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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 15.15% -0.11% -1.83% 44.16 13.51 -0.08
Ahead Capital Management LLC
Global Macro
CTA 10.90% 10.30% 7.63% 5.88 12.31 0.76
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 6.44% 12.09% 85.53% 10.07 12.73 0.87
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 5.32% 1.30% 2.29% 5.54 6.86 0.04
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 2.83% 6.15% 4.58% 0.00 1.18 4.38
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 1.97% 2.67% 39.01% 14.71 5.76 0.29
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 0.98% 9.23% 156.40% 44.02 26.62 0.31
Lyncestis LLP
FX Index Arb - Currency ...
Forex 0.83% 2.72% 41.34% 11.66 4.70 0.37
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.66% 2.69% 55.91% 7.28 4.89 0.35
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 0.26% 7.94% 50.33% 42.75 25.79 0.27
Genius Investment Group ...
Robot 2
CTA 0.00% 5.61% 21.05% 7.45 6.76 0.68
Caravan Wealth Management
Commodity Options
CTA 0.00% -19.44% -17.97% 20.91 21.42 -0.95
Kazmarck Capital
Opportunities Program
CTA 0.00% 8.08% 31.25% 15.70 14.23 0.50
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 0.00% 7.40% 11.96% 5.81 10.28 0.62
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 0.00% 4.77% 20.94% 16.28 9.25 0.41
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
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA 0.00% -0.23% -1.09% 10.97 9.67 -0.13
Regulus Global Advisors, LLC
Regulus Diversified Trading ...
CTA 0.00% 10.14% 4.95% 6.13 19.17 0.48
Tactical Investment ...
Tactical Institutional ...
CTA 0.00% 15.61% 7575.41% 41.48 23.05 0.63
Incline Investment ...
Crystal Bay Ubitrend
CTA 0.00% 5.70% 80.71% 48.30 28.48 0.17
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