Discretionary Trader Index For May 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program May 2015 Min Inv Inception 97 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.50 100k 3/1/2003 96 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.10 100k 10/1/2009 95 Paramount Capital Management LLC Commodity Trading Program -7.09 100k 7/1/2008 94 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.09 2,000k 7/1/1992 93 Schindler Capital Management, LLC Grain Advantage Program -3.42 100k 6/1/2013 92 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -3.33 10,000k 5/1/2009 91 Protec Energy Partners LLC ET1 -3.00 500k 4/1/2010 90 Global Vista Advisors, LLC Global Vista Options ("GVO") -2.90 50k 10/1/2010 89 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.78 3,000k 10/1/1992 88 C-View Limited Currency Managed Account Program -2.60 5,000k 10/1/1996 87 M6 Capital Management LLC Standard Program -2.46 300k 7/1/2005 86 Kottke Associates Lark - Cattle Program -2.41 500k 2/1/2008 85 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.41 10,000k 4/1/2004 84 Rhicon Currency Management Rhicon Strategic Program -2.35 500k 1/1/2004 83 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.95 50k 9/1/2009 82 GT CAPITAL CTA GT Dynamic Trading Program -1.71 150k 6/1/2009 81 Novus Investments, LLC Novus Precious Commodities -1.56 200k 1/1/2007 80 Cogent Energy Investment Management, LLC Cogent Energy Commodity Strategy -1.56 10,000k 1/1/2013 79 Typhon Capital Management, LLC Trevinci Liquid Ag Program -1.47 250k 2/1/2012 78 Orgone Commodity Management LLC Orgone AG 1 -1.20 250k 9/1/2011 77 Bocken Trading LLC Discretionary Trading Program -1.19 100k 7/1/2011 76 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.04 10,000k 2/1/2006 75 Global Advisory Partners Zurich LLC International Algo Trading -1.03 50k 10/1/2009 74 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -0.84 250k 1/1/2009 73 Tanyard Creek Capital Livestock Program -0.68 200k 6/1/2008 72 Warrington Asset Management Warrington Strategic Program -0.66 50k 1/1/1997 71 QERI LLC QERI LLC Fundamental Commodity Strategy -0.61 2,000k 7/1/2012 70 HPX Financial LLC HPX Old School Program -0.48 200k 6/1/2006 69 HPX Financial LLC HPX Ag Program -0.44 100k 11/1/2011 68 Schindler Capital Management, LLC Dairy Advantage Program -0.38 400k 8/1/2005 67 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.34 100k 11/1/2013 66 Principle Capital Management LLC Principle Commodity Futures (Prop) -0.29 100k 5/1/2010 65 Blake Capital Management, Inc. SRD Currencies -0.20 100k 3/1/2013 64 Range Wise Investment Program -0.05 250k 2/1/1991 63 Kottke Associates Stockton Fundamental Ag -0.04 500k 1/1/2006 62 Demeter Capital Management Livestock & Grain Trading Program -0.02 50k 3/1/2010 61 Acuity Investment Management, LLC Diversified Futures Program -0.01 50k 8/1/2012 58 KMJ Investments KMJ Investments 0.00 1,000k 8/1/1994 57 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.00 1,000k 1/1/1999 59 Diversified Capital Management Delta Omega Epsilon Model 0.00 10k 10/1/2013 60 Diversified Capital Management Delta Omega Alpha Model 0.00 5k 10/1/2013 56 Coloma Capital Futures(r), LLC Coloma Commodity Strategy 0.01 500k 8/1/2010 55 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.01 500k 8/1/2012 54 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.03 100k 11/1/2013 53 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 0.04 50k 10/1/2011 52 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.09 100k 8/1/2011 51 OptHedge Advisors LLC Diversified Options & Futures Program 0.12 250k 10/1/2008 50 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.12 1,000k 1/1/2005 49 NickJen Capital Management & Consultants LLC NRD-1 0.14 1,000k 4/1/2008 48 Stenger Capital Management, LLC Diversified Trading Program 0.15 200k 4/1/2010 47 Four Seasons Commodities Corp Lone Star Program 0.16 300k 1/1/2005 46 Greenwave Capital Management Greenwave Flagship 0.18 10,000k 6/1/2008 45 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.26 6/1/2012 44 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.27 25k 1/1/2011 43 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.30 500k 5/1/2013 42 Hehmeyer Capital Management, LLC HOGO 0.30 1,000k 5/1/2013 41 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.34 1,000k 1/1/2006 40 Robust Methods LLC Macro Managed Account 0.43 5,000k 1/1/2005 39 Red Oak Commodity Advisors Investment Program 0.44 5,000k 12/1/1989 38 C-View Limited Emerging & Minor Currency Program 0.52 5,000k 4/1/2008 37 Bluenose Capital Management, LLC BNC BI 0.54 30k 10/1/2008 36 Kottke Associates MV Program 0.61 1,000k 8/1/2010 35 Esulep LLC MAX Esulep LLC MAX 0.65 500k 5/1/2008 34 Four Seasons Commodities Corp Hawkeye Spread Program 0.66 500k 3/1/2005 33 Vergho Asset Management LLC Kinematics 0.82 1,000k 11/1/2008 32 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.88 100k 7/1/2013 31 Tlaloc Capital LLC Grains Program 0.93 1,000k 4/1/2010 30 Typhon Capital Management, LLC Plutus Grain Strategy 0.94 250k 4/1/2008 29 Trigon Investment Advisors, LLC Discretionary Macro Program 0.95 10,000k 8/1/2007 28 Sandpiper Asset Management Sandpiper Global Macro Program 1.00 1,000k 8/1/2012 27 Goldman Management, Inc Stock Index Futures 1.01 450k 1/1/2012 26 Insignia Managed Capital Medallion 1.17 50k 2/1/2009 25 White River Group Stock Index Option Writing Strategy 1.20 10k 11/1/2008 24 LJM Partners LJM Preservation & Growth Strategy 1.21 250k 5/1/2006 23 Witter & Lester, Inc. Diversified Trading Program 1.27 100k 4/1/2013 22 Intex Capital Covered Options Program 1.29 50k 1/1/2012 21 County Cork LLC RLA I 1.38 500k 1/1/2009 20 White River Group Diversified Option Writing Strategy 1.52 20k 11/1/2008 19 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.67 100k 10/1/2012 18 Bluenose Capital Management, LLC BNC EI 1.68 15k 7/1/2010 17 Jaguar Investments Ltd Ultro Capital Strategy 1.76 1,000k 1/1/2012 16 Diversified Capital Management Alpha Index 1.93 50k 8/1/2013 15 Rosetta Capital Management Rosetta Trading Program 2.10 100k 4/1/2000 14 Greenwave Capital Management Greenwave Flagship Plus 2.27 1,000k 6/1/2008 13 LJM Partners LJM Moderately Aggressive Strategy 2.36 500k 4/1/2003 12 Three Rock Capital Management Global Macro Program 2.75 1,000k 1/1/2009 11 Martin Fund Management LLC Martin Fund One 3.00 500k 1/1/2013 10 ITB Capital Advisors LLC ITB Time Value Trading Program 3.12 5,000k 1/1/2009 9 Global AG LLC Global Ag LLC 3.35 1,000k 12/1/2008 8 Ansbacher Investment Management Market Neutral Put Skew Program 3.55 150k 1/1/1996 7 LJM Partners LJM Aggressive Strategy 3.60 500k 7/1/1998 6 Wharton Capital Management Wharton AG Futures Program 3.89 100k 9/1/2011 5 Rosetta Capital Management Macro Program 4.16 50k 1/1/2009 4 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 4.32 1,000k 7/1/2007 3 Whitmore Capital Management LLC Whitmore Capital LP 6.36 250k 6/1/2012 2 Insignia Managed Capital Epoch3 6.73 20k 7/1/2009 1 Opus Futures LLC Advanced Ag Futures Trading Program 10.28 100k 3/1/2011 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.