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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 14.57% 16.70% 76.14% 32.25 39.87 0.39
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 12.34% 4.81% 251.07% 77.97 27.34 0.14
Tlaloc Capital, LLC
Grains
CTA 7.31% 6.74% 82.90% 14.78 9.61 0.60
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 7.12% 22.78% 299.60% 25.46 14.15 1.54
Kazmarck Capital
Opportunities Program
CTA 6.90% 13.64% 43.65% 6.62 12.45 1.02
Tactical Investment ...
Tactical Institutional ...
CTA 6.53% 15.25% 4050.82% 41.48 23.89 0.60
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 5.78% -5.88% -10.51% 24.14 28.26 -0.24
Aventis Asset Management LLC
Aventis Diversified ...
CTA 5.40% 6.52% 124.83% 21.91 11.00 0.50
Intex Capital
Intex Capital Covered Options
CTA 5.17% 8.01% 77.07% 40.70 16.37 0.43
Diamond Capital Management ...
Enhanced S&P Program
CTA 5.16% 13.50% 251.15% 12.65 10.16 1.23
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 4.58% 18.16% 114.82% 44.02 38.01 0.45
Global Sigma Group, LLC
Global Sigma Plus
CTA 3.39% 12.66% 216.61% 11.63 4.51 2.58
Global Sigma Group, LLC
Global Sigma Fund
CTA 3.16% 9.44% 39.21% 4.37 3.12 2.71
Tungsten Capital Management ...
Tungsten TRYCON Basic Invest ...
CTA 3.06% 0.80% 7.80% 13.72 4.79 -0.04
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 2.58% 2.52% 11.13% 5.20 3.30 0.46
Third Street Ag Investments
Third Street Ag Investments
CTA 1.91% 2.45% 18.25% 8.98 5.15 0.28
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 1.78% -1.41% -13.28% 43.14 14.39 -0.17
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 0.48% 32.69% 93.47% 20.67 31.04 1.02
Global Advisors (Jersey) ...
Global Advisors Bitcoin ...
Forex 0.00% 47.21% 189.60% 41.95 46.72 0.99
Integrated Managed Futures
IMFC Global Investment ...
CTA 0.00% 3.75% 52.22% 39.04 15.75 0.17
Crescent Bay Capital ...
Premium Stock Index Program
CTA 0.00% 5.23% 85.05% 26.46 11.64 0.36
Crescent Bay Capital ...
Balanced Volatility Program
CTA 0.00% 4.35% 54.70% 39.34 17.43 0.19
Integrated Managed Futures
IMFC Global Concentrated ...
CTA 0.00% -1.78% -15.32% 39.25 11.43 -0.24
Acorn Global Investments
The Acorn Diversified Program
CPO 0.00% 3.05% 47.81% 46.08 15.43 0.13
Conover Investments LLC
Oil Trading Program
CTA 0.00% 3.25% 39.49% 35.31 18.33 0.12
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