IASG CTA Index For July 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 Jul 2016 Min Inv Inception 175 Ditsch Trading, LLC Agricultural Trading Program -14.50 100k 1/1/2011 174 Bocken Trading LLC Discretionary Trading Program -9.88 100k 7/1/2011 173 Ritenour Investment Group, LLC RIG_ES_Client -9.35 25k 3/1/2013 172 Vision Capital Management Global Futures -8.16 500k 2/1/2012 171 County Cork LLC RLA I -7.09 500k 1/1/2009 170 Rosetta Capital Management Macro Program -5.38 50k 1/1/2009 169 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -4.76 25k 1/1/2011 168 JLC Futures Management Company JLC Managed Futures Fund I, LP. -3.90 100k 8/1/2009 167 Eagle Trading Systems Inc. Eagle Global Financials -3.89 10,000k 1/1/1996 166 Kopis Capital Management, LLC Commodity Long Only -3.17 500k 1/1/2014 165 Piquant Technologies LLP Pegasus Fund -3.02 1,000k 9/1/2013 164 M6 Capital Management LLC Standard Program -2.94 300k 7/1/2005 163 Turning Wheel Capital, Inc. Pure Alpha -2.91 10,000k 1/1/2012 162 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -2.41 500k 9/1/2013 161 Mehnert Capital Management, LLC DTP (Client) -2.30 1,000k 3/1/2012 160 County Cork LLC County Cork Fusion Equity -2.21 1,000k 10/1/2013 159 Trigon Investment Advisors, LLC Foreign Exchange Program -2.20 5,000k 8/1/2000 158 GNE Management, LLC S&P Futures and Options Strategy (Client) -2.17 200k 12/1/2013 157 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.99 50k 10/1/2011 156 Typhon Capital Management, LLC Trevinci Liquid Ag Program -1.95 250k 2/1/2012 155 Future Trade AG Thales Swing Trading Programme -1.95 250k 6/1/2007 154 ISAM ISAM Systematic Trend Fund -1.70 1,000k 6/1/2001 153 Eagle Trading Systems Inc. Eagle Quantitative Macro -1.64 10,000k 10/1/2006 152 Dominion Capital Diamond Program -1.62 3,000k 1/1/2011 151 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.47 10,000k 2/1/2008 150 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -1.35 1,000k 7/1/2007 149 C-View Limited Emerging & Minor Currency Program -1.34 5,000k 4/1/2008 148 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -1.31 1,000k 7/1/2009 147 Principle Capital Management LLC Principle Commodity Futures (Prop) -1.24 100k 5/1/2010 146 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.22 10,000k 4/1/2004 145 Novus Investments, LLC Novus Precious Commodities -1.14 200k 1/1/2007 144 Blackwater Capital Management Tactical Equity -1.10 500k 12/1/2013 143 Zoi Capital, LLC Telio Program (Client) -1.10 200k 4/1/2010 142 Trigon Investment Advisors, LLC Discretionary Macro Program -1.09 10,000k 8/1/2007 141 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -1.05 100k 11/1/2013 140 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.93 10,000k 2/1/2006 139 1OAK Capital Limited ACORN Commodity -0.86 5,000k 5/1/2012 138 Orgone Commodity Management LLC Orgone AG 1 -0.85 250k 9/1/2011 137 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.80 100k 1/1/2000 136 Stenger Capital Management, LLC Diversified Trading Program -0.78 200k 4/1/2010 135 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.72 250k 10/1/2011 134 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.66 250k 10/1/2009 133 Four Seasons Commodities Corp Lone Star Program -0.62 300k 1/1/2005 132 Typhon Capital Management, LLC Metis Momentum Macro Program -0.60 500k 4/1/2013 131 Warrington Asset Management Warrington Strategic Program -0.54 50k 1/1/1997 130 3D Bull Program (Client) -0.47 10k 11/1/2010 129 Worldwide Capital Strategies Profit Quest Macro World -0.42 100k 1/1/2010 128 QTS Capital Management, LLC Tail Reaper -0.42 500k 8/1/2012 127 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.33 20,000k 5/1/2013 126 Typhon Capital Management, LLC Chiron Currency Program -0.31 250k 2/1/2008 125 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.31 100k 11/1/2013 124 Quantica Capital AG 2X Quantica Managed Futures Fund -0.30 100k 1/1/2014 123 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.28 1,000k 1/1/2006 122 Diversified Capital Management Alpha Index -0.25 50k 8/1/2013 121 Jaguar Investments Ltd Ultro Capital Strategy -0.20 1,000k 1/1/2012 120 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 119 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.14 200k 12/1/2013 118 Quantica Capital AG 1X Quantica Managed Futures Fund -0.10 100k 1/1/2014 117 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 116 QTS Capital Management, LLC FX Managed Account -0.06 100k 1/1/2011 115 NickJen Capital Management & Consultants LLC NRD-1 -0.05 1,000k 4/1/2008 114 Dix Hills Partners DHP Absolute Return Strategies -0.05 500k 7/1/2003 113 Blake Capital Management, Inc. SRD Currencies -0.04 100k 3/1/2013 112 C-View Limited Currency Managed Account Program -0.04 5,000k 10/1/1996 111 Seven Capital Management Seven Absolute Return -0.02 100k 6/1/2009 109 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 110 Piston Trading The Piston 0.00 1,000k 1/1/2014 108 Witter & Lester, Inc. Redstone 0.02 500k 9/1/1994 107 dormouse Limited dormouse - Managed Account 0.05 20,000k 7/1/2011 106 Greenwave Capital Management Greenwave Flagship Plus 0.07 1,000k 6/1/2008 105 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.08 3,000k 5/1/2010 104 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.10 250k 5/1/2011 103 Certeza Asset Management Macro Vega 0.13 1,000k 1/1/2012 102 Worldwide Capital Strategies Profit Quest Strategies 0.16 200k 9/1/2013 101 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.17 1,000k 1/1/2005 100 Tianyou Asset Management, LLC Tianyou Trading Strategy 0.22 100k 10/1/2012 99 Crabel Capital Management Crabel Multi-Product 0.23 1,000k 3/1/1998 98 3D Intraday Program (Client) 0.27 100k 2/1/2012 97 Gamma Q Commodity Program Managed Account 0.28 3,000k 4/1/2011 96 Kottke Associates MV Program 0.29 1,000k 8/1/2010 95 Millburn Ridgefield Corporation Commodity Program 0.33 25,000k 3/1/2005 94 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.35 100k 8/1/2011 93 Pinstripe Trading, LLC Standard 0.41 125k 8/1/2009 92 Jaguar Investments Ltd Aegir Capital Strategy 0.41 1,000k 1/1/2012 91 Typhon Capital Management, LLC Vulcan Metals Strategy 0.43 2,000k 11/1/2011 90 ROW Asset Managment Row Currency Program 0.44 1,000k 11/1/2010 89 Global Advisory Partners Zurich LLC International Algo Trading 0.49 50k 10/1/2009 88 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.49 250k 3/1/2010 87 Conquest Capital Group Conquest Macro 0.61 250k 5/1/1999 86 R Best LLC R Best Private Client Program 0.61 50k 2/1/2010 85 Crabel Capital Management WPD Crabel Futures Program 0.65 1,000k 7/1/2008 84 Melissinos Trading Eupatrid Global Trends 0.67 100k 1/1/2011 83 Angle Capital Management LLC AIP Program 0.69 100k 1/1/2010 82 Estlander & Partners Alpha Trend II - Class P 0.74 100k 12/1/2008 81 Deep Field Capital AG SINGULARITY Fund 0.85 100k 9/1/2011 80 Paradox Capital Management Sentiment Program (1X) 0.87 1,000k 1/1/2013 79 Soaring Pelican, LLC Diversified S&P Program 0.91 100k 1/1/2011 78 Non Correlated Capital Positive Theta Program 0.91 250k 10/1/2007 77 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.93 250k 11/1/1996 76 Non Correlated Capital Positive Theta Fund 0.93 50k 10/1/2007 75 Conquest Capital Group Conquest Select 0.96 250k 6/1/2004 74 Wharton Capital Management Wharton AG Futures Program 0.97 100k 9/1/2011 73 Hehmeyer Capital Management, LLC HOGO 0.98 1,000k 5/1/2013 72 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.98 500k 5/1/2013 71 Alee Capital Management, LLC Poniente Program 0.98 2,500k 1/1/1999 70 Three Rock Capital Management Global Macro Program 0.98 1,000k 1/1/2009 69 Metolius Capital LLC Metolius Diversified 0.99 100k 6/1/2010 68 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.03 1k 10/1/2006 67 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.04 10,000k 8/1/2009 66 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.06 5,000k 11/1/2012 65 Typhon Capital Management, LLC Plutus Grain Strategy 1.09 250k 4/1/2008 64 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 1.11 1,000k 9/1/2011 63 LJM Partners LJM Preservation & Growth Strategy 1.12 250k 5/1/2006 62 Bluenose Capital Management, LLC BNC CL 1.13 15k 12/1/2013 61 FORT LP Fort Global Contrarian 1.15 2,000k 10/1/2002 60 QCM Alpha Financials Program 1.17 10,000k 6/1/2012 59 Intex Capital Covered Options Program 1.18 50k 1/1/2012 58 Millburn Ridgefield Corporation Multi-Markets Program 1.25 25,000k 10/1/2004 57 HPX Financial LLC HPX Old School Program 1.26 200k 6/1/2006 56 LJM Partners LJM Moderately Aggressive Strategy 1.31 500k 4/1/2003 55 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.35 50k 9/1/2009 54 Aquantum Aquantum Global Systematic Program (AGS) 1.37 5,000k 7/1/2013 53 Schindler Capital Management, LLC Dairy Advantage Program 1.37 400k 8/1/2005 52 Third Street Ag Investments, LLC Fundamental Discretionary Ag 1.39 500k 8/1/2012 51 Aquantum Aquantum Commodity Spread Program (ACS) 1.43 5,000k 7/1/2013 50 Cauldron Investments, LLC Stock Index Plus 1.44 1,000k 10/1/2009 49 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.46 50k 7/1/2011 48 Bluenose Capital Management, LLC BNC EI 1.48 15k 7/1/2010 47 ITB Capital Advisors LLC ITB Time Value Trading Program 1.50 5,000k 1/1/2009 46 FORT LP Fort Global Diversified 1.51 2,000k 3/1/2002 45 Garraway Capital Management LLP Garraway Financial Trends 1.52 100k 9/1/2012 44 ROW Asset Managment Row Diversified Fund, L.P. 1.54 1,000k 11/1/2011 43 Sunrise Capital Partners Sunrise Expanded Diversified Program 1.55 1/1/1989 42 Tlaloc Capital LLC Grains Program 1.60 1,000k 4/1/2010 41 Capricorn Strategies Limited Capricorn FX Core 1.60 500k 1/1/2013 40 Estlander & Partners Freedom 1.65 20,000k 8/1/2010 39 Sona Trading Strategies LLC. Diversified Program 1.72 1,000k 9/1/2006 38 Candriam Investors Group Alternative Return Systemat 1.89 125k 1/1/2007 37 Bluenose Capital Management, LLC BNC BI 1.98 30k 10/1/2008 36 Crescendo Capital Management Neutron Decay (Client) 2.04 50k 7/1/2012 35 Superfund Group Superfund Red EUR SICAV 2.11 10k 3/1/2013 34 Whitmore Capital Management LLC Whitmore Capital LP 2.16 250k 6/1/2012 33 Gamma Q Breckhurst Commodity Fund 2.18 1,000k 10/1/2006 32 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.22 10,000k 3/1/2003 31 Superfund Group Superfund Red USD SICAV 2.22 10k 3/1/2013 30 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.26 1k 6/1/2009 29 EMC Capital Advisors, LLC EMC Alpha Program 2.39 5,000k 6/1/2013 28 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 2.39 100k 10/1/2011 27 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 2.43 100k 7/1/2013 26 Vivienne Investissement OUESSANT UCITS FUND (A) 2.64 100k 5/1/2012 25 Alee Capital Management, LLC Mistral Program 2.71 2,500k 1/1/1999 24 Independent View IV Quantitative Futures Fund 2.87 100k 11/1/2012 23 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.92 10,000k 3/1/2007 22 Purple Valley Capital, Inc. Diversified Trend 1 3.01 100k 8/1/2008 21 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.10 250k 5/1/2013 20 Adamah Capital LLC Asset Allocator Program 3.10 50k 3/1/2011 19 Prolific Capital Markets, LLC Prolific Swiss System 3.23 10,000k 1/1/2014 18 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.29 5,000k 6/1/2010 17 Red Rock Capital, LLC Commodity Long-Short 3.38 500k 9/1/2013 16 Protec Energy Partners LLC ET1 3.55 500k 4/1/2010 15 Emil van Essen Long-Short Commodity Program 3.56 1,000k 6/1/2013 14 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 3.91 1,000k 1/1/2013 13 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 3.96 25,000k 1/1/2014 12 Demeter Capital Management Livestock & Grain Trading Program 4.20 50k 3/1/2010 11 Sandpiper Asset Management Sandpiper Global Macro Program 4.21 1,000k 8/1/2012 10 Urban Tree Capital, LLC UTC Plus (Client) 4.31 100k 3/1/2013 9 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.84 10,000k 3/1/2003 8 Witter & Lester, Inc. Diversified Trading Program 5.00 100k 4/1/2013 7 Robust Methods LLC Macro Managed Account 5.39 5,000k 1/1/2005 6 Dreiss Research Corporation Diversified Program 5.96 1,000k 5/1/1991 5 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 6.18 2,000k 7/1/2013 4 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 6.55 100k 7/1/2013 3 Quantum Leap Capital Management Managed Account Program 6.59 300k 8/1/2006 2 Qbasis Invest Qbasis i Trend Fund 11.15 1k 1/1/2014 1 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 13.27 100k 1/1/2014 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.