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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SDI Partners
Accredited Partner Fund
CTA 118.35% 380.88% 954.52% 0.00 1.95 194.75
SDI Partners
Basic Partner Fund
CTA 66.92% 183.54% 377.44% 0.00 1.46 124.77
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 13.97% -0.18% -2.83% 44.16 13.55 -0.09
Ahead Capital Management LLC
Global Macro
CTA 8.93% 8.70% 5.72% 5.88 13.09 0.59
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 5.88% 12.18% 84.55% 10.07 12.83 0.87
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 4.87% 1.11% 1.85% 5.54 7.04 0.02
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 4.03% 18.15% 693.05% 38.52 16.02 1.07
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 3.75% 10.58% 85.98% 10.88 11.96 0.80
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 2.69% 6.72% 4.43% 0.00 1.15 4.96
Crescent Bay Capital ...
Cipher Managed Program
CTA 1.68% 5.13% 1.68% 4.44 12.57 0.33
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 1.37% 2.64% 38.19% 14.71 5.77 0.28
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 0.26% 7.94% 50.33% 42.75 25.79 0.27
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.07% 2.66% 55.00% 7.28 4.90 0.34
Global Sigma Group, LLC
Global Sigma Fund
CPO 0.00% 9.25% 43.50% 4.37 2.96 2.79
Genius Investment Group ...
Robot 2
CTA 0.00% 5.61% 21.05% 7.45 6.76 0.68
Caravan Wealth Management
Commodity Options
CTA 0.00% -19.44% -17.97% 20.91 21.42 -0.95
Kazmarck Capital
Opportunities Program
CTA 0.00% 8.08% 31.25% 15.70 14.23 0.50
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 0.00% 7.40% 11.96% 5.81 10.28 0.62
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 0.00% 4.77% 20.94% 16.28 9.25 0.41
Finalyze Capital LLC
Institutional Program
CTA 0.00% 9.84% 70.17% 14.31 12.06 0.73
Finalyze Capital LLC
Retail Program
CTA 0.00% 14.06% 76.86% 14.10 17.28 0.76
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA 0.00% -0.23% -1.09% 10.97 9.67 -0.13
Regulus Global Advisors, LLC
Regulus Diversified Trading ...
CTA 0.00% 10.14% 4.95% 6.13 19.17 0.48
Incline Investment ...
Tahoe Vista VIX
CTA 0.00% -8.00% -5.41% 9.60 16.46 -0.55
Incline Investment ...
Crystal Bay Ubitrend
CTA 0.00% 5.70% 80.71% 48.30 28.48 0.17
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