Discretionary Trader Index For August 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 Aug 2015 Min Inv Inception 97 Insignia Managed Capital Medallion -27.26 50k 2/1/2009 96 ITB Capital Advisors LLC ITB Time Value Trading Program -25.58 5,000k 1/1/2009 95 Rosetta Capital Management Macro Program -14.87 50k 1/1/2009 94 Insignia Managed Capital Epoch3 -14.83 20k 7/1/2009 93 LJM Partners LJM Aggressive Strategy -14.14 500k 7/1/1998 92 Martin Fund Management LLC Martin Fund One -13.25 500k 1/1/2013 91 Ansbacher Investment Management Market Neutral Put Skew Program -12.75 150k 1/1/1996 90 Whitmore Capital Management LLC Whitmore Capital LP -12.09 250k 6/1/2012 89 Global Advisory Partners Zurich LLC International Algo Trading -10.27 50k 10/1/2009 88 LJM Partners LJM Moderately Aggressive Strategy -8.58 500k 4/1/2003 87 White River Group Stock Index Option Writing Strategy -7.37 10k 11/1/2008 86 Bluenose Capital Management, LLC BNC EI -6.84 15k 7/1/2010 85 LJM Partners LJM Preservation & Growth Strategy -6.71 250k 5/1/2006 84 Global Vista Advisors, LLC Global Vista Options ("GVO") -6.30 50k 10/1/2010 83 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -5.69 100k 7/1/2013 82 Esulep LLC MAX Esulep LLC MAX -5.58 500k 5/1/2008 81 White River Group Diversified Option Writing Strategy -5.21 20k 11/1/2008 80 Acuity Investment Management, LLC Diversified Futures Program -5.08 50k 8/1/2012 79 Red Oak Commodity Advisors Investment Program -4.62 5,000k 12/1/1989 78 OptHedge Advisors LLC Diversified Options & Futures Program -4.37 250k 10/1/2008 77 Goldman Management, Inc Stock Index Futures -4.34 450k 1/1/2012 76 Intex Capital Covered Options Program -4.10 50k 1/1/2012 75 Paramount Capital Management LLC Commodity Trading Program -4.08 100k 7/1/2008 74 Schindler Capital Management, LLC Grain Advantage Program -3.75 100k 6/1/2013 73 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -3.66 25k 1/1/2011 72 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -3.18 100k 11/1/2013 71 Rosetta Capital Management Rosetta Trading Program -2.99 100k 4/1/2000 70 Bluenose Capital Management, LLC BNC BI -2.81 30k 10/1/2008 69 Tanyard Creek Capital Livestock Program -2.72 200k 6/1/2008 68 Demeter Capital Management Livestock & Grain Trading Program -2.49 50k 3/1/2010 67 Warrington Asset Management Warrington Strategic Program -2.11 50k 1/1/1997 66 Wharton Capital Management Wharton AG Futures Program -1.99 100k 9/1/2011 65 Hehmeyer Capital Management, LLC HOGO -1.95 1,000k 5/1/2013 64 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -1.95 500k 5/1/2013 63 Bocken Trading LLC Discretionary Trading Program -1.84 100k 7/1/2011 62 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.80 50k 10/1/2011 61 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.62 50k 9/1/2009 60 QERI LLC QERI LLC Fundamental Commodity Strategy -1.46 2,000k 7/1/2012 59 County Cork LLC RLA I -1.13 500k 1/1/2009 58 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.96 100k 11/1/2013 57 Coloma Capital Futures(r), LLC Coloma Commodity Strategy -0.90 500k 8/1/2010 56 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.83 6/1/2012 55 Kottke Associates MV Program -0.82 1,000k 8/1/2010 54 Witter & Lester, Inc. Diversified Trading Program -0.65 100k 4/1/2013 53 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 52 Kottke Associates Lark - Cattle Program -0.18 500k 2/1/2008 51 HPX Financial LLC HPX Old School Program -0.17 200k 6/1/2006 50 Schindler Capital Management, LLC Dairy Advantage Program -0.16 400k 8/1/2005 49 HPX Financial LLC HPX Ag Program -0.15 100k 11/1/2011 48 Global AG LLC Global Ag LLC -0.11 1,000k 12/1/2008 47 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.07 1,000k 1/1/2006 46 Kottke Associates Stockton Fundamental Ag -0.06 500k 1/1/2006 45 Four Seasons Commodities Corp Hawkeye Spread Program -0.06 500k 3/1/2005 44 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.02 1,000k 1/1/2005 43 Diversified Capital Management Delta Omega Alpha Model 0.00 5k 10/1/2013 42 KMJ Investments KMJ Investments 0.00 1,000k 8/1/1994 41 Protec Energy Partners LLC ET1 0.04 500k 4/1/2010 40 Greenwave Capital Management Greenwave Flagship 0.09 10,000k 6/1/2008 39 Stenger Capital Management, LLC Diversified Trading Program 0.11 200k 4/1/2010 38 Blake Capital Management, Inc. SRD Currencies 0.14 100k 3/1/2013 37 Three Rock Capital Management Global Macro Program 0.14 1,000k 1/1/2009 36 NickJen Capital Management & Consultants LLC NRD-1 0.15 1,000k 4/1/2008 35 Four Seasons Commodities Corp Lone Star Program 0.15 300k 1/1/2005 34 Jaguar Investments Ltd Ultro Capital Strategy 0.27 1,000k 1/1/2012 33 Tlaloc Capital LLC Grains Program 0.37 1,000k 4/1/2010 32 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.38 10,000k 5/1/2009 31 Sandpiper Asset Management Sandpiper Global Macro Program 0.40 1,000k 8/1/2012 30 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.54 250k 1/1/2009 29 C-View Limited Emerging & Minor Currency Program 0.56 5,000k 4/1/2008 28 Diversified Capital Management Alpha Index 0.62 50k 8/1/2013 27 Capricorn Strategies Limited Capricorn fxST (Lev1) 0.69 1,000k 1/1/1999 26 Robust Methods LLC Macro Managed Account 0.77 5,000k 1/1/2005 25 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 0.78 1,000k 7/1/2007 24 Typhon Capital Management, LLC Trevinci Liquid Ag Program 0.78 250k 2/1/2012 23 Typhon Capital Management, LLC Plutus Grain Strategy 0.84 250k 4/1/2008 22 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.90 500k 8/1/2012 21 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.03 100k 10/1/2012 20 Greenwave Capital Management Greenwave Flagship Plus 1.04 1,000k 6/1/2008 19 C-View Limited Currency Managed Account Program 1.37 5,000k 10/1/1996 18 Orgone Commodity Management LLC Orgone AG 1 1.47 250k 9/1/2011 17 Cogent Energy Investment Management, LLC Cogent Energy Commodity Strategy 1.56 10,000k 1/1/2013 16 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.58 10,000k 4/1/2004 15 Rhicon Currency Management Rhicon Strategic Program 1.72 500k 1/1/2004 14 Hoss Capital Management, LLC Hoss Agricultural Futures Program 2.06 100k 8/1/2011 13 GT CAPITAL CTA GT Dynamic Trading Program 2.34 150k 6/1/2009 12 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.57 3,000k 10/1/1992 11 Principle Capital Management LLC Principle Commodity Futures (Prop) 2.77 100k 5/1/2010 10 Novus Investments, LLC Novus Precious Commodities 2.89 200k 1/1/2007 9 Range Wise Investment Program 2.91 250k 2/1/1991 8 Vergho Asset Management LLC Kinematics 2.97 1,000k 11/1/2008 7 Opus Futures LLC Advanced Ag Futures Trading Program 3.01 100k 3/1/2011 6 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 3.66 10,000k 2/1/2006 5 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.87 2,000k 7/1/1992 4 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.45 100k 10/1/2009 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.59 100k 3/1/2003 2 Diversified Capital Management Delta Omega Epsilon Model 5.27 10k 10/1/2013 1 M6 Capital Management LLC Standard Program 7.37 300k 7/1/2005 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.