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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Intex Capital
Intex Capital Covered Options
CTA 15.96% 9.12% 95.23% 40.70 16.18 0.50
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 14.57% 16.70% 76.14% 32.25 39.87 0.39
Kazmarck Capital
Opportunities Program
CTA 11.91% 14.57% 50.38% 6.62 12.23 1.11
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 10.67% 22.75% 312.83% 25.46 13.98 1.56
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 8.38% 18.35% 122.65% 44.02 37.34 0.46
Tactical Investment ...
Tactical Institutional ...
CTA 7.19% 15.23% 4076.56% 41.48 23.85 0.60
Tungsten Capital Management ...
Tungsten TRYCON Basic Invest ...
CTA 6.42% 1.12% 11.31% 13.72 4.80 0.03
SpreadEdge Capital, LLC
SpreadEdge Energy Seasonal ...
CTA 5.84% -4.40% -10.64% 36.17 15.32 -0.35
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 5.18% 32.61% 102.52% 20.67 29.96 1.06
Diamond Capital Management ...
Enhanced S&P Program
CTA 5.16% 13.50% 251.15% 12.65 10.16 1.23
Tlaloc Capital, LLC
Grains
CTA 4.70% 6.34% 78.45% 14.78 9.58 0.56
Global Sigma Group, LLC
Global Sigma Plus
CTA 4.61% 12.57% 220.36% 11.63 4.48 2.58
Global Sigma Group, LLC
Global Sigma Fund
CTA 4.38% 9.35% 40.85% 4.37 3.05 2.74
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 3.66% 2.66% 12.30% 5.20 3.25 0.51
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 2.59% -1.30% -12.59% 43.14 14.23 -0.16
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 2.44% -6.64% -13.34% 24.14 26.65 -0.29
Third Street Ag Investments
Third Street Ag Investments
CTA 1.87% 2.42% 18.21% 8.98 5.12 0.28
Aventis Asset Management LLC
Aventis Diversified ...
CTA 1.83% 6.15% 117.22% 21.91 10.98 0.47
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 0.84% 4.36% 215.13% 77.97 27.30 0.12
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 0.29% 4.62% 16.24% 2.49 2.30 1.57
Integrated Managed Futures
IMFC Global Investment ...
CTA 0.00% 3.75% 52.22% 39.04 15.75 0.17
Conover Investments LLC
Oil Trading Program
CTA 0.00% 3.25% 39.49% 35.31 18.33 0.12
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
Acorn Global Investments
The Acorn Diversified Program
CPO 0.00% 3.05% 47.81% 46.08 15.43 0.13
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