Top Ten CTAs
For Nov-2024
Performance Ranked by Annualized Compounded Rate of Return
Performance for traders reporting as of as of
Friday, December 27, 2024
View Performance Ranked by Sharpe Ratio View Printable Report
| 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 |
AIS Capital Mgt - MAAP (2X - 4X) |
QEPs Only |
30.79% |
$14.54 |
$3,000,000 |
0.94 |
0.36 |
30.89% |
-26.84% |
| 2 |
Purple Valley - Div. Trend 1 |
|
30.31% |
$10.00 |
$100,000 |
0.68 |
0.74 |
56.04% |
-47.63% |
| 3 |
Winoma Capital - FX Growth |
QEPs Only |
25.35% |
$0.10 |
$100,000 |
1.69 |
0.18 |
12.41% |
-14.87% |
| 4 |
Opus Futures, LLC - Advanced Ag |
|
22.83% |
$309.49 |
$200,000 |
1.70 |
0.21 |
11.07% |
-6.36% |
| 5 |
Red Rock Cap. - Commodity L/S |
|
17.84% |
$35.16 |
$500,000 |
0.98 |
0.43 |
15.39% |
-15.91% |
| 6 |
PGM Asset Mgt, LLC - Trident Program |
QEPs Only |
16.51% |
$5.48 |
$1,000,000 |
0.75 |
0.03 |
19.79% |
-26.05% |
| 7 |
Absolute Return Capital Mgt - Diversified Momentum |
QEPs Only |
14.69% |
$3.42 |
$300,000 |
0.83 |
0.59 |
14.79% |
-24.57% |
| 8 |
AP Futures LLC - Volatility Trading |
|
12.70% |
$1.47 |
$100,000 |
0.63 |
0.38 |
17.60% |
-20.97% |
| 9 |
AG Capital - Global Macro |
QEPs Only |
12.28% |
$222.90 |
$5,000,000 |
0.47 |
0.29 |
26.42% |
-24.23% |
| 10 |
Absolute Return Capital Mgt - Ionic Strategy |
QEPs Only |
12.28% |
$14.32 |
$500,000 |
0.99 |
0.66 |
9.71% |
-20.07% |
| |
| Last 3 Years | | 1 |
Advanced Alpha Advisers - ART S-Term Defensive Proforma |
QEPs Only |
46.06% |
$8.20 |
$1,000,000 |
3.20 |
0.09 |
11.30% |
-2.87% |
| 2 |
Winoma Capital - FX Growth |
QEPs Only |
17.96% |
$0.10 |
$100,000 |
1.27 |
0.06 |
11.59% |
-14.87% |
| 3 |
AIS Capital Mgt - MAAP (2X - 4X) |
QEPs Only |
17.30% |
$14.54 |
$3,000,000 |
0.66 |
0.16 |
25.10% |
-26.84% |
| 4 |
DUNN Capital - WMA |
QEPs Only |
14.24% |
$797.00 |
$10,000,000 |
0.53 |
0.54 |
27.03% |
-24.85% |
| 5 |
Buckingham Global Adv. - SEP Program |
|
13.90% |
$39.00 |
$60,000 |
1.43 |
0.08 |
7.59% |
-8.99% |
| 6 |
HiProb Capital Mgt - Neutral Plus |
QEPs Only |
13.81% |
$5.25 |
$1,000,000 |
2.76 |
0.07 |
3.82% |
-3.52% |
| 7 |
Soaring Pelican, LLC - Overnight Advantage |
|
12.43% |
$1.50 |
$25,000 |
0.44 |
0.18 |
31.44% |
-33.54% |
| 8 |
White River - Dynamic S&P Options |
|
12.36% |
$10.69 |
$50,000 |
2.45 |
0.12 |
3.77% |
-4.16% |
| 9 |
Ahead Capital Mgt - Global Macro Tactical Opportunities |
QEPs Only |
12.26% |
$10.10 |
$1,000,000 |
1.17 |
-0.19 |
8.03% |
-3.83% |
| 10 |
Opus Futures, LLC - Advanced Ag |
|
11.75% |
$309.49 |
$200,000 |
0.93 |
0.17 |
9.80% |
-5.44% |
| |
| Last Year | | 1 |
Alleman Capital Mgt - AC Crude Hedge |
|
83.07% |
$0.00 |
$100,000 |
4.61 |
-0.39 |
12.54% |
-2.65% |
| 2 |
Moddco Capital Associates - MCA Strategy (P) |
|
80.69% |
$0.19 |
$50,000 |
1.38 |
0.20 |
47.98% |
-31.48% |
| 3 |
Advanced Alpha Advisers - ART ST Systematic SP - Velocity |
QEPs Only |
75.43% |
$8.20 |
$1,000,000 |
2.27 |
0.09 |
24.54% |
-7.18% |
| 4 |
Blue Creek Capital Mgt - Global Opportunities |
QEPs Only |
40.41% |
$17.59 |
$250,000 |
2.13 |
0.08 |
14.87% |
-3.85% |
| 5 |
QDRA Pty Ltd - QDRA Systematic Commodities |
|
30.43% |
$1.50 |
$0 |
1.01 |
0.25 |
26.41% |
-12.07% |
| 6 |
AG Capital - Global Macro |
QEPs Only |
29.95% |
$222.90 |
$5,000,000 |
0.82 |
0.34 |
34.54% |
-14.45% |
| 7 |
Soaring Pelican, LLC - Overnight Advantage |
|
28.18% |
$1.50 |
$25,000 |
1.75 |
0.15 |
12.86% |
-4.44% |
| 8 |
Advanced Alpha Advisers - ART S-Term Defensive Proforma |
QEPs Only |
26.46% |
$8.20 |
$1,000,000 |
2.12 |
0.09 |
9.82% |
-2.87% |
| 9 |
O'Brien Investment Group - Quantitative GM Futures |
QEPs Only |
25.82% |
$64.70 |
$3,000,000 |
1.38 |
0.77 |
15.19% |
-6.99% |
| 10 |
QQFund.com LLC - Alpha Beta Program |
|
22.62% |
$10.70 |
$100,000 |
0.74 |
0.31 |
29.39% |
-15.48% |
| |
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 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 $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions.)
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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