IASG CTA Index For December 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 Dec 2016 Min Inv Inception 189 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -11.70 25k 1/1/2011 188 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -11.11 100k 1/1/2014 187 Dreiss Research Corporation Diversified Program -10.46 1,000k 5/1/1991 186 Rosetta Capital Management Macro Program -9.11 50k 1/1/2009 185 Future Trade AG Thales Swing Trading Programme -6.99 250k 6/1/2007 184 Vision Capital Management Global Futures -6.87 500k 2/1/2012 183 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -5.68 50k 10/1/2011 182 JLC Futures Management Company JLC Managed Futures Fund I, LP. -5.15 100k 8/1/2009 181 Millburn Ridgefield Corporation Commodity Program -4.01 25,000k 3/1/2005 180 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.79 10,000k 2/1/2008 179 Quantum Leap Capital Management Managed Account Program -3.52 300k 8/1/2006 178 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -3.30 250k 5/1/2013 177 M6 Capital Management LLC Standard Program -3.22 300k 7/1/2005 176 Independent View IV Quantitative Futures Fund -3.06 100k 11/1/2012 175 dormouse Limited dormouse - Managed Account -2.94 20,000k 7/1/2011 174 Hoss Capital Management, LLC Hoss Agricultural Futures Program -2.84 100k 8/1/2011 173 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -2.84 100k 11/1/2013 172 Ring Capital Management LLC S&P E-Mini Select -2.81 100k 1/1/2012 171 Bocken Trading LLC Discretionary Trading Program -2.61 100k 7/1/2011 170 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.50 500k 7/1/2013 169 Piston Trading The Piston -2.42 1,000k 1/1/2014 168 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -2.12 1,000k 3/1/2007 167 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.07 5,000k 6/1/2010 166 Purple Valley Capital, Inc. Diversified Trend 1 -2.02 100k 8/1/2008 165 Melissinos Trading Eupatrid Global Trends -1.96 50k 1/1/2011 164 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -1.88 100k 11/1/2013 163 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.83 1,000k 1/1/2013 162 Robust Methods LLC Macro Managed Account -1.66 5,000k 1/1/2005 161 Glider Trading LLP Glider Trading Strategy (Class C) -1.64 500k 9/1/2013 160 Valia Capital Management Global Tactical Program -1.59 200k 5/1/2014 159 ISAM ISAM Systematic Trend Fund -1.54 1,000k 6/1/2001 158 HPX Financial LLC HPX Old School Program -1.48 200k 6/1/2006 157 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.46 50k 9/1/2009 156 Red Rock Capital, LLC Commodity Long-Short -1.45 500k 9/1/2013 155 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.34 100k 1/1/2000 154 Emil van Essen Long-Short Commodity Program - Accelerated -1.31 200k 5/1/2014 153 Aquantum Aquantum Commodity Spread Program (ACS) -1.30 5,000k 7/1/2013 152 Paradox Capital Management Sentiment Program (1X) -1.23 1,000k 1/1/2013 151 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.19 20,000k 5/1/2013 150 3D S&P Program (Client) -1.17 100k 11/1/2010 149 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -1.14 100k 7/1/2013 148 Typhon Capital Management, LLC Vulcan Metals Strategy -1.12 2,000k 11/1/2011 147 Emil van Essen Spread Trading Program Limited -1.12 5,000k 7/1/2013 146 NickJen Capital Management & Consultants LLC NRD-1 -1.11 1,000k 4/1/2008 145 ROW Asset Managment Row Currency Program -1.10 1,000k 11/1/2010 144 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.10 100k 10/1/2011 143 Superfund Group Superfund Red EUR SICAV -1.10 10k 3/1/2013 142 Soaring Pelican, LLC Diversified S&P Program -1.09 100k 1/1/2011 141 Superfund Group Superfund Red USD SICAV -1.03 10k 3/1/2013 140 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.01 250k 11/1/1996 139 Demeter Capital Management Livestock & Grain Trading Program -0.99 50k 3/1/2010 138 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.93 10,000k 4/1/2004 137 Emil van Essen Multi-Strategy Program -0.93 6,000k 5/1/2014 136 Emil van Essen Long-Short Commodity Program -0.89 1,000k 6/1/2013 135 Turk Capital LLC US Equity Long/Short Strategy -0.86 250k 4/1/2014 134 3D Intraday Program (Client) -0.86 100k 2/1/2012 133 Tianyou Asset Management, LLC Tianyou Fund LP -0.82 100k 10/1/2012 132 Tyche Capital Advisors LLC Institutional Spreads -0.77 250k 3/1/2014 131 Three Rock Capital Management Global Macro Program -0.76 1,000k 1/1/2009 130 Principle Capital Management LLC Principle Commodity Futures (Prop) -0.60 100k 5/1/2010 129 Bluenose Capital Management, LLC BNC EI -0.60 15k 7/1/2010 128 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.60 3,000k 5/1/2010 127 1900 Investments Asset Management Dynamic Oil Strategy Program -0.52 100k 1/1/2014 126 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.48 6/1/2012 125 Novus Investments, LLC Novus Precious Commodities -0.48 200k 1/1/2007 124 County Cork LLC RLA I -0.47 500k 1/1/2009 123 Jaguar Investments Ltd Ultro Capital Strategy -0.45 1,000k 1/1/2012 122 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.42 10,000k 2/1/2006 121 SandPointe SandPointe Opportunities Strategy -0.38 5,000k 5/1/2014 120 3D Bull Program (Client) -0.32 10k 11/1/2010 119 Trigon Investment Advisors, LLC Foreign Exchange Program -0.30 5,000k 8/1/2000 118 Sugar Creek Investment Management, LLC Cotton RV -0.29 1,000k 2/1/2014 117 Ditsch Trading, LLC Agricultural Trading Program -0.23 100k 1/1/2011 116 QTS Capital Management, LLC Tail Reaper -0.23 500k 8/1/2012 115 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.22 100k 3/1/2013 114 Alee Capital Management, LLC Poniente Program -0.20 2,500k 1/1/1999 113 Dominion Capital Diamond Program -0.20 3,000k 1/1/2011 112 QTS Capital Management, LLC FX Managed Account -0.16 100k 1/1/2011 111 LJM Partners LJM Preservation & Growth Strategy -0.09 250k 5/1/2006 110 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 109 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.04 200k 12/1/2013 108 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.04 250k 3/1/2010 107 R Best LLC R Best Private Client Program -0.03 50k 2/1/2010 106 Pinstripe Trading, LLC Standard -0.01 125k 8/1/2009 105 County Cork LLC County Cork Fusion Equity 0.00 1,000k 10/1/2013 104 Blackwater Capital Management Tactical Equity 0.01 500k 12/1/2013 103 GammaQ Commodity Program Managed Account 0.02 3,000k 4/1/2011 102 Sandpiper Asset Management Sandpiper Global Macro Program 0.02 1,000k 8/1/2012 101 Hehmeyer Capital Management, LLC HOGO 0.02 1,000k 5/1/2013 100 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.02 500k 5/1/2013 99 Certeza Asset Management Macro Vega 0.06 1,000k 1/1/2012 98 QTS Capital Management, LLC QTS Partners, L.P. 0.09 100k 1/1/2011 97 Trading Study SPK – E-Mini S&P 500 Option 0.10 15k 10/1/2009 96 LJM Partners LJM Moderately Aggressive Strategy 0.13 500k 4/1/2003 95 Mehnert Capital Management, LLC DTP (Client) 0.16 1,000k 3/1/2012 94 Turning Wheel Capital, Inc. Pure Alpha 0.18 10,000k 1/1/2012 93 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.18 100k 4/1/2014 92 Typhon Capital Management, LLC Chiron Currency Program 0.19 250k 2/1/2008 91 Greenwave Capital Management Greenwave Flagship Plus 0.21 1,000k 6/1/2008 90 Kopis Capital Management, LLC Commodity Long Only 0.21 500k 1/1/2014 89 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.23 5,000k 11/1/2012 88 Witter & Lester, Inc. Redstone 0.26 500k 9/1/1994 87 Four Seasons Commodities Corp Lone Star Program 0.27 300k 1/1/2005 86 Bluenose Capital Management, LLC BNC BI 0.28 30k 10/1/2008 85 GNE Management, LLC S&P Futures and Options Strategy (Client) 0.35 200k 12/1/2013 84 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.38 1,000k 1/1/2006 83 Crabel Capital Management WPD Crabel Futures Program 0.40 1,000k 7/1/2008 82 Eagle Trading Systems Inc. Eagle Global Financials 0.43 10,000k 1/1/1996 81 Witter & Lester, Inc. Diversified Trading Program 0.43 100k 4/1/2013 80 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 0.46 25,000k 1/1/2014 79 ROW Asset Managment Row Diversified Fund, L.P. 0.48 1,000k 11/1/2011 78 Blake Capital Management, Inc. SRD Currencies 0.49 100k 3/1/2013 77 Sugar Creek Investment Management, LLC WestCay Tropicals 0.50 1,000k 2/1/2014 76 Urban Tree Capital, LLC UTC Plus (Client) 0.52 100k 3/1/2013 75 Intex Capital Covered Options Program 0.56 50k 1/1/2012 74 Orgone Commodity Management LLC Orgone AG 1 0.58 250k 9/1/2011 73 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 0.59 1,000k 7/1/2007 72 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 0.61 1,000k 9/1/2011 71 Dix Hills Partners DHP Absolute Return Strategies 0.61 500k 7/1/2003 70 Cauldron Investments, LLC Stock Index Plus 0.61 1,000k 10/1/2009 69 Warrington Asset Management Warrington Strategic Program 0.62 50k 1/1/1997 68 Deep Field Capital AG SINGULARITY Fund 0.63 100k 9/1/2011 67 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.64 500k 8/1/2012 66 Commodities Analytics LLC Daily Analytics 0.67 100k 1/1/2014 65 Alee Capital Management, LLC Mistral Program 0.68 2,500k 1/1/1999 64 Typhon Capital Management, LLC Plutus Grain Strategy 0.71 250k 4/1/2008 63 Worldwide Capital Strategies Profit Quest Macro World 0.73 100k 1/1/2010 62 Angle Capital Management LLC AIP Program 0.76 100k 1/1/2010 61 EMC Capital Advisors, LLC EMC Alpha Program 0.80 5,000k 6/1/2013 60 Sugar Creek Investment Management, LLC Dairy Arbitrage 0.80 1,000k 5/1/2014 59 Tlaloc Capital LLC Grains Program 0.85 1,000k 4/1/2010 58 1OAK Capital Limited ACORN Commodity 0.86 5,000k 5/1/2012 57 Protec Energy Partners LLC ET1 0.89 500k 4/1/2010 56 3D 3D Intraday Breakout Program 0.90 225k 4/1/2014 55 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.93 10,000k 10/1/2006 54 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.96 1,000k 3/1/2003 53 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.05 250k 10/1/2009 52 Conquest Capital Group Conquest Macro 1.05 250k 5/1/1999 51 FORT LP Fort Global Contrarian 1.09 2,000k 10/1/2002 50 DUNN Capital Management DUNN WMA Institutional Program 1.20 100k 10/1/2011 49 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.21 100k 2/1/2010 48 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.21 1/1/1989 47 Schindler Capital Management, LLC Dairy Advantage Program 1.22 400k 8/1/2005 46 Millburn Ridgefield Corporation Multi-Markets Program 1.23 25,000k 10/1/2004 45 Candriam Investor Group Alternative Return Systemat 1.30 125k 1/1/2007 44 Trigon Investment Advisors, LLC Discretionary Macro Program 1.35 10,000k 8/1/2007 43 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.36 3,000k 5/1/2014 42 C-View Limited Currency Managed Account Program 1.38 5,000k 10/1/1996 41 Conquest Capital Group Conquest Select 1.40 250k 6/1/2004 40 Wharton Capital Management Wharton AG Futures Program 1.42 100k 9/1/2011 39 Non Correlated Capital Positive Theta Program 1.46 250k 10/1/2007 38 Metolius Capital LLC Metolius Diversified 1.49 100k 6/1/2010 37 Sugar Creek Investment Management, LLC Stockyards 1.50 1,000k 4/1/2014 36 Non Correlated Capital Positive Theta Fund 1.56 50k 10/1/2007 35 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.56 10,000k 8/1/2009 34 FORT LP Fort Global Diversified 1.74 2,000k 10/1/1993 33 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.82 250k 5/1/2011 32 Crescendo Capital Management Neutron Decay (Client) 1.93 50k 7/1/2012 31 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.96 1k 10/1/2006 30 Jaguar Investments Ltd Aegir Capital Strategy 1.96 1,000k 1/1/2012 29 Crabel Capital Management Crabel Multi-Product 1.96 1,000k 3/1/1998 28 Vivienne Investissement OUESSANT UCITS FUND (A) 2.02 100k 5/1/2012 27 Quantica Capital AG 1X Quantica Managed Futures Fund 2.10 100k 1/1/2014 26 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 2.23 50k 7/1/2011 25 Sona Trading Strategies LLC. Diversified Program 2.29 1,000k 9/1/2006 24 Estlander & Partners Freedom 2.45 20,000k 8/1/2010 23 GammaQ Breckhurst Commodity Fund 2.64 1,000k 10/1/2006 22 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 2.77 1,000k 5/1/2014 21 FORT LP Global Futures Program (formerly Global Diversified Classic) 2.92 10,000k 10/1/1993 20 Seven Capital Management Seven Absolute Return 2.98 100k 6/1/2009 19 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 3.05 250k 10/1/2011 18 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 3.13 100k 7/1/2013 17 Blackheath Fund Management Inc. Tactical FI Strategy 3.39 50k 10/1/2011 16 QCM Alpha Financials Program 3.42 10,000k 6/1/2012 15 Quantica Capital AG 2X Quantica Managed Futures Fund 3.90 100k 1/1/2014 14 Garraway Capital Management LLP Garraway Financial Trends 3.93 100k 9/1/2012 13 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.98 1k 6/1/2009 12 Estlander & Partners Alpha Trend II - Class P 4.30 100k 12/1/2008 11 Bluenose Capital Management, LLC BNC CL 4.38 15k 12/1/2013 10 Aquantum Aquantum Global Systematic Program (AGS) 4.69 5,000k 7/1/2013 9 Qbasis Invest Qbasis i Trend Fund 4.78 1k 1/1/2014 8 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 5.00 2,000k 7/1/2013 7 Bulkara Capital Bulkara Systematic Fund SP 5.11 250k 4/1/2014 6 Amapa Capital Advisors LLC Energy Program 5.18 1,000k 2/1/2015 5 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.72 1,000k 3/1/2003 4 Zoi Capital, LLC Telio Program (Client) 5.94 200k 4/1/2010 3 Prolific Capital Markets, LLC Prolific Swiss System 6.60 10,000k 1/1/2014 2 Whitmore Capital Management LLC Whitmore Capital LP 6.78 250k 6/1/2012 1 Covenant Capital Management Optimal Program 14.42 10k 2/1/2014 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.