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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 52.64% 65.63% 80.17% 21.10 46.65 1.39
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 27.05% 11.08% 43.20% 43.96 42.28 0.24
Bair Capital Management
Triton
CTA 16.69% 90.55% 488.90% 6.66 27.03 3.31
Bair Capital Management
Polaris
CTA 15.77% 74.62% 432.50% 7.97 24.11 3.05
Kona Peak LLC
Volatility Arbitrage
CTA 7.22% 17.21% 8.26% 0.82 6.22 2.61
Conover Investments LLC
Oil Trading Program
CTA 5.79% 3.25% 39.49% 35.31 18.33 0.12
GT CAPITAL CTA
GT Dynamic Trading Program
CTA 5.38% -0.34% -2.95% 38.01 13.70 -0.10
AIS Capital Management, L.P.
MAAP 2x-4x Composite
CTA 5.15% 4.89% 239.43% 77.97 27.82 0.14
Tlaloc Capital, LLC
Grains
CTA 4.52% 7.48% 79.10% 14.46 7.84 0.83
Aventis Asset Management LLC
Aventis Diversified ...
CTA 4.05% 8.10% 148.23% 20.86 11.08 0.64
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 3.59% -10.95% -8.33% 24.51 27.01 -0.44
Arctos FX LLC
FX_TRVf
CTA 3.22% 23.66% 245.16% 20.83 29.05 0.78
Genius Investment Group ...
Robot 2
CTA 3.01% 8.95% 23.91% 2.69 7.02 1.13
Global Sigma Group, LLC
Global Sigma Plus
CTA 2.94% 13.15% 180.01% 11.63 4.83 2.52
Global Sigma Group, LLC
Global Sigma Fund
CTA 2.72% 8.50% 20.97% 4.37 3.79 1.98
Global Sigma Group, LLC
Global Sigma Equity ...
CTA 1.44% 8.99% 17.10% 0.00 1.26 6.33
Integrated Managed Futures
IMFC Global Concentrated ...
CTA 0.76% -1.69% -14.30% 39.25 11.53 -0.23
Third Street Ag Investments
Third Street Ag Investments
CTA 0.55% 2.65% 16.23% 8.98 5.61 0.29
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 0.36% 9.88% 26.56% 9.41 11.71 0.76
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 0.00% 17.43% 49.45% 32.25 46.13 0.36
Crescent Bay Capital ...
Premium Stock Index Program
CTA 0.00% 5.23% 85.05% 26.46 11.64 0.36
Hartswell Capital Management ...
MP - 1
Forex 0.00% 57.43% 469.49% 6.17 24.03 2.35
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 0.00% 24.66% 11.65% 0.00 1.75 13.54
Global Advisors (Jersey) ...
Global Advisors Bitcoin ...
Forex 0.00% 47.21% 189.60% 41.95 46.72 0.99
Futures Truth Company CTA
MS4
CTA 0.00% 5.13% 60.83% 20.23 9.92 0.42
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