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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 107.75% 6.49% 490.77% 78.61 27.93 0.20
Intex Capital
Intex Capital Covered Options
CTA 74.93% 15.63% 265.17% 68.91 49.72 0.29
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 69.63% 18.18% 143.78% 38.12 42.67 0.40
Tactical Investment ...
Tactical Institutional ...
CTA 48.09% 15.95% 5977.05% 41.48 23.63 0.63
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 35.06% 0.57% 6.97% 45.41 13.37 -0.03
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 25.68% 3.27% 17.76% 34.27 21.01 0.11
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 22.44% -0.05% -0.56% 44.30 14.81 -0.07
Kinkopf Capital Management, ...
KCM S&P SELECT (Prop)
CTA 22.35% 7.45% 48.44% 23.28 23.07 0.28
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 18.06% -3.03% -10.44% 32.23 22.65 -0.18
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 16.87% -0.82% -2.66% 24.14 26.99 -0.07
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 7.79% 8.53% 7.79% 9.13 16.33 0.46
Tungsten Capital Management ...
Tungsten TRYCON AI Global ...
CTA 6.64% 1.34% 15.59% 13.72 4.76 0.07
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 5.46% 6.83% 9.21% 5.81 10.56 0.55
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 5.21% 35.62% 5.21% 0.00 9.50 3.64
SpreadEdge Capital, LLC
SpreadEdge Energy Seasonal ...
CTA 4.69% -1.08% -4.08% 36.17 13.21 -0.16
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 0.00% 22.25% 336.43% 25.46 13.59 1.56
Aventis Asset Management LLC
Aventis Diversified ...
CTA -0.21% 5.22% 98.87% 27.20 11.17 0.38
Third Street Ag Investments
Third Street Ag Investments
CTA -0.24% 2.05% 18.06% 8.98 4.76 0.22
NickJen Capital Management ...
Natural Resource ...
CTA -0.70% 2.03% 29.14% 5.46 3.29 0.31
Diamond Capital Management ...
Enhanced S&P Program
CTA -1.74% 11.92% 258.34% 13.01 10.44 1.05
Lyncestis LLP
FX Quant 11 - Currency ...
Forex -3.20% 2.39% 33.35% 7.28 5.52 0.25
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA -4.92% 13.85% 120.10% 44.02 33.72 0.38
Lyncestis LLP
FX Basket Quant - Currency ...
Forex -6.79% 1.83% 15.40% 14.71 6.93 0.12
Lyncestis LLP
FX Index Arb - Currency ...
Forex -6.82% 1.92% 17.18% 11.66 5.17 0.18
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA -7.96% 18.17% 89.63% 20.67 25.24 0.68
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