IASG CTA Index For August 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 Aug 2016 Min Inv Inception 177 Deep Field Capital AG SINGULARITY Fund -17.28 100k 9/1/2011 176 Purple Valley Capital, Inc. Diversified Trend 1 -12.34 100k 8/1/2008 175 Estlander & Partners Alpha Trend II - Class P -11.20 100k 12/1/2008 174 Ritenour Investment Group, LLC RIG_ES_Client -11.14 25k 3/1/2013 173 Global Advisory Partners Zurich LLC International Algo Trading -9.99 50k 10/1/2009 172 Qbasis Invest Qbasis i Trend Fund -9.32 1k 1/1/2014 171 Eagle Trading Systems Inc. Eagle Global Financials -8.28 10,000k 1/1/1996 170 Conquest Capital Group Conquest Macro -7.86 250k 5/1/1999 169 Mehnert Capital Management, LLC DTP (Client) -7.23 1,000k 3/1/2012 168 Angle Capital Management LLC AIP Program -6.63 100k 1/1/2010 167 Future Trade AG Thales Swing Trading Programme -6.51 250k 6/1/2007 166 Quest Partners LLC AlphaQuest Short Bias (AQSB) -6.23 20,000k 5/1/2013 165 Quantica Capital AG 2X Quantica Managed Futures Fund -5.60 100k 1/1/2014 164 Eagle Trading Systems Inc. Eagle Quantitative Macro -5.52 10,000k 10/1/2006 163 Dreiss Research Corporation Diversified Program -5.45 1,000k 5/1/1991 162 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.11 50k 7/1/2011 161 Robust Methods LLC Macro Managed Account -4.98 5,000k 1/1/2005 160 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.75 5,000k 11/1/2012 159 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -4.55 25,000k 1/1/2014 158 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.42 250k 5/1/2011 157 Estlander & Partners Freedom -4.32 20,000k 8/1/2010 156 Prolific Capital Markets, LLC Prolific Swiss System -4.31 10,000k 1/1/2014 155 Conquest Capital Group Conquest Select -4.27 250k 6/1/2004 154 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.25 100k 8/1/2009 153 Sandpiper Asset Management Sandpiper Global Macro Program -4.15 1,000k 8/1/2012 152 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.09 1,000k 3/1/2003 151 Crabel Capital Management Crabel Multi-Product -3.95 1,000k 3/1/1998 150 Urban Tree Capital, LLC UTC Plus (Client) -3.95 100k 3/1/2013 149 Sona Trading Strategies LLC. Diversified Program -3.88 1,000k 9/1/2006 148 ISAM ISAM Systematic Trend Fund -3.81 1,000k 6/1/2001 147 Independent View IV Quantitative Futures Fund -3.69 100k 11/1/2012 146 Kopis Capital Management, LLC Commodity Long Only -3.66 500k 1/1/2014 145 Aquantum Aquantum Global Systematic Program (AGS) -3.60 5,000k 7/1/2013 144 Whitmore Capital Management LLC Whitmore Capital LP -3.30 250k 6/1/2012 143 Glider Trading LLP Glider Trading Strategy (Class C) -3.13 500k 9/1/2013 142 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -2.99 1,000k 1/1/2013 141 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -2.95 2,000k 7/1/2013 140 Zoi Capital, LLC Telio Program (Client) -2.92 200k 4/1/2010 139 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 138 Protec Energy Partners LLC ET1 -2.81 500k 4/1/2010 137 FORT LP Fort Global Diversified -2.59 2,000k 10/1/1993 136 EMC Capital Advisors, LLC EMC Alpha Program -2.58 5,000k 6/1/2013 135 Rosetta Capital Management Macro Program -2.57 50k 1/1/2009 134 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.55 5,000k 6/1/2010 133 Alee Capital Management, LLC Poniente Program -2.52 2,500k 1/1/1999 132 Candriam Investor Group Alternative Return Systemat -2.51 125k 1/1/2007 131 Novus Investments, LLC Novus Precious Commodities -2.51 200k 1/1/2007 130 Dominion Capital Diamond Program -2.49 3,000k 1/1/2011 129 Bocken Trading LLC Discretionary Trading Program -2.49 100k 7/1/2011 128 Aquantum Aquantum Commodity Spread Program (ACS) -2.35 5,000k 7/1/2013 127 Soaring Pelican, LLC Diversified S&P Program -2.26 100k 1/1/2011 126 County Cork LLC County Cork Fusion Equity -2.26 1,000k 10/1/2013 125 ROW Asset Managment Row Currency Program -2.13 1,000k 11/1/2010 124 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -2.13 10,000k 2/1/2008 123 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -2.03 100k 11/1/2013 122 Vision Capital Management Global Futures -2.02 500k 2/1/2012 121 Adamah Capital LLC Asset Allocator Program -2.00 50k 3/1/2011 120 Typhon Capital Management, LLC Plutus Grain Strategy -1.98 250k 4/1/2008 119 Ditsch Trading, LLC Agricultural Trading Program -1.82 100k 1/1/2011 118 Garraway Capital Management LLP Garraway Financial Trends -1.80 100k 9/1/2012 117 Millburn Ridgefield Corporation Commodity Program -1.70 25,000k 3/1/2005 116 Seven Capital Management Seven Absolute Return -1.63 100k 6/1/2009 115 Capricorn Strategies Limited Capricorn FX Core -1.58 500k 1/1/2013 114 Metolius Capital LLC Metolius Diversified -1.53 100k 6/1/2010 113 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -1.50 100k 7/1/2013 112 DUNN Capital Management DUNN WMA Institutional Program -1.48 100k 10/1/2011 111 Tlaloc Capital LLC Grains Program -1.47 1,000k 4/1/2010 110 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.47 250k 10/1/2009 109 dormouse Limited dormouse - Managed Account -1.44 20,000k 7/1/2011 108 QCM Alpha Financials Program -1.43 10,000k 6/1/2012 107 Orgone Commodity Management LLC Orgone AG 1 -1.42 250k 9/1/2011 106 Millburn Ridgefield Corporation Multi-Markets Program -1.37 25,000k 10/1/2004 105 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.99 100k 11/1/2013 104 Alee Capital Management, LLC Mistral Program -0.96 2,500k 1/1/1999 103 Schindler Capital Management, LLC Dairy Advantage Program -0.92 400k 8/1/2005 102 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.91 1,000k 3/1/2007 101 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.89 1k 6/1/2009 100 FORT LP Fort Global Contrarian -0.87 2,000k 10/1/2002 99 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.86 1,000k 7/1/2007 98 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.84 10,000k 8/1/2009 97 Superfund Group Superfund Red EUR SICAV -0.80 10k 3/1/2013 96 Superfund Group Superfund Red USD SICAV -0.70 10k 3/1/2013 95 Melissinos Trading Eupatrid Global Trends -0.70 50k 1/1/2011 94 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.67 1k 10/1/2006 93 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.62 10,000k 2/1/2006 92 ROW Asset Managment Row Diversified Fund, L.P. -0.60 1,000k 11/1/2011 91 Amapa Capital Advisors LLC Energy Program -0.60 1,000k 2/1/2015 90 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.57 1/1/1989 89 Typhon Capital Management, LLC Trevinci Liquid Ag Program -0.53 250k 2/1/2012 88 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -0.53 250k 11/1/1996 87 Piquant Technologies LLP Pegasus Fund -0.46 1,000k 9/1/2013 86 Hehmeyer Capital Management, LLC HOGO -0.45 1,000k 5/1/2013 85 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.45 500k 5/1/2013 84 1OAK Capital Limited ACORN Commodity -0.41 5,000k 5/1/2012 83 C-View Limited Emerging & Minor Currency Program -0.40 5,000k 4/1/2008 82 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.36 250k 10/1/2011 81 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.33 1,000k 3/1/2003 80 Stenger Capital Management, LLC Diversified Trading Program -0.29 200k 4/1/2010 79 Typhon Capital Management, LLC Metis Momentum Macro Program -0.28 500k 4/1/2013 78 Blake Capital Management, Inc. SRD Currencies -0.27 100k 3/1/2013 77 Four Seasons Commodities Corp Lone Star Program -0.25 300k 1/1/2005 76 Three Rock Capital Management Global Macro Program -0.25 1,000k 1/1/2009 75 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.22 500k 8/1/2012 74 QTS Capital Management, LLC Tail Reaper -0.21 500k 8/1/2012 73 Vivienne Investissement OUESSANT UCITS FUND (A) -0.19 100k 5/1/2012 72 R Best LLC R Best Private Client Program -0.18 50k 2/1/2010 71 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 70 HPX Financial LLC HPX Old School Program -0.14 200k 6/1/2006 69 Demeter Capital Management Livestock & Grain Trading Program -0.13 50k 3/1/2010 68 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.11 1,000k 1/1/2006 67 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.11 200k 12/1/2013 66 Red Rock Capital, LLC Commodity Long-Short -0.09 500k 9/1/2013 65 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.08 100k 3/1/2013 64 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 63 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.07 250k 3/1/2010 62 Typhon Capital Management, LLC Chiron Currency Program -0.04 250k 2/1/2008 61 Piston Trading The Piston 0.00 1,000k 1/1/2014 60 Greenwave Capital Management Greenwave Flagship Plus 0.03 1,000k 6/1/2008 59 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.05 100k 8/1/2011 58 Jaguar Investments Ltd Ultro Capital Strategy 0.06 1,000k 1/1/2012 57 QTS Capital Management, LLC FX Managed Account 0.08 100k 1/1/2011 56 3D Bull Program (Client) 0.10 10k 11/1/2010 55 Witter & Lester, Inc. Redstone 0.13 500k 9/1/1994 54 Turning Wheel Capital, Inc. Pure Alpha 0.17 10,000k 1/1/2012 53 C-View Limited Currency Managed Account Program 0.18 5,000k 10/1/1996 52 Emil van Essen Long-Short Commodity Program 0.19 1,000k 6/1/2013 51 Dix Hills Partners DHP Absolute Return Strategies 0.19 500k 7/1/2003 50 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.27 10,000k 4/1/2004 49 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.27 3,000k 5/1/2010 48 Typhon Capital Management, LLC Vulcan Metals Strategy 0.28 2,000k 11/1/2011 47 Wharton Capital Management Wharton AG Futures Program 0.34 100k 9/1/2011 46 NickJen Capital Management & Consultants LLC NRD-1 0.41 1,000k 4/1/2008 45 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 0.45 1,000k 7/1/2009 44 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.48 1,000k 1/1/2005 43 Pinstripe Trading, LLC Standard 0.53 125k 8/1/2009 42 Trigon Investment Advisors, LLC Discretionary Macro Program 0.55 10,000k 8/1/2007 41 Crabel Capital Management WPD Crabel Futures Program 0.56 1,000k 7/1/2008 40 Trigon Investment Advisors, LLC Foreign Exchange Program 0.72 5,000k 8/1/2000 39 3D Intraday Program (Client) 0.77 100k 2/1/2012 38 Blackwater Capital Management Tactical Equity 0.83 500k 12/1/2013 37 Tianyou Asset Management, LLC Tianyou Fund LP 0.87 100k 10/1/2012 36 Quantum Leap Capital Management Managed Account Program 0.89 300k 8/1/2006 35 Certeza Asset Management Macro Vega 0.95 1,000k 1/1/2012 34 Warrington Asset Management Warrington Strategic Program 1.01 50k 1/1/1997 33 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.01 100k 1/1/2000 32 Cauldron Investments, LLC Stock Index Plus 1.02 1,000k 10/1/2009 31 Diversified Capital Management Alpha Index 1.03 50k 8/1/2013 30 Jaguar Investments Ltd Aegir Capital Strategy 1.05 1,000k 1/1/2012 29 Kottke Associates MV Program 1.06 1,000k 8/1/2010 28 Intex Capital Covered Options Program 1.09 50k 1/1/2012 27 Worldwide Capital Strategies Profit Quest Strategies 1.11 200k 9/1/2013 26 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.14 100k 10/1/2011 25 Non Correlated Capital Positive Theta Program 1.20 250k 10/1/2007 24 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 1.22 1,000k 9/1/2011 23 ITB Capital Advisors LLC ITB Time Value Trading Program 1.32 5,000k 1/1/2009 22 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.35 50k 9/1/2009 21 Bluenose Capital Management, LLC BNC EI 1.42 15k 7/1/2010 20 Worldwide Capital Strategies Profit Quest Macro World 1.43 100k 1/1/2010 19 Witter & Lester, Inc. Diversified Trading Program 1.50 100k 4/1/2013 18 Non Correlated Capital Positive Theta Fund 1.53 50k 10/1/2007 17 Paradox Capital Management Sentiment Program (1X) 1.67 1,000k 1/1/2013 16 Bluenose Capital Management, LLC BNC BI 1.82 30k 10/1/2008 15 GammaQ Commodity Program Managed Account 2.36 3,000k 4/1/2011 14 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 2.65 100k 1/1/2014 13 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 2.70 250k 5/1/2013 12 LJM Partners LJM Preservation & Growth Strategy 2.94 250k 5/1/2006 11 County Cork LLC RLA I 3.04 500k 1/1/2009 10 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 3.20 100k 7/1/2013 9 Bluenose Capital Management, LLC BNC CL 3.48 15k 12/1/2013 8 LJM Partners LJM Moderately Aggressive Strategy 3.71 500k 4/1/2003 7 Crescendo Capital Management Neutron Decay (Client) 3.89 50k 7/1/2012 6 GNE Management, LLC S&P Futures and Options Strategy (Client) 3.99 200k 12/1/2013 5 GammaQ Breckhurst Commodity Fund 4.81 1,000k 10/1/2006 4 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 5.33 50k 10/1/2011 3 M6 Capital Management LLC Standard Program 5.55 300k 7/1/2005 2 Principle Capital Management LLC Principle Commodity Futures (Prop) 5.79 100k 5/1/2010 1 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 9.50 25k 1/1/2011 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.