Top Ten CTAs Ranked by Annualized Compounded Return
For The Month Ending Mar-2026
Performance Results reported or amended subsequent to April 4, 2026 are not reflected in this Report
| Rank | Program* | Investment Restrictions |
ACROR | AUM (millions) | Min Investment | Sharpe Ratio | Standard Deviation | Max DD |
|---|---|---|---|---|---|---|---|---|
| Last 10 Years | ||||||||
| 1 | SpreadEdge Capital - Diversified Seasonal Spread | 12.33% | $7.35 | $100,000 | 0.57 | 23.51% | -34.23% | |
| 2 | Blue Bar Futures Trading - Ag | QEPs Only | 11.43% | $3.65 | $200,000 | 0.83 | 12.85% | -26.87% |
| 3 | Opus Futures, LLC - Advanced Ag | 9.08% | $156.11 | $200,000 | 0.60 | 14.60% | -25.65% | |
| 4 | Purple Valley - Div. Trend 1 | QEPs Only | 7.03% | $10.00 | $100,000 | 0.34 | 47.23% | -65.14% |
| 5 | Red Rock Cap. - Commodity L/S | 6.42% | $21.93 | $500,000 | 0.42 | 14.85% | -25.78% | |
| 6 | Quantica Capital AG - MAP | QEPs Only | 5.87% | $0.00 | $5,000,000 | 0.47 | 11.22% | -16.27% |
| 7 | County Cork LLC - Macro Equity Hedge | QEPs Only | 5.79% | $1.50 | $1,000,000 | 0.48 | 10.95% | -18.58% |
| 8 | M&R Capital LLC - Livestock | 4.70% | $59.87 | $200,000 | 0.32 | 14.67% | -27.53% | |
| 9 | FTC Capital GmbH - FTC Gideon I | 4.52% | €12.67 | €10,000 | 0.33 | 12.94% | -31.92% | |
| 10 | Evergreen Commodity Advisors - Disc. Energy | 4.48% | $13.49 | $100,000 | 0.39 | 9.88% | -12.06% | |
| Last 5 Years | ||||||||
| 1 | Red Rock Cap. - Commodity L/S | 12.32% | $21.93 | $500,000 | 0.85 | 13.49% | -16.40% | |
| 2 | County Cork LLC - Macro Equity Hedge | QEPs Only | 7.46% | $1.50 | $1,000,000 | 0.63 | 10.77% | -18.53% |
| 3 | Agility Trading - Equity Overlay Strategy | QEPs Only | 7.45% | $4.00 | $3,000,000 | 0.55 | 12.66% | -10.41% |
| 4 | Opus Futures, LLC - Advanced Ag | 7.42% | $156.11 | $200,000 | 0.60 | 11.31% | -17.36% | |
| 5 | County Cork LLC - Diversified Commodity L/S (P) | QEPs Only | 7.31% | $2.00 | $2,000,000 | 0.58 | 11.56% | -13.94% |
| 6 | Agility Trading LLC - Pattern Recognition Breakout | QEPs Only | 6.18% | $62.00 | $3,000,000 | 0.62 | 8.65% | -5.87% |
| 7 | WaveFront - Global Investment | QEPs Only | 6.11% | $23.55 | $2,000,000 | 0.44 | 12.93% | -19.07% |
| 8 | FTC Capital GmbH - FTC Gideon I | 5.81% | €12.67 | €10,000 | 0.45 | 11.74% | -14.89% | |
| 9 | GT Capital CTA - GT Dynamic Trading (P) | 4.59% | $0.09 | $150,000 | 0.27 | 28.08% | -42.81% | |
| 10 | Evergreen Commodity Advisors - Energy Select | 4.36% | $4.61 | $2,000,000 | 0.36 | 10.59% | -11.59% | |
| Last 3 Years | ||||||||
| 1 | Veerpoint Capital LLC - ContraCOT Program 2X (P) | 50.80% | $0.16 | $100,000 | 1.34 | 34.32% | -27.85% | |
| 2 | County Cork LLC - Macro Equity Hedge | QEPs Only | 13.29% | $1.50 | $1,000,000 | 1.15 | 10.31% | -8.17% |
| 3 | County Cork LLC - Diversified Commodity L/S (P) | QEPs Only | 12.18% | $2.00 | $2,000,000 | 0.83 | 13.62% | -12.01% |
| 4 | Agility Trading - Equity Overlay Strategy | QEPs Only | 12.15% | $4.00 | $3,000,000 | 1.02 | 10.73% | -8.79% |
| 5 | FTC Capital GmbH - FTC Gideon I | 9.16% | €12.67 | €10,000 | 0.70 | 12.11% | -14.89% | |
| 6 | Quantica Capital AG - MAP | QEPs Only | 8.01% | $0.00 | $5,000,000 | 0.70 | 10.22% | -11.17% |
| 7 | Red Rock Cap. - Commodity L/S | 7.93% | $21.93 | $500,000 | 0.65 | 10.92% | -16.40% | |
| 8 | Agility Trading LLC - Pattern Recognition Breakout | QEPs Only | 7.55% | $62.00 | $3,000,000 | 0.81 | 8.10% | -5.23% |
| 9 | GT Capital CTA - GT Dynamic Trading (P) | 5.84% | $0.09 | $150,000 | 0.31 | 34.04% | -36.84% | |
| 10 | O'Brien Investment Group - Quantitative GM Futures | QEPs Only | 5.48% | $20.70 | $3,000,000 | 0.39 | 13.34% | -17.45% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THE FOLLOWING RISK DISCLOSURES AND FOOTNOTES ARE INTEGRAL TO THIS REPORT.
Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.
Column Definitions:
Annualized Compounded Rate of Return (ACROR) - The rate of return that would produce the ending account value from the beginning account value if the rate of return were constant over the entire period.
Assets under Management - The Assets under Management of the Advisor's Program or the Total Assets of the Advisor.
Minimum Investment - The minimum participation for an individual managed account.
Sharpe Ratio - A measure of risk-adjusted performance. Calculated by subtracting the risk-free rate from the rate of return and dividing by the standard deviation.
Standard Deviation - A measure of the variability of returns, annualized by multiplying by the square root of 12.
Worst Drawdown - The greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value.
RISK DISCLOSURE - PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THIS MATTER MAY BE 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.
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. 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.
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.
Ian Sweet | Sweet Futures
Chicago Board of Trade, 141 West Jackson Blve, Suite 3306 | Chicago, IL 60604
Phone: (866) 598-1287
E-mail isweet@sweetfutures.com | Web Address www.sweetfutures.com