A curated list of commodity trading advisors as of Jul 31, 2014

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Abraham Trading Company
Diversified program
3.17 9.30 16.94 Jan 1988
Beach Horizon LLP
Horizon program (Composite)
4.21 8.11 7.79 May 2005
BH-DG Systematic Trading LLP
Systematic Trading program
-1.10 -4.74 -0.24 Oct 2010
Campbell & Company
Managed Futures Portfolio
-0.01 -5.17 11.88 Jan 1988
Cantab Capital Partners LLP
Quantitative Fund Aristarchus program
-4.64 -6.78 4.49 Mar 2007
Cantab Capital Partners LLP
Quantitative Fund Babbage program
-2.32 -3.33 2.38 Mar 2007
Chesapeake Capital Corporation
Diversified 2XL program
-0.86 -0.23 12.00 Feb 1988
Crabel Capital Management, LLC
Multi-Product program
0.48 4.54 10.80 Mar 1998
Doherty Advisors, LLC
Relative Value - Moderate
0.08 1.85 4.61 Feb 2007
Eclipse Capital Management, Inc.
Global Monetary program
-1.27 -7.94 8.32 Aug 1990
Emil van Essen, LLC
Spread Trading program
6.00 2.36 19.59 Dec 2006
FORT, L.P.
Global Contrarian program
-0.34 5.76 12.48 Oct 2002
FORT, L.P.
Global Diversified program
-0.37 8.06 15.58 Oct 2002
J.E. Moody & Company, LLC
Commodity Relative Value program
-0.27 -4.39 6.43 May 2006
KeyQuant SAS
Key Trends program
-6.20 -3.26 8.14 Jan 2010
Krom River Trading AG
Commodity Fund program
0.67 2.05 6.19 Jul 2006
Mesirow Financial Commodities Management, LLC
Absolute Return Plus Strategy program
1.27 -3.13 -1.75 Jun 2005
Quality Capital Management, Ltd.
Global Diversified program
-3.07 -0.39 10.00 Dec 1995
Quantica Capital AG
Managed Futures program
-0.50 3.92 9.24 Jan 2005
Quantitative Investment Management
Global program
-0.75 -7.05 9.04 Oct 2003
QuantMetrics Capital Management, LLP
QM Directional 2X Strategy program
0.27 10.51 11.87 Jan 2007
Quest Partners, LLC
Tracker Index program
-1.02 1.87 0.13 Oct 2011
Red Oak Commodity Advisors, Inc.
Fundamental Trading program
3.06 -6.30 14.28 Dec 1989
Rosetta Capital Management, LLC
Rosetta Trading program
9.08 6.67 36.38 Apr 2000
Skyline Management, Inc. d.b.a. Strategic Ag Trading
Grains Trading program
2.38 0.28 9.66 Apr 2002
Systematic Alpha Management, LLC
Systematic Alpha Futures Fund
-1.02 -10.64 6.22 Jun 2004
Tiverton Trading, Inc.
Discretionary Trading Methodology program
-0.94 -5.40 5.92 Apr 2006
Transtrend B.V.
Diversified Trend Program - Enhanced Risk (USD)
-1.41 2.69 13.05 Jan 1995
Winton Capital Management, Ltd.
Diversified program
-2.34 1.21 12.75 Oct 1997

*Returns for more than one year are annualized.