Flash Report
Stats as of 5/14/23 2 PM CST
April Flash Report
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.
> Read more…
Le Mans Trading LLC Offerings
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.
Established Track Record > 5 Years
| 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.
Emerging Track Record < 5 Years
| 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.
Top Programs Last Month
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.
Top Programs Last 12 Months
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.
Top Programs Last 36 Months
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.
IASG Indexes
| 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.
Return Summary
| 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.