IASG CTA Index For May 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 May 2016 Min Inv Inception 164 Future Trade AG Thales Swing Trading Programme -15.69 250k 6/1/2007 163 Estlander & Partners Alpha Trend II - Class P -14.65 100k 12/1/2008 162 Eagle Trading Systems Inc. Eagle Global Financials -13.07 10,000k 1/1/1996 161 Purple Valley Capital, Inc. Diversified Trend 1 -10.02 100k 8/1/2008 160 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -8.53 100k 7/1/2013 159 Sandpiper Asset Management Sandpiper Global Macro Program -8.40 1,000k 8/1/2012 158 Deep Field Capital AG SINGULARITY Fund -7.86 100k 9/1/2011 157 Eagle Trading Systems Inc. Eagle Quantitative Macro -7.63 10,000k 10/1/2006 156 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -7.44 1,500k 7/1/2005 155 JKI-Futures, LLC ETIRON Large 2x (Client) -7.23 1,000k 8/1/2012 154 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -6.86 25k 1/1/2011 153 Robust Methods LLC Macro Managed Account -6.81 5,000k 1/1/2005 152 Dreiss Research Corporation Diversified Program -6.34 1,000k 5/1/1991 151 ROW Asset Managment Row Currency Program -5.96 1,000k 11/1/2010 150 Angle Capital Management LLC AIP Program -5.81 100k 1/1/2010 149 Conquest Capital Group Conquest Select -5.76 250k 6/1/2004 148 ROW Asset Managment Row Diversified Fund, L.P. -4.74 1,000k 11/1/2011 147 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.61 5,000k 6/1/2010 146 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.44 20,000k 5/1/2013 145 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.35 250k 5/1/2011 144 Melissinos Trading Eupatrid Global Trends -4.22 50k 1/1/2011 143 Zoi Capital, LLC Telio Program (Client) -4.16 200k 4/1/2010 142 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -4.12 1k 6/1/2009 141 Novus Investments, LLC Novus Precious Commodities -4.12 200k 1/1/2007 140 Superfund Group Superfund Red EUR SICAV -3.91 10k 3/1/2013 139 JLC Futures Management Company JLC Managed Futures Fund I, LP. -3.79 100k 8/1/2009 138 Superfund Group Superfund Red USD SICAV -3.74 10k 3/1/2013 137 Sona Trading Strategies LLC. Diversified Program -3.72 1,000k 9/1/2006 136 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -3.42 500k 5/1/2013 135 Hehmeyer Capital Management, LLC HOGO -3.42 1,000k 5/1/2013 134 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.39 50k 7/1/2011 133 ISAM ISAM Systematic Trend Fund -3.38 1,000k 6/1/2001 132 QCM Alpha Financials Program -3.31 10,000k 6/1/2012 131 Typhon Capital Management, LLC Trevinci Liquid Ag Program -3.17 250k 2/1/2012 130 Estlander & Partners Freedom -3.02 20,000k 8/1/2010 129 Global Advisory Partners Zurich LLC International Algo Trading -2.86 50k 10/1/2009 128 County Cork LLC RLA I -2.83 500k 1/1/2009 127 Emil van Essen Long-Short Commodity Program -2.79 1,000k 6/1/2013 126 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.79 50k 10/1/2011 125 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.68 250k 10/1/2009 124 Metolius Capital LLC Metolius Diversified -2.42 100k 6/1/2010 123 Garraway Capital Management LLP Garraway Financial Trends -2.42 100k 9/1/2012 122 Pacific Capital Advisors Agilis Program -2.26 100k 12/1/2012 121 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.25 100k 1/1/2000 120 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.22 10,000k 4/1/2004 119 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.16 1k 10/1/2006 118 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.04 10,000k 2/1/2006 117 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.00 1/1/1989 116 Alee Capital Management, LLC Poniente Program -1.72 2,500k 1/1/1999 115 Turning Wheel Capital, Inc. Pure Alpha -1.41 10,000k 1/1/2012 114 Vision Capital Management Global Futures -1.24 500k 2/1/2012 113 Typhon Capital Management, LLC Plutus Grain Strategy -1.23 250k 4/1/2008 112 R Best LLC R Best Private Client Program -1.20 50k 2/1/2010 111 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.16 250k 3/1/2010 110 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.06 250k 11/1/1996 109 Cambridge Capital Management UK LLP CCM Program -1.00 2,000k 11/1/2012 108 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.96 1,000k 3/1/2007 107 EMC Capital Advisors, LLC EMC Alpha Program -0.96 5,000k 6/1/2013 106 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.93 1,000k 3/1/2003 105 3D S&P Program (Client) -0.87 100k 11/1/2010 104 Quantum Leap Capital Management Managed Account Program -0.87 300k 8/1/2006 103 Typhon Capital Management, LLC Metis Momentum Macro Program -0.87 500k 4/1/2013 102 Typhon Capital Management, LLC Chiron Currency Program -0.78 250k 2/1/2008 101 QTS Capital Management, LLC Tail Reaper -0.78 100k 8/1/2012 100 Trigon Investment Advisors, LLC Foreign Exchange Program -0.73 5,000k 8/1/2000 99 FORT LP Fort Global Diversified -0.65 2,000k 10/1/1993 98 Jaguar Investments Ltd Aegir Capital Strategy -0.63 1,000k 1/1/2012 97 Mehnert Capital Management, LLC DTP (Client) -0.59 1,000k 3/1/2012 96 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.57 50k 9/1/2009 95 3D Intraday Program (Client) -0.57 100k 2/1/2012 94 Kottke Associates MV Program -0.55 1,000k 8/1/2010 93 M6 Capital Management LLC Standard Program -0.53 300k 7/1/2005 92 Alee Capital Management, LLC Mistral Program -0.42 2,500k 1/1/1999 91 C-View Limited Currency Managed Account Program -0.37 5,000k 10/1/1996 90 Dix Hills Partners DHP Absolute Return Strategies -0.33 500k 7/1/2003 89 Demeter Capital Management Livestock & Grain Trading Program -0.32 50k 3/1/2010 88 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.30 10,000k 8/1/2009 87 Global Vista Advisors, LLC Global Vista Options ("GVO") -0.30 50k 10/1/2010 86 Witter & Lester, Inc. Diversified Trading Program -0.30 100k 4/1/2013 85 Aquantum Aquantum Commodity Spread Program (ACS) -0.30 5,000k 7/1/2013 84 C-View Limited Emerging & Minor Currency Program -0.28 5,000k 4/1/2008 83 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.27 1,000k 1/1/2006 82 ALFAKRAFT ALFA Edge Fund -0.25 16k 12/1/2011 81 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.24 10,000k 2/1/2008 80 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.21 1,000k 3/1/2003 79 Blake Capital Management, Inc. SRD Currencies -0.20 100k 3/1/2013 78 Schindler Capital Management, LLC Dairy Advantage Program -0.17 400k 8/1/2005 77 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 76 Kottke Associates Stockton Fundamental Ag -0.15 500k 1/1/2006 75 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.12 100k 8/1/2011 74 HPX Financial LLC HPX Old School Program -0.07 200k 6/1/2006 73 Jaguar Investments Ltd Ultro Capital Strategy -0.02 1,000k 1/1/2012 64 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 0.00 1,000k 7/1/2009 65 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.00 4,000k 11/1/2008 66 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.00 10,000k 5/1/2009 67 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 0.00 4,000k 2/1/2011 72 The Tidal Group M2 SP500 Emini Futures Program 0.00 50k 1/1/2013 69 Golden Point Capital Management, LLC Global Systematic 0.00 250k 7/1/2012 68 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.00 250k 1/1/2009 70 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 71 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.00 6/1/2012 63 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.03 100k 3/1/2013 62 NickJen Capital Management & Consultants LLC NRD-1 0.03 1,000k 4/1/2008 61 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.04 1,000k 1/1/2005 60 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.07 500k 8/1/2012 59 QTS Capital Management, LLC FX Managed Account 0.09 100k 1/1/2011 58 Four Seasons Commodities Corp Lone Star Program 0.10 300k 1/1/2005 57 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.19 1,000k 1/1/2013 56 Three Rock Capital Management Global Macro Program 0.20 1,000k 1/1/2009 55 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.22 250k 10/1/2011 54 Crabel Capital Management Crabel Multi-Product 0.26 1,000k 3/1/1998 53 GammaQ Commodity Program Managed Account 0.27 3,000k 4/1/2011 52 Stenger Capital Management, LLC Diversified Trading Program 0.28 200k 4/1/2010 51 Kottke Associates Lark - Cattle Program 0.29 500k 2/1/2008 50 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 0.33 1,000k 7/1/2007 49 3D Bull Program (Client) 0.37 10k 11/1/2010 48 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 47 OptHedge Advisors LLC Diversified Options & Futures Program 0.45 250k 10/1/2008 46 Wharton Capital Management Wharton AG Futures Program 0.50 100k 9/1/2011 45 Adamah Capital LLC Asset Allocator Program 0.50 50k 3/1/2011 44 Seven Capital Management Seven Absolute Return 0.53 100k 6/1/2009 43 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.67 2,000k 7/1/2013 42 ALFAKRAFT ALFA Commodity Fund 0.68 16k 6/1/2010 41 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 0.74 1,000k 9/1/2011 40 Paradox Capital Management Sentiment Program (1X) 0.76 1,000k 1/1/2013 39 Certeza Asset Management Macro Vega 0.79 1,000k 1/1/2012 38 Conquest Capital Group Conquest Macro 0.94 250k 5/1/1999 37 Greenwave Capital Management Greenwave Flagship Plus 1.04 1,000k 6/1/2008 36 Warrington Asset Management Warrington Strategic Program 1.06 50k 1/1/1997 35 ADG Capital Management ADG Systematic Macro Fund 1.10 1,000k 4/1/2013 34 Millburn Ridgefield Corporation Multi-Markets Program 1.13 25,000k 10/1/2004 33 Tianyou Asset Management, LLC Tianyou Fund LP 1.15 100k 10/1/2012 32 Protec Energy Partners LLC ET1 1.19 500k 4/1/2010 31 Aquantum Aquantum Global Systematic Program (AGS) 1.31 5,000k 7/1/2013 30 FORT LP Fort Global Contrarian 1.34 2,000k 10/1/2002 29 GammaQ Breckhurst Commodity Fund 1.35 1,000k 10/1/2006 28 Intex Capital Covered Options Program 1.38 50k 1/1/2012 27 Trigon Investment Advisors, LLC Discretionary Macro Program 1.42 10,000k 8/1/2007 26 Millburn Ridgefield Corporation Commodity Program 1.47 25,000k 3/1/2005 25 dormouse Limited dormouse - Managed Account 1.61 10,000k 7/1/2011 24 ITB Capital Advisors LLC ITB Time Value Trading Program 1.67 5,000k 1/1/2009 23 Abraham Investment Management Formula 72 H 1.67 150k 8/1/2012 22 Pinstripe Trading, LLC Standard 1.82 125k 8/1/2009 21 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.03 3,000k 5/1/2010 20 Ritenour Investment Group, LLC RIG_ES_Client 2.08 25k 3/1/2013 19 Bluenose Capital Management, LLC BNC EI 2.37 15k 7/1/2010 18 Vivienne Investissement OUESSANT UCITS FUND (A) 2.45 100k 5/1/2012 17 Bluenose Capital Management, LLC BNC BI 2.60 30k 10/1/2008 16 Soaring Pelican, LLC Diversified S&P Program 2.71 100k 1/1/2011 15 Dairy Opportunities LLC Dairy Opportunities 2.79 100k 4/1/2014 14 Rosetta Capital Management Macro Program 2.84 50k 1/1/2009 13 LJM Partners LJM Preservation & Growth Strategy 2.88 250k 5/1/2006 12 Tlaloc Capital LLC Grains Program 2.92 1,000k 4/1/2010 11 Whitmore Capital Management LLC Whitmore Capital LP 2.94 250k 6/1/2012 10 Bocken Trading LLC Discretionary Trading Program 3.01 100k 7/1/2011 9 Urban Tree Capital, LLC UTC Plus (Client) 3.09 100k 3/1/2013 8 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.10 250k 5/1/2013 7 Non Correlated Capital Positive Theta Fund 3.15 50k 10/1/2007 6 Cauldron Investments, LLC Stock Index Plus 3.19 1,000k 10/1/2009 5 Ditsch Trading, LLC Agricultural Trading Program 3.20 100k 1/1/2011 4 Non Correlated Capital Positive Theta Program 3.38 250k 10/1/2007 3 LJM Partners LJM Moderately Aggressive Strategy 3.65 500k 4/1/2003 2 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 4.49 100k 10/1/2011 1 Principle Capital Management LLC Principle Commodity Futures (Prop) 4.53 100k 5/1/2010 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.