Flash Report

Stats as of 3/15/24 2 PM CST

February Flash Report

Beyond Traditional Hedges
Diverse assets like gold, Bitcoin, and cocoa are hitting peaks alongside the stock market boom, challenging conventional wisdom. What’s driving this unusual synchronicity?


Le Mans Trading LLC Offerings
FundMin AcctFebYTDCAROR
Hyperion$250k0.881.947.33
Adaptive Volatility
Edge Strategy
$300k-0.04-0.8014.59
S&P 500 Index5.146.84

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Established Track Record > 5 Years
CTA/ProgramAssetsFebYTDStyle/Sector
Red Rock Capital
Commodity Long-Short
$17.6M5.9612.56Commodity
AP Futures, LLC
Volatility Trading
$1.5M1.071.61Volatility
Amapa Capital
Energy Program
$134M-0.33-0.16Fundamental
Energy
Cayler Capital
Systematic Energy
$53.1M-2.81-0.42Energy
Mulvaney
Global Markets
$362M45.4048.63Systematic
Trend
S&P 500 Index5.146.84

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Emerging Track Record < 5 Years
CTA/ProgramMin AcctFebYTDStyle/Sector
Altis Partners
Enhanced Macro
$1M10.9314.28Trend
Following
Senaca
Ascinaa G10
$82.5k0.470.47Currencies
Opus Futures
Advanced Ag
$200k6.0712.60Agriculture
Divergence Trading
Quantitative Capture
$500k1.431.82Diversified
Systematic
Le Mans Trading
Adaptive Volatility Edge
$300k-0.04-0.80Volatility
S&P 500 Index5.146.84

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last Month

Managers with assets greater than $10M

CTA/ProgramFebCARORVol
Mulvaney Capital Management
Global Markets
45.4017.1734.62
DUNN Capital Management
D’Best Futures
24.4710.0235.20
DUNN Capital Management
World Monetary and Agriculture (WMA)
19.5813.2331.99
Melissinos Trading
Eupatrid Global Trends
14.534.7316.63
EMC Capital Advisors
Classic
10.5016.8741.83

> 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
Global Markets Fund
97.150.6034.62
M&R Capital
Livestock Trading
26.680.5518.73
Opus Futures LLC
Advanced Ag Futures
25.930.5027.88
Red Rock Capital, LLC
Commodity Long-Short
22.630.6616.64
Tianyou
Trading Strategy
21.531.0016.66

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 36 Months

Managers with assets greater than $10M

CTA/Program3yrSharpeVol
Mulvaney Capital
Global Markets Fund
385.830.6034.62
SMN Investment Services
Diversified Futures Fund (i14)
76.970.4318.17
DUNN Capital Management
World Monetary and Agriculture (WMA)
76.110.5231.99
Tianyou
Trading Strategy
75.741.0016.66
Capital Fund Management
Discus Composite
69.930.7114.60

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexFebYTD1yr
Agricultural Trader Index1.722.643.23
Stock Index Trader Index0.261.257.89
Option Strategy Index1.051.6411.14
Trend Following Strategy Index7.267.053.28
IASG CTA Index2.542.542.79

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs
As of March 15, 2024348
Through February 2024221 (63.5%)
Last 60 days, excluding February127 (36.5%)
February 2024 ROR
Managers with (+)158
Managers with (-)60
Average (+)4.58%
Average (-)-2.19%
Highest45.42%
Average2.68%
Lowest-9.20%

> See the latest stats

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.