Post later: Forgotten Lunch, FX Hedge Fund Returns Here

Company / Program Program
Type YTD Annual
ROR Total
ROR Max.
DD Std.
Dev. Sharpe
Ratio
A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros … Forex 0.00% 30.93% 320.97% 3.30 20.45 1.46
Anello Asset Management LLP
AAM Isis FX Program Non US … Forex 0.00% 8.39% 99.64% 7.87 5.51 1.34
Anello Asset Management LLP
AAM Plexus FX Program Forex 0.00% 52.95% 95.98% 15.06 19.20 2.71
Arctos FX LLC
FX_Alpha_TF Forex 17.08% 21.47% 85.13% 17.40 23.00 0.89
Global Advisors (Jersey) …
Global Advisors Bitcoin … Forex -14.96% -30.81% -28.66% 40.12 36.05 -0.88
INSCH Capital Management SA
INSCH – Kintillo (ICP) x3 … Forex -0.57% 11.44% 445.96% 33.96 21.53 0.48
MFG
BULPRED Forex 0.00% 28.18% 97.93% 19.53 22.30 1.22
Mifte Capital
Fx Alpha Forex 2.29% 29.29% 185.47% 8.43 9.35 3.03
Parizek Capital, Inc.
Parizek Currency Forex 0.00% -18.66% -15.81% 22.78 24.63 -0.80
QFS Asset Management, LP
QFS Currency Program Forex 0.00% 9.74% 588.45% 21.15 14.25 0.61
Quant Trading, LLC
FX Basket Quant – Currency … Forex -2.03% 0.94% 2.44% 3.98 4.23 -0.01
Quant Trading, LLC
FX Index Arb – Currency … Forex 7.48% 5.30% 16.74% 1.95 3.67 1.17
Quant Trading, LLC
FX Quant 11 – Currency … Forex 4.63% 3.69% 28.13% 6.34 6.40 0.42
Page

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