IASG CTA Index For January 2016 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Jan 2016 Min Inv Inception 159 Global Vista Advisors, LLC Global Vista Options ("GVO") -16.22 50k 10/1/2010 158 ITB Capital Advisors LLC ITB Time Value Trading Program -9.81 5,000k 1/1/2009 157 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) -7.65 250k 1/1/2009 156 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -7.48 4,000k 2/1/2011 155 Strategic Capital Advisors LLC Multi-strategy Futures Program -7.03 3,000k 5/1/2010 154 Pacific Capital Advisors Agilis Program -6.79 100k 12/1/2012 153 Non Correlated Capital Positive Theta Program -5.95 250k 10/1/2007 152 Non Correlated Capital Positive Theta Fund -5.87 50k 10/1/2007 151 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -5.23 25k 1/1/2011 150 ALFAKRAFT ALFA Edge Fund -4.65 16k 12/1/2011 149 Cauldron Investments, LLC Stock Index Plus -4.51 1,000k 10/1/2009 148 Global Advisory Partners Zurich LLC International Algo Trading -3.96 50k 10/1/2009 147 Protec Energy Partners LLC ET1 -3.84 500k 4/1/2010 146 Bluenose Capital Management, LLC BNC EI -3.15 15k 7/1/2010 145 Typhon Capital Management, LLC Trevinci Liquid Ag Program -3.00 250k 2/1/2012 144 Dairy Opportunities LLC Dairy Opportunities -2.90 100k 4/1/2014 143 Trigon Investment Advisors, LLC Discretionary Macro Program -2.86 10,000k 8/1/2007 142 Adamah Capital LLC Asset Allocator Program -2.80 50k 3/1/2011 141 The Tidal Group M2 SP500 Emini Futures Program -2.78 50k 1/1/2013 140 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -2.53 4,000k 11/1/2008 139 JKI-Futures, LLC ETIRON Large 2x (Client) -2.32 1,000k 8/1/2012 138 Eagle Trading Systems Inc. Eagle Global Financials -2.22 10,000k 1/1/1996 137 Future Trade AG Thales Swing Trading Programme -2.01 250k 6/1/2007 136 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.99 50k 10/1/2011 135 Alee Capital Management, LLC Mistral Program -1.77 2,500k 1/1/1999 134 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.70 250k 5/1/2013 133 C-View Limited Emerging & Minor Currency Program -1.67 5,000k 4/1/2008 132 Rosetta Capital Management Macro Program -1.60 50k 1/1/2009 131 Hoss Capital Management, LLC Hoss Agricultural Futures Program -1.53 100k 8/1/2011 130 GammaQ Breckhurst Commodity Fund -1.24 1,000k 10/1/2006 129 Purple Valley Capital, Inc. Diversified Trend 1 -1.21 100k 8/1/2008 128 3D S&P Program (Client) -1.20 100k 11/1/2010 127 Bluenose Capital Management, LLC BNC BI -1.15 30k 10/1/2008 126 Abraham Investment Management Formula 72 H -1.09 150k 8/1/2012 125 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.09 250k 10/1/2009 124 Turning Wheel Capital, Inc. Pure Alpha -0.94 10,000k 1/1/2012 123 Superfund Group Superfund Red EUR SICAV -0.90 10k 3/1/2013 122 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.85 250k 5/1/2011 121 GammaQ Commodity Program Managed Account -0.84 3,000k 4/1/2011 120 Superfund Group Superfund Red USD SICAV -0.77 10k 3/1/2013 119 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.71 1,000k 3/1/2007 118 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.67 1,000k 3/1/2003 117 Dreiss Research Corporation Diversified Program -0.66 1,000k 5/1/1991 116 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.66 100k 3/1/2013 115 3D Intraday Program (Client) -0.65 100k 2/1/2012 114 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.63 1,000k 1/1/2005 113 Hehmeyer Capital Management, LLC HOGO -0.51 1,000k 5/1/2013 112 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.51 500k 5/1/2013 111 Warrington Asset Management Warrington Strategic Program -0.50 50k 1/1/1997 110 Witter & Lester, Inc. Redstone -0.48 500k 9/1/1994 109 3D Bull Program (Client) -0.48 10k 11/1/2010 108 Alee Capital Management, LLC Poniente Program -0.46 2,500k 1/1/1999 107 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -0.46 1,000k 7/1/2009 106 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.40 6/1/2012 105 HPX Financial LLC HPX Old School Program -0.38 200k 6/1/2006 104 OptHedge Advisors LLC Diversified Options & Futures Program -0.36 250k 10/1/2008 103 Greenwave Capital Management Greenwave Flagship Plus -0.28 1,000k 6/1/2008 102 Four Seasons Commodities Corp Lone Star Program -0.24 300k 1/1/2005 101 Kottke Associates Lark - Cattle Program -0.23 500k 2/1/2008 100 Kottke Associates MV Program -0.20 1,000k 8/1/2010 99 Blake Capital Management, Inc. SRD Currencies -0.18 100k 3/1/2013 98 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 97 Kottke Associates Stockton Fundamental Ag -0.15 500k 1/1/2006 96 Demeter Capital Management Livestock & Grain Trading Program -0.12 50k 3/1/2010 95 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -0.12 100k 7/1/2013 94 Paradox Capital Management Sentiment Program (1X) -0.07 1,000k 1/1/2013 91 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.00 100k 8/1/2009 92 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 93 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.00 100k 10/1/2011 90 Stenger Capital Management, LLC Diversified Trading Program 0.01 200k 4/1/2010 89 NickJen Capital Management & Consultants LLC NRD-1 0.03 1,000k 4/1/2008 88 Jaguar Investments Ltd Aegir Capital Strategy 0.06 1,000k 1/1/2012 87 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.11 250k 3/1/2010 86 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.11 10,000k 2/1/2006 85 Tlaloc Capital LLC Grains Program 0.11 1,000k 4/1/2010 84 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.12 250k 10/1/2011 83 Jaguar Investments Ltd Ultro Capital Strategy 0.14 1,000k 1/1/2012 82 Certeza Asset Management Macro Vega 0.18 1,000k 1/1/2012 81 Soaring Pelican, LLC Diversified S&P Program 0.21 100k 1/1/2011 80 ROW Asset Managment Row Currency Program 0.31 1,000k 11/1/2010 79 Bocken Trading LLC Discretionary Trading Program 0.34 100k 7/1/2011 78 County Cork LLC RLA I 0.36 500k 1/1/2009 77 R Best LLC R Best Private Client Program 0.39 50k 2/1/2010 76 Schindler Capital Management, LLC Dairy Advantage Program 0.40 400k 8/1/2005 75 Wharton Capital Management Wharton AG Futures Program 0.56 100k 9/1/2011 74 Sona Trading Strategies LLC. Diversified Program 0.58 1,000k 9/1/2006 73 FORT LP Fort Global Contrarian 0.59 2,000k 10/1/2002 72 Urban Tree Capital, LLC UTC Plus (Client) 0.60 100k 3/1/2013 71 Typhon Capital Management, LLC Metis Momentum Macro Program 0.60 500k 4/1/2013 70 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.63 500k 8/1/2012 69 Typhon Capital Management, LLC Plutus Grain Strategy 0.65 250k 4/1/2008 68 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.67 1,000k 1/1/2006 67 Whitmore Capital Management LLC Whitmore Capital LP 0.70 250k 6/1/2012 66 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.70 1,000k 1/1/2013 65 LJM Partners LJM Preservation & Growth Strategy 0.81 250k 5/1/2006 64 LJM Partners LJM Moderately Aggressive Strategy 0.85 500k 4/1/2003 63 QTS Capital Management, LLC FX Managed Account 0.89 100k 1/1/2011 62 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.99 1/1/1989 61 dormouse Limited dormouse - Managed Account 1.00 20,000k 7/1/2011 60 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.05 10,000k 2/1/2008 59 Aquantum Aquantum Global Systematic Program (AGS) 1.05 5,000k 7/1/2013 58 Aquantum Aquantum Commodity Spread Program (ACS) 1.10 5,000k 7/1/2013 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.15 1,000k 3/1/2003 56 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 1.37 1,000k 7/1/2007 55 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.40 10,000k 8/1/2009 54 C-View Limited Currency Managed Account Program 1.40 5,000k 10/1/1996 53 Intex Capital Covered Options Program 1.44 50k 1/1/2012 52 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.51 50k 9/1/2009 51 M6 Capital Management LLC Standard Program 1.62 300k 7/1/2005 50 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.62 100k 1/1/2000 49 Tianyou Asset Management, LLC Tianyou Fund LP 1.65 100k 10/1/2012 48 Zoi Capital, LLC Telio Program (Client) 1.86 200k 4/1/2010 47 Robust Methods LLC Macro Managed Account 1.89 5,000k 1/1/2005 46 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 2.04 2,000k 7/1/2013 45 Typhon Capital Management, LLC Chiron Currency Program 2.16 250k 2/1/2008 44 Deep Field Capital AG SINGULARITY Fund 2.18 100k 9/1/2011 43 Witter & Lester, Inc. Diversified Trading Program 2.43 100k 4/1/2013 42 Vivienne Investissement OUESSANT UCITS FUND (A) 2.48 100k 5/1/2012 41 EMC Capital Advisors, LLC EMC Alpha Program 2.61 5,000k 6/1/2013 40 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 2.63 10,000k 4/1/2004 39 Three Rock Capital Management Global Macro Program 2.63 1,000k 1/1/2009 38 Estlander & Partners Freedom 2.65 20,000k 8/1/2010 37 Sandpiper Asset Management Sandpiper Global Macro Program 2.90 1,000k 8/1/2012 36 Crabel Capital Management Crabel Multi-Product 2.95 1,000k 3/1/1998 35 Vision Capital Management Global Futures 2.95 500k 2/1/2012 34 Ritenour Investment Group, LLC RIG_ES_Client 2.97 25k 3/1/2013 33 Novus Investments, LLC Novus Precious Commodities 2.98 200k 1/1/2007 32 Trigon Investment Advisors, LLC Foreign Exchange Program 3.03 5,000k 8/1/2000 31 Metolius Capital LLC Metolius Diversified 3.09 100k 6/1/2010 30 ADG Capital Management ADG Systematic Macro Fund 3.27 1,000k 4/1/2013 29 Quantum Leap Capital Management Managed Account Program 3.38 300k 8/1/2006 28 ROW Asset Managment Row Diversified Fund, L.P. 3.43 1,000k 11/1/2011 27 Eagle Trading Systems Inc. Eagle Quantitative Macro 3.77 10,000k 10/1/2006 26 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.77 50k 7/1/2011 25 Emil van Essen Long-Short Commodity Program 3.81 1,000k 6/1/2013 24 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.20 1k 10/1/2006 23 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 4.26 10,000k 5/1/2009 22 FORT LP Fort Global Diversified 4.26 2,000k 10/1/1993 21 Cambridge Capital Management UK LLP CCM Program 4.40 2,000k 11/1/2012 20 ALFAKRAFT ALFA Commodity Fund 4.47 16k 6/1/2010 19 Millburn Ridgefield Corporation Commodity Program 4.63 25,000k 3/1/2005 18 Principle Capital Management LLC Principle Commodity Futures (Prop) 4.64 100k 5/1/2010 17 Millburn Ridgefield Corporation Multi-Markets Program 4.71 25,000k 10/1/2004 16 QCM Alpha Financials Program 5.07 10,000k 6/1/2012 15 Melissinos Trading Eupatrid Global Trends 5.16 50k 1/1/2011 14 QMS Capital Management LP QMS Diversified Global Macro Strategy 5.25 5,000k 6/1/2010 13 Seven Capital Management Seven Absolute Return 5.40 100k 6/1/2009 12 Candriam Investor Group Alternative Return Systemat 5.46 125k 1/1/2007 11 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 5.53 1,500k 7/1/2005 10 ISAM ISAM Systematic Trend Fund 5.66 1,000k 6/1/2001 9 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.98 1k 6/1/2009 8 Mehnert Capital Management, LLC DTP (Client) 9.85 1,000k 3/1/2012 7 Conquest Capital Group Conquest Select 10.01 250k 6/1/2004 6 Golden Point Capital Management, LLC Global Systematic 10.02 250k 7/1/2012 5 Garraway Capital Management LLP Garraway Financial Trends 10.76 100k 9/1/2012 4 Angle Capital Management LLC AIP Program 10.97 100k 1/1/2010 3 Conquest Capital Group Conquest Macro 15.07 250k 5/1/1999 2 Quest Partners LLC AlphaQuest Short Bias (AQSB) 17.49 20,000k 5/1/2013 1 Estlander & Partners Alpha Trend II - Class P 17.77 100k 12/1/2008 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.