IASG CTA Index For March 2016 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 Mar 2016 Min Inv Inception 162 Ring Capital Management LLC S&P E-Mini Select -22.98 100k 1/1/2012 161 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -18.24 50k 7/1/2011 160 Golden Point Capital Management, LLC Global Systematic -17.02 250k 7/1/2012 159 Purple Valley Capital, Inc. Diversified Trend 1 -16.59 100k 8/1/2008 158 Vision Capital Management Global Futures -16.33 500k 2/1/2012 157 Estlander & Partners Alpha Trend II - Class P -11.88 100k 12/1/2008 156 Conquest Capital Group Conquest Macro -11.61 250k 5/1/1999 155 Dreiss Research Corporation Diversified Program -9.19 1,000k 5/1/1991 154 Quest Partners LLC AlphaQuest Short Bias (AQSB) -8.78 20,000k 5/1/2013 153 Whitmore Capital Management LLC Whitmore Capital LP -7.35 250k 6/1/2012 152 Candriam Investors Group Alternative Return Systemat -7.34 125k 1/1/2007 151 ISAM ISAM Systematic Trend Fund -7.23 1,000k 6/1/2001 150 M6 Capital Management LLC Standard Program -6.83 300k 7/1/2005 149 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.61 10,000k 3/1/2003 148 Angle Capital Management LLC AIP Program -6.38 100k 1/1/2010 147 Conquest Capital Group Conquest Select -6.19 250k 6/1/2004 146 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -6.17 1,500k 7/1/2005 145 Global Advisory Partners Zurich LLC International Algo Trading -6.13 50k 10/1/2009 144 Typhon Capital Management, LLC Trevinci Liquid Ag Program -6.10 250k 2/1/2012 143 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -6.01 250k 11/1/1996 142 Rosetta Capital Management Macro Program -5.91 50k 1/1/2009 141 QMS Capital Management LP QMS Diversified Global Macro Strategy -5.53 5,000k 6/1/2010 140 Deep Field Capital AG SINGULARITY Fund -5.16 100k 9/1/2011 139 Dixon Midland Company LLC Dixon Midland Diversified LLC -5.10 250k 5/1/2011 138 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.08 1k 6/1/2009 137 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.82 100k 8/1/2009 136 Garraway Capital Management LLP Garraway Financial Trends -4.42 100k 9/1/2012 135 Abraham Investment Management Formula 72 H -4.38 150k 8/1/2012 134 QCM Alpha Financials Program -4.09 10,000k 6/1/2012 133 Mehnert Capital Management, LLC DTP (Client) -3.93 1,000k 3/1/2012 132 Melissinos Trading Eupatrid Global Trends -3.81 50k 1/1/2011 131 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -3.73 1,000k 7/1/2007 130 Eagle Trading Systems Inc. Eagle Global Financials -3.53 10,000k 1/1/1996 129 Estlander & Partners Freedom -3.49 20,000k 8/1/2010 128 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -3.43 10,000k 5/1/2009 127 FORT LP Fort Global Contrarian -3.39 2,000k 10/1/2002 126 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.17 100k 1/1/2000 125 Dairy Opportunities LLC Dairy Opportunities -3.06 100k 4/1/2014 124 Bocken Trading LLC Discretionary Trading Program -2.98 100k 7/1/2011 123 Cambridge Capital Management UK LLP CCM Program -2.90 2,000k 11/1/2012 122 Alee Capital Management, LLC Poniente Program -2.87 2,500k 1/1/1999 121 Aquantum Aquantum Global Systematic Program (AGS) -2.85 5,000k 7/1/2013 120 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -2.79 2,000k 7/1/2013 119 The Tidal Group M2 SP500 Emini Futures Program -2.78 50k 1/1/2013 118 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.77 1k 10/1/2006 117 Bluenose Capital Management, LLC BNC BI -2.75 30k 10/1/2008 116 Eagle Trading Systems Inc. Eagle Quantitative Macro -2.67 10,000k 10/1/2006 115 Ditsch Trading, LLC Agricultural Trading Program -2.67 100k 1/1/2011 114 Metolius Capital LLC Metolius Diversified -2.52 100k 6/1/2010 113 County Cork LLC RLA I -2.48 500k 1/1/2009 112 Sona Trading Strategies LLC. Diversified Program -2.33 1,000k 9/1/2006 111 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.25 10,000k 2/1/2006 110 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.25 10,000k 4/1/2004 109 Sandpiper Asset Management Sandpiper Global Macro Program -2.01 1,000k 8/1/2012 108 Wharton Capital Management Wharton AG Futures Program -1.99 100k 9/1/2011 107 Bluenose Capital Management, LLC BNC EI -1.97 15k 7/1/2010 106 FORT LP Fort Global Diversified -1.84 2,000k 3/1/2002 105 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.74 1,000k 1/1/2013 104 ADG Capital Management ADG Systematic Macro Fund -1.63 1,000k 4/1/2013 103 Hoss Capital Management, LLC Hoss Agricultural Futures Program -1.59 100k 8/1/2011 102 Trigon Investment Advisors, LLC Discretionary Macro Program -1.57 10,000k 8/1/2007 101 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -1.52 1,000k 7/1/2009 100 Millburn Ridgefield Corporation Commodity Program -1.51 25,000k 3/1/2005 99 ALFAKRAFT ALFA Commodity Fund -1.44 16k 6/1/2010 98 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -1.37 25k 1/1/2011 97 Quantum Leap Capital Management Managed Account Program -1.31 300k 8/1/2006 96 Seven Capital Management Seven Absolute Return -1.29 100k 6/1/2009 95 Principle Capital Management LLC Principle Commodity Futures (Prop) -1.18 100k 5/1/2010 94 Paradox Capital Management Sentiment Program (1X) -1.17 1,000k 1/1/2013 93 Demeter Capital Management Livestock & Grain Trading Program -1.09 50k 3/1/2010 92 Certeza Asset Management Macro Vega -1.06 1,000k 1/1/2012 91 Three Rock Capital Management Global Macro Program -1.05 1,000k 1/1/2009 90 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -0.89 100k 7/1/2013 89 Typhon Capital Management, LLC Metis Momentum Macro Program -0.87 500k 4/1/2013 88 Schindler Capital Management, LLC Dairy Advantage Program -0.85 400k 8/1/2005 87 Aquantum Aquantum Commodity Spread Program (ACS) -0.69 5,000k 7/1/2013 86 Greenwave Capital Management Greenwave Flagship Plus -0.60 1,000k 6/1/2008 85 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 84 Warrington Asset Management Warrington Strategic Program -0.58 50k 1/1/1997 83 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.49 250k 10/1/2009 82 NickJen Capital Management & Consultants LLC NRD-1 -0.41 1,000k 4/1/2008 81 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.36 50k 10/1/2011 80 Novus Investments, LLC Novus Precious Commodities -0.34 200k 1/1/2007 79 OptHedge Advisors LLC Diversified Options & Futures Program -0.31 250k 10/1/2008 78 3D S&P Program (Client) -0.30 100k 11/1/2010 77 Kottke Associates MV Program -0.26 1,000k 8/1/2010 76 R Best LLC R Best Private Client Program -0.19 50k 2/1/2010 75 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.19 1,000k 1/1/2006 74 EMC Capital Advisors, LLC EMC Alpha Program -0.14 5,000k 6/1/2013 73 Kottke Associates Stockton Fundamental Ag -0.14 500k 1/1/2006 72 3D Intraday Program (Client) -0.10 100k 2/1/2012 71 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.10 250k 3/1/2010 70 Millburn Ridgefield Corporation Multi-Markets Program -0.06 25,000k 10/1/2004 69 Jaguar Investments Ltd Ultro Capital Strategy -0.06 1,000k 1/1/2012 68 Stenger Capital Management, LLC Diversified Trading Program -0.05 200k 4/1/2010 67 dormouse Limited dormouse - Managed Account -0.03 20,000k 7/1/2011 66 Tlaloc Capital LLC Grains Program -0.03 1,000k 4/1/2010 65 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.02 6/1/2012 64 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.02 1,000k 1/1/2005 61 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.00 250k 1/1/2009 62 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 63 QTS Capital Management, LLC FX Managed Account 0.00 100k 1/1/2011 60 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.03 500k 5/1/2013 59 Hehmeyer Capital Management, LLC HOGO 0.03 1,000k 5/1/2013 58 Kottke Associates Lark - Cattle Program 0.04 500k 2/1/2008 57 HPX Financial LLC HPX Old School Program 0.05 200k 6/1/2006 56 Alee Capital Management, LLC Mistral Program 0.11 2,500k 1/1/1999 55 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.13 100k 3/1/2013 54 C-View Limited Currency Managed Account Program 0.19 5,000k 10/1/1996 53 Jaguar Investments Ltd Aegir Capital Strategy 0.23 1,000k 1/1/2012 52 Blake Capital Management, Inc. SRD Currencies 0.32 100k 3/1/2013 51 Witter & Lester, Inc. Redstone 0.42 500k 9/1/1994 50 QTS Capital Management, LLC Tail Reaper 0.43 500k 8/1/2012 49 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.45 500k 8/1/2012 48 Soaring Pelican, LLC Diversified S&P Program 0.46 100k 1/1/2011 47 Trigon Investment Advisors, LLC Foreign Exchange Program 0.46 5,000k 8/1/2000 46 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.49 50k 9/1/2009 45 Typhon Capital Management, LLC Plutus Grain Strategy 0.50 250k 4/1/2008 44 ROW Asset Managment Row Diversified Fund, L.P. 0.53 1,000k 11/1/2011 43 Gamma Q Commodity Program Managed Account 0.61 3,000k 4/1/2011 42 Four Seasons Commodities Corp Lone Star Program 0.65 300k 1/1/2005 41 Pacific Capital Advisors Agilis Program 0.70 100k 12/1/2012 40 Tianyou Asset Management, LLC Tianyou Trading Strategy 0.71 100k 10/1/2012 39 LJM Partners LJM Preservation & Growth Strategy 0.89 250k 5/1/2006 38 Crabel Capital Management Crabel Multi-Product 0.91 1,000k 3/1/1998 37 Typhon Capital Management, LLC Chiron Currency Program 0.95 250k 2/1/2008 36 ALFAKRAFT ALFA Edge Fund 1.00 16k 12/1/2011 35 3D Bull Program (Client) 1.15 10k 11/1/2010 34 ITB Capital Advisors LLC ITB Time Value Trading Program 1.19 5,000k 1/1/2009 33 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.26 10,000k 8/1/2009 32 Intex Capital Covered Options Program 1.28 50k 1/1/2012 31 Adamah Capital LLC Asset Allocator Program 1.30 50k 3/1/2011 30 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.30 10,000k 3/1/2003 29 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.30 250k 5/1/2013 28 Turning Wheel Capital, Inc. Pure Alpha 1.33 10,000k 1/1/2012 27 LJM Partners LJM Moderately Aggressive Strategy 1.39 500k 4/1/2003 26 Gamma Q Breckhurst Commodity Fund 1.54 1,000k 10/1/2006 25 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.66 1/1/1989 24 Vivienne Investissement OUESSANT UCITS FUND (A) 1.67 100k 5/1/2012 23 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.82 4,000k 11/1/2008 22 Robust Methods LLC Macro Managed Account 1.96 5,000k 1/1/2005 21 Superfund Group Superfund Red EUR SICAV 2.12 10k 3/1/2013 20 Superfund Group Superfund Red USD SICAV 2.17 10k 3/1/2013 19 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.28 250k 10/1/2011 18 C-View Limited Emerging & Minor Currency Program 2.32 5,000k 4/1/2008 17 Cauldron Investments, LLC Stock Index Plus 2.84 1,000k 10/1/2009 16 Witter & Lester, Inc. Diversified Trading Program 2.86 100k 4/1/2013 15 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.14 10,000k 2/1/2008 14 Urban Tree Capital, LLC UTC Plus (Client) 3.53 100k 3/1/2013 13 Non Correlated Capital Positive Theta Program 3.58 250k 10/1/2007 12 Protec Energy Partners LLC ET1 3.67 500k 4/1/2010 11 Non Correlated Capital Positive Theta Fund 3.67 50k 10/1/2007 10 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 3.73 10,000k 3/1/2007 9 ROW Asset Managment Row Currency Program 3.88 1,000k 11/1/2010 8 Future Trade AG Thales Swing Trading Programme 4.44 250k 6/1/2007 7 Strategic Capital Advisors LLC Multi-strategy Futures Program 5.45 3,000k 5/1/2010 6 Ritenour Investment Group, LLC RIG_ES_Client 6.03 25k 3/1/2013 5 Global Vista Advisors, LLC Global Vista Options ("GVO") 6.06 50k 10/1/2010 4 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 6.17 4,000k 2/1/2011 3 Zoi Capital, LLC Telio Program (Client) 6.47 200k 4/1/2010 2 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 6.74 100k 10/1/2011 1 JKI-Futures, LLC ETIRON Large 2x (Client) 13.88 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.