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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 14.57% 16.70% 76.14% 32.25 39.87 0.39
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 14.22% -2.15% -3.38% 24.14 29.35 -0.11
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 7.87% 20.57% 121.47% 43.96 39.13 0.50
Kazmarck Capital
Opportunities Program
CTA 7.57% 15.88% 44.55% 6.62 12.41 1.20
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 7.06% -0.94% -8.79% 43.14 14.47 -0.13
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 5.41% 42.85% 104.07% 20.45 32.74 1.28
Tactical Investment ...
Tactical Institutional ...
CTA 2.90% 15.31% 3909.34% 41.48 24.02 0.60
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 2.55% 23.26% 282.54% 25.46 14.50 1.54
Aventis Asset Management LLC
Aventis Diversified ...
CTA 1.87% 6.41% 117.30% 21.91 11.04 0.49
Intex Capital
Intex Capital Covered Options
CTA 1.30% 7.73% 70.55% 40.70 16.64 0.40
Global Sigma Group, LLC
Global Sigma Plus
CTA 1.22% 12.89% 209.99% 11.63 4.58 2.60
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 1.12% 4.45% 216.01% 77.97 27.43 0.13
Global Sigma Group, LLC
Global Sigma Fund
CTA 1.05% 9.75% 36.36% 4.37 3.26 2.68
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 0.25% 2.13% 8.61% 5.20 3.40 0.33
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 0.16% 5.40% 16.08% 2.49 2.33 1.89
Third Street Ag Investments
Third Street Ag Investments
CTA 0.03% 2.29% 16.07% 8.98 5.27 0.24
Bluenose Capital Management, ...
BNC EI
CTA 0.00% 2.27% 19.86% 24.45 12.26 0.10
Integrated Managed Futures
IMFC Global Investment ...
CTA 0.00% 3.75% 52.22% 39.04 15.75 0.17
Bair Capital Management
Triton
CTA 0.00% 90.55% 488.90% 6.66 27.03 3.31
Bair Capital Management
Polaris
CTA 0.00% 74.62% 432.50% 7.97 24.11 3.05
Acorn Global Investments
The Acorn Diversified Program
CPO 0.00% 3.05% 47.81% 46.08 15.43 0.13
Diamond Capital Management ...
Enhanced S&P Program
CTA 0.00% 13.53% 233.93% 12.65 9.96 1.26
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 0.00% 24.66% 11.65% 0.00 1.75 13.54
Luke Asset Management ...
Pinnacle Trend
CTA 0.00% -21.64% -36.04% 38.17 20.43 -1.11
Genius Investment Group ...
Robot 2
CTA 0.00% 7.74% 25.86% 2.69 6.53 1.03
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