CTA Challenge

2020 Leaderboard

Below are the top 10 ranking programs year-to-date in the CTA Challenge.
Results are based on risk-adjusted performance through December 31, 2020.

Rank YTD CTA Name Program Previous Rank (as of November 30)
AG Capital Investments, LLC Discretionary Global Macro Program 1
Revolution Capital Management, LLC Alpha Program *QEP* 2
Metolius Capital, LLC Diversified Systematic Global Macro *QEP* 6
Four Seasons Commodities Corporation Hawkeye Spread Program 10
Teza Capital Management, LLC Systematic Macro Program *QEP* 4
Balorca Capital, LLC Strategic I Program 5
Breakout Funds, LLC Breakout Strategy *QEP* 3
Absolute Return Capital Management LLC Ionic Program 7
Wavefront Global Asset Management Corp Global Investment Program *QEP* 9
Southwest Managed Investments, LLC Global Diversified Program 11

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