Top Ten CTAs Ranked by Annualized Compounded Return
For The Month Ending Dec-2024Performance Results reported or amended subsequent to January 30, 2025 are not reflected in this Report >
Rank | Program* | Investment Restrictions |
Rate of Return |
AUM (millions) |
Minimum Investment |
Sharpe Ratio |
Correlation to AG Index |
Standard Deviation |
Worst Drawdown |
Last 5 Years | |||||||||
1 | Mulvaney Capital - MF Prg | QEPs Only | 52.54% | $352.00 | $100,000 | 1.08 | 0.69 | 45.80% | -39.21% |
2 | AIS Capital Mgt - MAAP (2X - 4X) | QEPs Only | 28.88% | $14.26 | $3,000,000 | 0.89 | 0.37 | 30.90% | -26.84% |
3 | Purple Valley - Div. Trend 1 | Accredited or QEPs Only | 27.92% | $10.00 | $100,000 | 0.64 | 0.74 | 55.97% | -47.63% |
4 | Winoma Capital - FX Growth | QEPs Only | 25.44% | $0.10 | $100,000 | 1.70 | 0.18 | 12.41% | -14.87% |
5 | Opus Futures, LLC - Advanced Ag | 22.38% | $326.16 | $200,000 | 1.65 | 0.21 | 11.18% | -6.36% | |
6 | Covenant Capital Mgt - Hedged Equity | 21.23% | $4.35 | $250,000 | 0.61 | 0.40 | 37.01% | -44.72% | |
7 | PGM Asset Mgt, LLC - Trident Program | QEPs Only | 16.02% | $5.50 | $1,000,000 | 0.73 | 0.03 | 19.79% | -26.05% |
8 | Red Rock Cap. - Commodity L/S | 15.71% | $36.61 | $500,000 | 0.86 | 0.43 | 15.47% | -15.91% | |
9 | Absolute Return Capital Mgt - Diversified Momentum | QEPs Only | 13.41% | $3.07 | $300,000 | 0.75 | 0.58 | 14.94% | -24.57% |
10 | J8 Capital Mgt LLP - Talenta Multi-Strategy (P&C) | QEPs Only | 12.97% | $12.28 | $1,000,000 | 0.89 | 0.42 | 11.77% | -13.37% |
Last 3 Years | |||||||||
1 | Mulvaney Capital - MF Prg | QEPs Only | 73.71% | $352.00 | $100,000 | 1.27 | 0.72 | 51.14% | -39.21% |
2 | Winoma Capital - FX Growth | QEPs Only | 17.25% | $0.10 | $100,000 | 1.22 | 0.06 | 11.55% | -14.87% |
3 | HiProb Capital Mgt - Neutral Plus | QEPs Only | 14.20% | $5.25 | $1,000,000 | 2.84 | 0.08 | 3.83% | -3.52% |
4 | Soaring Pelican, LLC - Overnight Advantage | 14.07% | $1.90 | $25,000 | 0.49 | 0.19 | 31.33% | -31.37% | |
5 | Buckingham Global Adv. - Strategic E-Mini | 13.39% | $52.00 | $250,000 | 1.37 | 0.07 | 7.55% | -8.99% | |
6 | DUNN Capital - WMA | QEPs Only | 12.37% | $788.00 | $10,000,000 | 0.47 | 0.54 | 26.89% | -24.85% |
7 | White River - Dynamic S&P Options | 11.89% | $9.57 | $50,000 | 2.38 | 0.11 | 3.70% | -4.16% | |
8 | Opus Futures, LLC - Advanced Ag | 11.84% | $326.16 | $200,000 | 0.94 | 0.17 | 9.77% | -5.44% | |
9 | AIS Capital Mgt - MAAP (2X - 4X) | QEPs Only | 10.89% | $14.26 | $3,000,000 | 0.45 | 0.19 | 23.50% | -26.84% |
10 | White River - Institutional Options Strategy | 10.66% | $0.81 | $50,000 | 2.22 | 0.18 | 3.48% | -3.91% | |