Top Ten CTAs
For Mar-2025
Performance Ranked by Annualized Compounded Rate of Return
Performance for traders reporting as of as of
Thursday, April 10, 2025
Courtesy of Paragon Global Markets
| Rank |
Program |
QEP
Restrictions |
Annualized
Compounded
ROR |
Assets
under Mgt
(millions) |
Minimum
Invst |
Sharpe
Ratio
|
Correlation
to AG CTA
Index |
Standard
Deviation |
Worst
Drawdown |
| Last 5 Years | | 1 |
Opus Futures, LLC - Advanced Ag |
|
20.94% |
$288.57 |
$200,000 |
1.52 |
0.28 |
11.32% |
-6.36% |
| 2 |
J8 Capital Mgt LLP - Talenta Multi-Strategy (P&C) |
QEPs Only |
15.24% |
$11.80 |
$1,000,000 |
1.14 |
0.61 |
10.83% |
-7.97% |
| 3 |
White River - Dynamic S&P Options |
|
15.00% |
$9.88 |
$50,000 |
2.93 |
0.25 |
3.97% |
-4.16% |
| 4 |
White River - SI Option Writing |
|
13.44% |
$14.64 |
$40,000 |
1.82 |
0.27 |
5.68% |
-5.07% |
| 5 |
Buckingham Global Adv. - Strategic E-Mini |
|
12.32% |
$55.00 |
$250,000 |
1.46 |
0.13 |
6.45% |
-9.48% |
| 6 |
HiProb Capital Mgt - Neutral Plus |
QEPs Only |
11.15% |
$6.25 |
$1,000,000 |
2.43 |
0.00 |
3.38% |
-3.52% |
| 7 |
Red Rock Cap. - Commodity L/S |
|
10.84% |
$36.95 |
$500,000 |
0.62 |
0.41 |
14.25% |
-15.91% |
| 8 |
Auspice Capital Advisors - Cmdy Index |
QEPs Only |
10.48% |
C$580.00 |
C$1,000,000 |
0.87 |
0.48 |
9.16% |
-13.77% |
| 9 |
Davis Commodities - Ag Program |
QEPs Only |
10.41% |
$58.27 |
$200,000 |
0.88 |
0.15 |
8.99% |
-7.75% |
| 10 |
PGM Asset Mgt, LLC - Trident Program |
QEPs Only |
10.41% |
$5.57 |
$1,000,000 |
0.49 |
-0.05 |
18.53% |
-26.05% |
| |
| Last 3 Years | | 1 |
Soaring Pelican, LLC - Overnight Advantage |
|
16.55% |
$1.70 |
$25,000 |
0.56 |
0.19 |
30.69% |
-29.79% |
| 2 |
Buckingham Global Adv. - Strategic E-Mini |
|
16.35% |
$55.00 |
$250,000 |
2.34 |
0.04 |
5.47% |
-5.94% |
| 3 |
Altis Partners (Jersey) Limited - Altis Enhanced Macro |
QEPs Only |
15.02% |
$35.00 |
$100,000 |
0.87 |
0.43 |
14.30% |
-10.53% |
| 4 |
HiProb Capital Mgt - Neutral Plus |
QEPs Only |
14.66% |
$6.25 |
$1,000,000 |
2.96 |
0.15 |
3.80% |
-3.52% |
| 5 |
White River - Dynamic S&P Options |
|
13.11% |
$9.88 |
$50,000 |
2.70 |
0.06 |
3.67% |
-4.16% |
| 6 |
White River - SI Option Writing |
|
12.29% |
$14.64 |
$40,000 |
2.09 |
-0.08 |
4.42% |
-4.66% |
| 7 |
QDRA Pty Ltd - QDRA Systematic Commodities |
QEPs Only |
11.63% |
$1.90 |
$0 |
0.55 |
0.14 |
18.24% |
-19.19% |
| 8 |
Agile Investment Mgt - Senti-Wave V Program |
QEPs Only |
11.41% |
$0.15 |
$350,000 |
0.93 |
-0.15 |
9.41% |
-4.22% |
| 9 |
Buckingham Global Adv. - WEP Program |
|
9.77% |
$50.00 |
$250,000 |
2.95 |
-0.02 |
2.33% |
-2.03% |
| 10 |
Le Mans Trading - The Hyperion Fund |
QEPs Only |
9.50% |
$45.10 |
$0 |
3.25 |
0.08 |
2.04% |
-1.67% |
| |
| Last Year | | 1 |
Advanced Alpha Advisers - ART ST Systematic SP - Velocity |
QEPs Only |
47.67% |
$7.00 |
$1,000,000 |
1.50 |
-0.37 |
25.89% |
-7.95% |
| 2 |
AG Capital - Global Macro |
QEPs Only |
27.09% |
$224.00 |
$5,000,000 |
0.91 |
0.51 |
26.54% |
-12.67% |
| 3 |
QDRA Pty Ltd - QDRA Systematic Commodities |
QEPs Only |
22.12% |
$1.90 |
$0 |
1.02 |
0.03 |
18.37% |
-12.07% |
| 4 |
Revolution Capital Mgt - Alpha Prg |
QEPs Only |
19.16% |
$282.00 |
$5,000,000 |
1.67 |
0.34 |
8.96% |
-2.64% |
| 5 |
Advanced Alpha Advisers - ART S-Term Defensive |
QEPs Only |
18.99% |
$7.00 |
$1,000,000 |
1.44 |
-0.37 |
10.44% |
-3.18% |
| 6 |
PGM Asset Mgt, LLC - Trident Program |
QEPs Only |
18.68% |
$5.57 |
$1,000,000 |
1.06 |
-0.41 |
14.26% |
-4.84% |
| 7 |
White River - SI Option Writing |
|
16.00% |
$14.64 |
$40,000 |
5.40 |
-0.07 |
2.23% |
0.00% |
| 8 |
White River - Dynamic S&P Options |
|
15.58% |
$9.88 |
$50,000 |
6.60 |
0.13 |
1.77% |
0.00% |
| 9 |
Alleman Capital Mgt - AC Crude Hedge |
|
11.60% |
$0.25 |
$100,000 |
1.12 |
-0.00 |
7.65% |
-5.71% |
| 10 |
Schindler Capital Mgt - Dairy Adv. |
|
11.56% |
$0.71 |
$400,000 |
0.45 |
0.11 |
24.20% |
-21.07% |
| |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
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.
Footnotes:
(C) = Client Trading Results | (P) = Proprietary Trading Results | (P&C) = A Combination of Proprietary & Client Results.
1. Manager/Program - The names of the Manager and/or Programs may have been shortened for formatting reasons
2. QEPS Only: Participation is limited to QEPs. A Qualified Eligible Person ("QEP") must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin)
3. Annualized Compounded ROR - Annualized Compounded Return over the time-period indicated. It smoothes out returns by assuming constant growth
4. Assets Under Mgt (millions) - Current Assets Under Management in Millions
5. Minimum Investment - Minimum Account Size required to particpate in the program
6. Sharpe Ratio - Sharpe Ratio is a risk adjusted ratio that rewards consistancy of returns. There is a penalization for volatility regardless of whether it is on the up or downside.
7. Correlation to AG CTA Index - The Correlation to the Autumn Gold CTA Index
8. Standard Deviation - represents consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return
9. Worst Drawdown - Worst Drawdown reflects the greatest loss since inception. Worst Drawdown can be defined as the potential cost of higher return.
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| For Additional Information Contact | Paragon Global Markets | Direct: (646) 937-6118 | Email: managedfutures@paragonglobalmarkets.com
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