Managed Futures Database, Resource & Tools

Managed Futures Search

            
Search
Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 57.35% 46.37% 66.18% 12.90 30.39 1.49
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 45.74% 14.85% 64.26% 43.96 41.70 0.33
Bair Capital Management
Triton
CTA 16.69% 90.55% 488.90% 6.66 27.03 3.31
Bair Capital Management
Polaris
CTA 15.77% 74.62% 432.50% 7.97 24.11 3.05
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 7.84% -5.46% -4.57% 24.51 26.29 -0.25
Tlaloc Capital, LLC
Grains
CTA 6.26% 7.61% 82.08% 14.46 7.80 0.85
Conover Investments LLC
Oil Trading Program
CTA 5.79% 3.25% 39.49% 35.31 18.33 0.12
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 5.54% 4.88% 240.68% 77.97 27.74 0.14
Genius Investment Group ...
Robot 2
CTA 4.43% 8.93% 25.62% 2.69 6.88 1.15
Global Sigma Group, LLC
Global Sigma Plus
CTA 2.94% 13.15% 180.01% 11.63 4.83 2.52
Diamond Capital Management ...
Enhanced S&P Program
CTA 2.90% 15.30% 255.75% 10.82 9.52 1.50
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 2.80% 10.22% 29.63% 9.41 11.34 0.81
Global Sigma Group, LLC
Global Sigma Fund
CTA 2.72% 8.50% 20.97% 4.37 3.79 1.98
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 1.57% 3.91% 4.58% 9.79 11.18 0.26
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 1.44% 8.99% 17.10% 0.00 1.26 6.33
Kona Peak LLC
Volatility Arbitrage
CTA 1.23% 3.35% 2.22% 7.84 12.66 0.19
Arctos FX LLC
FX_TRVf
CTA 1.21% 22.88% 238.46% 20.83 28.89 0.76
Quant Trading, LLC
FX Basket Quant - Currency ...
Forex 1.14% 3.37% 19.67% 8.54 6.47 0.37
Quant Trading, LLC
FX Index Arb - Currency ...
Forex 0.94% 3.76% 23.99% 3.04 3.50 0.79
Third Street Ag Investments
Third Street Ag Investments
CTA 0.55% 2.65% 16.23% 8.98 5.61 0.29
Quant Trading, LLC
FX Quant 11 - Currency ...
Forex 0.39% 3.21% 35.67% 6.34 5.63 0.39
R72 Capital Management, LLC
Harmonic Exchange
CTA 0.30% 1.19% 0.30% 6.55 22.22 0.01
Crescent Bay Capital ...
Premium Stock Index Program
CTA 0.00% 5.23% 85.05% 26.46 11.64 0.36
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 0.00% 24.66% 11.65% 0.00 1.75 13.54
Intex Capital
Intex Capital Covered Options
CTA 0.00% 12.80% 106.04% 4.10 4.94 2.39
Page of 3 with up to entries per page, 52 entries total !< < > >!