CTAs Managed Futures Programs Returns Need help with terms? {{ report.totalRecords }} Results Edit Criteria Save Search Show rows: 20 50 100 All Go to page: of {{ report.pages }} CTA / Program Last Return {{ report.ytd_title }} 1yr 3yr 5yr Sharpe WDD Min Inv Avg. M/E Blend Correlation {{ row.group_name }} {{ row.name }} {{ row.lastreturndate | date:'MMM' }} {{ row.ytdreturnF | number : 2 }} {{ (row.fullyearreturnF | number : 2 )}} {{ (row.threeyearreturnF | number : 2 )}} {{ (row.fiveyearreturnF | number : 2 ) }} {{ row.sharperatio | number : 2 || '-' }} {{ row.maxdrawdownF || '-' }} {{ row.investment_minF }} {{ row.margin_equity_ratioF }} {{ (row.blendCorrelation | number : 2) }} Add to Blender Add to Portfolio Add to Watchlist {{ report.totalRecords }} results in Performance Show rows: 20 50 100 All Go to page: of {{ report.pages }} Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{report.title}} x {{report.title}} Add Cancel