A curated list of commodity trading advisors as of Apr 30, 2016

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Beach Horizon LLP
Horizon program (Composite)
-3.20 -0.69 10.41 May 2005
BH-DG Systematic Trading LLP
Systematic Trading program
-2.68 3.60 2.96 Oct 2010
Campbell & Company
Managed Futures Portfolio
-5.54 -5.41 11.69 Jan 1988
Chesapeake Capital Corporation
Diversified program*
-2.60 -7.62 11.71 Feb 1988
Crabel Capital Management, LLC
Multi-Product program
1.77 9.44 10.48 Mar 1998
Doherty Advisors, LLC
Relative Value - Moderate
0.09 1.95 4.56 Feb 2007
Emil van Essen, LLC
Multi Strategy Program
-1.46 5.09 5.27 May 2014
Emil van Essen, LLC
Spread Trading program
0.12 8.44 16.27 Dec 2006
FORT, L.P.
Global Contrarian program
-2.53 -1.70 11.03 Oct 2002
FORT, L.P.
Global Diversified program
-3.77 6.00 14.51 Oct 2002
J.E. Moody & Company, LLC
Commodity Relative Value program
-0.58 -1.59 5.32 May 2006
KeyQuant SAS
Key Trends program
-2.69 0.41 13.92 Jan 2010
Quantica Capital AG
Managed Futures program
0.70 6.66 7.69 Jan 2005
Quantitative Investment Management
Global program
0.13 5.74 9.36 Oct 2003
QuantMetrics Capital Management, LLP
QM Directional 2X Strategy program
-0.60 -3.24 9.76 Jan 2007
Quest Partners, LLC
Tracker Index program
-1.95 3.40 2.75 Oct 2011
Red Oak Commodity Advisors, Inc.
Fundamental Trading program
12.70 5.08 13.77 Dec 1989
Rosetta Capital Management, LLC
Rosetta Trading program
-3.28 -3.38 31.13 Apr 2000
Transtrend B.V.
Diversified Trend Program - Enhanced Risk (USD)
-4.04 4.15 12.71 Jan 1995
Winton Capital Management, Ltd.
Futures Program
-1.53 1.00 12.43 Oct 1997

*Returns for more than one year are annualized.