A curated list of commodity trading advisors as of Dec 31, 2015

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Beach Horizon LLP
Horizon program (Composite)
0.89 5.26 10.82 May 2005
BH-DG Systematic Trading LLP
Systematic Trading program
-2.74 -1.43 2.46 Oct 2010
Campbell & Company
Managed Futures Portfolio
-3.59 -2.96 12.06 Jan 1988
Cantab Capital Partners LLP
Quantitative Fund Aristarchus program
-3.25 -8.22 7.53 Mar 2007
Cantab Capital Partners LLP
Quantitative Fund Babbage program
-1.63 -3.57 3.95 Mar 2007
Chesapeake Capital Corporation
Diversified program*
-0.99 -0.83 12.19 Feb 1988
Crabel Capital Management, LLC
Multi-Product program
0.31 -0.93 10.13 Mar 1998
Doherty Advisors, LLC
Relative Value - Moderate
0.81 4.55 4.51 Feb 2007
Emil van Essen, LLC
Multi Strategy Program
1.23 5.48 3.25 May 2014
Emil van Essen, LLC
Spread Trading program
-2.61 6.56 15.93 Dec 2006
FORT, L.P.
Global Contrarian program
-3.43 -1.34 11.47 Oct 2002
FORT, L.P.
Global Diversified program
-2.76 -3.20 14.40 Oct 2002
J.E. Moody & Company, LLC
Commodity Relative Value program
-1.40 2.67 5.93 May 2006
KeyQuant SAS
Key Trends program
-4.39 5.14 14.67 Jan 2010
Quantica Capital AG
Managed Futures program
-3.30 -15.41 7.31 Jan 2005
Quantitative Investment Management
Global program
-1.66 20.95 9.13 Oct 2003
QuantMetrics Capital Management, LLP
QM Directional 2X Strategy program
0.77 -4.65 10.55 Jan 2007
Quest Partners, LLC
Tracker Index program
-4.11 -8.11 2.16 Oct 2011
Red Oak Commodity Advisors, Inc.
Fundamental Trading program
-1.31 -11.45 13.74 Dec 1989
Rosetta Capital Management, LLC
Rosetta Trading program
-0.97 -3.25 32.09 Apr 2000
Transtrend B.V.
Diversified Trend Program - Enhanced Risk (USD)
-5.24 -2.46 12.70 Jan 1995
Winton Capital Management, Ltd.
Diversified program
-1.58 1.68 12.61 Oct 1997

*Returns for more than one year are annualized.