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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
Comhla LLC
Artemis
CTA 19.42% 54.02% 28.66% 16.55 48.38 1.10
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 14.53% 17.61% 572.28% 38.52 16.43 1.01
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 10.88% 23.71% 28.17% 0.72 5.10 4.45
Soaring Pelican LLC
Blended Advantage Program
CTA 10.63% 9.41% 31.96% 6.68 9.04 0.93
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 10.14% 21.32% 10.14% 0.87 4.39 4.63
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 10.13% 3.38% 66.00% 45.41 13.71 0.17
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 7.42% 3.70% 14.26% 16.28 9.39 0.29
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 5.45% 4.01% 32.50% 15.19 8.94 0.34
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA 5.09% 13.21% 74.77% 46.50 37.70 0.32
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.30% 13.92% 74.03% 10.07 14.03 0.92
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 3.22% 10.77% 75.53% 10.88 12.47 0.78
everestia llc
Everestia Target Volatility ...
CPO 2.61% 36.23% 2.61% 0.00 0
Diamond Capital Management ...
Enhanced S&P Program
CTA 2.52% 9.95% 311.64% 12.96 10.00 0.89
Incline Investment ...
Tahoe Vista VIX
CTA 2.15% 13.79% 4.40% 0.00 3.05 4.20
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 1.43% 2.74% 52.69% 7.28 4.94 0.35
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA 1.34% 1.33% 5.77% 10.97 9.03 0.04
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 1.29% 2.63% 34.51% 14.71 5.86 0.28
NickJen Capital Management ...
Natural Resource ...
CTA 0.72% 1.56% 28.36% 5.46 3.01 0.19
Lyncestis LLP
FX Index Arb - Currency ...
Forex 0.24% 2.73% 37.54% 11.66 4.65 0.37
Finalyze Capital LLC
Retail Program
CTA 0.00% 14.06% 76.86% 14.10 17.28 0.76
Regulus Global Advisors, LLC
Regulus Diversified Trading ...
CTA 0.00% 10.14% 4.95% 6.13 19.17 0.48
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 0.00% 7.40% 11.96% 5.81 10.28 0.62
Aventis Asset Management LLC
Aventis Diversified ...
CTA 0.00% 5.22% 98.87% 27.20 11.17 0.38
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