Flash Report

Stats as of 5/14/23 2 PM CST

April Flash Report

Greg Taunt

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

FundApr2023CAROR
Hyperion0.432.248.40
Mustang-2.85-3.1019.66
Triple T1.780.3123.42
S&P 500 Index1.468.60

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Established Track Record > 5 Years
CTA/ProgramAssetsApr2023Style/Sector
Red Rock Capital
Commodity Long-Short
$12.6M8.6313.04Short Term
Diversified
Genio Capital
PRIMO (2L) Systematic
$150M-0.040.59Short Term
Diversified
Amapa Capital
Energy Program
$144.5M-0.180.80Fundamental
Energy
Jaguar
Aegir Capital
$137.6M-0.310.82Systematic
Energy
Mulvaney
Global Markets
$270M15.2827.04Systematic
Trend
S&P 500 Index1.468.60

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Emerging Track Record < 5 Years
CTA/ProgramMin AcctApr2023Style/Sector
Cayler Capital
Systematic Energy
$250k7.8411.56Energy
Senaca
Ascinaa G10
$330k0.070.80Currency
Futures
NWOne LLC
Diversified
$350k0.630.20Systematic
Diversified
Brent Trading
Grain Seasonal
$250k0.856.91Discretionary Ag
Spreading
PGM
Trident
$1M5.223.66Short Term
Systematic
S&P 500 Index1.468.60

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last Month

Managers with assets greater than $10M

CTA/ProgramAprCARORVol
Mulvaney Capital
Global Markets
15.2815.0533.92
Transtrend B.V.
DTP (EUR)
10.828.0812.56
DUNN Capital
D’Best Futures
10.629.9435.18
SMN
Diversified
9.518.0018.40
Red Rock Capital
Commodity Long-Short
8.6311.3517.02

> 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
Natural Gas and Power
128.430.8564.77
R. G. Niederhoffer
Diversified Program
32.600.4220.27
Mulvaney Capital
Global Markets Fund
28.160.5533.92
Prolific Capital Markets
Swiss System
22.160.7033.87
M&R Capital
Livestock Trading
34.730.3417.06

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 36 Months

Managers with assets greater than $10M

CTA/Program3yrSharpeVol
AIS Capital Management
MAAP (2x-4x) Composite
273.660.3728.26
Mulvaney Capital
Global Markets Fund
230.690.5533.92
RCMA Capital LLP
Merchant Commodity Fund
134.980.7622.46
R. G. Niederhoffer
Diversified Program
126.390.4220.27
Opus Futures LLC
Macro Monitor
106.370.4628.72

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexAprilYTD1yr
Trend Following Strategy Index2.94-3.21-8.98
Diversified Trader Index1.67-1.44-4.84
Systematic Trader Index1.67-0.42-2.54
IASG CTA Index1.480.17-1.03
Discretionary Trader Index0.332.384.35

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs
As of May 17, 2023369
Through April 2023275 (74.5%)
Last 60 days, excluding April94 (25.5%)
April 2023 ROR
Managers with (+)185
Managers with (-)88
Average (+)2.51%
Average (-)-1.48%
Highest21.61%
Average1.21%
Lowest-6.84%

> See the latest stats

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.