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

CTA
Program
1 Month (%) YTD (%) Since
Inception (%)*
Program
Inception
Date
Aspect Capital Limited
Aspect Core Diversified Program
-5.44 -10.78 -1.82 Nov 2014
BH-DG Systematic Trading LLP
Systematic Trading program
-3.19 -3.21 1.80 Oct 2010
Campbell & Company
Managed Futures Portfolio
-4.26 -8.85 10.36 Jan 1988
Crabel Capital Management, LLC
Multi-Product program
1.89 10.55 9.33 Mar 1998
Emil van Essen, LLC
Spread Trading program
-2.66 -0.59 12.90 Dec 2006
FORT, L.P.
Global Contrarian program
-3.49 -3.20 9.62 Oct 2002
H2O Asset Management
Force 10
4.17 5.32 11.81 Mar 2011
J.E. Moody & Company, LLC
Commodity Relative Value program
1.20 6.49 5.44 May 2006
Quantica Capital AG
Managed Futures program
-7.30 -8.05 6.49 Jan 2005
Quantitative Investment Management
Global program
-5.83 -8.90 8.44 Oct 2003
QuantMetrics Capital Management, LLP
Quantmetrics Multi Strategy Fund
0.27 -0.83 8.40 May 2006
Quest Partners, LLC
Tracker Index program
-2.40 -7.38 -1.12 Oct 2011

*Returns for more than one year are annualized.