| Index | Start Date | Monthly Return |
YTD Return |
Annual ROR1 |
Maximum Drawdown2 |
Best 3 Yrs3 |
Worst 3 Yrs3 |
Avg 3 Yrs3 |
Best 5 Yrs3 |
Worst 5 Yrs3 |
Avg 5 Yrs3 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 120 Capital Mgt - Quantamental Global Macro | Sep-15 | 0.00% | -8.44% | 15.59% | -28.16% | 115.41% | 17.85% | 49.80% | 172.36% | 36.33% | 97.73% |
| 3D Capital Mgt LLC - Bull/Bear Strategy | Mar-23 | -3.36% | -11.29% | 16.57% | -11.29% | N/A | N/A | N/A | N/A | N/A | N/A |
| AG Capital - Discretionary Global Macro | Oct-14 | 21.20% | 3.69% | 14.87% | -25.27% | 130.54% | -18.67% | 48.73% | 185.36% | 33.46% | 97.31% |
| Blue Bar Futures Trading - U.S. Commodity Diversified Prg | Feb-17 | 1.09% | 2.40% | 13.11% | -11.24% | 97.67% | 10.80% | 33.35% | 142.26% | 23.09% | 60.85% |
| Blue Bar Futures Trading - Prime Ag | Jan-14 | 1.02% | 2.36% | 24.08% | -42.26% | 240.02% | 11.61% | 87.65% | 662.59% | 23.97% | 190.91% |
| Buckingham Global Adv. - Small E MINI (SEP) | Nov-18 | 2.48% | 6.32% | 9.17% | -13.31% | 46.92% | 6.69% | 24.18% | 55.60% | 47.37% | 52.96% |
| Buckingham Global Adv. - WEEKLY E MINI Program (WEP) | Mar-15 | 1.30% | 2.98% | 11.19% | -13.77% | 76.78% | 10.60% | 32.71% | 84.33% | 30.20% | 52.61% |
| Cayler Capital LLC - Systematic Energy Diversified | Jan-19 | -3.72% | -4.12% | 11.70% | -19.35% | 99.53% | 26.04% | 52.12% | 98.26% | 82.43% | 88.71% |
| Covenant Capital Mgt - Short Premium Program | Jul-20 | 0.28% | -0.69% | 2.35% | -10.89% | 8.90% | -3.78% | 4.73% | N/A | N/A | N/A |
| Covenant Capital Mgt - Long Volatility Program | Jul-21 | -0.77% | -0.93% | -4.25% | -11.72% | N/A | N/A | N/A | N/A | N/A | N/A |
| Covenant Capital Mgt - Hedged Equity Program | Jan-20 | 2.93% | 13.47% | 23.95% | -44.72% | 109.92% | -0.08% | 30.81% | N/A | N/A | N/A |
| Covenant Capital Mgt - Total Volatility Program | Jan-18 | 0.83% | 4.29% | 9.14% | -17.64% | 66.93% | -10.77% | 24.60% | 55.11% | 32.05% | 44.20% |
| Demeter Cap. - Livestock & Grain Trading Program | Mar-10 | -0.54% | -0.34% | 5.70% | -20.92% | 48.86% | -20.30% | 16.02% | 101.54% | -5.67% | 28.40% |
| Diamond Capital - Enhanced S&P Program | Oct-09 | 1.42% | 3.34% | 9.00% | -12.96% | 92.38% | 0.88% | 31.57% | 135.72% | -0.28% | 55.15% |
| Diamond Capital - Diamond Enhanced Solutions | Jan-20 | 1.57% | 3.77% | 1.93% | -10.98% | 7.78% | -1.18% | 3.97% | N/A | N/A | N/A |
| Goldman Mgt - Stock Index Futures (P) | Feb-02 | 2.35% | 7.60% | 10.73% | -19.74% | 96.40% | 5.61% | 33.72% | 162.00% | 18.44% | 61.33% |
| Goldman Mgt - Stock Index Futures | Jan-12 | 2.56% | 7.87% | 8.04% | -19.51% | 52.79% | 4.29% | 23.95% | 71.02% | 14.36% | 42.80% |
| Opus Futures, LLC - Macro Monitor (P) | Jan-15 | -6.87% | -11.41% | 13.10% | -15.34% | 158.96% | -10.41% | 49.77% | 165.41% | 23.95% | 81.95% |
| Opus Futures, LLC - Advanced Ag | Mar-11 | -1.15% | 11.31% | 11.44% | -50.62% | 198.39% | -11.79% | 51.92% | 178.61% | 2.67% | 75.28% |
| Opus Futures, LLC - Macro Monitor (C) | Apr-17 | -5.98% | -17.04% | 1.91% | -29.26% | 73.79% | -29.26% | 25.30% | 69.37% | 4.16% | 40.82% |
| QTS Capital Mgt - QTS Partners, LP | Jul-12 | 2.15% | 2.67% | 5.68% | -35.26% | 71.01% | 0.83% | 31.58% | 100.80% | 21.74% | 52.79% |
| QTS Capital Mgt - Mettle MAP | Jul-20 | -0.25% | -3.31% | 6.28% | -7.71% | 26.86% | 20.86% | 24.00% | N/A | N/A | N/A |
| QTS Capital Mgt - Phoenix | Jan-22 | -2.17% | -2.96% | 4.87% | -10.62% | N/A | N/A | N/A | N/A | N/A | N/A |
| QTS Capital Mgt - Tail Reaper MAP | Aug-12 | -7.36% | -14.43% | 5.94% | -49.47% | 86.29% | -20.95% | 24.03% | 121.72% | -8.53% | 43.42% |
| Rotella Capital Mgt - Qdeck Tactical Long-biased Volatility | Nov-18 | -3.18% | -7.44% | -1.02% | -21.37% | 22.06% | -13.00% | 9.88% | N/A | N/A | N/A |
| Senaca Capital - Ascinaa Program | Jan-19 | 0.03% | 0.15% | 3.63% | -0.90% | 15.58% | 7.81% | 11.53% | 20.50% | 19.28% | 19.83% |
| Senaca Capital - Oceanaa Program | Jan-19 | 0.14% | 0.61% | 12.12% | -3.99% | 59.25% | 25.01% | 40.70% | 81.21% | 75.17% | 77.78% |
| SinoPacAM - SinoPac Multi Strategy Quant Fund | Oct-09 | -0.15% | -0.59% | 7.72% | -14.68% | 96.74% | -7.45% | 29.73% | 115.87% | -4.06% | 53.13% |
| THS Capital Mgt, LLC - Diversified Trend Following | Jul-22 | 2.56% | -1.79% | -7.36% | -19.36% | N/A | N/A | N/A | N/A | N/A | N/A |
| THS Capital Mgt, LLC - Accelerated Trend Following | Jul-22 | -10.78% | -18.46% | 1.84% | -45.86% | N/A | N/A | N/A | N/A | N/A | N/A |
| White River - Dynamic S&P Options Strategy | Nov-14 | 1.34% | 3.06% | 7.71% | -27.46% | 56.30% | -14.95% | 21.82% | 68.38% | 11.08% | 32.22% |
| White River - Stock Index Option Writing | Nov-08 | 1.39% | 2.38% | 9.15% | -18.73% | 83.46% | -13.73% | 27.85% | 114.49% | -7.81% | 45.56% |
| World Cup Advisor - Jürg Diemand Volatility Patterns | Dec-20 | -5.63% | -15.09% | 1.90% | -51.94% | 37.18% | -27.46% | 8.31% | N/A | N/A | N/A |
1. The Annual Compound Rate of Return ("Annual ROR") represents the compounded rate of return or 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, 2. The Maximum Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value, 3. Best, Worst, and Average represents the the best, worst and average rolling returns over the period indicated. |