Discretionary Trader Index For September 2018 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 Sep 2018 Min Inv Inception 81 Bighorn Capital Partners Denali -5.66 8/1/2015 80 Whitmore Capital Management LLC Whitmore Capital LP -5.46 250k 6/1/2012 79 Gamma Q Breckhurst Commodity Fund -5.24 1,000k 10/1/2006 78 Schindler Capital Management, LLC Dairy Advantage Program -4.87 400k 8/1/2005 77 AG Capital Management Partners, LP Discretionary Global Macro Program -3.98 5,000k 10/1/2014 76 Blackheath Fund Management Inc. Tactical FI Strategy -3.01 50k 10/1/2011 75 Rosetta Capital Management Macro Program -2.99 50k 1/1/2009 74 Wharton Capital Management Wharton AG Futures Program -2.89 100k 9/1/2011 73 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.80 10,000k 2/1/2006 72 Tlaloc Capital LLC Grains Program -2.47 1,000k 4/1/2010 71 Trading Study SPK – E-Mini S&P 500 Option -2.43 15k 10/1/2009 70 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -2.36 100k 7/1/2013 69 Gamma Q Commodity Program Managed Account -2.25 3,000k 4/1/2011 68 Davis Commodities, LLC Davis Trading Program -1.86 250k 1/1/2016 67 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.57 10,000k 4/1/2004 66 RCMA Capital LLP Merchant Commodity Fund -1.50 1,000k 6/1/2004 65 Bluenose Capital Management, LLC BNC CL -1.40 15k 12/1/2013 64 Ditsch Trading, LLC Agricultural Trading Program -1.38 100k 1/1/2011 63 Robust Methods LLC Macro Managed Account -1.38 5,000k 1/1/2005 62 Jaguar Investments Ltd Ultro Capital Strategy -1.21 1,000k 1/1/2012 61 Bocken Trading LLC Discretionary Trading Program -0.72 100k 7/1/2011 60 Hehmeyer Capital Management, LLC HOGO -0.66 1,000k 5/1/2013 59 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.66 500k 5/1/2013 58 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.65 100k 11/1/2013 57 Four Seasons Commodities Corp Lone Star Program -0.62 300k 1/1/2005 56 Greenwave Capital Management Greenwave Flagship Discretionary Plus -0.61 1,000k 9/1/2012 55 Demeter Capital Management Livestock & Grain Trading Program -0.61 50k 3/1/2010 54 WESTCAY LLC Tropicals Program -0.47 250k 1/1/2014 53 Value & Growth CTA, LLC Value & Growth Program -0.46 50k 6/1/2014 52 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.42 50k 10/1/2011 51 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.39 1,000k 1/1/2006 50 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.35 500k 8/1/2012 49 Carbide Capital Inc. Carbide Hedge Progam -0.30 500k 9/1/2016 48 Doherty Advisors LLC Grey Swan Hedge -0.25 10,000k 4/1/2010 47 Blake Capital Management, Inc. SRD Currencies -0.25 100k 3/1/2013 46 Valia Capital Management Global Tactical Program -0.22 200k 5/1/2014 45 Greenwave Capital Management Greenwave Flagship Plus 2x -0.20 1,500k 4/1/2016 44 Greenwave Capital Management Greenwave Flagship Plus -0.11 1,000k 6/1/2008 43 Blake Capital Management, Inc. SRD Short Equities -0.09 100k 1/1/2011 42 HPX Financial LLC HPX Old School Program -0.09 200k 6/1/2006 41 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.07 25k 1/1/2011 40 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 39 Three Rock Capital Management Global Macro Program -0.04 1,000k 1/1/2009 38 Typhon Capital Management, LLC Vulcan Metals Strategy -0.03 2,000k 11/1/2011 37 County Cork LLC RLA I -0.03 500k 1/1/2009 36 Hehmeyer Capital Management, LLC Hehmeyer Discretionary S&P -0.02 250k 4/1/2016 35 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.01 10,000k 7/1/2008 33 Doherty Advisors LLC Relative Value Plus 0.00 1,000k 7/1/2011 32 Commodities Analytics LLC Daily Analytics 0.00 100k 1/1/2014 34 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 31 Sector Arc Advisors Global Lean Hog Ag 0.04 250k 10/1/2015 30 NickJen Capital Management & Consultants LLC NRD-1 0.07 1,000k 4/1/2008 29 M6 Capital Management LLC Standard Program 0.11 300k 7/1/2005 28 Witter & Lester, Inc. Diversified Trading Program 0.22 100k 4/1/2013 27 Doherty Advisors LLC Relative Value Growth 0.28 1,000k 6/1/2003 26 Trigon Investment Advisors, LLC Discretionary Macro Program 0.41 10,000k 8/1/2007 25 Bluenose Capital Management, LLC BNC BI 0.41 30k 10/1/2008 24 Gregory P Asset Management LLC Low Volatility Income Strategy 0.42 100k 5/1/2015 23 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.53 500k 1/1/2011 22 Doherty Advisors LLC Compass 0.74 1,000k 6/1/2015 21 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.74 500k 1/1/2015 20 Carbide Capital Inc. Carbide Absolute Return Program 0.78 200k 9/1/2014 19 Emil van Essen Multi-Strategy Program 0.80 6,000k 5/1/2014 18 Warrington Asset Management Tactical Program Client 1.00 500k 2/1/2015 17 Doherty Advisors LLC Orion 1.01 1,000k 6/1/2015 16 Warrington Asset Management Warrington Strategic Program 1.14 50k 1/1/1997 15 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 1.18 1,000k 2/1/2015 14 ITB Capital Advisors LLC ITB Time Value Trading Program 1.26 5,000k 1/1/2009 13 Typhon Capital Management, LLC Plutus Grain Strategy 1.30 250k 4/1/2008 12 Evergreen Commodity Advisors, LLC Discretionary 1.78 100k 1/1/2015 11 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.79 100k 11/1/2013 10 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 1.97 100k 7/1/2013 9 Tianyou Asset Management, LLC Tianyou Trading Strategy 2.06 100k 10/1/2012 8 Amapa Capital Advisors LLC Energy Program 2.15 1,000k 2/1/2015 7 Bluenose Capital Management, LLC BNC EI 2.22 15k 7/1/2010 6 JTM Capital Management LLC JTM Absolute Return Strategy 2.33 100k 10/1/2016 5 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.40 400k 2/1/2016 4 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 2.96 50k 9/1/2009 3 M&R Capital, LLC Livestock Trading Program 3.56 100k 1/1/2015 2 Gregory P Asset Management LLC Alternative Multi Strategy 3.60 500k 11/1/2012 1 Sandpiper Asset Management Sandpiper Global Macro Program 3.67 1,000k 8/1/2012 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.