The first stop when you are looking for the managed futures trading performance of a commodity trade advisor should be in the CTAs own disclosure document. According to the regulatory bodies like the CFTC and NFA, these documents have to be updated at least every nine months. This means that you will get relevant information from the documents, sometimes even from a recent month if the commodity trade advisor updates more regularly.

There are also some companies which make a habit of ranking performance and highlighting programs for managed futures advisors. Among them are several well known names like Autumn Gold and Barclay’s.

Autumn Gold has a variety of subscription services as well as free ranking reports covering a variety of classifications. Their website even lists a subscription for rankings using the Sharpe Ratio. The Sharpe Ratio is a reward-to-variability ratio, a measure of excess return per unit of risk in a trading strategy. It is a way to view how the return compares to the amount of risk taken.

Barclay’s is another well known source of CTA information. Like Autumn Gold, they will have CTA rankings based on credentials like the amount of money under management or specific trading strategies or markets like currency futures or agricultural trading strategies.

One key thing to remember about these rankings and performance updates is that they are normally based on the information that the commodity trade advisor provides to the reporting agency. The past performance is not going to be a promise of future results with any commodities trading manager.

Trading in futures and options involves a substantial degree of a risk of loss and is not suitable for all investors. Past performance is not indicative of future results.