Stats as of 3/15/24 2 PM CST
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?
Fund | Min Acct | Feb | YTD | CAROR | |
Hyperion | $250k | 0.88 | 1.94 | 7.33 | |
Adaptive Volatility Edge Strategy | $300k | -0.04 | -0.80 | 14.59 | |
S&P 500 Index | 5.14 | 6.84 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
CTA/Program | Assets | Feb | YTD | Style/Sector |
Red Rock Capital Commodity Long-Short | $17.6M | 5.96 | 12.56 | Commodity |
AP Futures, LLC Volatility Trading | $1.5M | 1.07 | 1.61 | Volatility |
Amapa Capital Energy Program | $134M | -0.33 | -0.16 | Fundamental Energy |
Cayler Capital Systematic Energy | $53.1M | -2.81 | -0.42 | Energy |
Mulvaney Global Markets | $362M | 45.40 | 48.63 | Systematic Trend |
S&P 500 Index | 5.14 | 6.84 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
CTA/Program | Min Acct | Feb | YTD | Style/Sector |
Altis Partners Enhanced Macro | $1M | 10.93 | 14.28 | Trend Following |
Senaca Ascinaa G10 | $82.5k | 0.47 | 0.47 | Currencies |
Opus Futures Advanced Ag | $200k | 6.07 | 12.60 | Agriculture |
Divergence Trading Quantitative Capture | $500k | 1.43 | 1.82 | Diversified Systematic |
Le Mans Trading Adaptive Volatility Edge | $300k | -0.04 | -0.80 | Volatility |
S&P 500 Index | 5.14 | 6.84 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program | Feb | CAROR | Vol |
Mulvaney Capital Management Global Markets | 45.40 | 17.17 | 34.62 |
DUNN Capital Management D’Best Futures | 24.47 | 10.02 | 35.20 |
DUNN Capital Management World Monetary and Agriculture (WMA) | 19.58 | 13.23 | 31.99 |
Melissinos Trading Eupatrid Global Trends | 14.53 | 4.73 | 16.63 |
EMC Capital Advisors Classic | 10.50 | 16.87 | 41.83 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program | 1yr | Sharpe | Vol |
Mulvaney Capital Global Markets Fund | 97.15 | 0.60 | 34.62 |
M&R Capital Livestock Trading | 26.68 | 0.55 | 18.73 |
Opus Futures LLC Advanced Ag Futures | 25.93 | 0.50 | 27.88 |
Red Rock Capital, LLC Commodity Long-Short | 22.63 | 0.66 | 16.64 |
Tianyou Trading Strategy | 21.53 | 1.00 | 16.66 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program | 3yr | Sharpe | Vol |
Mulvaney Capital Global Markets Fund | 385.83 | 0.60 | 34.62 |
SMN Investment Services Diversified Futures Fund (i14) | 76.97 | 0.43 | 18.17 |
DUNN Capital Management World Monetary and Agriculture (WMA) | 76.11 | 0.52 | 31.99 |
Tianyou Trading Strategy | 75.74 | 1.00 | 16.66 |
Capital Fund Management Discus Composite | 69.93 | 0.71 | 14.60 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
CTA/Program Index | Feb | YTD | 1yr |
Agricultural Trader Index | 1.72 | 2.64 | 3.23 |
Stock Index Trader Index | 0.26 | 1.25 | 7.89 |
Option Strategy Index | 1.05 | 1.64 | 11.14 |
Trend Following Strategy Index | 7.26 | 7.05 | 3.28 |
IASG CTA Index | 2.54 | 2.54 | 2.79 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Active CTAs/Programs | |
As of March 15, 2024 | 348 |
Through February 2024 | 221 (63.5%) |
Last 60 days, excluding February | 127 (36.5%) |
February 2024 ROR | |
Managers with (+) | 158 |
Managers with (-) | 60 |
Average (+) | 4.58% |
Average (-) | -2.19% |
Highest | 45.42% |
Average | 2.68% |
Lowest | -9.20% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.