Stats as of 1/16/24 2 PM CST
2023 Market Recap and Insights for 2024
From market resilience to investor psychology, our latest article decodes the trends shaping this year’s journey. Explore insights, learn from the past, and navigate your financial goals.
| Fund | Min Acct | Dec | 2023 | CAROR |
| Hyperion | $250k | 1.05 | 11.00 | 7.08 |
| Adaptive Volatility Edge Strategy | $300k | 0.76 | 17.68 | 15.47 |
| S&P 500 Index | 4.42 | 24.24 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | Assets | Dec | 2023 | Style/Sector |
| Red Rock Capital Commodity Long-Short | $14.2M | -2.49 | 8.30 | Commodity |
| Genio Capital PRIMO (2L) Systematic | $140M | 0.82 | 1.25 | Short Term Diversified |
| Amapa Capital Energy Program | $150.9M | 0.66 | 2.45 | Fundamental Energy |
| Cayler Capital Systematic Energy | $27M | -2.07 | 4.84 | Energy |
| Mulvaney Global Markets | $299M | -1.18 | 51.23 | Systematic Trend |
| S&P 500 Index | 4.42 | 24.24 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program | Min Acct | Dec | 2023 | Style/Sector |
| Rosetta Analytics RL One | $1M | 0.14 | 17.07 | Equity Indexes |
| Senaca Ascinaa G10 | $82.5k | 1.50 | 6.08 | Currencies |
| NWOne LLC Diversified | $2M | -1.36 | 8.94 | Systematic Diversified |
| Brent Trading Pty Ltd Diversified Commodity Spread | $250k | 2.50 | 8.38 | Discretionary Ag Spreading |
| Le Mans Trading Adaptive Volatility Edge Strategy | $300k | 0.76 | 17.68 | Volatility |
| S&P 500 Index | 4.42 | 24.24 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Managers with assets greater than $10M
| CTA/Program | Dec | CAROR | Vol |
| Quality Capital Systematic Macro | 13.81 | 7.36 | 18.97 |
| Vivienne MACH 3 | 13.04 | 6.86 | 20.21 |
| KeyQuant STTS-20FF | 10.18 | — | 19.99 |
| Hamer Trading Diversified Systematic | 9.50 | 7.55 | 19.70 |
| Mandatum Life Managed Futures | 9.01 | 4.09 | 12.41 |
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 | 51.23 | 0.56 | 33.60 |
| Tianyou Trading Strategy | 21.31 | 0.99 | 16.79 |
| Buckingham Global Small Emini | 19.20 | 0.93 | 7.87 |
| M&R Capital Livestock Trading | 18.24 | 0.50 | 18.81 |
| Vivienne MACH 3 | 17.80 | 0.38 | 20.21 |
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 | 280.82 | 0.56 | 33.60 |
| R. G. Niederhoffer Macro Diversified | 94.27 | 0.40 | 20.10 |
| Tianyou Trading Strategy | 77.91 | 0.99 | 16.79 |
| SMN Investment Services Diversified Futures (i14) | 75.02 | 0.45 | 18.21 |
| Capital Fund Management Discus Composite | 66.19 | 0.70 | 14.63 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| CTA/Program Index | Dec | 2023 | 3yr |
| Option Strategy Index | 0.79 | 9.99 | 35.82 |
| Stock Index Trader Index | 0.58 | 7.82 | 20.39 |
| Discretionary Trader Index | 2.51 | 3.92 | 21.07 |
| Agricultural Trader Index | 0.47 | -0.23 | 16.46 |
| IASG CTA Index | 0.79 | 0.31 | 17.29 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
| Active CTAs/Programs | |
| As of January 16, 2024 | 347 |
| Through December 2023 | 269 (77.5%) |
| Last 60 days, excluding December | 78 (22.5%) |
| December 2023 ROR | |
| Managers with (+) | 155 |
| Managers with (-) | 112 |
| Average (+) | 4.23% |
| Average (-) | -2.19% |
| Highest | 103.00% |
| Average | 1.52% |
| Lowest | -14.19% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.