| Top Ten CTAs | CTA List | All Rankings | Diversified | Currency | Financials | Energy | Ags | Stock Index | VIX | Options |
November 2024 Performance
CTAs *
Ranked by Monthly Return
For Traders Reporting Results as of
December 26, 2024
May not be reprinted without permission - Click on column headings to sort
Rank |
Manager | Monthly Return | YTD Return | 12 Month Return | 36 Month Return | Assets Under Mgt (Millions) | Minimum Investment | Annualized Compounded ROR | Worst Drawdown | Investment Restrictions |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Purple Valley - Div. Trend 1 | 11.51% | -8.25% | 4.22% | -8.80% | $10.001 | $100,000 | 10.97% | -69.73% | |
| 2 | QQFund.com LLC - Alpha Beta Program | 10.35% | 9.52% | 22.62% | -38.78% | $10.696 | $100,000 | 23.82% | -57.91% | |
| 3 | Melissinos Trading - Eupatrid | 9.87% | 4.12% | -2.55% | 3.91% | $10.000 | $500,000 | 3.42% | -43.15% | QEP's Only |
| 4 | O'Brien Investment Group - Quantitative GM Futures | 7.47% | 19.26% | 25.82% | 26.37% | $64.700 | $3,000,000 | 5.97% | -13.91% | QEPs Only |
| 5 | Absolute Return Capital Mgt - Diversified Momentum | 6.67% | 21.37% | 22.33% | 16.82% | $3.423 | $300,000 | 11.10% | -24.57% | QEPs Only |
| 6 | DUNN Capital - WMA | 6.20% | 6.85% | 3.19% | 49.09% | $797.000 | $10,000,000 | 12.24% | -60.26% | QEPs Only |
| 7 | QDRA Pty Ltd - QDRA Systematic Commodities | 4.75% | 31.98% | 30.43% | 33.21% | $1.500 | $0 | 10.12% | -19.19% | |
| 8 | EMC Capital Advisors - Tactical Commodity | 4.45% | -10.47% | -12.98% | -31.07% | $4.450 | $0 | -15.24% | -34.01% | QEPs Only |
| 9 | Drury Capital - Diversified T-Following | 4.30% | 2.35% | -2.45% | 5.14% | $323.000 | $10,000,000 | 8.70% | -32.51% | QEPs Only |
| 10 | Goldman Mgt - Stock Index | 4.19% | 17.44% | 21.61% | 15.84% | $60.000 | $350,000 | 8.32% | -19.51% | QEPs Only |
| 11 | M&R Capital LLC - Livestock | 4.03% | 1.34% | 0.44% | 22.37% | $102.342 | $200,000 | 13.51% | -23.38% | |
| 12 | Turk Capital LLC - U.S. Equity Long Short | 3.97% | 14.89% | 19.55% | 14.49% | $15.100 | $100,000 | 5.57% | -20.50% | QEPs Only |
| 13 | Drury Capital - Multi-Strategy Program | 3.70% | 5.19% | 5.36% | 3.06% | $15.000 | $10,000,000 | 6.97% | -13.72% | QEPs Only |
| 14 | Buckingham Global Adv. - SEP Program | 3.19% | 14.12% | 16.25% | 47.75% | $39.000 | $60,000 | 9.40% | -13.30% | |
| 15 | DUNN Capital - WMA Institutional | 3.11% | 4.40% | 2.64% | 24.62% | $515.000 | $25,000,000 | 4.37% | -15.17% | QEPs Only |
| 16 | J8 Capital Mgt LLP - J8 Global Absolute Return | 3.00% | -8.99% | -10.22% | 6.86% | $88.700 | $1,000,000 | 4.38% | -17.55% | QEPs Only |
| 17 | EMC Capital Advisors - Classic | 2.87% | -12.48% | -9.10% | -0.24% | $29.520 | $5,000,000 | 15.83% | -45.13% | QEPs Only |
| 18 | Gaines Capital - Lorenz Fund | 2.83% | 9.53% | 18.44% | 24.32% | $12.000 | $20,000,000 | 20.59% | -18.75% | Accredited Investors |
| 19 | Parizek Capital - Futures Trading | 2.77% | 13.56% | 15.94% | 26.35% | $1.674 | $1,000,000 | 5.06% | -48.27% | |
| 20 | Bensboro Advisos LLC - Seasonal Spread | 2.57% | -4.02% | -3.80% | 14.50% | $3.833 | $500,000 | 3.43% | -17.98% | QEPs Only |
| 21 | Red Rock Cap. - Commodity L/S | 2.38% | 16.09% | 13.20% | 35.52% | $35.161 | $500,000 | 10.72% | -30.09% | |
| 22 | Finaltis - Cyril Systematic (UCITS) Fund Class I | 2.35% | 8.97% | 6.77% | 17.52% | €6.000 | €500,000 | 5.94% | -20.76% | QEPs Only |
| 23 | Crescent Bay - Conservative Growth | 2.33% | 2.63% | 3.67% | 9.71% | $3.120 | $10,000 | 3.48% | -15.19% | |
| 24 | White River - SI Option Writing | 2.11% | 12.25% | 13.26% | 35.56% | $15.143 | $20,000 | 9.38% | -18.73% | |
| 25 | Brent Trading PTY Ltd - Brent Grain Seasonal Spread | 2.07% | 9.36% | 12.22% | 28.90% | $28.719 | $250,000 | 10.45% | -6.07% | QEPs Only |
| 26 | Turk Capital LLC - US Market Hedge Strategy | 1.97% | 6.68% | 8.88% | 5.87% | $3.237 | $250,000 | 2.06% | -10.91% | QEPs Only |
| 27 | White River - Dynamic S&P Options | 1.96% | 12.40% | 13.58% | 41.86% | $10.692 | $50,000 | 8.11% | -27.46% | |
| 28 | Advanced Alpha Advisers - ART ST Systematic SP - Velocity | 1.92% | 53.92% | 75.43% | 113.90% | $8.200 | $1,000,000 | 66.01% | -10.79% | QEPs Only |
| 29 | Crescent Bay Capital Mgt, Inc. - Fixed Premium | 1.79% | 9.69% | 11.92% | 26.79% | $0.076 | $25,000 | 16.17% | -3.81% | |
| 30 | AlphaTech Capital - Micro Short Term Futures | 1.71% | 1.87% | 1.87% | 1.87% | $0.102 | $100,000 | 2.24% | -7.50% | QEPs Only |
| 31 | Warrington Asset Mgt - Tactical | 1.58% | 3.46% | 4.11% | 6.85% | $15.740 | $500,000 | 5.50% | -5.96% | |
| 32 | Stein Investment Mgt. - Trading Evolution | 1.45% | 1.87% | 1.95% | 10.59% | $0.040 | $500,000 | 1.95% | -15.49% | |
| 33 | QuantOn Solutions - Managed Futures Index | 1.37% | 19.10% | 21.42% | 29.35% | $10.500 | $2,000,000 | 19.92% | -3.08% | QEPs Only |
| 34 | Comhla LLC - Artemis 3X | 1.30% | -38.28% | -34.96% | -33.50% | $0.540 | $35,000 | -29.51% | -53.43% | |
| 35 | Spring Valley Asset Mgt - SVAM Tactical Trend | 1.30% | -6.51% | -5.26% | -2.07% | $21.500 | $1,000,000 | 1.65% | -17.57% | QEPs Only |
| 36 | Infinite Edge Investments - Sharpe Edge | 1.17% | -2.75% | -2.99% | 24.15% | $1.000 | $200,000 | 8.45% | -4.49% | QEPs Only |
| 37 | Crescent Bay Capital Mgt, Inc. - Premium Alpha | 1.12% | 9.43% | 9.43% | 9.43% | $0.204 | $100,000 | 10.33% | -1.77% | |
| 38 | Brent Trading PTY Ltd - Diversified Commodity Spread | 1.12% | -0.15% | 0.13% | 10.74% | $9.581 | $250,000 | 4.47% | -3.15% | QEPs Only |
| 39 | HiProb Capital Mgt - Neutral Plus | 1.06% | 7.24% | 7.85% | 47.41% | $5.250 | $1,000,000 | 12.86% | -3.52% | QEPs Only |
| 40 | Buckingham Global Adv. - WEP Program | 1.01% | 9.33% | 10.38% | 27.94% | $36.000 | $200,000 | 11.07% | -13.77% | |
| 41 | SinoPacAM - SinoPacAM-SQMF | 0.99% | 8.40% | 5.96% | 16.67% | $80.530 | $5,000,000 | 7.98% | -14.68% | QEPs Only |
| 42 | EMC Capital Advisors - Alpha Plus | 0.86% | -3.39% | 2.76% | -2.79% | $10.670 | $3,000,000 | 6.18% | -15.56% | QEPs Only |
| 43 | Katonah Eve LLC - Katonah Laplace ML Program | 0.85% | 3.63% | 4.27% | 9.67% | $213.000 | $5,000,000 | 0.48% | -19.97% | |
| 44 | Holloway Trading LLC - AG Trading Program | 0.84% | 6.13% | 8.13% | 11.97% | $13.104 | $100,000 | 10.17% | -2.98% | QEPs Only |
| 45 | Auspice Capital Advisors - Diversified | 0.80% | -4.53% | -5.00% | -0.84% | $277.790 | $2,000,000 | 1.91% | -26.05% | QEPs Only |
| 46 | EMC Capital Advisors - Alpha | 0.80% | -2.42% | 1.07% | -1.03% | $359.770 | $5,000,000 | 4.47% | -10.69% | QEPs Only |
| 47 | Opus Futures, LLC - Advanced Ag | 0.78% | 15.07% | 15.82% | 39.55% | $309.495 | $200,000 | 11.12% | -50.62% | |
| 48 | Advanced Alpha Advisers - ART S-Term Defensive Proforma | 0.77% | 19.77% | 26.46% | 211.61% | $8.200 | $1,000,000 | 34.37% | -7.29% | QEPs Only |
| 49 | Sector Arc - Global Lean Hog Ag | 0.76% | 0.75% | 1.01% | -2.02% | $1.000 | $250,000 | 3.15% | -10.10% | |
| 50 | Evergreen Commodity Advisors - Energy Select | 0.75% | -10.81% | -10.63% | 6.38% | $6.333 | $2,000,000 | 2.24% | -12.87% | |
| 51 | HiProb Capital Mgt - Neutral A | 0.66% | 6.23% | 6.83% | 27.89% | $4.250 | $500,000 | 11.14% | -2.17% | QEPs Only |
| 52 | NWOne LLC - Diversified Strategy | 0.58% | -9.45% | -10.75% | 19.63% | $55.000 | $2,000,000 | 5.81% | -11.47% | |
| 53 | Le Mans Trading - The Hyperion Fund | 0.58% | 9.01% | 10.15% | 27.51% | $39.000 | $0 | 8.85% | -1.94% | QEPs Only |
| 54 | SpreadEdge Capital - Diversified Seasonal Spread | 0.54% | -9.37% | -9.37% | 24.74% | $16.172 | $100,000 | 9.67% | -44.02% | |
| 55 | Ditsch Trading LLC - Discretionary | 0.53% | -5.85% | -1.91% | -1.03% | $3.369 | $100,000 | 5.45% | -49.34% | |
| 56 | EMC Capital Advisors - Balance Prg | 0.42% | 11.15% | 17.93% | 10.92% | $1.180 | $3,000,000 | 4.18% | -17.88% | QEPs Only |
| 57 | Orbits Venture Inc - Risk Sigma No. 2 | 0.41% | 5.80% | 7.00% | 32.59% | $46.733 | $125,000 | 8.36% | -17.96% | |
| 58 | Four Seasons - Hawkeye Spread | 0.37% | -0.09% | -0.25% | 0.98% | $50.155 | $500,000 | 5.14% | -12.47% | |
| 59 | WaveFront - Global Investment | 0.35% | 2.67% | 2.67% | 21.80% | $21.218 | $2,000,000 | 5.58% | -44.45% | QEPs Only |
| 60 | Davis Commodities - Ag Program | 0.33% | 13.49% | 17.17% | 21.31% | $59.531 | $200,000 | 7.92% | -29.72% | QEPs Only |
| 61 | HiProb Capital Mgt - Neutral | 0.24% | 2.32% | 2.50% | 18.57% | $25.500 | $500,000 | 10.24% | -2.17% | QEPs Only |
| 62 | Auspice Capital Advisors - Short Term (AST) | 0.03% | -9.13% | -11.49% | -7.06% | C$6.377 | C$2,000,000 | 1.79% | -37.16% | QEPs Only |
| 63 | HPX Financial - Old School | 0.00% | 0.76% | 0.71% | 2.56% | $8.088 | $200,000 | 28.51% | -19.89% | |
| 64 | Coloma Capital - Hedged Volatility | 0.00% | -2.68% | -4.14% | -1.84% | $0.000 | $250,000 | 1.16% | -20.41% | QEPs Only |
| 65 | Horizon3 Investment Mgt - CTA Programme | -0.03% | -9.48% | -4.04% | -4.94% | $64.981 | $5,000,000 | 5.84% | -31.28% | QEPs Only |
| 66 | Quest Partners LLC - AQO | -0.06% | 0.88% | -0.29% | 7.96% | $2,173.000 | $20,000,000 | 7.73% | -29.40% | QEPs Only |
| 67 | PGM Asset Mgt, LLC - Trident Program | -0.07% | 6.89% | 12.66% | 16.96% | $5.482 | $1,000,000 | 15.85% | -26.05% | QEPs Only |
| 68 | Wharton Capital Mgt - Ag Futures | -0.13% | -16.44% | -17.72% | -4.87% | $12.701 | $100,000 | 5.06% | -17.72% | |
| 69 | Cayler Capital LLC - Systematic Energy | -0.30% | -21.35% | -22.97% | 8.50% | $13.250 | $250,000 | 6.69% | -33.84% | QEPs Only |
| 70 | Altis Partners (Jersey) Limited - Altis Enhanced Macro | -0.30% | 17.79% | 15.99% | 40.77% | $23.660 | $100,000 | 13.24% | -10.54% | QEPs Only |
| 71 | Revolution Capital Mgt - Alpha Prg | -0.41% | 13.63% | 11.40% | 3.59% | $272.000 | $5,000,000 | 5.37% | -21.11% | QEPs Only |
| 72 | Bocken Trading LLC - Discretionary | -0.51% | -13.45% | -15.29% | -21.76% | $1.078 | $100,000 | 2.63% | -32.46% | |
| 73 | Breakout Funds - Managed Program | -0.61% | -7.55% | -13.67% | -9.68% | $99.012 | $5,000,000 | 1.06% | -27.42% | QEPs Only |
| 74 | Blue Creek Capital Mgt - Global Opportunities | -0.78% | 38.11% | 40.41% | 70.70% | $17.592 | $250,000 | 23.85% | -22.09% | QEPs Only |
| 75 | J.D. Turner Capital, LLC - Diversified Trend Following | -0.79% | 3.00% | 2.53% | 26.55% | $0.121 | $100,000 | 11.57% | -46.50% | |
| 76 | Cipher Investment Mgt - Quantitative Cipher | -0.80% | -0.93% | -0.79% | 25.53% | $215.000 | $5,000,000 | 6.10% | -5.38% | QEPs Only |
| 77 | Soaring Pelican - Blended Advantage | -1.30% | 10.33% | 11.83% | 28.51% | $47.500 | $125,000 | 8.16% | -6.68% | |
| 78 | Auspice Capital Advisors - Cmdy Index | -1.42% | 2.90% | -0.08% | 8.57% | C$608.247 | C$1,000,000 | 1.54% | -42.88% | QEPs Only |
| 79 | Soaring Pelican - Intraday Advantage | -1.58% | 7.60% | 8.35% | 21.67% | $9.400 | $100,000 | 5.82% | -10.97% | |
| 80 | AG Capital - Global Macro | -1.60% | 22.61% | 29.95% | 24.66% | $222.900 | $5,000,000 | 15.73% | -25.27% | QEPs Only |
| 81 | Deep Field Capital AG - Intraday Crisis Alpha | -1.81% | -3.75% | -5.53% | 9.57% | $65.000 | $1,500,000 | 4.42% | -17.57% | QEPs Only |
| 82 | Deep Field Capital AG - ST Absolute Return (STAR) | -2.07% | -4.14% | -4.57% | -4.53% | $15.000 | $1,000,000 | -3.04% | -16.59% | QEPs Only |
| 83 | Anderson Creek - Standard Diversified | -2.62% | 3.28% | 4.54% | -19.52% | $0.968 | $250,000 | 0.83% | -40.66% | |
| 84 | J8 Capital Mgt LLP - J8 Global Redwood Strategy | -3.04% | -0.06% | -0.06% | -0.06% | $44.000 | $1,000,000 | -0.15% | -3.04% | QEPs Only |
| 85 | Deep Field Capital AG - Systematic Volatility Arb | -3.42% | -2.08% | -4.06% | -0.92% | $25.000 | $1,500,000 | 6.63% | -22.41% | QEPs Only |
| 86 | Davis Commodities - Macro Trading Program | -3.55% | -10.70% | -9.10% | -6.45% | $2.273 | $100,000 | 1.62% | -22.03% | QEPs Only |
| 87 | Astute Capital Group - Pulse PLUS program | -3.83% | -25.64% | -29.76% | -8.56% | $3.749 | $250,000 | -4.98% | -30.91% | |
| 88 | Covenant Capital Mgt - Total Volatility Program | -4.65% | 1.56% | 3.35% | 11.98% | $1.324 | $200,000 | 7.81% | -17.64% | |
| 89 | Opus Futures, LLC - Macro Monitor | -4.86% | -20.24% | -19.18% | 19.79% | $19.299 | $100,000 | 1.22% | -29.26% | |
| 90 | Numberline Capital Partners LLC - Macro Risk | -5.71% | 21.04% | 14.70% | 17.62% | $1.495 | $100,000 | 4.17% | -42.75% | |
| 91 | Schindler Capital Mgt - Dairy Adv. | -6.01% | 11.80% | 11.70% | -7.81% | $0.758 | $400,000 | 21.18% | -41.49% | |
| 92 | AIS Capital Mgt - MAAP (2X - 4X) | -6.36% | 17.86% | 13.10% | 61.39% | $14.537 | $3,000,000 | 7.75% | -78.99% | QEPs Only |
| 93 | Schindler Capital Mgt - Institutional Dairy Adv. | -7.62% | 2.13% | 2.00% | -5.18% | $2.051 | $2,000,000 | 0.31% | -30.28% | |
| 94 | Blue Creek Capital Mgt - Metals Alpha | -11.14% | 11.64% | 14.32% | 14.94% | $43.542 | $1,000,000 | 8.71% | -12.64% | QEPs Only |
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RISK DISCLOSURE PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON. THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED. LIMITATIONS OF RANKINGS ARE THAT ONLY THOSE ADVISORS OR POOL OPERATORS THAT SUBMITTED THEIR PERFORMANCE DATA TO AUTUMNGOLD WERE RATED. THE ENTIRE CTA UNIVERSE IS NOT INCLUDED IN THE RANKINGS. THE PERFORMANCE INFORMATION PROVIDED WHEREIN HAS NOT BEEN VERIFIED BY AUTUMNGOLD. |
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FOOTNOTES
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