Stats as of 5/14/23 2 PM CST
Unintended Consequences are Unraveling
Surging liquidity & high inflation rates have triggered a domino effect. The impact is far-reaching, from trapped investors to housing market challenges and corporate restructuring.
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Minimum Acct: $250k
Fund | Apr | 2023 | CAROR |
Hyperion | 0.43 | 2.24 | 8.40 |
Mustang | -2.85 | -3.10 | 19.66 |
Triple T | 1.78 | 0.31 | 23.42 |
S&P 500 Index | 1.46 | 8.60 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
CTA/Program | Assets | Apr | 2023 | Style/Sector |
Red Rock Capital Commodity Long-Short | $12.6M | 8.63 | 13.04 | Short Term Diversified |
Genio Capital PRIMO (2L) Systematic | $150M | -0.04 | 0.59 | Short Term Diversified |
Amapa Capital Energy Program | $144.5M | -0.18 | 0.80 | Fundamental Energy |
Jaguar Aegir Capital | $137.6M | -0.31 | 0.82 | Systematic Energy |
Mulvaney Global Markets | $270M | 15.28 | 27.04 | Systematic Trend |
S&P 500 Index | 1.46 | 8.60 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
CTA/Program | Min Acct | Apr | 2023 | Style/Sector |
Cayler Capital Systematic Energy | $250k | 7.84 | 11.56 | Energy |
Senaca Ascinaa G10 | $330k | 0.07 | 0.80 | Currency Futures |
NWOne LLC Diversified | $350k | 0.63 | 0.20 | Systematic Diversified |
Brent Trading Grain Seasonal | $250k | 0.85 | 6.91 | Discretionary Ag Spreading |
PGM Trident | $1M | 5.22 | 3.66 | Short Term Systematic |
S&P 500 Index | 1.46 | 8.60 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program | Apr | CAROR | Vol |
Mulvaney Capital Global Markets | 15.28 | 15.05 | 33.92 |
Transtrend B.V. DTP (EUR) | 10.82 | 8.08 | 12.56 |
DUNN Capital D’Best Futures | 10.62 | 9.94 | 35.18 |
SMN Diversified | 9.51 | 8.00 | 18.40 |
Red Rock Capital Commodity Long-Short | 8.63 | 11.35 | 17.02 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program | 1yr | Sharpe | Vol |
Skylar Capital Natural Gas and Power | 128.43 | 0.85 | 64.77 |
R. G. Niederhoffer Diversified Program | 32.60 | 0.42 | 20.27 |
Mulvaney Capital Global Markets Fund | 28.16 | 0.55 | 33.92 |
Prolific Capital Markets Swiss System | 22.16 | 0.70 | 33.87 |
M&R Capital Livestock Trading | 34.73 | 0.34 | 17.06 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
CTA/Program | 3yr | Sharpe | Vol |
AIS Capital Management MAAP (2x-4x) Composite | 273.66 | 0.37 | 28.26 |
Mulvaney Capital Global Markets Fund | 230.69 | 0.55 | 33.92 |
RCMA Capital LLP Merchant Commodity Fund | 134.98 | 0.76 | 22.46 |
R. G. Niederhoffer Diversified Program | 126.39 | 0.42 | 20.27 |
Opus Futures LLC Macro Monitor | 106.37 | 0.46 | 28.72 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
CTA/Program Index | April | YTD | 1yr | |
Trend Following Strategy Index | 2.94 | -3.21 | -8.98 | |
Diversified Trader Index | 1.67 | -1.44 | -4.84 | |
Systematic Trader Index | 1.67 | -0.42 | -2.54 | |
IASG CTA Index | 1.48 | 0.17 | -1.03 | |
Discretionary Trader Index | 0.33 | 2.38 | 4.35 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Active CTAs/Programs | |
As of May 17, 2023 | 369 |
Through April 2023 | 275 (74.5%) |
Last 60 days, excluding April | 94 (25.5%) |
April 2023 ROR | |
Managers with (+) | 185 |
Managers with (-) | 88 |
Average (+) | 2.51% |
Average (-) | -1.48% |
Highest | 21.61% |
Average | 1.21% |
Lowest | -6.84% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.