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Best & Worst CTA – April 2020 YTD

The hit list on a year-to-date basis, based on a small sample of CTAs. This list will change as we collect more data.

ManagerYTD
WG Wealth Guardian – QT Program47%
Claughton Capital – ARP Institutional Program33%
GT Capital CTA – Systematic Day Trading25%
Amundi – Absolute Volatility World25%
QCAM Currency Asset Management AG – Total Intelligence Vol 1021%
Tendance Finance – Next AM Fund20%
Crabel Capital Mgmt – Crabel Advanced Trend17%
Amundi – Absolute Volatility Euro17%
First Quadrant LP – FQ Macro FX – 10% Risk17%
LoCorr Fund Management – Long/Short Commodity Strats16%
Bridgewater – Core Global-14%
Millburn Ridegfield Corporation – Diversified Program-15%
Lumyna – Enhanced Equity Volatility-17%
Equinox Fund Management – Equinox Ampersand Strategy Fund-17%
Lupus – Alpha Volatility Risk-18%
361 Capital – 361 Managed Futures Strategy Fund-19%
BNP Theam – Quant Volatility-22%
UBS – Currency Allocation Return-22%
Berenberg – Dymacs Volatility Premium-28%
ecamos Capital AG – ecamos Core Strategy 2X-30%