Stats as of 4/17/24 2 PM CST
Best Excuses for Not Investing in a Manager – 2024 Edition
Discover the psychology behind financial choices in our latest article. From asking the right questions to the fallacy of predicting market events, learn why diversification is key for long-term growth.
| Fund | Min Acct | Mar | YTD | CAROR | |
| Hyperion | $250k | 1.05 | 3.02 | 7.45 | |
| Adaptive Volatility Edge Strategy | $300k | 0.25 | -0.58 | 14.34 | |
| S&P 500 Index | 3.10 | 10.16 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | Assets | Mar | YTD | Style/Sector |
| Red Rock Capital Commodity Long-Short | $18.4M | 1.92 | 14.72 | Commodity |
| AP Futures, LLC Volatility Trading | $1.5M | 1.09 | 2.71 | Volatility |
| Amapa Capital Energy Program | $136.9M | 0.26 | 0.10 | Fundamental Energy |
| Cayler Capital Systematic Energy | $53.1M | -3.72 | -4.14 | Energy |
| Mulvaney Global Markets | $465M | 51.08 | 124.56 | Systematic Trend |
| S&P 500 Index | 3.10 | 10.16 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | Min Acct | Mar | YTD | Style/Sector |
| Altis Partners Enhanced Macro | $100k | 4.73 | 19.45 | Trend Following |
| Senaca Ascinaa G10 | $82.5k | 0.14 | 0.61 | Currencies |
| Agile Investment Senti-Wave V | $350k | 0.84 | 2.85 | Volatility / Trend |
| Divergence Trading Quantitative Capture | $500k | 1.12 | 2.96 | Diversified Systematic |
| Le Mans Trading Adaptive Volatility Edge | $300k | 0.25 | -0.58 | Volatility |
| S&P 500 Index | 3.10 | 10.16 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
| CTA/Program | Mar | CAROR | Vol |
| Mulvaney Capital Global Markets | 51.08 | 19.07 | 35.95 |
| Insch Kintore Ltd Cross Border Kintore | 27.15 | 7.52 | 26.77 |
| Purple Valley Capital Diversified Trend 1 | 24.03 | 14.94 | 46.67 |
| AG Capital Discretionary Global Macro | 21.20 | 14.87 | 27.77 |
| AIS Capital MAAP (3x-6x) Composite | 12.40 | 7.82 | 28.20 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
| CTA/Program | 1yr | Sharpe | Vol |
| Mulvaney Capital Global Markets Fund | 208.06 | 0.63 | 35.95 |
| Purple Valley Capital Diversified Trend 1 | 67.17 | 0.49 | 46.67 |
| Bowmoor Capital Global Alpha Fund | 50.54 | 1.27 | 19.43 |
| Transtrend B.V. DTP – Enhanced Risk (EUR) | 32.58 | 0.64 | 12.57 |
| Sterling Partners Quantitative Select Program | 29.45 | 1.10 | 15.21 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
| CTA/Program | 3yr | Sharpe | Vol |
| Mulvaney Capital Global Markets Fund | 627.45 | 0.63 | 35.95 |
| RCMA Capital LLP Merchant Commodity Fund | 161.19 | 0.77 | 22.03 |
| SMN Investment Services Diversified Futures Fund (i14) | 83.03 | 0.47 | 18.15 |
| Tianyou Trading Strategy | 75.59 | 1.01 | 16.61 |
| Aspect Capital Diversified Fund – Class A (USD) | 73.05 | 0.53 | 15.33 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program Index | Mar | YTD | 1yr | |
| Agricultural Trader Index | -0.82 | 1.25 | 1.07 | |
| Stock Index Trader Index | 1.03 | 2.71 | 7.50 | |
| Option Strategy Index | 1.24 | 2.66 | 10.57 | |
| Trend Following Strategy Index | 5.38 | 12.06 | 13.90 | |
| IASG CTA Index | 2.38 | 4.76 | 6.65 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Active CTAs/Programs | |
| As of April 17, 2024 | 341 |
| Through March 2024 | 282 (82.7%) |
| Last 60 days, excluding March | 59 (17.3%) |
| March 2024 ROR | |
| Managers with (+) | 214 |
| Managers with (-) | 66 |
| Average (+) | 3.97% |
| Average (-) | -1.96% |
| Highest | 50.99% |
| Average | 2.56% |
| Lowest | -7.36% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.