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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Incline Investment ...
Systematic Hybrid
CPO 27.99% 8.57% 162.68% 26.15 17.19 0.44
Incline Investment ...
Crystal Bay Ubitrend
CTA 27.00% 7.85% 118.43% 48.30 28.33 0.24
Comhla LLC
Artemis
CTA 19.42% 54.02% 28.66% 16.55 48.38 1.10
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 11.68% 17.49% 555.56% 38.52 16.49 1.00
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 11.30% 3.47% 67.76% 45.41 13.74 0.18
Soaring Pelican LLC
Blended Advantage Program
CTA 10.96% 9.79% 32.35% 6.68 9.14 0.96
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 8.01% 20.30% 8.01% 0.87 4.86 3.97
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 7.58% 22.29% 24.35% 0.72 5.15 4.14
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 5.94% 3.39% 12.69% 16.28 9.49 0.25
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA 4.98% 13.45% 74.59% 46.50 38.06 0.33
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 4.26% 3.89% 31.01% 15.19 8.99 0.32
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.16% 14.49% 73.78% 10.07 14.04 0.96
everestia llc
Everestia Target Volatility ...
CPO 2.61% 36.23% 2.61% 0.00 0
Diamond Capital Management ...
Enhanced S&P Program
CTA 2.52% 9.95% 311.64% 12.96 10.00 0.89
Incline Investment ...
Tahoe Vista VIX
CTA 2.15% 13.79% 4.40% 0.00 3.05 4.20
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 1.88% 10.68% 73.26% 10.88 12.56 0.77
NickJen Capital Management ...
Natural Resource ...
CTA 1.49% 1.62% 29.34% 5.46 3.02 0.21
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA 1.34% 1.33% 5.77% 10.97 9.03 0.04
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 1.10% 2.73% 52.19% 7.28 4.95 0.35
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 0.97% 2.62% 34.08% 14.71 5.88 0.28
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 0.64% -4.11% -1.39% 5.15 11.59 -0.44
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
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 0.00% 7.40% 11.96% 5.81 10.28 0.62
Aventis Asset Management LLC
Aventis Diversified ...
CTA 0.00% 5.22% 98.87% 27.20 11.17 0.38
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