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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 27.87% 18.04% 662.33% 38.52 16.13 1.06
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 13.94% 9.44% 51.18% 42.75 27.23 0.31
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 13.89% 4.77% 20.94% 16.28 9.25 0.41
Incline Investment ...
Systematic Hybrid
CPO 13.38% 7.53% 140.45% 26.15 17.05 0.38
Incline Investment ...
Crystal Bay Ubitrend
CTA 10.62% 5.70% 80.71% 48.30 28.48 0.17
KeyQuant
STTS
CTA 10.59% 11.20% 17.26% 7.10 12.78 0.80
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 10.32% 11.13% 85.07% 10.88 12.19 0.83
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 9.87% 8.96% 8.96% 1.77 5.08 1.57
Comhla LLC
Artemis
CTA 9.32% 54.02% 28.66% 16.55 48.38 1.10
Soaring Pelican LLC
Blended Advantage Program
CTA 9.10% 8.35% 33.29% 6.68 8.67 0.85
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 8.26% 15.03% 26.28% 3.81 6.62 2.12
everestia llc
Everestia Target Volatility ...
CPO 2.61% 36.23% 2.61% 0.00 0
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 2.07% 2.74% 54.90% 7.28 4.88 0.36
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 2.01% 2.63% 36.32% 14.71 5.75 0.28
Lyncestis LLP
FX Index Arb - Currency ...
Forex 1.46% 2.78% 40.18% 11.66 4.60 0.39
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 1.24% 15.94% 1.24% 0.00 0
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 0.69% 12.55% 75.33% 10.07 13.47 0.86
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 0.38% 3.18% 27.09% 15.19 8.87 0.25
NickJen Capital Management ...
Natural Resource ...
CTA -0.45% 1.43% 26.31% 5.46 3.00 0.14
Ahead Capital Management LLC
Global Macro
CTA -0.59% -6.85% -0.59% 0.59 0
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA -0.74% 2.72% 52.29% 45.41 13.65 0.13
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA -0.97% 11.25% 70.38% 46.50 35.96 0.29
Ahead Capital Management LLC
Event-Driven Global Macro
CTA -1.37% -2.82% -2.82% 5.54 8.67 -0.44
Diamond Capital Management ...
Enhanced S&P Program
CTA -3.21% 9.22% 286.64% 12.96 10.24 0.80
Diamond Capital Management ...
Diamond Enhanced Solutions
CTA -5.01% -0.23% -1.09% 10.97 9.67 -0.13
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