Managed Futures Database, Resource & Tools

Managed Futures Search

            
Search
Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
SpreadEdge Capital, LLC
SpreadEdge Diversified ...
CTA 40.49% 13.04% 58.34% 43.96 41.04 0.29
SpreadEdge Capital, LLC
SpreadEdge Agriculture ...
CTA 29.49% 23.21% 36.76% 19.26 32.47 0.68
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
GT CAPITAL CTA
GT Systematic Day Trading ...
CTA 11.00% -1.29% -1.29% 24.14 23.86 -0.10
Diamond Capital Management ...
Enhanced S&P Program
CTA 9.91% 15.68% 279.98% 10.82 9.41 1.56
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 7.65% 11.39% 35.74% 9.41 11.08 0.94
Genius Investment Group ...
Robot 2
CTA 6.18% 9.31% 27.73% 2.69 6.80 1.22
Conover Investments LLC
Oil Trading Program
CTA 5.79% 3.25% 39.49% 35.31 18.33 0.12
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 5.67% 6.53% 8.81% 9.79 10.63 0.52
Kinkopf Capital Management, ...
KCM S&P SELECT (Prop)
CTA 4.22% 13.82% 50.68% 14.95 19.54 0.66
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
Arctos FX LLC
FX_TRVf
CTA 1.39% 21.90% 239.06% 20.83 28.41 0.74
Third Street Ag Investments
Third Street Ag Investments
CTA 0.21% 2.48% 15.84% 8.98 5.51 0.27
NickJen Capital Management ...
Natural Resource ...
CTA 0.19% 2.70% 31.98% 5.46 3.57 0.48
Hartswell Capital Management ...
MP - 1
Forex 0.00% 57.43% 469.49% 6.17 24.03 2.35
Crescent Bay Capital ...
Premium Stock Index Program
CTA 0.00% 5.23% 85.05% 26.46 11.64 0.36
Intex Capital
Intex Capital Covered Options
CTA 0.00% 12.80% 106.04% 4.10 4.94 2.39
Crescent Bay Capital ...
Balanced Volatility Program
CTA 0.00% 4.35% 54.70% 39.34 17.43 0.19
Futures Truth Company CTA
MS4
CTA 0.00% 5.13% 60.83% 20.23 9.92 0.42
Omni Trading LLC
Bayou City Capital LP
CPO 0.00% 15.99% 688.20% 80.35 38.59 0.39
Global Advisors (Jersey) ...
Global Advisors Bitcoin ...
Forex 0.00% 47.21% 189.60% 41.95 46.72 0.99
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 0.00% 24.66% 11.65% 0.00 1.75 13.54
Page of 2 with up to entries per page, 47 entries total !< < > >!