IASG CTA Index For September 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 Sep 2016 Min Inv Inception 178 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -11.79 100k 1/1/2014 177 Purple Valley Capital, Inc. Diversified Trend 1 -10.60 100k 8/1/2008 176 Quantum Leap Capital Management Managed Account Program -10.03 300k 8/1/2006 175 Estlander & Partners Alpha Trend II - Class P -9.65 100k 12/1/2008 174 Eagle Trading Systems Inc. Eagle Global Financials -9.46 10,000k 1/1/1996 173 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -7.85 25k 1/1/2011 172 Prolific Capital Markets, LLC Prolific Swiss System -7.23 10,000k 1/1/2014 171 Worldwide Capital Strategies Profit Quest Macro World -6.71 100k 1/1/2010 170 Conquest Capital Group Conquest Select -5.71 250k 6/1/2004 169 Eagle Trading Systems Inc. Eagle Quantitative Macro -5.49 10,000k 10/1/2006 168 Rosetta Capital Management Macro Program -5.32 50k 1/1/2009 167 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.12 20,000k 5/1/2013 166 Deep Field Capital AG SINGULARITY Fund -3.92 100k 9/1/2011 165 Mehnert Capital Management, LLC DTP (Client) -3.81 1,000k 3/1/2012 164 Bluenose Capital Management, LLC BNC BI -3.78 30k 10/1/2008 163 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -3.76 50k 10/1/2011 162 Alee Capital Management, LLC Poniente Program -3.67 2,500k 1/1/1999 161 Worldwide Capital Strategies Profit Quest Strategies -3.56 200k 9/1/2013 160 Alee Capital Management, LLC Mistral Program -3.23 2,500k 1/1/1999 159 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.92 25,000k 1/1/2014 158 Three Rock Capital Management Global Macro Program -2.90 1,000k 1/1/2009 157 Trigon Investment Advisors, LLC Foreign Exchange Program -2.86 5,000k 8/1/2000 156 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -2.81 100k 7/1/2013 155 Candriam Investor Group Alternative Return Systemat -2.76 125k 1/1/2007 154 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.74 100k 1/1/2000 153 Angle Capital Management LLC AIP Program -2.74 100k 1/1/2010 152 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.68 5,000k 6/1/2010 151 Witter & Lester, Inc. Diversified Trading Program -2.49 100k 4/1/2013 150 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.44 1/1/1989 149 Sona Trading Strategies LLC. Diversified Program -2.29 1,000k 9/1/2006 148 Bocken Trading LLC Discretionary Trading Program -2.23 100k 7/1/2011 147 Non Correlated Capital Positive Theta Fund -2.18 50k 10/1/2007 146 Conquest Capital Group Conquest Macro -2.07 250k 5/1/1999 145 Metolius Capital LLC Metolius Diversified -2.07 100k 6/1/2010 144 Novus Investments, LLC Novus Precious Commodities -1.93 200k 1/1/2007 143 Trigon Investment Advisors, LLC Discretionary Macro Program -1.76 10,000k 8/1/2007 142 Greenwave Capital Management Greenwave Flagship Plus -1.76 1,000k 6/1/2008 141 Dominion Capital Diamond Program -1.65 3,000k 1/1/2011 140 Qbasis Invest Qbasis i Trend Fund -1.56 1k 1/1/2014 139 Cauldron Investments, LLC Stock Index Plus -1.51 1,000k 10/1/2009 138 Zoi Capital, LLC Telio Program (Client) -1.43 200k 4/1/2010 137 Ditsch Trading, LLC Agricultural Trading Program -1.38 100k 1/1/2011 136 Millburn Ridgefield Corporation Commodity Program -1.36 25,000k 3/1/2005 135 Seven Capital Management Seven Absolute Return -1.32 100k 6/1/2009 134 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.28 10,000k 2/1/2008 133 Estlander & Partners Freedom -1.02 20,000k 8/1/2010 132 Non Correlated Capital Positive Theta Program -0.99 250k 10/1/2007 131 Capricorn Strategies Limited Capricorn FX Core -0.97 500k 1/1/2013 130 Crabel Capital Management Crabel Multi-Product -0.97 1,000k 3/1/1998 129 C-View Limited Emerging & Minor Currency Program -0.90 5,000k 4/1/2008 128 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.88 10,000k 4/1/2004 127 Soaring Pelican, LLC Diversified S&P Program -0.84 100k 1/1/2011 126 Kottke Associates MV Program -0.81 1,000k 8/1/2010 125 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.79 250k 5/1/2011 124 ISAM ISAM Systematic Trend Fund -0.74 1,000k 6/1/2001 123 C-View Limited Currency Managed Account Program -0.72 5,000k 10/1/1996 122 R Best LLC R Best Private Client Program -0.65 50k 2/1/2010 121 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.59 500k 5/1/2013 120 Hehmeyer Capital Management, LLC HOGO -0.59 1,000k 5/1/2013 119 QTS Capital Management, LLC FX Managed Account -0.58 100k 1/1/2011 118 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.57 1,000k 7/1/2007 117 3D Bull Program (Client) -0.55 10k 11/1/2010 116 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.52 10,000k 2/1/2006 115 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.47 1,000k 1/1/2006 114 Glider Trading LLP Glider Trading Strategy (Class C) -0.44 500k 9/1/2013 113 Emil van Essen Long-Short Commodity Program -0.44 1,000k 6/1/2013 112 Vivienne Investissement OUESSANT UCITS FUND (A) -0.39 100k 5/1/2012 111 ROW Asset Managment Row Diversified Fund, L.P. -0.38 1,000k 11/1/2011 110 Paradox Capital Management Sentiment Program (1X) -0.37 1,000k 1/1/2013 109 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.32 100k 8/1/2011 108 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.32 1,000k 3/1/2007 107 Adamah Capital LLC Asset Allocator Program -0.30 50k 3/1/2011 106 Independent View IV Quantitative Futures Fund -0.27 100k 11/1/2012 105 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.26 250k 3/1/2010 104 Witter & Lester, Inc. Redstone -0.24 500k 9/1/1994 103 QCM Alpha Financials Program -0.18 10,000k 6/1/2012 102 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.16 500k 8/1/2012 101 Schindler Capital Management, LLC Dairy Advantage Program -0.16 400k 8/1/2005 100 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 99 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -0.07 1,000k 9/1/2011 98 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.05 10,000k 8/1/2009 97 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 96 Four Seasons Commodities Corp Lone Star Program 0.00 300k 1/1/2005 95 QTS Capital Management, LLC QTS Partners, L.P. 0.01 100k 1/1/2011 94 FORT LP Fort Global Diversified 0.01 2,000k 10/1/1993 93 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.01 1,000k 1/1/2005 92 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.02 200k 12/1/2013 91 Blake Capital Management, Inc. SRD Currencies 0.02 100k 3/1/2013 90 Piston Trading The Piston 0.02 1,000k 1/1/2014 89 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.04 1k 6/1/2009 88 Dix Hills Partners DHP Absolute Return Strategies 0.04 500k 7/1/2003 87 Superfund Group Superfund Red EUR SICAV 0.05 10k 3/1/2013 86 HPX Financial LLC HPX Old School Program 0.05 200k 6/1/2006 85 ROW Asset Managment Row Currency Program 0.07 1,000k 11/1/2010 84 Superfund Group Superfund Red USD SICAV 0.10 10k 3/1/2013 83 Typhon Capital Management, LLC Plutus Grain Strategy 0.13 250k 4/1/2008 82 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.13 1k 10/1/2006 81 Tianyou Asset Management, LLC Tianyou Fund LP 0.14 100k 10/1/2012 80 Jaguar Investments Ltd Ultro Capital Strategy 0.15 1,000k 1/1/2012 79 Bluenose Capital Management, LLC BNC CL 0.16 15k 12/1/2013 78 Typhon Capital Management, LLC Vulcan Metals Strategy 0.20 2,000k 11/1/2011 77 Bluenose Capital Management, LLC BNC EI 0.25 15k 7/1/2010 76 EMC Capital Advisors, LLC EMC Alpha Program 0.26 5,000k 6/1/2013 75 Typhon Capital Management, LLC Chiron Currency Program 0.27 250k 2/1/2008 74 Stenger Capital Management, LLC Diversified Trading Program 0.27 200k 4/1/2010 73 Jaguar Investments Ltd Aegir Capital Strategy 0.28 1,000k 1/1/2012 72 Turning Wheel Capital, Inc. Pure Alpha 0.29 10,000k 1/1/2012 71 Typhon Capital Management, LLC Metis Momentum Macro Program 0.33 500k 4/1/2013 70 Wharton Capital Management Wharton AG Futures Program 0.34 100k 9/1/2011 69 QTS Capital Management, LLC Tail Reaper 0.34 500k 8/1/2012 68 Quantica Capital AG 1X Quantica Managed Futures Fund 0.40 100k 1/1/2014 67 NickJen Capital Management & Consultants LLC NRD-1 0.45 1,000k 4/1/2008 66 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.46 50k 9/1/2009 65 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.47 1,000k 3/1/2003 64 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.47 250k 10/1/2009 63 dormouse Limited dormouse - Managed Account 0.48 20,000k 7/1/2011 62 Certeza Asset Management Macro Vega 0.51 1,000k 1/1/2012 61 Intex Capital Covered Options Program 0.52 50k 1/1/2012 60 Orgone Commodity Management LLC Orgone AG 1 0.56 250k 9/1/2011 59 Typhon Capital Management, LLC Trevinci Liquid Ag Program 0.57 250k 2/1/2012 58 Red Rock Capital, LLC Commodity Long-Short 0.64 500k 9/1/2013 57 Sandpiper Asset Management Sandpiper Global Macro Program 0.65 1,000k 8/1/2012 56 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.66 5,000k 11/1/2012 55 1OAK Capital Limited ACORN Commodity 0.68 5,000k 5/1/2012 54 GammaQ Commodity Program Managed Account 0.81 3,000k 4/1/2011 53 Protec Energy Partners LLC ET1 0.81 500k 4/1/2010 52 DUNN Capital Management DUNN WMA Institutional Program 0.90 100k 10/1/2011 51 3D Intraday Program (Client) 0.90 100k 2/1/2012 50 Diversified Capital Management Alpha Index 0.99 50k 8/1/2013 49 Quantica Capital AG 2X Quantica Managed Futures Fund 1.00 100k 1/1/2014 48 Piquant Technologies LLP Pegasus Fund 1.01 1,000k 9/1/2013 47 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 1.05 100k 11/1/2013 46 Garraway Capital Management LLP Garraway Financial Trends 1.09 100k 9/1/2012 45 Principle Capital Management LLC Principle Commodity Futures (Prop) 1.12 100k 5/1/2010 44 Aquantum Aquantum Global Systematic Program (AGS) 1.14 5,000k 7/1/2013 43 ITB Capital Advisors LLC ITB Time Value Trading Program 1.15 5,000k 1/1/2009 42 FORT LP Fort Global Contrarian 1.20 2,000k 10/1/2002 41 M6 Capital Management LLC Standard Program 1.22 300k 7/1/2005 40 Millburn Ridgefield Corporation Multi-Markets Program 1.24 25,000k 10/1/2004 39 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 1.24 250k 11/1/1996 38 Crabel Capital Management WPD Crabel Futures Program 1.36 1,000k 7/1/2008 37 Aquantum Aquantum Commodity Spread Program (ACS) 1.38 5,000k 7/1/2013 36 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.40 250k 10/1/2011 35 Crescendo Capital Management Neutron Decay (Client) 1.46 50k 7/1/2012 34 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.47 2,000k 7/1/2013 33 Warrington Asset Management Warrington Strategic Program 1.52 50k 1/1/1997 32 Melissinos Trading Eupatrid Global Trends 1.56 50k 1/1/2011 31 Robust Methods LLC Macro Managed Account 1.67 5,000k 1/1/2005 30 LJM Partners LJM Preservation & Growth Strategy 1.90 250k 5/1/2006 29 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 2.06 100k 11/1/2013 28 GammaQ Breckhurst Commodity Fund 2.07 1,000k 10/1/2006 27 Tlaloc Capital LLC Grains Program 2.26 1,000k 4/1/2010 26 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 2.33 1,000k 7/1/2009 25 LJM Partners LJM Moderately Aggressive Strategy 2.33 500k 4/1/2003 24 Amapa Capital Advisors LLC Energy Program 2.50 1,000k 2/1/2015 23 Pinstripe Trading, LLC Standard 2.62 125k 8/1/2009 22 GNE Management, LLC S&P Futures and Options Strategy (Client) 2.67 200k 12/1/2013 21 Kopis Capital Management, LLC Commodity Long Only 2.85 500k 1/1/2014 20 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 2.94 100k 7/1/2013 19 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 3.03 1,000k 1/1/2013 18 County Cork LLC County Cork Fusion Equity 3.17 1,000k 10/1/2013 17 Blackwater Capital Management Tactical Equity 3.23 500k 12/1/2013 16 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.26 1,000k 3/1/2003 15 Global Advisory Partners Zurich LLC International Algo Trading 3.32 50k 10/1/2009 14 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.62 100k 10/1/2011 13 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.68 50k 7/1/2011 12 Urban Tree Capital, LLC UTC Plus (Client) 3.88 100k 3/1/2013 11 Strategic Capital Advisors LLC Multi-strategy Futures Program 3.98 3,000k 5/1/2010 10 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.17 100k 8/1/2009 9 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 4.30 250k 5/1/2013 8 Demeter Capital Management Livestock & Grain Trading Program 4.43 50k 3/1/2010 7 Ring Capital Management LLC S&P E-Mini Select 5.77 100k 1/1/2012 6 Whitmore Capital Management LLC Whitmore Capital LP 6.56 250k 6/1/2012 5 Future Trade AG Thales Swing Trading Programme 7.33 250k 6/1/2007 4 Ritenour Investment Group, LLC RIG_ES_Client 8.03 25k 3/1/2013 3 Vision Capital Management Global Futures 8.32 500k 2/1/2012 2 County Cork LLC RLA I 8.91 500k 1/1/2009 1 Dreiss Research Corporation Diversified Program 12.20 1,000k 5/1/1991 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.