A curated list of commodity trading advisors as of May 31, 2019

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Aspect Capital Limited
Aspect Core Diversified Program
-1.65 5.18 -0.98 Nov 2014
BH-DG Systematic Trading LLP
Systematic Trading program
1.54 3.94 2.54 Oct 2010
Campbell & Company
Managed Futures Portfolio
-1.75 6.43 10.47 Jan 1988
Crabel Capital Management, LLC
Multi-Product program
-1.72 -2.47 8.88 Mar 1998
Emil van Essen, LLC
Spread Trading program
-4.38 -0.84 11.86 Dec 2006
FORT, L.P.
Global Contrarian program
-0.76 9.63 9.72 Oct 2002
H2O Asset Management
Force 10
-3.51 0.60 11.18 Mar 2011
J.E. Moody & Company, LLC
Commodity Relative Value program
0.62 0.21 5.20 May 2006
Quantica Capital AG
Managed Futures program
-1.20 11.83 7.40 Jan 2005
Quantitative Investment Management
Global program
-1.89 -10.33 7.50 Oct 2003
Quest Partners, LLC
Tracker Index program
2.85 3.08 -0.06 Oct 2011

*Returns for more than one year are annualized.