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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 25.65% 40.59% 148.05% 41.95 46.79 0.85
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 21.59% 13.71% 63.66% 19.17 20.63 0.62
Bair Capital Management
Polaris
CTA 12.81% 91.38% 266.28% 7.97 26.87 3.36
Ring Capital Management LLC
S&P E-Mini Select
CTA 12.12% 11.64% 79.94% 26.73 14.63 0.73
Orion Capital Advisors
Beta Opportunity Strategy
CTA 10.88% 13.00% 20.12% 8.19 11.50 1.04
ALPHA CAPITAL VENTURES LLC
Alpha Global Program
CTA 9.38% 19.53% 38.68% 32.25 50.86 0.36
Bluenose Capital Management, ...
BNC CL
CTA 9.07% 5.89% 21.58% 29.32 19.27 0.25
Advanced Arbitrage Concepts
Advanced Arbitrage Concepts ...
CTA 7.31% 9.36% 43.02% 5.67 10.70 0.78
Crescent Bay Capital ...
Premium Stock Index Program
CTA 7.16% 4.97% 75.46% 26.46 11.88 0.33
Crescent Bay Capital ...
Balanced Volatility Program
CTA 6.80% 4.61% 55.18% 39.34 17.87 0.20
Omni Trading LLC
Bayou City Capital LP
CPO 6.51% 16.30% 649.21% 80.35 39.42 0.39
Bluenose Capital Management, ...
BNC EI
CTA 6.21% 6.00% 48.89% 22.90 11.22 0.45
Tianyou Asset Mangement LLC
Tianyou Fund
CPO 5.40% 30.74% 241.62% 16.66 11.16 2.67
Hartswell Capital Management ...
MP - 1
Forex 5.20% 64.28% 401.90% 6.17 24.95 2.54
Bluenose Capital Management, ...
BNC BI
CTA 5.19% 10.87% 142.45% 16.84 10.56 0.93
Camkay Capital Management LLC
Stock Indices Short-Term
CTA 5.15% 10.01% 63.69% 20.79 14.48 0.62
Diamond Capital Management ...
Enhanced S&P Program
CTA 4.93% 15.70% 213.31% 10.82 9.78 1.50
CTA Partner Services LLC
Opus Futures LLC
CTA 4.91% 23.15% 540.25% 50.62 41.24 0.54
Global Sigma Group, LLC
Global Sigma Fund
CTA 4.63% 6.95% 10.60% 4.37 4.61 1.29
Bair Capital Management
Triton
CTA 4.60% 135.74% 348.49% 4.63 29.98 4.49
CTA Partner Services LLC
M&R Capital LLC
CTA 4.22% 34.73% 127.02% 23.38 30.95 1.09
Global Sigma Group, LLC
Global Sigma Plus
CTA 3.41% 13.50% 158.51% 11.63 5.04 2.48
Quant Trading, LLC
FX Basket Quant - Currency ...
Forex 2.47% 3.50% 15.74% 8.54 6.81 0.37
Intex Capital
Intex Capital Covered Options
CTA 2.45% 13.31% 92.74% 4.10 5.26 2.34
Tlaloc Capital, LLC
Grains
CTA 2.12% 7.71% 69.19% 14.46 8.32 0.81
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