Managed Futures Database, Resource & Tools

Managed Futures Search

            
Search
Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 26.20% 17.89% 640.84% 38.52 16.18 1.04
Numberline Capital Partners, ...
Numberline Macro Risk Program
CTA 20.90% 9.44% 51.18% 42.75 27.23 0.31
Comhla LLC
Artemis
CTA 19.42% 54.02% 28.66% 16.55 48.38 1.10
Incline Investment ...
Systematic Hybrid
CPO 17.15% 7.53% 140.45% 26.15 17.05 0.38
Wavefront Global Asset ...
Wavefront All-Weather Fund
CTA 13.70% 4.77% 20.94% 16.28 9.25 0.41
Soaring Pelican LLC
Blended Advantage Program
CTA 10.33% 8.16% 31.60% 6.68 8.77 0.82
Crescent Bay Capital ...
Fixed Premium Managed Program
CTA 9.69% 16.17% 26.79% 3.81 6.67 2.27
Crescent Bay Capital ...
Premium Alpha Managed Program
CTA 9.43% 10.33% 9.43% 1.77 5.16 1.81
Claughton Capital, LLC
Claughton Capital ARP ...
CTA 8.83% 11.13% 85.07% 10.88 12.19 0.83
Incline Investment ...
Crystal Bay Ubitrend
CTA 5.07% 5.70% 80.71% 48.30 28.48 0.17
Ahead Capital Management LLC
Global Macro Tactical ...
CTA 4.08% 12.55% 75.33% 10.07 13.47 0.86
KeyQuant
STTS
CTA 3.52% 11.20% 17.26% 7.10 12.78 0.80
J.D. Turner Capital, LLC
Diversified Trend Following ...
CTA 3.00% 11.57% 71.30% 46.50 36.26 0.29
Lyncestis LLP
FX Basket Quant - Currency ...
Forex 2.87% 2.67% 36.61% 14.71 5.77 0.29
Lyncestis LLP
FX Quant 11 - Currency ...
Forex 2.74% 2.75% 54.66% 7.28 4.89 0.36
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 2.63% 3.48% 29.64% 15.19 8.88 0.28
everestia llc
Everestia Target Volatility ...
CPO 2.61% 36.23% 2.61% 0.00 0
Lyncestis LLP
FX Index Arb - Currency ...
Forex 1.73% 2.76% 39.59% 11.66 4.62 0.38
Wavefront Global Asset ...
Wavefront Global Investment ...
CTA 1.04% 2.72% 52.29% 45.41 13.65 0.13
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
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 0.00% 14.80% 145.22% 38.12 38.72 0.36
Aventis Asset Management LLC
Aventis Diversified ...
CTA 0.00% 5.22% 98.87% 27.20 11.17 0.38
Tungsten Capital Management ...
Tungsten TRYCON AI Global ...
CTA 0.00% 1.72% 24.11% 13.72 4.82 0.15
Page of 2 with up to entries per page, 48 entries total !< < > >!