A curated list of commodity trading advisors as of Apr 30, 2014

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Abraham Trading Company
Diversified program
0.51 2.77 16.84 Jan 1988
Beach Horizon LLP
Horizon program
1.65 2.07 7.32 May 2005
BH-DG Systematic Trading LLP
Systematic Trading program
-0.46 -5.56 -1.87 Oct 2010
Campbell & Company
Managed Futures Portfolio
0.16 -9.84 11.79 Jan 1988
Cantab Capital Partners LLP
Quantitative Fund Aristarchus program
-0.44 -7.07 4.60 Mar 2007
Cantab Capital Partners LLP
Quantitative Fund Babbage program
-0.22 -3.53 2.44 Mar 2007
Chesapeake Capital Corporation
Diversified 2XL program
0.65 -2.31 12.03 Feb 1988
Crabel Capital Management, LLC
Multi-Product program
-2.14 1.61 10.78 Mar 1998
Doherty Advisors, LLC
Relative Value - Moderate
0.16 1.73 4.76 Feb 2007
Eclipse Capital Management, Inc.
Global Monetary program
-0.57 -11.94 8.21 Aug 1990
Emil van Essen, LLC
Spread Trading program
3.30 -0.79 19.80 Dec 2006
FORT, L.P.
Global Contrarian program
0.78 2.37 12.45 Oct 2002
FORT, L.P.
Global Diversified program
1.11 3.11 15.47 Oct 2002
J.E. Moody & Company, LLC
Commodity Relative Value program
0.11 -2.56 6.89 May 2006
John Locke Investments
Cyril Systematic program
-1.21 -3.29 5.97 Jul 2000
KeyQuant SAS
Key Trends program
4.92 -2.23 8.89 Jan 2010
Krom River Trading AG
Commodity Fund program
-1.12 0.34 6.16 Jul 2006
Mesirow Financial Commodities Management, LLC
Absolute Return Plus Strategy program
-0.25 -2.70 -1.75 Jun 2005
Quality Capital Management, Ltd.
Global Diversified program
2.31 -3.08 9.98 Dec 1995
Quantica Capital AG
Managed Futures program
0.50 0.98 9.16 Jan 2005
Quantitative Investment Management
Global program
-4.90 -5.90 9.39 Oct 2003
QuantMetrics Capital Management, LLP
QM Directional 2X Strategy program
0.14 4.96 11.51 Jan 2007
Quest Partners, LLC
Tracker Index program
-2.73 -4.74 -2.42 Oct 2011
Red Oak Commodity Advisors, Inc.
Fundamental Trading program
-1.79 -7.29 14.39 Dec 1989
Rosetta Capital Management, LLC
Rosetta Trading program
0.81 -5.39 35.96 Apr 2000
Skyline Management, Inc. d.b.a. Strategic Ag Trading
Grains Trading program
-0.74 -2.22 9.64 Apr 2002
Systematic Alpha Management, LLC
Systematic Alpha Futures Fund
0.30 -6.73 6.84 Jun 2004
Tiverton Trading, Inc.
Discretionary Trading Methodology program
-1.64 -3.46 6.38 Apr 2006
Transtrend B.V.
Diversified Trend Program - Enhanced Risk (USD)
1.50 -0.15 13.06 Jan 1995
Winton Capital Management, Ltd.
Diversified program
1.70 1.52 12.98 Oct 1997

*Returns for more than one year are annualized.