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

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Aspect Capital Limited
Aspect Core Diversified Program
-4.65 -7.29 -0.98 Nov 2014
BH-DG Systematic Trading LLP
Systematic Trading program
1.29 -0.97 2.20 Oct 2010
Campbell & Company
Managed Futures Portfolio
-4.18 -7.54 10.56 Jan 1988
Crabel Capital Management, LLC
Multi-Product program
0.57 8.74 9.45 Mar 1998
Emil van Essen, LLC
Spread Trading program
-0.36 1.28 13.58 Dec 2006
FORT, L.P.
Global Contrarian program
0.44 -1.35 10.02 Oct 2002
H2O Asset Management
Force 10
-8.71 -0.32 11.68 Mar 2011
J.E. Moody & Company, LLC
Commodity Relative Value program
-0.31 3.19 5.36 May 2006
Quantica Capital AG
Managed Futures program
-2.70 -3.38 7.09 Jan 2005
Quantitative Investment Management
Global program
3.55 -2.68 9.18 Oct 2003
QuantMetrics Capital Management, LLP
Quantmetrics Multi Strategy Fund
-0.05 -1.03 8.69 May 2006
Quest Partners, LLC
Tracker Index program
-2.94 -3.94 -0.65 Oct 2011
Winton Capital Management, Ltd.
Futures Program
-0.72 -1.27 11.38 Oct 1997

*Returns for more than one year are annualized.