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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 69.13% 383.16% 716.80% 0.00 1.88 203.31
SDI Partners
Basic Partner Fund
CTA 41.66% 185.59% 305.20% 0.00 1.27 144.95
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 12.77% -0.25% -3.86% 44.16 13.62 -0.09
Bensboro Advisors, LLC
Bensboro Seasonal Spread ...
CTA 4.50% 3.47% 42.26% 17.98 10.02 0.25
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 4.03% 18.15% 693.05% 38.52 16.02 1.07
Ahead Capital Management LLC
Global Macro
CTA 3.98% 1.84% 0.92% 5.88 14.49 0.06
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 3.75% 10.58% 85.98% 10.88 11.96 0.80
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 3.15% 0.12% 0.18% 5.54 7.37 -0.12
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.03% 12.00% 79.58% 10.07 13.03 0.84
Crescent Bay Capital ...
Cipher Managed Program
CTA 2.96% 19.10% 2.96% 0.11 7.79 2.32
Soaring Pelican LLC
Blended Advantage Program
CTA 2.96% 8.42% 37.23% 6.68 8.54 0.87
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 2.09% 7.78% 3.82% 0.00 1.19 5.68
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 0.56% 2.61% 37.08% 14.71 5.81 0.28
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 3.93% 26.01% 12.21 9.53 0.31
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 4.74% 31.01% 23.06 19.17 0.20
NickJen Capital Management ...
Natural Resource ...
CTA 0.00% 1.43% 26.31% 5.46 3.00 0.14
Arctos FX LLC
FX_TRVf
CTA 0.00% 16.50% 202.59% 27.24 26.65 0.58
Tactical Investment ...
Tactical Institutional ...
CTA 0.00% 15.61% 7575.41% 41.48 23.05 0.63
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 0.00% 14.80% 145.22% 38.12 38.72 0.36
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.00% 1.85% 10.42% 34.27 20.54 0.04
Global Sigma Group, LLC
Global Sigma Fund
CPO 0.00% 9.25% 43.50% 4.37 2.96 2.79
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.00% -4.06% -15.00% 32.23 21.82 -0.23
Genius Investment Group ...
Robot 2
CTA 0.00% 5.61% 21.05% 7.45 6.76 0.68
KeyQuant
STTS
CTA 0.00% 11.20% 17.26% 7.10 12.78 0.80
Intex Capital
Intex Capital Covered Options
CTA 0.00% 12.45% 304.80% 68.91 46.05 0.25
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