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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
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 13.11% 3.62% 70.49% 45.41 13.78 0.19
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 6.44% 17.27% 524.83% 38.52 16.60 0.98
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 5.74% 3.50% 12.48% 16.28 9.66 0.26
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA 3.78% 1.98% 8.31% 10.97 8.67 0.11
Diamond Capital Management ...
Enhanced S&P Program
CTA 3.33% 10.11% 314.17% 12.96 9.92 0.92
Soaring Pelican LLC
Blended Advantage Program
CTA 3.14% 7.83% 23.02% 6.68 9.01 0.76
Incline Investment ...
Tahoe Vista VIX
CTA 2.15% 13.79% 4.40% 0.00 3.05 4.20
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 1.79% 3.62% 27.91% 15.19 9.08 0.29
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA 1.22% 13.04% 68.34% 46.50 38.73 0.31
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.73% 2.74% 51.63% 7.28 4.98 0.35
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 0.51% 2.62% 33.47% 14.71 5.93 0.27
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 0.06% 10.66% 70.16% 10.88 12.75 0.76
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
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 0.00% 12.30% 33.64% 11.19 17.38 0.65
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
Tactical Investment ...
Tactical Institutional ...
CTA 0.00% 15.61% 7575.41% 41.48 23.05 0.63
Regulus Global Advisors, LLC
Regulus Diversified Trading ...
CTA 0.00% 10.14% 4.95% 6.13 19.17 0.48
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