Flash Report

Stats as of 1/18/23 2 PM CST

December Flash Report

Greg Taunt

Economic Outlook: Navigating the Business Cycle
Get a deeper understanding of the business cycle & the factors that can impact economic growth. Discover the indicators such as GDP, credit, earnings & policy that suggest a mild recession may be on the horizon.
> Read more…

Oil: The False Sense of Supply Security
With the crude oil markets now trading well below where it was before the Russian invasion of Ukraine, observers may be forgiven for thinking that the consumer has won, meaning the producer has lost. Higher pump prices and the consumer’s weaker purchasing power certainly held back demand growth to only +1.85 million barrels per day (mln bbls/d) in 2022.
> Read more…

Le Mans Trading LLC Offerings
FundMin AcctDec-222022CAROR
Hyperion$250k0.694.388.46
Mustang$250k-1.76-8.6720.76
Triple T$250k-4.3218.6625.23
S&P 500 Index-5.90-19.44

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Established Track Record > 5 Years
CTA/ProgramAssetsDec-222022Style/Sector
Adalpha Asset Management
Diversified Short-Term
$56.8M-0.037.79Short Term
Diversified
Genio Capital Ltd.
PRIMO (2L) Systematic Macro
$150M-0.241.90Short Term
Diversified
Quantica Capital AG
Managed Futures
$753M-1.5010.90Systematic
Long Term Trend
Jaguar Investments Ltd
Aegir Capital Strategy
$104.2M-1.734.21Systematic
Energy
Mulvaney Capital Management
Global Markets Fund
$210M6.6789.44Systematic Trend
S&P 500 Index-5.90-19.44

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Emerging Track Record < 5 Years
CTA/ProgramMin AcctDec-222022Style/Sector
Cayler Capital
Systematic Energy Diversified
$250k6.0332.27Energy
Senaca Capital
Ascinaa G10 Currency Futures
$330k0.012.32Currency Futures
NWOne LLC
Diversified Strategy
$350k1.7917.37Systematic
Diversified
Rosetta Analytics Inc.
RL Carbon
$1M-0.9113.98Global Climate
PGM Asset Management, LLC
Trident
$1M1.6015.85Short Term
Systematic
S&P 500 Index-5.90-19.44

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last Month

Managers with assets greater than $10M

CTA/ProgramDecCARORVol
Skylar Capital Management
Natural Gas and Power Strategy
32.1835.9364.57
Superfund Group
Green SILVER SICAV
7.406.2035.10
Mulvaney Capital Management
Global Markets Fund
6.6714.1234.00
AIS Capital Management, L.P.
MAAP (2x-4x) Composite
6.307.8228.30
Cayler Capital
Systematic Energy Diversified
6.0315.4920.90

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 12 Months

Managers with assets greater than $10M

CTA/Program1yrSharpeVol
Skylar Capital Management
Natural Gas and Power Strategy
208.330.7864.57
Mulvaney Capital Management
Global Markets Fund
89.440.5334.00
DUNN Capital Management
D’Best Futures Fund, L.P. 
81.290.4334.99
DUNN Capital Management
World Monetary and Agriculture
60.230.5231.97
R. G. Niederhoffer Capital Management, Inc.
Diversified Program
59.720.4020.27

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 36 Months

Managers with assets greater than $10M

CTA/Program3yrSharpeVol
Skylar Capital Management
Natural Gas and Power Strategy
507.320.7864.57
AIS Capital Management, L.P.
MAAP (2x-4x) Composite
216.090.3728.30
RCMA Capital LLP
Merchant Commodity Fund
203.040.7722.59
Mulvaney Capital Management
Global Markets Fund
198.450.5334.00
R. G. Niederhoffer Capital Management, Inc.
Diversified
157.780.4020.27

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexDec20223yr
Trend Following Strategy Index-0.719.2738.26
Diversified Trader Index-0.146.2831.03
Systematic Trader Index-0.555.1726.14
IASG CTA Index0.006.2529.86
Discretionary Trader Index1.837.3241.18

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs
As of January 18, 2023381
Through December ’22295 (77.4%)
Last 60 Days86 (22.6)
December 2022 ROR
Managers with (+)137
Managers with (-)155
Average (+)2.30%
Average (-)-2.27%
Highest32.18%
Average-0.12%
Lowest-14.00%

> See latest stats

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.