A curated list of commodity trading advisors as of Dec 31, 2018

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Aspect Capital Limited
Aspect Core Diversified Program
0.24 -12.73 -2.27 Nov 2014
BH-DG Systematic Trading LLP
Systematic Trading program
4.84 0.21 2.19 Oct 2010
Campbell & Company
Managed Futures Portfolio
3.12 -6.35 10.40 Jan 1988
Crabel Capital Management, LLC
Multi-Product program
-0.75 9.35 9.20 Mar 1998
Emil van Essen, LLC
Spread Trading program
-8.67 -4.16 12.37 Dec 2006
FORT, L.P.
Global Contrarian program
-1.22 -5.47 9.36 Oct 2002
H2O Asset Management
Force 10
1.06 6.65 11.72 Mar 2011
J.E. Moody & Company, LLC
Commodity Relative Value program
0.65 6.33 5.35 May 2006
Quantica Capital AG
Managed Futures program
3.00 -3.59 6.77 Jan 2005
Quantitative Investment Management
Global program
2.64 -7.04 8.49 Oct 2003
QuantMetrics Capital Management, LLP
Quantmetrics Multi Strategy Fund
-1.60 -2.68 8.13 May 2006
Quest Partners, LLC
Tracker Index program
3.45 -3.14 -0.48 Oct 2011

*Returns for more than one year are annualized.