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Company / Program Program
Type
YTD Annual
ROR
Total
ROR
Max.
DD
Std.
Dev.
Sharpe
Ratio
Global Advisors (Jersey) ...
Global Advisors Bitcoin ...
Forex 39.02% 47.21% 189.60% 41.95 46.72 0.99
Bair Capital Management
Polaris
CTA 34.66% 77.22% 359.95% 7.97 25.00 3.05
Arctos FX LLC
FX_TRVf
CTA 21.29% 24.54% 234.40% 20.83 29.88 0.79
Genius Investment Group ...
Sustainable Reward 6
CTA 20.62% 37.90% 20.62% 2.14 10.14 3.64
Bair Capital Management
Triton
CTA 20.48% 95.39% 404.66% 6.66 27.94 3.38
Hartswell Capital Management ...
MP - 1
Forex 19.22% 57.43% 469.49% 6.17 24.03 2.35
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 18.09% 29.54% 289.10% 16.66 10.46 2.73
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 17.01% 17.43% 49.45% 32.25 46.13 0.36
Diamond Capital Management ...
Enhanced S&P Program
CTA 14.20% 15.71% 245.72% 10.82 9.41 1.56
Crescent Bay Capital ...
Conservative Growth Index ...
CTA 11.65% 24.66% 11.65% 0.00 1.75 13.54
Orion Capital Advisors
Orion Beta Opportunity ...
CTA 11.62% 11.77% 26.10% 8.19 9.92 1.09
Bluenose Capital Management, ...
BNC CL
CTA 11.47% 6.07% 27.22% 29.32 17.80 0.28
Bluenose Capital Management, ...
BNC BI
CTA 11.34% 10.90% 160.29% 16.84 10.18 0.97
Omni Trading LLC
Bayou City Capital LP
CPO 10.06% 15.99% 688.20% 80.35 38.59 0.39
Bluenose Capital Management, ...
BNC EI
CTA 10.01% 6.25% 57.52% 22.90 10.73 0.49
Global Sigma Group, LLC
Global Sigma Fund
CTA 9.97% 7.84% 17.77% 4.37 3.86 1.77
Crescent Bay Capital ...
Premium Stock Index Program
CTA 9.37% 5.23% 85.05% 26.46 11.64 0.36
Intex Capital
Intex Capital Covered Options
CTA 8.61% 12.80% 106.04% 4.10 4.94 2.39
Quant Trading, LLC
FX Basket Quant - Currency ...
Forex 8.61% 3.48% 18.33% 8.54 6.76 0.37
Global Sigma Group, LLC
Global Sigma Plus
CTA 7.80% 13.04% 172.03% 11.63 4.86 2.48
Ring Capital Management LLC
S&P E-Mini Select
CTA 7.73% 10.76% 84.64% 26.73 13.88 0.70
Kinkopf Capital Management, ...
KCM S&P SELECT (Prop)
CTA 6.47% 15.90% 44.60% 11.43 16.62 0.90
Crescent Bay Capital ...
Balanced Volatility Program
CTA 4.97% 4.35% 54.70% 39.34 17.43 0.19
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 4.75% 11.86% 65.62% 19.17 20.23 0.54
Global Sigma Group, LLC
Global Sigma Equity Advantage
CTA 3.67% 4.32% 7.31% 0.00 0.62 5.33
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