CTA Statistical Ranking Report

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
1	Veerpoint Capital LLC ContraCOT Program 2X (P)	71.96%	-8.24%	25.93%	2.22	7.91%	$0.16	$100	Yes
2	ARGO Private Client Aurora Hill Class A Qualified Investors	40.48%	-13.31%	25.71%	1.42	10.90%	$0.00	$0	Yes
3	County Cork LLC Diversified Commodity L/S (P) QEPs Only	22.30%	-11.70%	15.58%	1.31	6.96%	$2.00	$2,000	Yes
4	County Cork LLC Macro Equity Hedge QEPs Only	17.14%	-8.17%	12.23%	1.28	5.60%	$1.50	$1,000	Yes
5	Global Sigma Group AGSF LP QEPs Only	15.08%	-0.59%	3.51%	3.76	0.81%	$239.73	$1,000	Yes
6	Global Sigma Group Global Sigma Fund LP QEPs Only	14.60%	-0.47%	3.35%	3.81	0.73%	$70.44	$1,000	Yes
7	Tianyou Asset Mgt Tianyou Fund QEPs Only	10.89%	-31.63%	24.58%	0.53	22.68%	$81.00	$2,000	Yes
8	Davis Commodities Macro Trading Program	8.52%	-4.40%	7.86%	0.95	4.74%	$2.66	$100	Yes
9	Agility Trading Equity Overlay Strategy QEPs Only	8.44%	-5.44%	9.25%	0.82	5.75%	$4.00	$3,000	Yes
10	Evergreen Commodity Advisors Energy Select	7.76%	-5.78%	11.11%	0.63	3.80%	$4.61	$2,000	Yes
11	Agility Trading LLC Pattern Recognition Breakout QEPs Only	7.72%	-5.23%	8.66%	0.79	4.70%	$62.00	$3,000	Yes
12	Evergreen Commodity Advisors Disc. Energy	4.87%	-6.22%	9.04%	0.46	3.75%	$13.49	$100	No
13	LeanVal Asset Mgt AG Athena UI Fond Non US Investors	3.66%	-2.69%	2.23%	1.18	2.02%	€58.69	€0	Yes
14	FTC Capital GmbH FTC Gideon I	3.28%	-14.89%	13.33%	0.23	10.48%	€12.67	€10	Yes
15	Quantica Capital AG MAP QEPs Only	3.11%	-11.17%	10.44%	0.25	7.48%	$0.00	$5,000	Yes
16	Red Rock Cap. Commodity L/S	2.62%	-16.40%	9.75%	0.21	7.51%	$21.93	$500	Yes
17	AGT Capital Limited Global Macro Strategy QEPs Only	1.78%	-9.77%	10.54%	0.12	7.72%	$1.90	$500	Yes
18	HPX Financial Old School	1.50%	-0.89%	1.26%	0.40	1.49%	$17.74	$200	Yes
19	Ravinia Investment Mgt Gemini Macro QEPs Only	1.00%	-7.77%	9.16%	0.04	6.37%	$11.00	$500	Yes
20	Auspice Capital Advisors Diversified QEPs Only	0.79%	-13.85%	8.21%	0.01	6.25%	$167.00	$2,000	Yes
21	Schindler Capital Mgt Dairy Adv.	0.73%	-28.22%	20.25%	0.08	12.95%	$0.64	$400	Yes
22	Blue Bar Futures Trading Ag QEPs Only	0.34%	-2.17%	2.68%	-0.23	2.66%	$3.65	$200	No

Veerpoint Capital LLC

ContraCOT Program 2X (P)

71.96%

-8.24%

25.93%

2.22

7.91%

$0.16

$100

Yes

ARGO Private Client

Aurora Hill Class A Qualified Investors

40.48%

-13.31%

25.71%

1.42

10.90%

$0.00

Yes

County Cork LLC

Diversified Commodity L/S (P) QEPs Only

22.30%

-11.70%

15.58%

1.31

6.96%

$2.00

$2,000

Yes

County Cork LLC

Macro Equity Hedge QEPs Only

17.14%

-8.17%

12.23%

1.28

5.60%

$1.50

$1,000

Yes

Global Sigma Group

AGSF LP QEPs Only

15.08%

-0.59%

3.51%

3.76

0.81%

$239.73

$1,000

Yes

Global Sigma Group

Global Sigma Fund LP QEPs Only

14.60%

-0.47%

3.35%

3.81

0.73%

$70.44

$1,000

Yes

Tianyou Asset Mgt

Tianyou Fund QEPs Only

10.89%

-31.63%

24.58%

0.53

22.68%

$81.00

$2,000

Yes

Davis Commodities

Macro Trading Program

8.52%

-4.40%

7.86%

0.95

4.74%

$2.66

$100

Yes

Agility Trading

Equity Overlay Strategy QEPs Only

8.44%

-5.44%

9.25%

0.82

5.75%

$4.00

$3,000

Yes

Evergreen Commodity Advisors

Energy Select

7.76%

-5.78%

11.11%

0.63

3.80%

$4.61

$2,000

Yes

Agility Trading LLC

Pattern Recognition Breakout QEPs Only

7.72%

-5.23%

8.66%

0.79

4.70%

$62.00

$3,000

Yes

Evergreen Commodity Advisors

Disc. Energy

4.87%

-6.22%

9.04%

0.46

3.75%

$13.49

$100

LeanVal Asset Mgt AG

Athena UI Fond Non US Investors

3.66%

-2.69%

2.23%

1.18

2.02%

€58.69

€0

Yes

FTC Capital GmbH

FTC Gideon I

3.28%

-14.89%

13.33%

0.23

10.48%

€12.67

€10

Yes

Quantica Capital AG

MAP QEPs Only

3.11%

-11.17%

10.44%

0.25

7.48%

$0.00

$5,000

Yes

Red Rock Cap.

Commodity L/S

2.62%

-16.40%

9.75%

0.21

7.51%

$21.93

$500

Yes

AGT Capital Limited

Global Macro Strategy QEPs Only

1.78%

-9.77%

10.54%

0.12

7.72%

$1.90

$500

Yes

HPX Financial

Old School

1.50%

-0.89%

1.26%

0.40

1.49%

$17.74

$200

Yes

Ravinia Investment Mgt

Gemini Macro QEPs Only

1.00%

-7.77%

9.16%

0.04

6.37%

$11.00

$500

Yes

Auspice Capital Advisors

Diversified QEPs Only

0.79%

-13.85%

8.21%

0.01

6.25%

$167.00

$2,000

Yes

Schindler Capital Mgt

Dairy Adv.

0.73%

-28.22%

20.25%

0.08

12.95%

$0.64

$400

Yes

Blue Bar Futures Trading

Ag QEPs Only

0.34%

-2.17%

2.68%

-0.23

2.66%

$3.65

$200

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
23	Blue Bar Futures Trading US Cmdy Diversified QEPs Only	0.23%	-2.19%	2.70%	-0.27	2.69%	$6.85	$200	No
24	O'Brien Investment Group Quantitative GM Futures QEPs Only	0.09%	-17.45%	12.77%	-0.01	9.64%	$20.70	$3,000	Yes
25	Davis Commodities Ag Program	0.03%	-7.36%	8.38%	-0.08	6.67%	$16.46	$200	Yes
26	Wharton Capital Mgt Ag Futures	-2.02%	-14.16%	11.95%	-0.20	8.98%	$10.53	$100	Yes
27	Drury Capital Multi-Strategy Program QEPs Only	-2.85%	-19.44%	10.15%	-0.33	8.11%	$15.00	$10,000	Yes
28	Holloway Trading LLC AG Trading Program QEPs Only	-3.61%	-11.29%	6.69%	-0.66	6.47%	$14.11	$100	Yes
29	WaveFront Global Investment QEPs Only	-3.95%	-19.07%	9.20%	-0.50	7.95%	$23.55	$2,000	Yes
30	Cayler Capital LLC Systematic Energy QEPs Only	-4.39%	-22.88%	16.23%	-0.26	9.63%	$0.00	$250	Yes
31	SpreadEdge Capital Diversified Seasonal Spread	-5.06%	-12.52%	9.11%	-0.63	8.25%	$7.35	$100	Yes
32	Schindler Capital Mgt Institutional Dairy Adv.	-5.38%	-29.81%	17.75%	-0.28	13.21%	$1.73	$2,000	Yes
33	Opus Futures, LLC Advanced Ag	-5.76%	-17.36%	11.77%	-0.53	10.39%	$156.11	$200	Yes
34	Bocken Trading LLC Discretionary	-6.56%	-17.68%	5.84%	-1.30	5.85%	$0.88	$100	Yes
35	FTC Capital GmbH Futures Fund Classic USD	-7.99%	-32.29%	13.79%	-0.61	12.03%	$21.37	$250	Yes
36	Drury Capital Diversified T-Following QEPs Only	-9.08%	-39.16%	19.01%	-0.46	15.47%	$543.00	$10,000	Yes
37	Melissinos Trading Eupatrid QEP's Only	-10.39%	-52.35%	33.17%	-0.19	26.17%	$10.00	$500	Yes
38	FTC Capital GmbH Futures Fund Classic EUR	-10.42%	-34.01%	13.64%	-0.81	12.37%	€18.50	€100	Yes
39	J.D. Turner Capital, LLC Diversified Trend Following	-10.75%	-29.57%	10.56%	-1.12	9.89%	$0.14	$100	Yes
40	M&R Capital LLC Livestock	-14.41%	-27.53%	15.44%	-0.99	13.07%	$59.87	$200	Yes
41	Purple Valley Div. Trend 1 Accredited or QEPs Only	-18.69%	-64.31%	36.48%	-0.41	28.87%	$10.00	$100	Yes

Blue Bar Futures Trading

US Cmdy Diversified QEPs Only

0.23%

-2.19%

2.70%

-0.27

2.69%

$6.85

$200

O'Brien Investment Group

Quantitative GM Futures QEPs Only

0.09%

-17.45%

12.77%

-0.01

9.64%

$20.70

$3,000

Yes

Davis Commodities

Ag Program

0.03%

-7.36%

8.38%

-0.08

6.67%

$16.46

$200

Yes

Wharton Capital Mgt

Ag Futures

-2.02%

-14.16%

11.95%

-0.20

8.98%

$10.53

$100

Yes

Drury Capital

Multi-Strategy Program QEPs Only

-2.85%

-19.44%

10.15%

-0.33

8.11%

$15.00

$10,000

Yes

Holloway Trading LLC

AG Trading Program QEPs Only

-3.61%

-11.29%

6.69%

-0.66

6.47%

$14.11

$100

Yes

WaveFront

Global Investment QEPs Only

-3.95%

-19.07%

9.20%

-0.50

7.95%

$23.55

$2,000

Yes

Cayler Capital LLC

Systematic Energy QEPs Only

-4.39%

-22.88%

16.23%

-0.26

9.63%

$0.00

$250

Yes

SpreadEdge Capital

Diversified Seasonal Spread

-5.06%

-12.52%

9.11%

-0.63

8.25%

$7.35

$100

Yes

Schindler Capital Mgt

Institutional Dairy Adv.

-5.38%

-29.81%

17.75%

-0.28

13.21%

$1.73

$2,000

Yes

Opus Futures, LLC

Advanced Ag

-5.76%

-17.36%

11.77%

-0.53

10.39%

$156.11

$200

Yes

Bocken Trading LLC

Discretionary

-6.56%

-17.68%

5.84%

-1.30

5.85%

$0.88

$100

Yes

FTC Capital GmbH

Futures Fund Classic USD

-7.99%

-32.29%

13.79%

-0.61

12.03%

$21.37

$250

Yes

Drury Capital

Diversified T-Following QEPs Only

-9.08%

-39.16%

19.01%

-0.46

15.47%

$543.00

$10,000

Yes

Melissinos Trading

Eupatrid QEP's Only

-10.39%

-52.35%

33.17%

-0.19

26.17%

$10.00

$500

Yes

FTC Capital GmbH

Futures Fund Classic EUR

-10.42%

-34.01%

13.64%

-0.81

12.37%

€18.50

€100

Yes

J.D. Turner Capital, LLC

Diversified Trend Following

-10.75%

-29.57%

10.56%

-1.12

9.89%

$0.14

$100

Yes

M&R Capital LLC

Livestock

-14.41%

-27.53%

15.44%

-0.99

13.07%

$59.87

$200

Yes

Purple Valley

Div. Trend 1 Accredited or QEPs Only

-18.69%

-64.31%

36.48%

-0.41

28.87%

$10.00

$100

Yes

Statistial Notes: Compound ROR: The Annualized Compounded Rate of Return represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. It smoothes out returns by assuming constant growth.
Maximum Drawdown: Represents the worst drawdown experienced by a CTA from Inception.
Risk Adjusted Statistics: Measure how much risk is involved in producing return. The Sharpe Ratio and Sortino Ratio are both risk adjusted measures.
Sharpe Ratio: Is calculated using a 2% Risk Free Rate of Return. Downside Deviation & Sortino Ratio: Are calculated using a 5% Minimum Acceptable Rate of Return.

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