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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SDI Partners
Accredited Partner Fund
CTA 48.78% 384.34% 618.51% 0.00 1.92 199.97
SDI Partners
Basic Partner Fund
CTA 30.07% 186.07% 272.05% 0.00 1.30 142.38
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 9.42% 4.30% 39.07% 15.19 9.04 0.37
Bensboro Advisors, LLC
Bensboro Seasonal Spread ...
CTA 6.85% 3.75% 45.46% 17.98 10.05 0.27
Ahead Capital Management LLC
Global Macro
CTA 6.45% 10.28% 3.31% 2.95 12.00 0.77
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 4.27% 12.69% 81.75% 10.07 13.17 0.89
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 4.03% 18.15% 693.05% 38.52 16.02 1.07
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 3.77% 11.10% 13.07% 1.77 4.98 2.03
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 3.75% 10.58% 85.98% 10.88 11.96 0.80
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 2.89% 15.36% 29.94% 3.81 6.36 2.26
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 2.67% -0.21% -0.28% 5.54 7.71 -0.16
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 1.33% 9.44% 3.05% 0.00 1.22 6.93
Lyncestis LLP
FX Index Arb - Currency ...
Forex 0.56% 2.78% 40.96% 11.66 4.57 0.39
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 0.50% 2.64% 37.00% 14.71 5.71 0.29
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 0.40% 2.74% 55.52% 7.28 4.86 0.36
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 4.74% 31.01% 23.06 19.17 0.20
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 0.00% 3.93% 26.01% 12.21 9.53 0.31
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 0.00% 0.18% 2.13% 44.30 14.64 -0.06
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 0.00% -2.44% -9.04% 25.53 25.52 -0.13
Genius Investment Group ...
Robot 2
CTA 0.00% 5.61% 21.05% 7.45 6.76 0.68
Intex Capital
Intex Capital Covered Options
CTA 0.00% 12.45% 304.80% 68.91 46.05 0.25
Diamond Capital Management ...
Enhanced S&P Program
CTA 0.00% 9.22% 286.64% 12.96 10.24 0.80
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.00% -4.06% -15.00% 32.23 21.82 -0.23
Global Sigma Group, LLC
Global Sigma Fund
CPO 0.00% 9.25% 43.50% 4.37 2.96 2.79
Third Street Ag Investments
Third Street Ag Investments
CTA 0.00% 1.48% 18.21% 8.98 4.09 0.12
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