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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 34.07% 3.89% 64.82% 45.41 13.97 0.21
Tactical Investment ...
Tactical Institutional ...
CTA 18.54% 16.55% 8491.17% 41.48 23.27 0.67
Incline Investment ...
Systematic Hybrid
CPO 13.00% 7.03% 94.01% 26.15 17.09 0.35
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 8.67% 17.33% 362.56% 38.52 17.81 0.92
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA 5.06% 12.78% 32.39% 48.01 47.97 0.25
Intex Capital
Intex Capital Covered Options
CTA 4.99% 18.20% 463.02% 68.91 46.35 0.37
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 4.08% 9.99% 15.35% 4.13 8.30 1.08
Bensboro Advisors, LLC
Bensboro Seasonal Spread ...
CTA 3.29% 2.65% 21.13% 19.32 9.94 0.17
Tungsten Capital Management ...
Tungsten TRYCON AI Global ...
CTA 1.94% 1.63% 21.91% 13.72 4.89 0.13
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 1.45% 2.09% 21.11% 14.71 6.44 0.17
Lyncestis LLP
FX Index Arb - Currency ...
Forex 1.41% 2.30% 24.56% 11.66 4.89 0.27
Third Street Ag Investments
Third Street Ag Investments
CTA 0.85% 1.92% 20.40% 8.98 4.38 0.21
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.85% 2.54% 40.22% 7.28 5.26 0.29
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.00% 1.85% 10.42% 34.27 20.54 0.04
Global Sigma Group, LLC
Global Sigma Fund
CPO 0.00% 9.25% 43.50% 4.37 2.96 2.79
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
Diamond Capital Management ...
Enhanced S&P Program
CTA 0.00% 12.23% 314.77% 13.01 10.15 1.11
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 0.00% 0.18% 2.13% 44.30 14.64 -0.06
Tlaloc Capital, LLC
Grains
CTA 0.00% 4.63% 61.99% 14.78 9.51 0.38
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 3.93% 26.01% 12.21 9.53 0.31
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 4.74% 31.01% 23.06 19.17 0.20
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