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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Intex Capital
Intex Capital Covered Options
CTA 22.09% 9.48% 106.42% 40.70 15.85 0.53
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 15.03% 22.51% 335.65% 25.46 13.66 1.57
Kazmarck Capital
Opportunities Program
CTA 9.28% 14.20% 55.68% 6.62 12.43 1.06
Tlaloc Capital, LLC
Grains
CTA 6.17% 6.36% 82.43% 14.78 9.42 0.57
Lyncestis LLP
FXC - Currency Trading ...
Forex 5.92% 4.05% 21.57% 5.29 4.36 0.70
Global Sigma Group, LLC
Global Sigma Fund
CTA 5.71% 9.25% 43.50% 4.37 2.96 2.79
Tungsten Capital Management ...
Tungsten TRYCON Basic Invest ...
CTA 5.68% 0.86% 8.82% 13.72 4.83 -0.03
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 5.20% 2.90% 14.28% 5.20 3.17 0.60
Tactical Investment ...
Tactical Institutional ...
CTA 4.84% 14.84% 3950.12% 41.48 23.78 0.58
Diamond Capital Management ...
Enhanced S&P Program
CTA 4.18% 13.03% 261.78% 12.65 10.40 1.16
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 4.12% 16.70% 76.14% 32.25 39.87 0.39
Kinkopf Capital Management, ...
KCM S&P SELECT (Prop)
CTA 3.99% 7.18% 36.64% 20.47 18.95 0.33
Lyncestis LLP
FX Index Arb - Currency ...
Forex 3.02% 3.36% 27.07% 3.25 3.50 0.67
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 2.59% 3.00% 38.77% 6.34 5.34 0.37
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 2.36% 3.26% 24.49% 8.54 5.95 0.38
Genius Investment Group ...
Robot 2
CTA 2.18% 5.61% 21.05% 7.45 6.76 0.68
SpreadEdge Capital, LLC
SpreadEdge Energy Seasonal ...
CTA 1.92% -3.87% -10.59% 36.17 14.65 -0.33
Third Street Ag Investments
Third Street Ag Investments
CTA 1.77% 2.29% 18.27% 8.98 4.98 0.26
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 1.67% 16.74% 119.65% 44.02 36.44 0.43
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 1.02% 3.10% 1.02% 0.65 3.12 0.67
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 0.55% 4.42% 16.78% 2.49 2.23 1.53
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 0.46% -1.05% -10.43% 43.14 14.13 -0.15
Caravan Wealth Management
Commodity Options
CTA 0.00% -19.44% -17.97% 20.91 21.42 -0.95
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 4.74% 31.01% 23.06 19.17 0.20
Aventis Asset Management LLC
Aventis Diversified ...
CTA -0.02% 6.02% 117.99% 21.91 10.96 0.46
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