Managed Futures Database, Resource & Tools

Managed Futures Search

            
Search
Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SDI Partners
Accredited Partner Fund
CTA 30.29% 383.83% 529.22% 0.00 1.98 192.90
SDI Partners
Basic Partner Fund
CTA 19.10% 185.95% 240.67% 0.00 1.35 137.23
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 5.70% 10.75% 2.59% 2.95 14.69 0.66
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
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 3.70% 12.80% 80.76% 10.07 13.28 0.89
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 2.10% -0.67% -0.84% 5.54 7.96 -0.21
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 1.76% 10.38% 82.40% 10.88 12.03 0.78
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 0.78% 10.33% 2.49% 0.00 1.37 6.79
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
Page of 3 with up to entries per page, 52 entries total !< < > >!