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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Ahead Capital Management LLC
Global Macro
CTA 6.33% 13.42% 3.20% 2.95 15.92 0.78
Bensboro Advisors, LLC
Bensboro Seasonal Spread ...
CTA 5.94% 3.70% 44.22% 17.98 10.09 0.27
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 4.99% 3.79% 33.44% 15.19 8.98 0.31
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.70% 12.80% 80.76% 10.07 13.28 0.89
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 2.57% 10.81% 11.76% 1.77 5.18 1.90
Ahead Capital Management LLC
Event-Driven Global Macro
CTA 2.45% -0.40% -0.50% 5.54 8.04 -0.17
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 2.24% 15.72% 29.11% 3.81 6.50 2.26
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 1.76% 10.38% 82.40% 10.88 12.03 0.78
Soaring Pelican LLC
Blended Advantage Program
CTA 0.91% 8.42% 34.49% 6.68 8.57 0.87
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 0.78% 10.33% 2.49% 0.00 1.37 6.79
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 0.55% 9.66% 155.31% 44.02 27.19 0.32
Lyncestis LLP
FX Index Arb - Currency ...
Forex 0.49% 2.80% 40.86% 11.66 4.59 0.39
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 0.39% 2.65% 36.85% 14.71 5.73 0.29
Arctos FX LLC
FX_TRVf
CTA 0.00% 16.50% 202.59% 27.24 26.65 0.58
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 0.00% 18.04% 662.33% 38.52 16.13 1.06
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 0.00% 14.80% 145.22% 38.12 38.72 0.36
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.00% 1.85% 10.42% 34.27 20.54 0.04
Global Sigma Group, LLC
Global Sigma Fund
CPO 0.00% 9.25% 43.50% 4.37 2.96 2.79
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.00% -4.06% -15.00% 32.23 21.82 -0.23
Genius Investment Group ...
Robot 2
CTA 0.00% 5.61% 21.05% 7.45 6.76 0.68
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 0.00% -2.44% -9.04% 25.53 25.52 -0.13
Caravan Wealth Management
Commodity Options
CTA 0.00% -19.44% -17.97% 20.91 21.42 -0.95
Kazmarck Capital
Opportunities Program
CTA 0.00% 8.08% 31.25% 15.70 14.23 0.50
Camkay Capital Management LLC
Crisis Alpha Intraday
CTA 0.00% 7.40% 11.96% 5.81 10.28 0.62
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 0.00% 4.77% 20.94% 16.28 9.25 0.41
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