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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Intex Capital
Intex Capital Covered Options
CTA 18.57% 9.23% 99.62% 40.70 16.01 0.51
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 14.57% 16.70% 76.14% 32.25 39.87 0.39
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 13.95% 22.67% 325.10% 25.46 13.81 1.57
Kazmarck Capital
Opportunities Program
CTA 9.43% 12.95% 47.05% 6.62 12.46 0.96
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 8.79% -3.62% -7.97% 24.14 25.79 -0.18
Aventis Asset Management LLC
Aventis Diversified ...
CTA 7.64% 6.52% 129.61% 21.91 10.95 0.50
Lyncestis LLP
FXC - Currency Trading ...
Forex 7.45% 3.99% 20.79% 5.29 4.40 0.68
Tactical Investment ...
Tactical Institutional ...
CTA 7.22% 15.07% 4077.67% 41.48 23.83 0.59
Tlaloc Capital, LLC
Grains
CTA 6.86% 6.46% 82.13% 14.78 9.50 0.57
Diamond Capital Management ...
Enhanced S&P Program
CTA 6.33% 13.16% 255.06% 12.65 10.47 1.16
Global Sigma Group, LLC
Global Sigma Plus
CTA 6.31% 12.53% 225.57% 11.63 4.44 2.60
Global Sigma Group, LLC
Global Sigma Fund
CTA 5.91% 9.34% 42.92% 4.37 2.99 2.79
Global Sigma Group, LLC
Global Sigma BondVOL
CTA 5.18% 2.89% 13.95% 5.20 3.20 0.59
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 5.13% -1.05% -10.43% 43.14 14.13 -0.15
Kinkopf Capital Management, ...
KCM S&P SELECT (Prop)
CTA 4.17% 7.55% 37.10% 20.47 19.31 0.34
Lyncestis LLP
FX Index Arb - Currency ...
Forex 4.11% 3.35% 26.60% 3.25 3.52 0.67
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 3.82% 16.65% 113.27% 44.02 37.03 0.42
Tungsten Capital Management ...
Tungsten TRYCON Basic Invest ...
CTA 3.72% 0.84% 8.49% 13.72 4.81 -0.03
SpreadEdge Capital, LLC
SpreadEdge Energy Seasonal ...
CTA 3.44% -4.95% -12.67% 36.17 15.01 -0.40
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 3.02% 29.28% 98.35% 20.67 29.37 0.96
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 2.97% 3.21% 23.77% 8.54 5.99 0.37
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 2.74% 2.98% 38.18% 6.34 5.36 0.37
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 1.68% 10.52% 1.68% 0.00 3.58 2.66
Third Street Ag Investments
Third Street Ag Investments
CTA 1.61% 2.30% 17.91% 8.98 5.03 0.26
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 0.66% 4.50% 16.67% 2.49 2.25 1.55
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