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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 14.57% 16.70% 76.14% 32.25 39.87 0.39
Diamond Capital Management ...
Enhanced S&P Program
CTA 9.42% 14.21% 265.39% 12.65 9.91 1.33
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 7.83% 19.73% 121.51% 44.02 38.65 0.48
Aventis Asset Management LLC
Aventis Diversified ...
CTA 7.29% 6.76% 128.87% 21.91 11.06 0.52
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 4.21% 37.91% 100.64% 20.67 31.93 1.16
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 3.84% 23.16% 287.36% 25.46 14.41 1.54
Intex Capital
Intex Capital Covered Options
CTA 3.23% 7.83% 73.80% 40.70 16.45 0.42
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 3.19% -7.47% -12.70% 24.14 28.87 -0.29
Kazmarck Capital
Opportunities Program
CTA 2.71% 12.85% 38.03% 6.62 12.64 0.94
Global Sigma Group, LLC
Global Sigma Plus
CTA 2.40% 12.78% 213.60% 11.63 4.54 2.59
Global Sigma Group, LLC
Global Sigma Fund
CTA 2.25% 9.63% 37.97% 4.37 3.18 2.71
Tungsten Capital Management ...
Tungsten TRYCON Basic Invest ...
CTA 2.11% 0.71% 6.81% 13.72 4.80 -0.06
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 1.98% 4.46% 218.71% 77.97 27.35 0.13
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 1.29% -1.48% -13.70% 43.14 14.45 -0.17
Tactical Investment ...
Tactical Institutional ...
CTA 1.01% 15.12% 3835.89% 41.48 23.96 0.59
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 0.78% 2.17% 9.18% 5.20 3.33 0.35
Third Street Ag Investments
Third Street Ag Investments
CTA 0.69% 2.33% 16.84% 8.98 5.21 0.26
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 0.42% 5.19% 16.38% 2.49 2.28 1.84
Integrated Managed Futures
IMFC Global Concentrated ...
CTA 0.00% -1.78% -15.32% 39.25 11.43 -0.24
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 4.88% 31.01% 23.06 19.45 0.20
Bluenose Capital Management, ...
BNC CL
CTA 0.00% 4.93% 25.15% 29.32 17.03 0.23
Futures Truth Company CTA
MS4
CTA 0.00% 5.13% 60.83% 20.23 9.92 0.42
Bair Capital Management
Triton
CTA 0.00% 90.55% 488.90% 6.66 27.03 3.31
Bair Capital Management
Polaris
CTA 0.00% 74.62% 432.50% 7.97 24.11 3.05
Conover Investments LLC
Oil Trading Program
CTA 0.00% 3.25% 39.49% 35.31 18.33 0.12
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