A curated list of commodity trading advisors as of Jun 30, 2017

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Aspect Capital Limited
Aspect Core Diversified Program
-2.14 -4.50 -0.87 Nov 2014
Beach Horizon LLP
Horizon program (Composite)
-6.26 -12.08 8.24 May 2005
BH-DG Systematic Trading LLP
Systematic Trading program
-2.19 -3.95 0.76 Oct 2010
Campbell & Company
Managed Futures Portfolio
-5.15 -4.06 10.86 Jan 1988
Chesapeake Capital Corporation
Diversified program
-1.80 5.48 11.48 Feb 1988
Crabel Capital Management, LLC
Multi-Product program
0.97 -5.19 9.27 Mar 1998
Emil van Essen, LLC
Multi Strategy Program
- 3.98 4.94 May 2014
Emil van Essen, LLC
Spread Trading program
0.17 4.98 15.48 Dec 2006
FORT, L.P.
Global Contrarian program
-3.60 1.61 10.43 Oct 2002
FORT, L.P.
Global Diversified program
-2.60 1.35 14.93 Oct 1993
H2O Asset Management
Force 10
1.04 3.95 13.64 Mar 2011
J.E. Moody & Company, LLC
Commodity Relative Value program
2.03 1.17 5.23 May 2006
KeyQuant SAS
Key Trends program
-13.17 -10.40 9.79 Jan 2010
Quantica Capital AG
Managed Futures program
-4.10 3.13 7.30 Jan 2005
Quantitative Investment Management
Global program
0.18 5.36 9.89 Oct 2003
QuantMetrics Capital Management, LLP
Quantmetrics Multi Strategy Fund
-2.78 0.64 9.80 May 2006
Quest Partners, LLC
Tracker Index program
-0.17 -8.36 -0.97 Oct 2011
Red Oak Commodity Advisors, Inc.
Fundamental Trading program
2.90 -6.01 12.96 Dec 1989
Rosetta Capital Management, LLC
Rosetta Trading program
-0.98 1.76 28.28 Apr 2000
Transtrend B.V.
Diversified Trend Program - Enhanced Risk (USD)
-3.89 -7.89 11.77 Jan 1995
Winton Capital Management, Ltd.
Futures Program
-1.87 -1.25 11.56 Oct 1997

*Returns for more than one year are annualized.