A curated list of commodity trading advisors as of Sep 30, 2018

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Aspect Capital Limited
Aspect Core Diversified Program
-0.65 -5.65 -0.45 Nov 2014
BH-DG Systematic Trading LLP
Systematic Trading program
-1.74 -0.02 2.23 Oct 2010
Campbell & Company
Managed Futures Portfolio
-0.33 -4.86 10.54 Jan 1988
Crabel Capital Management, LLC
Multi-Product program
-0.26 8.50 9.27 Mar 1998
Emil van Essen, LLC
Spread Trading program
1.38 2.13 13.25 Dec 2006
FORT, L.P.
Global Contrarian program
-0.17 0.29 9.92 Oct 2002
H2O Asset Management
Force 10
5.27 1.10 11.35 Mar 2011
J.E. Moody & Company, LLC
Commodity Relative Value program
-0.03 5.23 5.38 May 2006
Quantica Capital AG
Managed Futures program
-2.00 -0.81 7.12 Jan 2005
Quantitative Investment Management
Global program
0.17 -3.26 8.92 Oct 2003
QuantMetrics Capital Management, LLP
Quantmetrics Multi Strategy Fund
0.27 -1.10 8.44 May 2006
Quest Partners, LLC
Tracker Index program
-1.27 -5.15 -0.80 Oct 2011
Winton Capital Management, Ltd.
Futures Program
-0.21 1.66 11.35 Oct 1997

*Returns for more than one year are annualized.