Dynamic S&P Options	15.94%	-3.82%	4.63%	3.02	2.99%	$11.16	$50	Yes
9	White River SI Option Writing	14.73%	-13.06%	11.59%	1.17	9.53%	$16.92	$40	Yes
10	Rhicon Currency Mgt Third Wave Systematic Strategy QEPs Only	13.99%	-5.08%	7.99%	1.56	4.76%	$0.00	$500	Yes
11	QDRA Pty Ltd QDRA Systematic Commodities QEPs Only	13.33%	-12.36%	21.35%	0.64	11.71%	$2.80	$0	Yes
12	QQFund.com LLC Alpha Beta Program	11.51%	-36.17%	32.25%	0.47	23.20%	$9.94	$100	Yes
13	Altis Partners (Jersey) Limited Altis Enhanced Macro QEPs Only	11.30%	-10.53%	12.41%	0.84	6.17%	$41.64	$100	Yes
14	HiProb Capital Mgt Neutral A QEPs Only	11.10%	-0.62%	3.49%	2.76	0.93%	$7.50	$500	Yes
15	AGT Capital Limited Global Macro Strategy QEPs Only	10.20%	-4.49%	7.54%	1.20	3.59%	$1.10	$500	Yes
16	Deep Field Capital AG ST Absolute Return (STAR) QEPs Only	9.82%	-17.30%	13.19%	0.70	7.87%	$43.00	$1,000	Yes
17	Tianyou Asset Mgt Tianyou Fund QEPs Only	8.52%	-31.63%	24.31%	0.44	22.69%	$77.00	$2,000	Yes
18	Agile Investment Mgt Senti-Wave V Program QEPs Only	7.71%	-4.07%	5.43%	1.22	4.03%	$0.25	$350	Yes
19	Davis Commodities Ag Program	6.61%	-7.75%	10.03%	0.59	6.49%	$55.96	$200	Yes
20	Orbits Venture Inc Risk Sigma No. 2	6.44%	-1.76%	2.50%	2.12	1.80%	$37.60	$125	Yes
21	EMC Capital Advisors Alpha Plus QEPs Only	6.26%	-14.15%	11.20%	0.51	7.56%	$11.73	$3,000	Yes
22	Absolute Return Capital Mgt Ionic Strategy QEPs Only	5.84%	-13.04%	10.42%	0.50	7.27%	$2.01	$500	Yes

Veerpoint Capital LLC

ContraCOT Program 2X (P)

81.42%

-8.24%

26.69%

2.37

7.91%

$0.12

$100

Yes

World Cup Advisor

Daniele Sambataro - Momentum Selection

62.00%

-14.82%

39.84%

1.38

12.43%

$0.05

$10

Yes

AG Capital

Global Macro QEPs Only

25.58%

-14.45%

29.35%

0.88

14.33%

$277.70

$5,000

Yes

EMC Capital Advisors

Balance Prg QEPs Only

21.41%

-4.50%

8.75%

2.16

4.21%

$1.14

$3,000

Yes

QuantOn Solutions

Managed Futures Index QEPs Only

21.00%

-3.19%

8.90%

2.09

3.67%

$18.00

$2,000

Yes

J8 Capital Mgt LLP

Talenta Multi-Strategy (P&C) QEPs Only

18.91%

-7.28%

10.08%

1.68

4.47%

$1.92

$2,000

Yes

Soaring Pelican, LLC

Overnight Advantage

18.10%

-4.50%

11.50%

1.42

6.07%

$1.70

$25

Yes

White River

Dynamic S&P Options

15.94%

-3.82%

4.63%

3.02

2.99%

$11.16

$50

Yes

White River

SI Option Writing

14.73%

-13.06%

11.59%

1.17

9.53%

$16.92

$40

Yes

Rhicon Currency Mgt

Third Wave Systematic Strategy QEPs Only

13.99%

-5.08%

7.99%

1.56

4.76%

$0.00

$500

Yes

QDRA Pty Ltd

QDRA Systematic Commodities QEPs Only

13.33%

-12.36%

21.35%

0.64

11.71%

$2.80

Yes

QQFund.com LLC

Alpha Beta Program

11.51%

-36.17%

32.25%

0.47

23.20%

$9.94

$100

Yes

Altis Partners (Jersey) Limited

Altis Enhanced Macro QEPs Only

11.30%

-10.53%

12.41%

0.84

6.17%

$41.64

$100

Yes

HiProb Capital Mgt

Neutral A QEPs Only

11.10%

-0.62%

3.49%

2.76

0.93%

$7.50

$500

Yes

AGT Capital Limited

Global Macro Strategy QEPs Only

10.20%

-4.49%

7.54%

1.20

3.59%

$1.10

$500

Yes

Deep Field Capital AG

ST Absolute Return (STAR) QEPs Only

9.82%

-17.30%

13.19%

0.70

7.87%

$43.00

$1,000

Yes

Tianyou Asset Mgt

Tianyou Fund QEPs Only

8.52%

-31.63%

24.31%

0.44

22.69%

$77.00

$2,000

Yes

Agile Investment Mgt

Senti-Wave V Program QEPs Only

7.71%

-4.07%

5.43%

1.22

4.03%

$0.25

$350

Yes

Davis Commodities

Ag Program

6.61%

-7.75%

10.03%

0.59

6.49%

$55.96

$200

Yes

Orbits Venture Inc

Risk Sigma No. 2

6.44%

-1.76%

2.50%

2.12

1.80%

$37.60

$125

Yes

EMC Capital Advisors

Alpha Plus QEPs Only

6.26%

-14.15%

11.20%

0.51

7.56%

$11.73

$3,000

Yes

Absolute Return Capital Mgt

Ionic Strategy QEPs Only

5.84%

-13.04%

10.42%

0.50

7.27%

$2.01

$500

Yes

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
23	Quanify GmbH - Chelton Wealth Balanced Compounding Non US Investors	5.74%	-11.74%	17.56%	0.34	9.25%	€42.00	€100	Yes
24	O'Brien Investment Group Quantitative GM Futures QEPs Only	4.99%	-17.45%	14.51%	0.34	9.60%	$19.80	$3,000	Yes
25	Alleman Capital Mgt AC Crude Hedge (P)	4.92%	-14.53%	12.84%	0.36	11.04%	$0.05	$100	Yes
26	White River Institutional Options Strategy	3.80%	-21.69%	15.81%	0.26	13.96%	$0.52	$50	No
27	EMC Capital Advisors Alpha QEPs Only	3.72%	-5.15%	5.59%	0.50	4.15%	$308.34	$5,000	Yes
28	Opus Futures, LLC Advanced Ag	3.36%	-9.71%	11.93%	0.25	8.73%	$239.11	$200	Yes
29	Red Rock Cap. Commodity L/S	3.28%	-16.40%	11.09%	0.25	7.79%	$18.96	$500	Yes
30	Soaring Pelican Blended Advantage	2.09%	-11.50%	9.37%	0.16	7.21%	$35.70	$125	Yes
31	Blue Bar Futures Trading US Cmdy Diversified QEPs Only	2.04%	-2.19%	3.09%	0.35	2.57%	$10.40	$200	No
32	Blue Bar Futures Trading Ag QEPs Only	2.02%	-2.17%	3.07%	0.34	2.56%	$5.76	$200	No
33	Holloway Trading LLC AG Trading Program QEPs Only	1.79%	-6.78%	6.46%	0.15	5.58%	$18.14	$100	Yes
34	Auspice Capital Advisors Cmdy Index QEPs Only	1.61%	-6.11%	6.20%	0.13	4.82%	C$540.17	C$1,000	Yes
35	Diamond Capital Enhanced S&P	1.58%	-14.14%	10.55%	0.11	9.21%	$3.31	$100	Yes
36	Stein Investment Mgt. Trading Evolution	1.41%	-9.46%	9.09%	0.09	8.25%	$0.04	$500	Yes
37	HPX Financial Old School	1.28%	-0.89%	1.23%	0.23	1.52%	$17.82	$200	Yes
38	WaveFront Global Investment QEPs Only	1.12%	-19.07%	10.43%	0.06	7.76%	$21.65	$2,000	Yes
39	SpreadEdge Capital Inter-Comm. Seasonal Spreads	1.08%	-8.44%	9.80%	0.06	7.60%	$0.18	$100	Yes
40	Brent Trading PTY Ltd Brent Grain Seasonal Spread QEPs Only	1.04%	-13.89%	9.47%	0.05	7.34%	$15.89	$250	Yes
41	Davis Commodities Macro Trading Program	0.77%	-12.49%	8.62%	0.01	6.47%	$2.44	$100	Yes
42	Absolute Return Capital Mgt Diversified Momentum QEPs Only	0.42%	-22.08%	15.26%	0.03	10.32%	$2.65	$300	Yes
43	Lyncestis LLP V4 Non-US Investors	0.36%	-15.23%	8.13%	-0.04	6.74%	$0.03	$100	Yes
44	EMC Capital Advisors Classic QEPs Only	0.34%	-28.86%	19.71%	0.06	14.77%	$26.73	$5,000	Yes

Quanify GmbH - Chelton Wealth

Balanced Compounding Non US Investors

5.74%

-11.74%

17.56%

0.34

9.25%

€42.00

€100

Yes

O'Brien Investment Group

Quantitative GM Futures QEPs Only

4.99%

-17.45%

14.51%

0.34

9.60%

$19.80

$3,000

Yes

Alleman Capital Mgt

AC Crude Hedge (P)

4.92%

-14.53%

12.84%

0.36

11.04%

$0.05

$100

Yes

White River

Institutional Options Strategy

3.80%

-21.69%

15.81%

0.26

13.96%

$0.52

$50

EMC Capital Advisors

Alpha QEPs Only

3.72%

-5.15%

5.59%

0.50

4.15%

$308.34

$5,000

Yes

Opus Futures, LLC

Advanced Ag

3.36%

-9.71%

11.93%

0.25

8.73%

$239.11

$200

Yes

Red Rock Cap.

Commodity L/S

3.28%

-16.40%

11.09%

0.25

7.79%

$18.96

$500

Yes

Soaring Pelican

Blended Advantage

2.09%

-11.50%

9.37%

0.16

7.21%

$35.70

$125

Yes

Blue Bar Futures Trading

US Cmdy Diversified QEPs Only

2.04%

-2.19%

3.09%

0.35

2.57%

$10.40

$200

Blue Bar Futures Trading

Ag QEPs Only

2.02%

-2.17%

3.07%

0.34

2.56%

$5.76

$200

Holloway Trading LLC

AG Trading Program QEPs Only

1.79%

-6.78%

6.46%

0.15

5.58%

$18.14

$100

Yes

Auspice Capital Advisors

Cmdy Index QEPs Only

1.61%

-6.11%

6.20%

0.13

4.82%

C$540.17

C$1,000

Yes

Diamond Capital

Enhanced S&P

1.58%

-14.14%

10.55%

0.11

9.21%

$3.31

$100

Yes

Stein Investment Mgt.

Trading Evolution

1.41%

-9.46%

9.09%

0.09

8.25%

$0.04

$500

Yes

HPX Financial

Old School

1.28%

-0.89%

1.23%

0.23

1.52%

$17.82

$200

Yes

WaveFront

Global Investment QEPs Only

1.12%

-19.07%

10.43%

0.06

7.76%

$21.65

$2,000

Yes

SpreadEdge Capital

Inter-Comm. Seasonal Spreads

1.08%

-8.44%

9.80%

0.06

7.60%

$0.18

$100

Yes

Brent Trading PTY Ltd

Brent Grain Seasonal Spread QEPs Only

1.04%

-13.89%

9.47%

0.05

7.34%

$15.89

$250

Yes

Davis Commodities

Macro Trading Program

0.77%

-12.49%

8.62%

0.01

6.47%

$2.44

$100

Yes

Absolute Return Capital Mgt

Diversified Momentum QEPs Only

0.42%

-22.08%

15.26%

0.03

10.32%

$2.65

$300

Yes

Lyncestis LLP

V4 Non-US Investors

0.36%

-15.23%

8.13%

-0.04

6.74%

$0.03

$100

Yes

EMC Capital Advisors

Classic QEPs Only

0.34%

-28.86%

19.71%

0.06

14.77%

$26.73

$5,000

Yes

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
45	Rhicon Currency Mgt Strategic Prg QEPs Only	0.15%	-1.75%	1.31%	-0.64	1.81%	$70.00	$5,000	Yes
46	Drury Capital Multi-Strategy Program QEPs Only	-0.03%	-19.44%	10.89%	-0.04	7.97%	$14.00	$10,000	Yes
47	Double Helix Cap. Double Helix	-0.36%	-9.46%	6.31%	-0.18	6.03%	$13.00	$50	Yes
48	Deep Field Capital AG Systematic Volatility Arb QEPs Only	-0.38%	-9.49%	12.45%	-0.05	8.16%	$39.00	$1,500	Yes
49	Auspice Capital Advisors Diversified QEPs Only	-1.07%	-13.85%	7.23%	-0.25	5.78%	$159.20	$2,000	Yes
50	Soaring Pelican Intraday Advantage	-1.34%	-14.13%	10.42%	-0.17	8.29%	$6.20	$100	Yes
51	M&R Capital LLC Livestock	-1.81%	-27.33%	13.97%	-0.14	9.01%	$69.76	$200	Yes
52	Schindler Capital Mgt Dairy Adv.	-1.96%	-28.00%	20.74%	-0.05	13.71%	$0.65	$400	Yes
53	Brent Trading PTY Ltd Diversified Commodity Spread QEPs Only	-2.62%	-11.54%	6.02%	-0.58	5.44%	$4.78	$250	Yes
54	Diamond Capital DES	-2.63%	-11.94%	8.65%	-0.38	8.13%	$0.85	$150	Yes
55	SpreadEdge Capital Diversified Seasonal Spread	-3.60%	-14.06%	7.86%	-0.55	7.32%	$8.01	$100	Yes
56	Evergreen Commodity Advisors Energy Select	-3.66%	-11.59%	6.92%	-0.65	7.01%	$6.58	$2,000	Yes
57	Ditsch Trading LLC Discretionary	-4.55%	-22.11%	14.56%	-0.32	11.65%	$2.83	$100	Yes
58	Evergreen Commodity Advisors Disc. Energy	-4.57%	-12.04%	6.37%	-0.86	6.67%	$14.46	$100	No
59	Horizon3 Investment Mgt CTA Programme QEPs Only	-5.60%	-15.94%	8.05%	-0.80	6.68%	$11.25	$5,000	Yes
60	Hamer Trading Inc Diversified Systematic	-6.11%	-31.80%	18.74%	-0.30	15.43%	$14.59	$3,000	Yes
61	Schindler Capital Mgt Institutional Dairy Adv.	-7.08%	-29.48%	17.88%	-0.38	13.48%	$1.74	$2,000	Yes
62	Wharton Capital Mgt Ag Futures	-8.01%	-17.77%	11.10%	-0.79	9.62%	$10.07	$100	Yes
63	Drury Capital Diversified T-Following QEPs Only	-9.24%	-39.16%	19.87%	-0.44	15.73%	$425.00	$10,000	Yes
64	AlphaQuest LLC AQO QEPs Only	-9.35%	-28.56%	13.08%	-0.76	10.99%	$1,814.00	$250	Yes
65	Deep Field Capital AG Intraday Crisis Alpha QEPs Only	-10.00%	-19.00%	8.56%	-1.30	8.47%	$46.00	$1,500	Yes
66	Cayler Capital LLC Systematic Energy QEPs Only	-10.52%	-25.81%	7.88%	-1.49	8.75%	$0.00	$250	Yes

Rhicon Currency Mgt

Strategic Prg QEPs Only

0.15%

-1.75%

1.31%

-0.64

1.81%

$70.00

$5,000

Yes

Drury Capital

Multi-Strategy Program QEPs Only

-0.03%

-19.44%

10.89%

-0.04

7.97%

$14.00

$10,000

Yes

Double Helix Cap.

Double Helix

-0.36%

-9.46%

6.31%

-0.18

6.03%

$13.00

$50

Yes

Deep Field Capital AG

Systematic Volatility Arb QEPs Only

-0.38%

-9.49%

12.45%

-0.05

8.16%

$39.00

$1,500

Yes

Auspice Capital Advisors

Diversified QEPs Only

-1.07%

-13.85%

7.23%

-0.25

5.78%

$159.20

$2,000

Yes

Soaring Pelican

Intraday Advantage

-1.34%

-14.13%

10.42%

-0.17

8.29%

$6.20

$100

Yes

M&R Capital LLC

Livestock

-1.81%

-27.33%

13.97%

-0.14

9.01%

$69.76

$200

Yes

Schindler Capital Mgt

Dairy Adv.

-1.96%

-28.00%

20.74%

-0.05

13.71%

$0.65

$400

Yes

Brent Trading PTY Ltd

Diversified Commodity Spread QEPs Only

-2.62%

-11.54%

6.02%

-0.58

5.44%

$4.78

$250

Yes

Diamond Capital

DES

-2.63%

-11.94%

8.65%

-0.38

8.13%

$0.85

$150

Yes

SpreadEdge Capital

Diversified Seasonal Spread

-3.60%

-14.06%

7.86%

-0.55

7.32%

$8.01

$100

Yes

Evergreen Commodity Advisors

Energy Select

-3.66%

-11.59%

6.92%

-0.65

7.01%

$6.58

$2,000

Yes

Ditsch Trading LLC

Discretionary

-4.55%

-22.11%

14.56%

-0.32

11.65%

$2.83

$100

Yes

Evergreen Commodity Advisors

Disc. Energy

-4.57%

-12.04%

6.37%

-0.86

6.67%

$14.46

$100

Horizon3 Investment Mgt

CTA Programme QEPs Only

-5.60%

-15.94%

8.05%

-0.80

6.68%

$11.25

$5,000

Yes

Hamer Trading Inc

Diversified Systematic

-6.11%

-31.80%

18.74%

-0.30

15.43%

$14.59

$3,000

Yes

Schindler Capital Mgt

Institutional Dairy Adv.

-7.08%

-29.48%

17.88%

-0.38

13.48%

$1.74

$2,000

Yes

Wharton Capital Mgt

Ag Futures

-8.01%

-17.77%

11.10%

-0.79

9.62%

$10.07

$100

Yes

Drury Capital

Diversified T-Following QEPs Only

-9.24%

-39.16%

19.87%

-0.44

15.73%

$425.00

$10,000

Yes

AlphaQuest LLC

AQO QEPs Only

-9.35%

-28.56%

13.08%

-0.76

10.99%

$1,814.00

$250

Yes

Deep Field Capital AG

Intraday Crisis Alpha QEPs Only

-10.00%

-19.00%

8.56%

-1.30

8.47%

$46.00

$1,500

Yes

Cayler Capital LLC

Systematic Energy QEPs Only

-10.52%

-25.81%

7.88%

-1.49

8.75%

$0.00

$250

Yes

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
67	J8 Capital Mgt LLP J8 Global Absolute Return QEPs Only	-11.33%	-21.45%	8.02%	-1.58	8.63%	$38.00	$2,000	Yes
68	J.D. Turner Capital, LLC Diversified Trend Following	-11.76%	-28.81%	10.31%	-1.25	9.92%	$0.14	$100	Yes
69	Bocken Trading LLC Discretionary	-11.87%	-23.32%	5.46%	-2.46	7.06%	$0.94	$100	Yes
70	World Cup Advisor John Bannan - Comhla-Prophetick	-14.78%	-78.16%	95.76%	0.27	58.48%	$0.01	$5	Yes
71	Melissinos Trading Eupatrid QEP's Only	-16.13%	-52.35%	31.44%	-0.43	26.51%	$10.00	$500	Yes

J8 Capital Mgt LLP

J8 Global Absolute Return QEPs Only

-11.33%

-21.45%

8.02%

-1.58

8.63%

$38.00

$2,000

Yes

J.D. Turner Capital, LLC

Diversified Trend Following

-11.76%

-28.81%

10.31%

-1.25

9.92%

$0.14

$100

Yes

Bocken Trading LLC

Discretionary

-11.87%

-23.32%

5.46%

-2.46

7.06%

$0.94

$100

Yes

World Cup Advisor

John Bannan - Comhla-Prophetick

-14.78%

-78.16%

95.76%

0.27

58.48%

$0.01

Yes

Melissinos Trading

Eupatrid QEP's Only

-16.13%

-52.35%

31.44%

-0.43

26.51%

$10.00

$500

Yes

Statistial Notes: Compound ROR: The Annualized Compounded Rate of Return represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. It smoothes out returns by assuming constant growth.
Maximum Drawdown: Represents the worst drawdown experienced by a CTA from Inception.
Risk Adjusted Statistics: Measure how much risk is involved in producing return. The Sharpe Ratio and Sortino Ratio are both risk adjusted measures.
Sharpe Ratio: Is calculated using a 2% Risk Free Rate of Return. Downside Deviation & Sortino Ratio: Are calculated using a 5% Minimum Acceptable Rate of Return.

Trading Methodology	Time Frame (Years)	End Date
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CTA Statistical Ranking Report

Reload Report

CTA Statistical Ranking Report

CTA Statistical Ranking Report

CTA Statistical Ranking Report