Flash Report

Stats as of 2/18/24 2 PM CST

January Flash Report

The Unraveling Real Estate Landscape
Exploring post-pandemic real estate: soaring vacancy rates, banking pressures, and the road ahead.


Le Mans Trading LLC Offerings
FundMin AcctJan2023CAROR
Hyperion$250k1.0611.007.24
Adaptive Volatility Edge Strategy$300k-0.7617.6814.92
S&P 500 Index1.5924.24

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Established Track Record > 5 Years
CTA/ProgramAssetsJan2023Style/Sector
Red Rock Capital
Commodity Long-Short
$16M6.238.30Commodity
Genio Capital
PRIMO (2L) Systematic
$140M-0.411.25Short Term
Diversified
Amapa Capital
Energy Program
$132M0.172.45Fundamental
Energy
Cayler Capital
Systematic Energy
$55M2.464.84Energy
Mulvaney
Global Markets
$310M2.2251.23Systematic
Trend
S&P 500 Index1.5924.24

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Emerging Track Record < 5 Years
CTA/ProgramMin AcctJan2023Style/Sector
Rosetta Analytics
RL One
$1M-1.0017.07Equity Indexes
Senaca
Ascinaa G10
$82.5k0.006.08Currencies
NWOne LLC
Diversified
$2M1.628.94Systematic
Diversified
Uptrak Capital LLC
Systematic Global Macro
$500k2.882.66Systematic
Diversified
Le Mans Trading
Adaptive Volatility Edge Strategy
$300k-0.7617.68Volatility
S&P 500 Index1.5924.24

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last Month

Managers with assets greater than $10M

CTA/ProgramJanCARORVol
DUNN Capital Management
D’Best Futures Fund
10.619.2434.99
Bowmoor Capital
Global Alpha Fund
9.4224.6219.09
DUNN Capital Management
World Monetary and Agriculture (WMA)
9.2712.7431.89
RCMA Capital LLP
Merchant Commodity
7.1016.8522.13
Red Rock Capital, LLC
Commodity Long-Short
6.2310.6816.63

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 12 Months

Managers with assets greater than $10M

CTA/Program1yrSharpeVol
Mulvaney Capital
Global Markets Fund
46.370.5633.55
Bowmoor Capital
Global Alpha Fund
32.041.2019.09
M&R Capital
Livestock Trading
25.340.5318.78
Tianyou
Trading Strategy
22.270.9916.72
Opus Futures LLC
Advanced Ag Futures
19.930.4827.94

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Top Programs Last 36 Months

Managers with assets greater than $10M

CTA/Program3yrSharpeVol
Mulvaney Capital
Global Markets Fund
280.830.5633.55
RCMA Capital LLP
Merchant Commodity
179.700.7722.13
Bowmoor Capital
Global Alpha Fund
84.741.2019.09
R. G. Niederhoffer
Macro Diversified
81.090.3820.12
SMN Investment Services
Diversified Futures (i14)
78.620.4618.19

> See more

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


IASG Indexes
CTA/Program IndexJan1yr3yr
Agricultural Trader Index1.471.8116.39
Stock Index Trader Index0.786.7721.99
Option Strategy Index0.5310.5232.93
Trend Following Strategy Index0.52-2.8416.98
IASG CTA Index0.120.1717.18

> See all indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Return Summary
Active CTAs/Programs
As of February 18, 2024348
Through January 2024265 (76.1%)
Last 60 days, excluding January83 (23.9%)
January 2024 ROR
Managers with (+)139
Managers with (-)122
Average (+)2.20%
Average (-)-2.52%
Highest11.65%
Average-0.01%
Lowest-21.75%

> See the latest stats

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.