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 | Drury Capital - Diversified T-Following | -11.47% | 3.44% | -7.49% | 4.18% | $289.000 | $10,000,000 | 8.83% | -32.51% | QEPs Only |
| 2 | Melissinos Trading - Eupatrid | -8.76% | -0.00% | -15.16% | -2.36% | $10.000 | $500,000 | 3.18% | -43.15% | QEP's Only |
| 3 | Spring Valley Asset Mgt - SVAM Tactical Trend | -8.20% | -6.18% | -11.59% | -2.48% | $29.050 | $1,000,000 | 1.73% | -17.57% | QEPs Only |
| 4 | Deep Field Capital AG - ST Absolute Return (STAR) | -7.45% | 3.70% | -1.94% | 3.28% | $16.000 | $1,000,000 | 2.61% | -9.76% | QEPs Only |
| 5 | EMC Capital Advisors - Tactical Commodity | -5.90% | -2.58% | -11.28% | -24.99% | $5.030 | $0 | -13.39% | -24.99% | QEPs Only |
| 6 | Drury Capital - Multi-Strategy Program | -5.26% | 4.62% | 1.25% | 2.00% | $15.000 | $10,000,000 | 7.24% | -13.72% | QEPs Only |
| 7 | Red Rock Cap. - Commodity L/S | -4.76% | 16.30% | 12.02% | 47.64% | $22.617 | $500,000 | 10.99% | -30.09% | |
| 8 | Breakout Funds - Managed Program | -4.65% | -2.75% | -7.56% | -9.36% | $115.542 | $5,000,000 | 1.89% | -23.65% | QEPs Only |
| 9 | Double Helix Cap. - Double Helix | -4.53% | 0.18% | 4.35% | 14.70% | $15.742 | $50,000 | 4.55% | -13.48% | |
| 10 | Buckingham Global Adv. - SEP Program | -4.40% | 9.48% | 17.40% | 41.51% | $24.000 | $60,000 | 9.03% | -13.30% | |
| 11 | EMC Capital Advisors - Classic | -4.24% | -5.37% | -9.76% | 22.62% | $31.370 | $5,000,000 | 16.16% | -45.13% | QEPs Only |
| 12 | Cayler Capital LLC - Systematic Energy | -4.16% | -17.34% | -26.91% | 11.06% | $45.500 | $250,000 | 7.94% | -30.46% | QEPs Only |
| 13 | WaveFront - Global Investment | -4.13% | 5.72% | 3.53% | 19.57% | $20.706 | $2,000,000 | 5.84% | -44.45% | QEPs Only |
| 14 | Finaltis - Cyril Systematic (UCITS) Fund Class I | -3.88% | 5.67% | 4.64% | 9.79% | €6.000 | €500,000 | 5.87% | -20.76% | QEPs Only |
| 15 | Wharton Capital Mgt - Ag Futures | -3.67% | -12.12% | -11.60% | 6.12% | $13.552 | $100,000 | 5.57% | -15.29% | |
| 16 | DUNN Capital - WMA | -3.54% | 9.34% | -10.66% | 42.16% | $776.000 | $10,000,000 | 12.38% | -60.26% | QEPs Only |
| 17 | Crescent Bay - Conservative Growth | -3.46% | 2.44% | 5.00% | 5.26% | $3.245 | $10,000 | 3.50% | -15.19% | |
| 18 | Altis Partners (Jersey) Limited - Altis Enhanced Macro | -3.36% | 15.94% | 16.47% | 38.55% | $17.180 | $100,000 | 13.93% | -10.35% | QEPs Only |
| 19 | Soaring Pelican - Intraday Advantage | -3.03% | 7.76% | 8.56% | 13.68% | $8.900 | $100,000 | 5.94% | -10.97% | |
| 20 | HiProb Capital Mgt - Neutral Plus | -2.99% | 3.59% | 7.77% | 44.79% | $7.500 | $1,000,000 | 12.81% | -2.99% | QEPs Only |
| 21 | J8 Capital Mgt LLP - J8 Global Absolute Return | -2.52% | -10.18% | -12.14% | 6.40% | $82.000 | $1,000,000 | 4.35% | -16.19% | QEPs Only |
| 22 | Gaines Capital - Lorenz Fund | -2.20% | 14.23% | 17.51% | 26.89% | $12.600 | $20,000,000 | 23.36% | -13.89% | Accredited Investors |
| 23 | EMC Capital Advisors - Alpha Plus | -1.91% | 0.58% | 2.86% | 6.43% | $11.110 | $3,000,000 | 6.75% | -15.56% | QEPs Only |
| 24 | Auspice Capital Advisors - Diversified | -1.78% | -4.91% | -11.62% | -4.21% | $272.378 | $2,000,000 | 1.91% | -26.05% | QEPs Only |
| 25 | DUNN Capital - WMA Institutional | -1.73% | 5.48% | -4.61% | 21.92% | $506.000 | $25,000,000 | 4.54% | -15.17% | QEPs Only |
| 26 | Ditsch Trading LLC - Discretionary | -1.58% | -1.99% | -8.96% | 2.90% | $3.577 | $100,000 | 5.86% | -49.34% | |
| 27 | Soaring Pelican - Blended Advantage | -1.54% | 10.70% | 9.40% | 23.44% | $22.800 | $125,000 | 8.93% | -6.68% | |
| 28 | Auspice Capital Advisors - Short Term (AST) | -1.47% | -10.02% | -15.92% | -17.61% | C$6.073 | C$2,000,000 | 1.74% | -37.16% | QEPs Only |
| 29 | Blue Creek Capital Mgt - Global Opportunities | -1.38% | 20.48% | 42.27% | 73.64% | $4.838 | $250,000 | 22.99% | -22.09% | QEPs Only |
| 30 | Quest Partners LLC - AQO | -1.24% | 3.11% | 6.43% | 12.92% | $2,223.000 | $20,000,000 | 7.93% | -29.40% | QEPs Only |
| 31 | Horizon3 Investment Mgt - CTA Programme | -1.20% | -9.47% | -6.35% | 3.76% | $80.195 | $5,000,000 | 5.91% | -31.28% | QEPs Only |
| 32 | Princeton Investments & Tech - Commodity Arbitrage Plus | -0.90% | 9.93% | 21.10% | 29.88% | $3.605 | $150,000 | 12.20% | -11.01% | |
| 33 | HPX Financial - Old School | -0.89% | -0.34% | -0.00% | 2.29% | $7.406 | $200,000 | 28.88% | -19.89% | |
| 34 | Auspice Capital Advisors - Cmdy Index | -0.88% | 2.45% | -3.76% | 9.42% | C$583.471 | C$1,000,000 | 1.54% | -42.88% | QEPs Only |
| 35 | HiProb Capital Mgt - Neutral | -0.82% | 1.04% | 2.42% | 19.06% | $26.000 | $500,000 | 10.38% | -2.17% | QEPs Only |
| 36 | Bocken Trading LLC - Discretionary | -0.64% | -11.60% | -17.75% | -16.63% | $8.782 | $100,000 | 2.84% | -32.46% | |
| 37 | Blue Creek Capital Mgt - Energy Alpha Program | -0.42% | -6.15% | -1.26% | 3.03% | $0.300 | $250,000 | 1.87% | -6.41% | QEPs Only |
| 38 | HiProb Capital Mgt - Neutral A | -0.42% | 4.06% | 7.09% | 27.40% | $8.000 | $500,000 | 11.21% | -2.17% | QEPs Only |
| 39 | EMC Capital Advisors - Alpha | -0.37% | -1.44% | 0.21% | 2.80% | $366.160 | $5,000,000 | 4.67% | -10.69% | QEPs Only |
| 40 | Evergreen Commodity Advisors - Energy Select | -0.28% | -11.18% | -8.52% | 9.21% | $6.307 | $2,000,000 | 2.26% | -12.87% | |
| 41 | AIS Capital Mgt - MAAP (2X - 4X) | -0.21% | 18.78% | 14.14% | 42.53% | $15.002 | $3,000,000 | 7.84% | -78.99% | QEPs Only |
| 42 | Bensboro Advisos LLC - Seasonal Spread | -0.04% | -2.24% | 5.72% | 11.92% | $3.871 | $500,000 | 3.71% | -17.98% | QEPs Only |
| 43 | Coloma Capital - Hedged Volatility | 0.00% | -2.68% | -8.52% | -0.99% | $0.000 | $250,000 | 1.19% | -20.41% | QEPs Only |
| 44 | Four Seasons - Hawkeye Spread | 0.08% | -0.83% | -1.16% | 1.22% | $54.127 | $500,000 | 5.16% | -12.47% | |
| 45 | SpreadEdge Capital - Diversified Seasonal Spread | 0.09% | -3.48% | -2.87% | 33.21% | $4.362 | $100,000 | 10.64% | -44.02% | |
| 46 | Crescent Bay Capital Mgt, Inc. - Premium Alpha | 0.15% | 7.49% | 7.49% | 7.49% | $0.200 | $100,000 | 11.44% | -1.77% | |
| 47 | Turk Capital LLC - US Market Hedge Strategy | 0.39% | 4.77% | 7.47% | 3.85% | $3.178 | $250,000 | 1.91% | -10.91% | QEPs Only |
| 48 | White River - Dynamic S&P Options | 0.48% | 7.20% | 12.21% | 41.61% | $10.961 | $50,000 | 7.80% | -27.46% | |
| 49 | Crescent Bay Capital Mgt, Inc. - Fixed Premium | 0.58% | 7.17% | 12.37% | 23.88% | $0.025 | $25,000 | 17.42% | -3.81% | |
| 50 | Stein Investment Mgt. - Trading Evolution | 0.60% | -0.86% | 1.27% | 9.02% | $0.040 | $500,000 | 1.53% | -15.49% | |
| 51 | Orbits Venture Inc - Risk Sigma No. 2 | 0.69% | 6.60% | 11.50% | 37.82% | $44.587 | $125,000 | 8.68% | -17.96% | |
| 52 | Holloway Trading LLC - AG Trading Program | 0.76% | 6.97% | 12.85% | 12.85% | $5.741 | $100,000 | 14.10% | -0.19% | QEPs Only |
| 53 | Absolute Return Capital Mgt - Diversified Momentum | 0.88% | 16.87% | 17.89% | 19.64% | $2.500 | $300,000 | 10.85% | -24.57% | QEPs Only |
| 54 | Davis Commodities - Macro Trading Program | 0.88% | -11.09% | -10.00% | -2.27% | $2.460 | $100,000 | 1.61% | -22.03% | QEPs Only |
| 55 | Davis Commodities - Ag Program | 0.92% | 10.66% | 10.25% | 18.43% | $58.081 | $200,000 | 7.87% | -29.72% | QEPs Only |
| 56 | Turk Capital LLC - U.S. Equity Long Short | 1.09% | 10.51% | 16.88% | 9.87% | $15.157 | $100,000 | 5.31% | -20.50% | QEPs Only |
| 57 | O'Brien Investment Group - Quantitative GM Futures | 1.13% | 14.45% | 17.07% | 24.98% | $61.400 | $3,000,000 | 5.58% | -13.91% | QEPs Only |
| 58 | White River - SI Option Writing | 1.16% | 7.12% | 11.88% | 34.58% | $14.889 | $20,000 | 9.21% | -18.73% | |
| 59 | Buckingham Global Adv. - WEP Program | 1.18% | 7.52% | 12.34% | 29.33% | $30.000 | $200,000 | 11.18% | -13.77% | |
| 60 | Goldman Mgt - Stock Index | 1.46% | 12.49% | 16.72% | 12.03% | $60.000 | $350,000 | 8.12% | -19.51% | QEPs Only |
| 61 | M&R Capital LLC - Livestock | 1.59% | 5.86% | 3.32% | 36.55% | $78.047 | $200,000 | 14.34% | -23.38% | |
| 62 | Claughton Capital - Institutional Program | 2.02% | 8.99% | 17.39% | 33.40% | $50.600 | $1,000,000 | 11.51% | -10.88% | QEPs Only |
| 63 | Blue Creek Capital Mgt - Metals Alpha | 2.03% | 11.18% | 19.37% | 14.46% | $34.347 | $1,000,000 | 10.00% | -12.64% | QEPs Only |
| 64 | Opus Futures, LLC - Advanced Ag | 2.12% | 15.29% | 14.98% | 49.60% | $299.180 | $200,000 | 11.35% | -50.62% | |
| 65 | Deep Field Capital AG - Intraday Crisis Alpha | 2.14% | -6.13% | -9.82% | 5.68% | $66.000 | $1,500,000 | 4.22% | -17.57% | QEPs Only |
| 66 | J.D. Turner Capital, LLC - Diversified Trend Following | 2.32% | 5.47% | 3.71% | 42.57% | $0.124 | $100,000 | 12.80% | -46.50% | |
| 67 | Brent Trading PTY Ltd - Brent Grain Seasonal Spread | 2.50% | 8.78% | 9.98% | 32.24% | $15.400 | $250,000 | 11.11% | -6.07% | QEPs Only |
| 68 | AlphaTech Capital - Micro Short Term Futures | 2.58% | 1.68% | 1.68% | 1.68% | $0.102 | $100,000 | 2.90% | -7.50% | QEPs Only |
| 69 | EMC Capital Advisors - Balance Prg | 2.84% | 10.63% | 16.73% | 8.70% | $1.230 | $3,000,000 | 4.28% | -17.88% | QEPs Only |
| 70 | Katonah Eve LLC - Katonah Laplace ML Program | 3.06% | 3.77% | 2.32% | 10.05% | $213.000 | $5,000,000 | 0.51% | -19.97% | |
| 71 | Revolution Capital Mgt - Alpha Prg | 3.41% | 13.63% | 15.80% | 2.78% | $269.000 | $5,000,000 | 5.45% | -21.11% | QEPs Only |
| 72 | Deep Field Capital AG - Systematic Volatility Arb | 4.39% | 0.43% | -6.79% | 3.32% | $26.000 | $1,500,000 | 7.08% | -22.41% | QEPs Only |
| 73 | Opus Futures, LLC - Macro Monitor | 4.89% | -18.35% | -19.47% | 39.97% | $10.215 | $100,000 | 1.58% | -29.26% | |
| 74 | AG Capital - Global Macro | 5.80% | 19.46% | 27.44% | 22.47% | $174.000 | $5,000,000 | 15.85% | -25.27% | QEPs Only |
| 75 | PGM Asset Mgt, LLC - Trident Program | 6.63% | 3.69% | 11.47% | 40.88% | $5.076 | $1,000,000 | 16.01% | -26.05% | QEPs Only |
| 76 | Numberline Capital Partners LLC - Macro Risk | 7.78% | 21.48% | 18.36% | 12.26% | $1.211 | $100,000 | 4.63% | -42.75% | |
| 77 | SinoPacAM - SinoPacAM-SQMF | 8.07% | 7.30% | 7.21% | 11.89% | $85.200 | $5,000,000 | 8.05% | -14.68% | QEPs Only |
| 78 | Advanced Alpha Advisers - ART ST Systematic SP - Velocity | 12.47% | 50.81% | 74.49% | 109.59% | $5.000 | $1,000,000 | 80.76% | -10.79% | QEPs Only |
| 79 | Schindler Capital Mgt - Institutional Dairy Adv. | 13.28% | 17.34% | 8.20% | 18.15% | $2.356 | $2,000,000 | 2.22% | -30.28% | |
| 80 | Schindler Capital Mgt - Dairy Adv. | 13.73% | 25.93% | 21.60% | 7.94% | $0.854 | $400,000 | 22.24% | -41.49% |
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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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