IASG CTA Index For November 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 Nov 2016 Min Inv Inception 183 Whitmore Capital Management LLC Whitmore Capital LP -16.07 250k 6/1/2012 182 Global Vista Advisors, LLC Global Vista Options ("GVO") -11.42 50k 10/1/2010 181 Angle Capital Management LLC AIP Program -7.29 100k 1/1/2010 180 ROW Asset Managment Row Currency Program -7.03 1,000k 11/1/2010 179 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -7.01 100k 1/1/2014 178 Conquest Capital Group Conquest Macro -6.46 250k 5/1/1999 177 Blackheath Fund Management Inc. Tactical FI Strategy -6.08 50k 10/1/2011 176 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -6.04 250k 10/1/2011 175 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.43 50k 7/1/2011 174 QMS Capital Management LP QMS Diversified Global Macro Strategy -5.04 5,000k 6/1/2010 173 Robust Methods LLC Macro Managed Account -4.90 5,000k 1/1/2005 172 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -4.69 100k 7/1/2013 171 ROW Asset Managment Row Diversified Fund, L.P. -4.26 1,000k 11/1/2011 170 Dominion Capital Diamond Program -4.21 3,000k 1/1/2011 169 Bocken Trading LLC Discretionary Trading Program -3.75 100k 7/1/2011 168 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.67 10,000k 2/1/2008 167 EMC Capital Advisors, LLC EMC Alpha Program -3.57 5,000k 6/1/2013 166 Non Correlated Capital Positive Theta Fund -3.52 50k 10/1/2007 165 Witter & Lester, Inc. Diversified Trading Program -3.38 100k 4/1/2013 164 QCM Alpha Financials Program -3.11 10,000k 6/1/2012 163 FORT LP Global Futures Program (formerly Global Diversified Classic) -3.01 10,000k 10/1/1993 162 GammaQ Breckhurst Commodity Fund -2.98 1,000k 10/1/2006 161 Turning Wheel Capital, Inc. Pure Alpha -2.80 10,000k 1/1/2012 160 FORT LP Fort Global Contrarian -2.74 2,000k 10/1/2002 159 Non Correlated Capital Positive Theta Program -2.33 250k 10/1/2007 158 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -2.23 1,500k 7/1/2005 157 Crabel Capital Management WPD Crabel Futures Program -2.17 1,000k 7/1/2008 156 Demeter Capital Management Livestock & Grain Trading Program -2.10 50k 3/1/2010 155 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -2.03 100k 11/1/2013 154 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.84 25,000k 1/1/2014 153 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -1.54 100k 11/1/2013 152 DUNN Capital Management DUNN WMA Institutional Program -1.49 100k 10/1/2011 151 Bluenose Capital Management, LLC BNC CL -1.48 15k 12/1/2013 150 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 149 Jaguar Investments Ltd Aegir Capital Strategy -1.45 1,000k 1/1/2012 148 M6 Capital Management LLC Standard Program -1.42 300k 7/1/2005 147 Crabel Capital Management Crabel Multi-Product -1.41 1,000k 3/1/1998 146 Paradox Capital Management Sentiment Program (1X) -1.39 1,000k 1/1/2013 145 Garraway Capital Management LLP Garraway Financial Trends -1.36 100k 9/1/2012 144 Superfund Group Superfund Red USD SICAV -1.29 10k 3/1/2013 143 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -1.26 1,000k 9/1/2011 142 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.26 20,000k 5/1/2013 141 Dix Hills Partners DHP Absolute Return Strategies -1.25 500k 7/1/2003 140 GammaQ Commodity Program Managed Account -1.24 3,000k 4/1/2011 139 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -1.22 500k 5/1/2013 138 Hehmeyer Capital Management, LLC HOGO -1.22 1,000k 5/1/2013 137 Eagle Trading Systems Inc. Eagle Frequency Domain System -1.21 25,000k 6/1/2012 136 Novus Investments, LLC Novus Precious Commodities -1.12 200k 1/1/2007 135 Emil van Essen Long-Short Commodity Program -1.11 1,000k 6/1/2013 134 Millburn Ridgefield Corporation Commodity Program -1.07 25,000k 3/1/2005 133 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.05 100k 8/1/2009 132 Ditsch Trading, LLC Agricultural Trading Program -1.05 100k 1/1/2011 131 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.02 1,000k 3/1/2003 130 Vision Capital Management Global Futures -0.91 500k 2/1/2012 129 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.80 1,000k 1/1/2013 128 Protec Energy Partners LLC ET1 -0.78 500k 4/1/2010 127 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.77 500k 8/1/2012 126 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -0.74 250k 11/1/1996 125 Vivienne Investissement OUESSANT UCITS FUND (A) -0.72 100k 5/1/2012 124 Quantica Capital AG 2X Quantica Managed Futures Fund -0.70 100k 1/1/2014 123 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.70 100k 2/1/2010 122 Millburn Ridgefield Corporation Multi-Markets Program -0.68 25,000k 10/1/2004 121 Piston Trading The Piston -0.64 1,000k 1/1/2014 120 ISAM ISAM Systematic Trend Fund -0.61 1,000k 6/1/2001 119 Warrington Asset Management Warrington Strategic Program -0.61 50k 1/1/1997 118 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.61 2,000k 7/1/2013 117 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.55 10,000k 4/1/2004 116 Global Advisory Partners Zurich LLC International Algo Trading -0.54 50k 10/1/2009 115 Quantica Capital AG 1X Quantica Managed Futures Fund -0.50 100k 1/1/2014 114 Typhon Capital Management, LLC Vulcan Metals Strategy -0.50 2,000k 11/1/2011 113 Four Seasons Commodities Corp Lone Star Program -0.50 300k 1/1/2005 112 Crescendo Capital Management Neutron Decay (Client) -0.43 50k 7/1/2012 111 QTS Capital Management, LLC Tail Reaper -0.33 500k 8/1/2012 110 QTS Capital Management, LLC QTS Partners, L.P. -0.31 100k 1/1/2011 109 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.23 10,000k 8/1/2009 108 HPX Financial LLC HPX Old School Program -0.21 200k 6/1/2006 107 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.20 250k 5/1/2013 106 Melissinos Trading Eupatrid Global Trends -0.20 50k 1/1/2011 105 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.20 100k 8/1/2011 104 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 103 Future Trade AG Thales Swing Trading Programme -0.15 250k 6/1/2007 102 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.14 1,000k 1/1/2005 101 QTS Capital Management, LLC FX Managed Account -0.13 100k 1/1/2011 100 Deep Field Capital AG SINGULARITY Fund -0.13 100k 9/1/2011 99 Blake Capital Management, Inc. SRD Currencies -0.12 100k 3/1/2013 98 R Best LLC R Best Private Client Program -0.11 50k 2/1/2010 97 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 96 C-View Limited Currency Managed Account Program -0.08 5,000k 10/1/1996 95 Wharton Capital Management Wharton AG Futures Program -0.08 100k 9/1/2011 94 Piquant Technologies LLP Pegasus Fund -0.07 1,000k 9/1/2013 93 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.06 100k 10/1/2011 92 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.06 250k 5/1/2011 91 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.05 1,000k 1/1/2006 90 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.04 250k 3/1/2010 89 Urban Tree Capital, LLC UTC Plus (Client) -0.03 100k 3/1/2013 88 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 87 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 86 Jaguar Investments Ltd Ultro Capital Strategy 0.07 1,000k 1/1/2012 85 LJM Partners LJM Preservation & Growth Strategy 0.08 250k 5/1/2006 84 Global Vista Advisors, LLC Global Vista Indexes ("GVI") 0.10 10k 1/1/2014 83 Stenger Capital Management, LLC Diversified Trading Program 0.10 200k 4/1/2010 82 Typhon Capital Management, LLC Plutus Grain Strategy 0.13 250k 4/1/2008 81 Kopis Capital Management, LLC Commodity Long Only 0.15 500k 1/1/2014 80 Aquantum Aquantum Global Systematic Program (AGS) 0.15 5,000k 7/1/2013 79 Certeza Asset Management Macro Vega 0.18 1,000k 1/1/2012 78 Blackwater Capital Management Tactical Equity 0.19 500k 12/1/2013 77 Orgone Commodity Management LLC Orgone AG 1 0.28 250k 9/1/2011 76 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.33 250k 10/1/2009 75 FORT LP Fort Global Diversified 0.33 2,000k 10/1/1993 74 Tlaloc Capital LLC Grains Program 0.34 1,000k 4/1/2010 73 County Cork LLC RLA I 0.37 500k 1/1/2009 72 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 71 NickJen Capital Management & Consultants LLC NRD-1 0.40 1,000k 4/1/2008 70 Metolius Capital LLC Metolius Diversified 0.44 100k 6/1/2010 69 Typhon Capital Management, LLC Metis Momentum Macro Program 0.45 500k 4/1/2013 68 Independent View IV Quantitative Futures Fund 0.46 100k 11/1/2012 67 Soaring Pelican, LLC Diversified S&P Program 0.62 100k 1/1/2011 66 1900 Investments Asset Management Dynamic Oil Strategy Program 0.63 100k 1/1/2014 65 Cauldron Investments, LLC Stock Index Plus 0.63 1,000k 10/1/2009 64 LJM Partners LJM Moderately Aggressive Strategy 0.64 500k 4/1/2003 63 Red Rock Capital, LLC Commodity Long-Short 0.68 500k 9/1/2013 62 Seven Capital Management Seven Absolute Return 0.77 100k 6/1/2009 61 Principle Capital Management LLC Principle Commodity Futures (Prop) 0.83 100k 5/1/2010 60 Greenwave Capital Management Greenwave Flagship Plus 0.87 1,000k 6/1/2008 59 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.90 5,000k 11/1/2012 58 Rosetta Capital Management Macro Program 0.91 50k 1/1/2009 57 Trigon Investment Advisors, LLC Foreign Exchange Program 0.92 5,000k 8/1/2000 56 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.93 1,000k 3/1/2007 55 Glider Trading LLP Glider Trading Strategy (Class C) 1.08 500k 9/1/2013 54 Intex Capital Covered Options Program 1.11 50k 1/1/2012 53 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.13 1k 10/1/2006 52 dormouse Limited dormouse - Managed Account 1.14 20,000k 7/1/2011 51 Adamah Capital LLC Asset Allocator Program 1.30 50k 3/1/2011 50 Sugar Creek Investment Management, LLC WestCay Tropicals 1.36 1,000k 2/1/2014 49 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.38 3,000k 5/1/2010 48 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 1.42 1,000k 7/1/2007 47 Prolific Capital Markets, LLC Prolific Swiss System 1.46 10,000k 1/1/2014 46 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.53 50k 9/1/2009 45 Amapa Capital Advisors LLC Energy Program 1.63 1,000k 2/1/2015 44 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.74 10,000k 2/1/2006 43 Kottke Associates MV Program 1.89 1,000k 8/1/2010 42 Qbasis Invest Qbasis i Trend Fund 1.96 1k 1/1/2014 41 Schindler Capital Management, LLC Dairy Advantage Program 1.98 400k 8/1/2005 40 Tianyou Asset Management, LLC Tianyou Fund LP 2.03 100k 10/1/2012 39 Typhon Capital Management, LLC Chiron Currency Program 2.17 250k 2/1/2008 38 Typhon Capital Management, LLC Trevinci Liquid Ag Program 2.21 250k 2/1/2012 37 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.28 1k 6/1/2009 36 Conquest Capital Group Conquest Select 2.65 250k 6/1/2004 35 Purple Valley Capital, Inc. Diversified Trend 1 2.74 100k 8/1/2008 34 Bluenose Capital Management, LLC BNC BI 3.12 30k 10/1/2008 33 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.36 100k 1/1/2000 32 Bluenose Capital Management, LLC BNC EI 3.51 15k 7/1/2010 31 Sandpiper Asset Management Sandpiper Global Macro Program 3.57 1,000k 8/1/2012 30 Sunrise Capital Partners Sunrise Expanded Diversified Program 3.58 1/1/1989 29 Zoi Capital, LLC Telio Program (Client) 3.61 200k 4/1/2010 28 County Cork LLC County Cork Fusion Equity 4.05 1,000k 10/1/2013 27 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 4.31 100k 7/1/2013 26 GNE Management, LLC S&P Futures and Options Strategy (Client) 4.44 200k 12/1/2013 25 Three Rock Capital Management Global Macro Program 4.57 1,000k 1/1/2009 24 Aquantum Aquantum Commodity Spread Program (ACS) 4.60 5,000k 7/1/2013 23 Pinstripe Trading, LLC Standard 4.61 125k 8/1/2009 22 Estlander & Partners Freedom 4.86 20,000k 8/1/2010 21 Sona Trading Strategies LLC. Diversified Program 5.27 1,000k 9/1/2006 20 Candriam Investor Group Alternative Return Systemat 5.28 125k 1/1/2007 19 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 5.81 1,000k 3/1/2003 18 Mehnert Capital Management, LLC DTP (Client) 5.84 1,000k 3/1/2012 17 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 5.86 1,000k 7/1/2009 16 Trigon Investment Advisors, LLC Discretionary Macro Program 5.94 10,000k 8/1/2007 15 Eagle Trading Systems Inc. Eagle Quantitative Macro 6.04 10,000k 10/1/2006 14 Dreiss Research Corporation Diversified Program 6.22 1,000k 5/1/1991 13 Alee Capital Management, LLC Poniente Program 6.23 2,500k 1/1/1999 12 Diversified Capital Management Diversified Strategies Investment Fund 6.50 100k 11/1/2012 11 Diversified Capital Management Alpha Index 6.59 50k 8/1/2013 10 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 7.21 50k 10/1/2011 9 Quantum Leap Capital Management Managed Account Program 7.97 300k 8/1/2006 8 Estlander & Partners Alpha Trend II - Class P 8.12 100k 12/1/2008 7 Eagle Trading Systems Inc. Eagle Global Financials 8.97 10,000k 1/1/1996 6 Alee Capital Management, LLC Mistral Program 10.51 2,500k 1/1/1999 5 Bidwell Investments LLC Global Macro Program 10.64 250k 2/1/2014 4 Worldwide Capital Strategies Profit Quest Strategies 11.97 200k 9/1/2013 3 Covenant Capital Management Optimal Program 13.53 10k 2/1/2014 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 14.10 25k 1/1/2011 1 Worldwide Capital Strategies Profit Quest Macro World 24.17 100k 1/1/2010 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.