Managed Futures Database, Resource & Tools

Managed Futures Search

            
Search
Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SDI Partners
Accredited Partner Fund
CTA 91.61% 380.88% 954.52% 0.00 1.95 194.75
SDI Partners
Basic Partner Fund
CTA 53.25% 183.54% 377.44% 0.00 1.46 124.77
Ahead Capital Management LLC
Global Macro
CTA 11.22% 11.97% 14.10% 5.88 9.84 1.11
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 7.57% 12.08% 94.45% 10.07 12.27 0.90
Orion Capital Advisors
Stock Index Priogram
CTA 7.35% 0.42% 1.44% 9.09 6.23 -0.09
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 6.51% 2.56% 5.62% 5.54 6.22 0.25
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 4.42% 9.25% 166.60% 44.02 26.18 0.32
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.69% 5.35% 6.27% 0.00 1.01 4.30
Diamond Capital Management ...
Enhanced S&P Program
CTA 2.76% 8.84% 298.67% 14.41 10.10 0.78
Crescent Bay Capital ...
Cipher Managed Program
CTA 2.69% 3.24% 2.69% 8.05 8.91 0.25
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 1.96% 10.58% 85.98% 10.88 11.96 0.80
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 1.96% 18.15% 693.05% 38.52 16.02 1.07
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 1.59% 2.58% 39.03% 14.71 5.66 0.28
Lyncestis LLP
FX Index Arb - Currency ...
Forex 0.75% 2.66% 41.92% 11.66 4.63 0.36
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.31% 2.62% 55.95% 7.28 4.83 0.34
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA -1.29% -0.23% -1.29% 10.97 8.87 -0.14
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA -2.72% 7.94% 50.33% 42.75 25.79 0.27
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA -3.54% 2.52% 51.75% 45.41 13.41 0.11
GT CAPITAL CTA
GT Dynamic Trading Program
CTA -3.66% -1.14% -17.25% 44.16 13.62 -0.16
Loblolly Trading Company
Trendsync Trading Program
CTA -5.26% 7.89% 16.40% 15.99 20.90 0.33
Soaring Pelican LLC
Blended Advantage Program
CTA -7.48% 4.89% 24.43% 11.50 9.23 0.42
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA -21.95% 4.68% 31.56% 46.50 33.26 0.11
Comhla LLC
Artemis
CTA N/A 54.02% 28.66% 16.55 48.38 1.10
everestia llc
Everestia Target Volatility ...
CPO N/A 36.23% 2.61% 0.00 0
KeyQuant
STTS
CTA N/A 11.20% 17.26% 7.10 12.78 0.80
Page of 2 with up to entries per page, 47 entries total !< < > >!