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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 15.79% -0.08% -1.28% 44.16 13.48 -0.08
Ahead Capital Management LLC
Global Macro
CTA 13.53% 10.19% 10.19% 5.88 10.51 0.87
Orion Capital Advisors
Stock Index Priogram
CTA 9.73% 0.42% 1.44% 9.09 6.23 -0.09
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 8.86% 11.97% 89.75% 10.07 12.45 0.88
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 6.60% 1.75% 3.53% 5.54 6.41 0.12
Diamond Capital Management ...
Enhanced S&P Program
CTA 4.27% 8.84% 298.67% 14.41 10.10 0.78
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 3.56% 5.32% 5.32% 0.00 1.09 3.96
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 2.84% 9.19% 161.13% 44.02 26.32 0.31
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 2.07% 2.62% 39.14% 14.71 5.70 0.28
Lyncestis LLP
FX Index Arb - Currency ...
Forex 1.19% 2.69% 41.85% 11.66 4.66 0.36
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.55% 2.64% 55.75% 7.28 4.86 0.34
Crescent Bay Capital ...
Cipher Managed Program
CTA 0.35% 0.53% 0.35% 8.05 9.88 -0.05
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 0.26% 7.94% 50.33% 42.75 25.79 0.27
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
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
Comhla LLC
Artemis
CTA 0.00% 54.02% 28.66% 16.55 48.38 1.10
everestia llc
Everestia Target Volatility ...
CPO 0.00% 36.23% 2.61% 0.00 0
KeyQuant
STTS
CTA 0.00% 11.20% 17.26% 7.10 12.78 0.80
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