Rank and Filter the Top 40 CTAs

This page allows you to rank and filter the top 40 CTAs that report to the ManagedFutures.com website. Choose the criteria below for instant rankings. To access our full, sortable rankings, including detailed performance information and investment profiles on each of the over 500 managed futures programs we track, we ask you to register with us. Registration is free, and takes only a few minutes.

Please Note: The rankings below display the trading programs that have submitted performance information for the most recent month.

Show

programs

ranked by

DATE RANGE:
Mo/Yr - Mo/Yr

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Inception: Date of Program Inception; AROR: Annualized Rate of Return; YTD: Year to Date Performance; WDD: Worst Peak-to-Valley Drawdown as represented by the program’s largest percentage decline during a specific period; AUM: Assets Under Management as represented by notional value.

The rankings above include the trading programs that have submitted performance information for the most recent full month.

Emerging programs are defined as those with less than $50M in assets under management.

Established programs are defined as those with assets under management equal to or in excess of $50M.

*When using the 'since inception' filter, returns shown for programs with track records of less than 12 months are shown as Total Return, and not Annualized. As a result these numbers may not be valid for comparison against programs with longer track records.

**The list above includes only commodity trading advisors (CTAs) tracked by International Traders Research Inc (ITR). There may be other programs not tracked by ITR that outperformed or under performed those listed above which, if tracked would affect the order of the rankings. When reviewing the information, you should be aware that some of the programs:

- Are only available to (a) non-US persons, (b) persons who meet the financial requirements for Qualified Eligible Persons as describe in CFTC Regulation 4.7;
- Reflect proprietary trading results and may not accurately reflect the performance a client could expect because of differences in fees and costs, leverage and trading and may not have tested with customer funds;
- Are closed to new investments.

The rankings do not include rates of return for any single fund or pool that is not incorporated into a composite track record.

In each of the following cases the trader is not required to file a disclosure document with the Commodity Futures Trading Commission (CFTC) or the National Futures Association (NFA). As a result the numbers reported are those provided by the trader directly to ITR or its affiliates.

QEP: These programs may only be available to QEP's (Qualified Eligible Persons) as defined under the (CFTC) Regulation 4.7.
CLSD: These programs are currently closed to new investments.
FXE: These programs trade only the foreign exchange markets and are exempt from CFTC registration and NFA membership.
FRN: The traders of these programs may be registered with a regulatory body outside of the United States but are not necessarily registered with the CFTC or NFA members. Therefore, these programs may be closed to U.S. investors.
PROP: Proprietary

If you are an individual or institutional investor, register today to gain access to rankings and product snapshots for over 500 CTAs.

If you are a CTA or other money manager interested in growing your business, we invite you to visit the CTA Corner.

Home > Performance > Top CTA Rankings

1200 Prospect Street, Suite 400, La Jolla, California 92037
Toll Free: 800-828-5225 | Phone: 858-459-7040 | Fax: 858-456-9209 | cta@altegris.com

There are substantial risks and conflicts of interests associated with managed futures and commodities accounts, and you should only invest risk capital. The success of an investment is dependent upon a CTA’s ability to identify profitable investment opportunities and to successfully trade. The identification of attractive trading opportunities is difficult, requires skill, and involves a significant degree of uncertainty. CTAs have total trading authority, and the use of a single CTA could mean a lack of diversification and higher risk. The high degree of leverage that is often obtainable in commodity trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains. Returns generated from a CTA’s trading, if any, may not adequately compensate you for the business and financial risks you assume. You can lose all or a substantial amount of your investment. If you use notional funding, you may lose more than your initial cash investment. Managed futures and commodities accounts may be subject to substantial charges for management and advisory fees. It may be necessary for accounts that are subject to these charges to make substantial trading profits in order to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of each fee to be charged to your account by a CTA. CTAs may trade highly illiquid markets, or on foreign markets, and may not be able to close or offset positions immediately upon request. You may have market exposure even after the CTA has a request for closure or liquidation. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Altegris, a FINRA and NFA member, offers various alternative investments, including hedge funds, futures funds and managed futures and commodities accounts, that may operate in commodities markets and foreign markets, among others. Altegris and/or its officers/partners may have a financial interest in such alternative investments. In working with clients, Altegris acts in its capacity as an SEC-registered Broker-Dealer and/or as a CFTC-registered Introducing Broker and CTA. Although Altegris may give securities-related advice that is incidental to its securities brokerage services, it is not an Investment Adviser. When acting as an Introducing Broker for individually managed accounts, Altegris receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. CTAs may also pay Altegris a portion of the fees they receive from accounts introduced to them by Altegris. When acting as a Broker-Dealer, Altegris enters into selling agreements with hedge funds and futures funds that it offers (including funds sponsored by affiliates), pursuant to which Altegris, with respect to the interests it sells, is paid a portion of the management and/or performance fees charged by the funds or their managers in respect of those interests. Altegris may also provide ongoing managed futures consulting services to its clients for a monthly service charge pursuant to individual managed account consulting arrangements.