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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
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 14.94% 3.71% 73.25% 45.41 13.75 0.20
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 9.05% 17.38% 540.14% 38.52 16.54 0.99
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA 6.88% 14.20% 77.76% 46.50 38.39 0.34
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 6.20% 19.78% 6.20% 0.87 5.61 3.35
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 5.07% 3.23% 11.77% 16.28 9.60 0.23
Soaring Pelican LLC
Blended Advantage Program
CTA 4.77% 7.94% 24.97% 6.68 8.75 0.79
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 4.49% 20.79% 20.79% 0.72 5.20 3.81
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA 3.78% 1.98% 8.31% 10.97 8.67 0.11
Diamond Capital Management ...
Enhanced S&P Program
CTA 3.33% 10.11% 314.17% 12.96 9.92 0.92
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.16% 14.49% 73.78% 10.07 14.04 0.96
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 2.99% 3.75% 29.42% 15.19 9.04 0.30
Incline Investment ...
Tahoe Vista VIX
CTA 2.15% 13.79% 4.40% 0.00 3.05 4.20
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 1.86% 10.85% 73.22% 10.88 12.66 0.78
NickJen Capital Management ...
Natural Resource ...
CTA 1.49% 1.62% 29.34% 5.46 3.02 0.21
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.99% 2.74% 52.02% 7.28 4.96 0.35
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 0.64% -4.11% -1.39% 5.15 11.59 -0.44
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 0.33% 2.58% 33.23% 14.71 5.90 0.27
Finalyze Capital LLC
Institutional Program
CTA 0.00% 9.84% 70.17% 14.31 12.06 0.73
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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