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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 48.78% 384.34% 618.51% 0.00 1.92 199.97
SDI Partners
Basic Partner Fund
CTA 30.07% 186.07% 272.05% 0.00 1.30 142.38
Ahead Capital Management LLC
Global Macro
CTA 10.47% 18.21% 7.22% 2.95 11.33 1.52
Bensboro Advisors, LLC
Bensboro Seasonal Spread ...
CTA 7.72% 3.81% 46.64% 17.98 10.01 0.28
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 5.37% 12.70% 83.66% 10.07 13.06 0.90
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 4.09% 0.77% 1.09% 5.54 7.55 -0.03
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 1.82% 8.73% 3.55% 0.00 1.14 6.79
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
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
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 0.00% -2.44% -9.04% 25.53 25.52 -0.13
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
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 0.00% 9.44% 51.18% 42.75 27.23 0.31
Tactical Investment ...
Tactical Institutional ...
CTA 0.00% 15.61% 7575.41% 41.48 23.05 0.63
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