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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 76.17% 19.27% 105.32% 43.96 39.91 0.46
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 71.47% 43.38% 93.59% 20.45 34.23 1.24
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 27.37% 0.52% 0.70% 24.14 27.19 -0.02
Kazmarck Capital
Opportunities Program
CTA 21.35% 13.50% 34.38% 6.62 12.46 1.00
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 17.32% 17.25% 72.26% 32.25 40.49 0.40
Bair Capital Management
Polaris
CTA 15.45% 74.62% 432.50% 7.97 24.11 3.05
Global Sigma Group, LLC
Global Sigma Fund
CTA 13.49% 9.93% 34.94% 4.37 3.34 2.67
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 12.27% -0.75% -6.94% 43.14 14.30 -0.12
Global Sigma Group, LLC
Global Sigma Plus
CTA 11.75% 12.99% 206.24% 11.63 4.62 2.60
2012
Navigator
CTA 5.85% 12.05% 5.85% 2.85 8.65 1.28
Conover Investments LLC
Oil Trading Program
CTA 5.18% 3.25% 39.49% 35.31 18.33 0.12
Bair Capital Management
Triton
CTA 3.88% 90.55% 488.90% 6.66 27.03 3.31
Genius Investment Group ...
Robot 2
CTA 3.64% 7.74% 25.86% 2.69 6.53 1.03
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 1.98% 8.02% 27.69% 9.76 13.55 0.52
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 1.66% 2.16% 8.33% 5.20 3.48 0.33
Bluenose Capital Management, ...
BNC CL
CTA 1.60% 4.93% 25.15% 29.32 17.03 0.23
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 0.09% 5.69% 15.90% 2.49 2.38 1.97
Third Street Ag Investments
Third Street Ag Investments
CTA -0.10% 2.35% 16.04% 8.98 5.33 0.25
Orion Capital Advisors
Orion Beta Opportunity ...
CTA -0.68% 0.90% 1.50% 9.79 15.02 -0.01
Camkay Capital Management LLC
Stock Indices Short-Term
CTA -1.57% 6.26% 51.43% 29.42 15.05 0.35
NickJen Capital Management ...
Natural Resource ...
CTA -1.62% 2.52% 30.67% 5.46 3.53 0.43
Tlaloc Capital, LLC
Grains
CTA -1.64% 6.28% 70.44% 14.46 8.57 0.62
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA -2.95% 5.26% 33.73% 7.68 9.62 0.44
Tactical Investment ...
Tactical Institutional ...
CTA -3.36% 15.29% 3796.42% 41.48 24.09 0.59
Tianyou Asset Mangement LLC
Tianyou Fund
CPO -5.30% 23.45% 273.04% 25.46 14.69 1.53
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