Flash Report

Stats as of 9/14/22 2 PM CST

August Flash Report

Greg Taunt

The “COVID-19 Bankruptcy Gap”
As the authors of the white paper “Bankruptcy and the COVID-19 Crisis” point out, filings usually climb with the unemployment rate, yet instead, according to the American Bankruptcy Institute, they dropped by 29% from 2019 to 2020 and another 24% through 2021.
> Read more…

Chad Burlet

August 2022 Market Letter
With Russia and Europe both offering wheat competitively, Ukraine has prioritized corn shipments, with that crop accounting for 62% of their August tonnage. In early August, crop conditions started to fall, and on the 12th, the USDA reduced their yield estimate from 177 to 175.4 bushels per acre (BPA).
> Read more…


Le Mans Trading LLC Offerings
FundMin AcctAug-22YTDVolatility
Hyperion$250k0.302.633.03
Mustang$250k-2.79-1.3614.21
Triple T$250k-7.9427.3323.53
S&P 500 Index-4.24-18.36

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Established Track Record > 5 Years
CTA/ProgramAssetsAug-22YTD Style/Sector
Adalpha Asset Management
Diversified Short-Term
$41.2M-2.057.11Short Term
Diversified
Genio Capital Ltd.
PRIMO (2L) Systematic Macro
$127M0.854.45Short Term
Diversified
Quantica Capital AG
Managed Futures
$811M3.6012.96Systematic
Long Term Trend
Jaguar Investments Ltd
Aegir Capital Strategy
$75.8M-2.084.65Systematic
Energy
AG Capital Management
Discretionary Global Macro 
$105M-8.770.03Discretionary
Global Macro
S&P 500 Index-4.24-18.36

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Emerging Track Record < 5 Years
CTA/ProgramMin AcctAug-22YTD Style/Sector
Cayler Capital
Systematic Energy Diversified
$250k-1.0125.29Energy
Sigma Advanced Capital
Carbon Neutral Alpha
$800k1.874.12Carbon Neutral
Strategy
NWOne LLC
Diversified Strategy
$350k-0.028.22Systematic
Diversified
Absolute Return Capital Management
Ionic Strategy
$500k-3.796.34Systematic
Diversified
PGM Asset Management, LLC
Trident
$1M-5.6818.19Short Term
Systematic
S&P 500 Index-4.24-18.36

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last Month

Managers with assets greater than $10M

CTA/ProgramAugCARORVol
DUNN Capital Management
D’Best Futures Fund, L.P.
18.5910.7135.03
Mulvaney Capital Management
Global Markets Fund
17.3114.6033.75
DUNN Capital Management
World Monetary and Agriculture
13.1513.4932.06
R. G. Niederhoffer Capital Management, Inc.
Diversified Program
10.807.5520.11
Six Alpha Capital Advisors, LLC
ES Program
7.65-0.5612.58

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 12 Months

Managers with assets greater than $10M

CTA/Program1yrSharpeVol
Mulvaney Capital Management
Global Markets Fund
92.940.5433.75
DUNN Capital Management
D’Best Futures Fund, L.P.
65.970.4435.03
R. G. Niederhoffer Capital Management, Inc.
Diversified Program
57.030.4120.11
DUNN Capital Management
World Monetary and Agriculture
54.000.5232.06
PGM Asset Management, LLC
Trident
46.771.3720.50

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 36 Months

Managers with assets greater than $10M

CTA/Program3yrSharpeVol
AIS Capital Management, L.P.
MAAP (2x-4x) Composite
197.680.3728.39
R. G. Niederhoffer Capital Management, Inc.
Diversified Program
125.630.4120.11
Opus Futures LLC
Advanced Ag Futures Trading
107.070.4629.47
Mulvaney Capital Management
Global Markets Fund
103.590.5433.75
Wavefront Global Asset Management
IMFC Global Investment
86.010.4316.33

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexAugYTD1yr
Trend Following Strategy Index3.0214.1820.36
Diversified Trader Index0.978.6813.32
Systematic Trader Index1.167.2110.03
IASG CTA Index0.767.5611.14
Discretionary Trader Index-1.044.1711.06

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs
As of September 14, 2022380
Through August ’22235 (61.8%)
Last 60 Days145 (38.2%)
August 2022 ROR
Managers with (+)132
Managers with (-)102
Average (+)2.76%
Average (-)-2.39%
Highest18.59%
Average0.51%
Lowest-15.00%

> See latest stats

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.