IASG CTA Index For February 2017 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 Feb 2017 Min Inv Inception 193 Quantum Leap Capital Management Managed Account Program -6.42 300k 8/1/2006 192 Dreiss Research Corporation Diversified Program -5.82 1,000k 5/1/1991 191 Mehnert Capital Management, LLC DTP (Client) -5.80 1,000k 3/1/2012 190 Red Rock Capital, LLC Commodity Long-Short -5.78 500k 9/1/2013 189 Qbasis Invest Qbasis i Trend Fund -5.28 1k 1/1/2014 188 Urban Tree Capital, LLC UTC Plus (Client) -5.17 100k 3/1/2013 187 Worldwide Capital Strategies Profit Quest Macro World -4.44 100k 1/1/2010 186 Estlander & Partners Alpha Trend II - Class P -4.18 100k 12/1/2008 185 dormouse Limited dormouse - Managed Account -4.14 20,000k 7/1/2011 184 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -3.76 2,000k 7/1/2013 183 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.62 20,000k 5/1/2013 182 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -3.61 1,000k 1/1/2013 181 Crabel Capital Management WPD Crabel Futures Program -3.56 1,000k 7/1/2008 180 Future Trade AG Thales Swing Trading Programme -3.53 250k 6/1/2007 179 Sugar Creek Investment Management, LLC Dairy Arbitrage -3.33 1,000k 5/1/2014 178 GNE Management, LLC S&P Futures and Options Strategy (Client) -3.24 200k 12/1/2013 177 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.20 100k 1/1/2000 176 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -2.66 25k 1/1/2011 175 Turning Wheel Capital, Inc. Pure Alpha -2.62 10,000k 1/1/2012 174 Alee Capital Management, LLC Poniente Program -2.62 2,500k 1/1/1999 173 Alee Capital Management, LLC Mistral Program -2.55 2,500k 1/1/1999 172 Dominion Capital Diamond Program -2.53 3,000k 1/1/2011 171 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.42 3,000k 5/1/2010 170 Sandpiper Asset Management Sandpiper Global Macro Program -2.30 1,000k 8/1/2012 169 Crabel Capital Management Crabel Multi-Product -2.20 1,000k 3/1/1998 168 Kopis Capital Management, LLC Commodity Long Only -2.10 500k 1/1/2014 167 County Cork LLC County Cork Fusion Equity -1.93 1,000k 10/1/2013 166 Piston Trading The Piston -1.92 1,000k 1/1/2014 165 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -1.91 100k 1/1/2014 164 Jaguar Investments Ltd Aegir Capital Strategy -1.89 1,000k 1/1/2012 163 Candriam Investor Group Alternative Return Systemat -1.85 125k 1/1/2007 162 Amapa Capital Advisors LLC Energy Program -1.70 1,000k 2/1/2015 161 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.65 100k 10/1/2011 160 Sugar Creek Investment Management, LLC WestCay Tropicals -1.64 1,000k 2/1/2014 159 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -1.56 1,000k 7/1/2007 158 Protec Energy Partners LLC ET1 -1.52 500k 4/1/2010 157 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC -1.52 100k 7/1/2013 156 Metolius Capital LLC Metolius Diversified -1.50 100k 6/1/2010 155 Sophic Associates, LLC Sophic Macro -1.49 250k 1/1/2013 154 Greenwave Capital Management Greenwave Flagship Plus -1.48 1,000k 6/1/2008 153 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.47 100k 8/1/2009 152 Three Rock Capital Management Global Macro Program -1.46 1,000k 1/1/2009 151 Millburn Ridgefield Corporation Commodity Program -1.41 25,000k 3/1/2005 150 Principle Capital Management LLC Principle Commodity Futures (Prop) -1.41 100k 5/1/2010 149 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -1.29 2,000k 1/1/2013 148 Emil van Essen Long-Short Commodity Program - Accelerated -1.27 200k 5/1/2014 147 3D S&P Program (Client) -1.25 100k 11/1/2010 146 3D Intraday Program (Client) -1.24 100k 2/1/2012 145 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.19 50k 10/1/2011 144 Bocken Trading LLC Discretionary Trading Program -1.14 100k 7/1/2011 143 LJM Partners LJM Moderately Aggressive Strategy -1.14 500k 4/1/2003 142 Valia Capital Management Global Tactical Program -1.10 200k 5/1/2014 141 1OAK Capital Limited ACORN Commodity -1.09 5,000k 5/1/2012 140 Deep Field Capital AG SINGULARITY Fund -1.09 100k 9/1/2011 139 GammaQ Breckhurst Commodity Fund -1.01 1,000k 10/1/2006 138 Independent View IV Quantitative Futures Fund -1.01 100k 11/1/2012 137 Trading Study SPK – E-Mini S&P 500 Option -0.98 15k 10/1/2009 136 Tyche Capital Advisors LLC Institutional Spreads -0.88 250k 3/1/2014 135 Conquest Capital Group Conquest Macro -0.78 250k 5/1/1999 134 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.75 100k 8/1/2011 133 Soaring Pelican, LLC Diversified S&P Program -0.72 100k 1/1/2011 132 Purple Valley Capital, Inc. Diversified Trend 1 -0.70 100k 8/1/2008 131 Aquantum Aquantum Commodity Spread Program (ACS) -0.68 5,000k 7/1/2013 130 LJM Partners LJM Preservation & Growth Strategy -0.65 250k 5/1/2006 129 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.63 250k 10/1/2009 128 3D 3D Intraday Breakout Program -0.63 225k 4/1/2014 127 Commodities Analytics LLC Daily Analytics -0.61 100k 1/1/2014 126 3D Bull Program (Client) -0.57 10k 11/1/2010 125 Typhon Capital Management, LLC Chiron Currency Program -0.52 250k 2/1/2008 124 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -0.52 100k 4/1/2014 123 Sugar Creek Investment Management, LLC Cotton RV -0.51 1,000k 2/1/2014 122 Four Seasons Commodities Corp Lone Star Program -0.40 300k 1/1/2005 121 HPX Financial LLC HPX Old School Program -0.39 200k 6/1/2006 120 Dix Hills Partners DHP Absolute Return Strategies -0.36 500k 7/1/2003 119 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.32 1,000k 1/1/2006 118 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.29 200k 12/1/2013 117 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.27 50k 9/1/2009 116 Conquest Capital Group Conquest Select -0.25 250k 6/1/2004 115 Prolific Capital Markets, LLC Prolific Swiss System -0.21 10,000k 1/1/2014 114 GammaQ Commodity Program Managed Account -0.21 3,000k 4/1/2011 113 1900 Investments Asset Management Dynamic Oil Strategy Program -0.19 100k 1/1/2014 112 QTS Capital Management, LLC Tail Reaper -0.19 500k 8/1/2012 111 Witter & Lester, Inc. Diversified Trading Program -0.18 100k 4/1/2013 110 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 109 Schindler Capital Management, LLC Dairy Advantage Program -0.15 400k 8/1/2005 108 C-View Limited Currency Managed Account Program -0.12 5,000k 10/1/1996 107 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.09 100k 11/1/2013 106 Warrington Asset Management Warrington Strategic Program -0.02 50k 1/1/1997 105 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.01 500k 8/1/2012 103 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 104 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.00 1/1/1989 102 Trigon Investment Advisors, LLC Foreign Exchange Program 0.02 5,000k 8/1/2000 101 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.02 100k 11/1/2013 100 R Best LLC R Best Private Client Program 0.03 50k 2/1/2010 99 Blake Capital Management, Inc. SRD Currencies 0.05 100k 3/1/2013 98 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.10 100k 2/1/2010 97 Bulkara Capital Bulkara Systematic Fund SP 0.10 250k 4/1/2014 96 Zoi Capital, LLC Telio Program (Client) 0.10 200k 4/1/2010 95 Witter & Lester, Inc. Redstone 0.12 500k 9/1/1994 94 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.14 250k 3/1/2010 93 Wharton Capital Management Wharton AG Futures Program 0.14 100k 9/1/2011 92 Emil van Essen Multi-Strategy Program 0.15 6,000k 5/1/2014 91 Ditsch Trading, LLC Agricultural Trading Program 0.15 100k 1/1/2011 90 Sugar Creek Investment Management, LLC Stockyards 0.16 1,000k 4/1/2014 89 Emil van Essen Long-Short Commodity Program 0.16 1,000k 6/1/2013 88 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.19 100k 3/1/2013 87 Bluenose Capital Management, LLC BNC EI 0.20 15k 7/1/2010 86 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.20 250k 5/1/2013 85 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.20 6/1/2012 84 Emil van Essen Spread Trading Program Limited 0.20 5,000k 7/1/2013 83 M6 Capital Management LLC Standard Program 0.22 300k 7/1/2005 82 NickJen Capital Management & Consultants LLC NRD-1 0.24 1,000k 4/1/2008 81 Jaguar Investments Ltd Ultro Capital Strategy 0.26 1,000k 1/1/2012 80 QTS Capital Management, LLC QTS Partners, L.P. 0.33 100k 1/1/2011 79 Crescendo Capital Management Neutron Decay (Client) 0.35 50k 7/1/2012 78 Estlander & Partners Freedom 0.38 20,000k 8/1/2010 77 Trigon Investment Advisors, LLC Discretionary Macro Program 0.43 10,000k 8/1/2007 76 SandPointe SandPointe Opportunities Strategy 0.44 5,000k 5/1/2014 75 Turk Capital LLC US Equity Long/Short Strategy 0.53 250k 4/1/2014 74 Typhon Capital Management, LLC Vulcan Metals Strategy 0.56 2,000k 11/1/2011 73 Tlaloc Capital LLC Grains Program 0.57 1,000k 4/1/2010 72 Orgone Commodity Management LLC Orgone AG 1 0.58 250k 9/1/2011 71 Certeza Asset Management Macro Vega 0.64 1,000k 1/1/2012 70 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.65 250k 10/1/2011 69 Blackheath Fund Management Inc. Tactical FI Strategy 0.66 50k 10/1/2011 68 Seven Capital Management Seven Fixed Income Fund 0.77 100k 9/1/2010 67 Bluenose Capital Management, LLC BNC BI 0.83 30k 10/1/2008 66 Paradox Capital Management Sentiment Program (1X) 0.83 1,000k 1/1/2013 65 Intex Capital Covered Options Program 0.84 50k 1/1/2012 64 Garraway Capital Management LLP Garraway Financial Trends 0.85 100k 9/1/2012 63 Cauldron Investments, LLC Stock Index Plus 0.86 1,000k 10/1/2009 62 Glider Trading LLP Glider Trading Strategy (Class C) 0.92 500k 9/1/2013 61 Tianyou Asset Management, LLC Tianyou Fund LP 1.01 100k 10/1/2012 60 Typhon Capital Management, LLC Plutus Grain Strategy 1.03 250k 4/1/2008 59 QTS Capital Management, LLC FX Managed Account 1.03 100k 1/1/2011 58 Blackwater Capital Management Tactical Equity 1.07 500k 12/1/2013 57 Rosetta Capital Management Macro Program 1.17 50k 1/1/2009 56 Vision Capital Management Global Futures 1.19 500k 2/1/2012 55 ISAM ISAM Systematic Trend Fund 1.21 1,000k 6/1/2001 54 Hehmeyer Capital Management, LLC HOGO 1.24 1,000k 5/1/2013 53 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 1.24 500k 5/1/2013 52 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.40 250k 5/1/2011 51 Eagle Trading Systems Inc. Eagle Global Financials 1.53 10,000k 1/1/1996 50 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.57 1,000k 3/1/2003 49 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.68 1k 10/1/2006 48 Non Correlated Capital Positive Theta Program 1.79 250k 10/1/2007 47 Superfund Group Superfund Red EUR SICAV 1.81 10k 3/1/2013 46 Superfund Group Superfund Red USD SICAV 1.86 10k 3/1/2013 45 Non Correlated Capital Positive Theta Fund 1.89 50k 10/1/2007 44 Melissinos Trading Eupatrid Global Trends 1.93 50k 1/1/2011 43 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 2.12 100k 7/1/2013 42 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.15 1,000k 3/1/2007 41 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.17 10,000k 2/1/2006 40 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 2.20 500k 7/1/2013 39 Sona Trading Strategies LLC. Diversified Program 2.23 1,000k 9/1/2006 38 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.31 5,000k 6/1/2010 37 County Cork LLC RLA I 2.37 500k 1/1/2009 36 Robust Methods LLC Macro Managed Account 2.38 5,000k 1/1/2005 35 Eagle Trading Systems Inc. Eagle Quantitative Macro 2.41 10,000k 10/1/2006 34 Millburn Ridgefield Corporation Multi-Markets Program 2.44 25,000k 10/1/2004 33 ROW Asset Managment Row Currency Program 2.49 1,000k 11/1/2010 32 Bluenose Capital Management, LLC BNC CL 2.57 15k 12/1/2013 31 Vivienne Investissement OUESSANT UCITS FUND (A) 2.60 100k 5/1/2012 30 Angle Capital Management LLC AIP Program 2.69 100k 1/1/2010 29 DUNN Capital Management DUNN WMA Institutional Program 2.88 100k 10/1/2011 28 EMC Capital Advisors, LLC EMC Alpha Program 2.89 5,000k 6/1/2013 27 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 2.96 1,000k 9/1/2011 26 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.96 1k 6/1/2009 25 Kaiser Trading Group Kaiser Global Diversified Program - Class A 2.99 10,000k 3/1/1998 24 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.00 1,000k 10/1/2016 23 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.07 10,000k 8/1/2009 22 ROW Asset Managment Row Diversified Fund, L.P. 3.24 1,000k 11/1/2011 21 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.25 10,000k 4/1/2004 20 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.34 1,000k 3/1/2003 19 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.40 10,000k 2/1/2008 18 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 3.68 250k 11/1/1996 17 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.71 5,000k 11/1/2012 16 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.78 3,000k 5/1/2014 15 FORT LP Fort Global Diversified 3.88 2,000k 10/1/1993 14 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 4.01 1,000k 5/1/2014 13 Novus Investments, LLC Novus Precious Commodities 4.01 200k 1/1/2007 12 QCM Alpha Financials Program 4.06 10,000k 6/1/2012 11 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.18 50k 7/1/2011 10 Quantica Capital AG 1X Quantica Managed Futures Fund 4.20 100k 1/1/2014 9 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 4.34 25,000k 1/1/2014 8 FORT LP Fort Global Contrarian 4.40 2,000k 10/1/2002 7 Demeter Capital Management Livestock & Grain Trading Program 4.52 50k 3/1/2010 6 Aquantum Aquantum Global Systematic Program (AGS) 4.85 5,000k 7/1/2013 5 Whitmore Capital Management LLC Whitmore Capital LP 5.90 250k 6/1/2012 4 Seven Capital Management Seven Absolute Return 6.27 100k 6/1/2009 3 FORT LP Global Futures Program (formerly Global Diversified Classic) 6.93 10,000k 10/1/1993 2 Quantica Capital AG 2X Quantica Managed Futures Fund 8.30 100k 1/1/2014 1 Covenant Capital Management Optimal Program 9.81 10k 2/1/2014 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.