Top Ten CTAs Ranked by Annualized Compounded Return
For The Month Ending Apr-2024Performance Results reported or amended subsequent to May 3, 2024 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 | Purple Valley - Div. Trend 1 | 41.59% | $10.00 | $100,000 | 0.83 | 0.70 | 56.26% | -45.45% | |
2 | Winoma Capital - FX Growth | QEPs Only | 26.43% | $0.00 | $100,000 | 1.76 | 0.13 | 12.40% | -14.87% |
3 | Red Rock Cap. - Commodity L/S | 17.57% | $19.68 | $500,000 | 0.94 | 0.39 | 16.00% | -15.91% | |
4 | WaveFront - Global Investment | QEPs Only | 13.90% | $19.59 | $2,000,000 | 0.69 | 0.75 | 17.28% | -14.79% |
5 | Drury Capital - Diversified T-Following | QEPs Only | 12.87% | $363.00 | $10,000,000 | 0.64 | 0.70 | 17.45% | -24.67% |
6 | Quest Partners LLC - AQO | QEPs Only | 11.01% | $2347.00 | $20,000,000 | 0.57 | 0.63 | 16.31% | -21.48% |
7 | Blue Bar Futures Trading - US Cmdy Diversified | QEPs Only | 6.45% | $8.61 | $200,000 | 0.54 | -0.11 | 7.59% | -4.48% |
8 | Blue Bar Futures Trading - Ag | QEPs Only | 6.37% | $10.11 | $200,000 | 0.55 | -0.11 | 7.38% | -4.48% |
9 | Quantica Capital AG - MAP | QEPs Only | 6.26% | $718.00 | $5,000,000 | 0.37 | 0.55 | 11.92% | -16.27% |
10 | Ravinia Investment Mgt - Algorithmic Multi-Strategy | 5.64% | $1.10 | $100,000 | 0.27 | 0.36 | 16.61% | -27.44% | |
Last 3 Years | |||||||||
1 | J.D. Turner Capital, LLC - Diversified Trend Following | 20.39% | $0.13 | $100,000 | 0.88 | -0.19 | 20.55% | -10.79% | |
2 | Winoma Capital - FX Growth | QEPs Only | 17.84% | $0.00 | $100,000 | 1.26 | 0.04 | 11.64% | -14.87% |
3 | Red Rock Cap. - Commodity L/S | 15.29% | $19.68 | $500,000 | 0.92 | 0.35 | 13.73% | -15.91% | |
4 | PGM Asset Mgt, LLC - Trident Program | QEPs Only | 12.74% | $3.62 | $1,000,000 | 0.58 | 0.02 | 19.48% | -26.05% |
5 | Agile Investment Mgt - Senti-Wave V Program | QEPs Only | 12.58% | $1.01 | $350,000 | 0.96 | -0.24 | 10.28% | -9.94% |
6 | WaveFront - Global Investment | QEPs Only | 11.39% | $19.59 | $2,000,000 | 0.64 | 0.70 | 14.56% | -14.79% |
7 | Drury Capital - Diversified T-Following | QEPs Only | 11.19% | $363.00 | $10,000,000 | 0.54 | 0.63 | 18.15% | -24.67% |
8 | Quest Partners LLC - AQO | QEPs Only | 7.46% | $2347.00 | $20,000,000 | 0.38 | 0.65 | 15.54% | -21.48% |
9 | Wharton Capital Mgt - Ag Futures | 6.84% | $12.05 | $100,000 | 0.56 | -0.10 | 7.96% | -8.07% | |
10 | FTC Capital GmbH - FTC Gideon I | 6.72% | 16.60 | 10,000 | 0.43 | 0.20 | 10.86% | -10.11% | |