IASG CTA Index For September 2020 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 Sep 2020 Min Inv Inception 190 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -22.12 50k 7/1/2011 189 Tomas Capital Pty Ltd GCAF | USD -21.30 1,500k 7/1/2011 186 Purple Valley Capital, Inc. Diversified Trend 1 -21.09 100k 8/1/2008 188 Purple Valley Capital, Inc. Diversified Trend 1 -21.09 100k 8/1/2008 187 HASAFUMA Micro Macro -19.40 20k 6/1/2013 185 Leibniz Group GRAB+ -15.76 100k 4/1/2016 186 Leibniz Group GRAB+ -15.76 100k 4/1/2016 184 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -13.00 40k 1/1/2016 185 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -13.00 40k 1/1/2016 183 Dreiss Research Corporation Diversified Program -12.35 1,000k 5/1/1991 184 Dreiss Research Corporation Diversified Program -12.35 1,000k 5/1/1991 182 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -12.15 25k 2/1/2016 183 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -12.15 25k 2/1/2016 182 Glenhaven Capital LLC Glenhaven Global II LP -11.89 25k 4/1/2012 181 Superfund Group Superfund Green GOLD SICAV -10.56 20k 1/1/2017 181 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -9.62 60k 9/1/2016 180 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -9.62 60k 9/1/2016 180 Robust Methods LLC Macro Managed Account -9.58 5,000k 1/1/2005 179 Robust Methods LLC Macro Managed Account -9.58 5,000k 1/1/2005 179 W.G. Wealth Guardian Ltd. QT Program (QTP) -8.22 300k 6/1/2017 178 W.G. Wealth Guardian Ltd. QT Program (QTP) -8.22 300k 6/1/2017 178 Quantica Capital AG 2X Quantica Managed Futures Fund -8.20 100k 1/1/2014 177 Quantica Capital AG 2X Quantica Managed Futures Fund -8.20 100k 1/1/2014 177 Emil van Essen Long-Short Commodity Program - Accelerated -8.11 200k 5/1/2014 176 Emil van Essen Long-Short Commodity Program - Accelerated -8.11 200k 5/1/2014 176 Metolius Capital LLC Metolius Enhanced Fund -8.00 40k 6/1/2015 175 Metolius Capital LLC Metolius Enhanced Fund -8.00 40k 6/1/2015 175 FTC Capital GmbH FTC Futures Fund Classic (USD) -7.74 250k 10/1/2010 174 FTC Capital GmbH FTC Futures Fund Classic (USD) -7.74 250k 10/1/2010 173 Brisslen Capital Management, LLC Brisslen Energy Strategy - Client -6.91 250k 12/1/2017 172 Superfund Group Superfund Green EUR SICAV -6.58 5k 1/1/2017 171 Superfund Group Superfund Green USD SICAV -6.50 5k 1/1/2017 174 Eagle Trading Systems Inc. Eagle Customized Trend -6.31 10,000k 4/1/2017 170 Eagle Trading Systems Inc. Eagle Customized Trend -6.31 10,000k 4/1/2017 173 Persistent Capital Management Global Diversified Program -6.28 500k 1/1/2003 169 Persistent Capital Management Global Diversified Program -6.28 500k 1/1/2003 172 Leibniz Group EVEREST -6.09 100k 3/1/2016 168 Leibniz Group EVEREST -6.09 100k 3/1/2016 171 John Locke Investments Cyril Systematic UCITS Fund -5.90 500k 7/1/2000 167 John Locke Investments Cyril Systematic UCITS Fund -5.90 500k 7/1/2000 170 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -5.38 1,500k 12/1/2014 166 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -5.38 1,500k 12/1/2014 165 Wharton Capital Management Wharton AG Futures Program -5.26 100k 9/1/2011 169 Future Trade AG Thales Swing Trading Programme -5.13 250k 6/1/2007 164 Future Trade AG Thales Swing Trading Programme -5.13 250k 6/1/2007 168 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) -5.12 550k 11/1/2016 163 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) -5.12 550k 11/1/2016 167 Eamon Capital Zephyr Program -4.75 300k 1/1/2016 166 Pawberry LLC MultiStrat Program -4.73 600k 6/1/2017 162 Pawberry LLC MultiStrat Program -4.73 600k 6/1/2017 165 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -4.60 250k 10/1/2009 161 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -4.60 250k 10/1/2009 164 County Cork LLC County Cork Macro Equity Hedge -4.39 1,000k 2/1/2016 160 County Cork LLC County Cork Macro Equity Hedge -4.39 1,000k 2/1/2016 163 Prolific Capital Markets, LLC Prolific Swiss System -4.30 10,000k 1/1/2014 159 Prolific Capital Markets, LLC Prolific Swiss System -4.30 10,000k 1/1/2014 158 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.94 250k 5/1/2011 162 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.94 250k 5/1/2011 161 M&R Capital, LLC Livestock Trading Program -3.90 100k 1/1/2015 157 M&R Capital, LLC Livestock Trading Program -3.90 100k 1/1/2015 160 Quantica Capital AG 1X Quantica Managed Futures Fund -3.90 100k 1/1/2014 156 Quantica Capital AG 1X Quantica Managed Futures Fund -3.90 100k 1/1/2014 159 EMC Capital Advisors, LLC EMC Alpha Plus Program -3.67 3,000k 5/1/2014 155 EMC Capital Advisors, LLC EMC Alpha Plus Program -3.67 3,000k 5/1/2014 154 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.49 250k 11/1/1996 158 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.49 250k 11/1/1996 157 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.44 3,000k 1/1/2015 153 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.44 3,000k 1/1/2015 156 514 Capital Partners 514 Fund -3.43 100k 11/1/2013 152 514 Capital Partners 514 Fund -3.43 100k 11/1/2013 151 Chesapeake Capital Diversified Plus (HV) -3.40 100k 4/1/1994 155 Chesapeake Capital Diversified Plus (HV) -3.40 100k 4/1/1994 154 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.37 250k 2/1/2016 150 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.37 250k 2/1/2016 153 Vivienne Investissement MACH 3 -3.31 100k 6/1/2015 149 Vivienne Investissement MACH 3 -3.31 100k 6/1/2015 152 RTM Capital Advisors RTM Core Indices Plus Strategy -3.18 100k 9/1/2017 148 RTM Capital Advisors RTM Core Indices Plus Strategy -3.18 100k 9/1/2017 151 SpreadEdge Capital, LLC Diversified Seasonal Spreads -3.10 100k 12/1/2014 147 SpreadEdge Capital, LLC Diversified Seasonal Spreads -3.10 100k 12/1/2014 150 Leibniz Group Systematic Intelligence Vol 10 -3.00 3,000k 8/1/2011 146 Leibniz Group Systematic Intelligence Vol 10 -3.00 3,000k 8/1/2011 149 Anderson Creek Trading Standard Diversified Strategy -2.98 250k 7/1/2014 145 Anderson Creek Trading Standard Diversified Strategy -2.98 250k 7/1/2014 144 Eamon Capital Zephyr Program -2.93 300k 1/1/2016 148 Bensboro Advisors, LLC Seasonal Spread Trading Program -2.81 500k 1/1/2015 143 Bensboro Advisors, LLC Seasonal Spread Trading Program -2.81 500k 1/1/2015 147 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.75 1k 6/1/2009 142 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.75 1k 6/1/2009 146 DUNN Capital Management DUNN WMA Institutional Program -2.63 100k 10/1/2011 141 DUNN Capital Management DUNN WMA Institutional Program -2.63 100k 10/1/2011 145 H2O AM LLP Arctic Blue Inuvik -2.60 1,000k 5/1/2017 140 H2O AM LLP Arctic Blue Inuvik -2.60 1,000k 5/1/2017 144 SpreadEdge Capital, LLC Agriculture Seasonal Spreads -2.57 100k 3/1/2017 139 SpreadEdge Capital, LLC Agriculture Seasonal Spreads -2.57 100k 3/1/2017 143 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -2.51 500k 8/1/2007 138 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -2.51 500k 8/1/2007 142 H2O AM LLP Arctic Blue Commodity Program (2x) -2.50 1,000k 6/1/2014 137 H2O AM LLP Arctic Blue Commodity Program (2x) -2.50 1,000k 6/1/2014 141 Pearl Capital Advisors, LLC Hedged VIX Program -2.45 500k 10/1/2015 140 QTS Capital Management, LLC Tail Reaper -2.43 500k 8/1/2012 136 QTS Capital Management, LLC Tail Reaper -2.43 500k 8/1/2012 139 Tom Capital AG Tom Capital Growth Fund -2.40 5,000k 12/1/2015 135 Tom Capital AG Tom Capital Growth Fund -2.40 5,000k 12/1/2015 134 Pearl Capital Advisors, LLC Hedged VIX Program -2.40 500k 10/1/2015 133 Candriam Investors Group Alternative Return Systemat -2.28 125k 1/1/2007 138 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V -2.26 2,500k 4/1/2017 132 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V -2.26 2,500k 4/1/2017 131 HPX Financial LLC HPX Old School Program -2.24 200k 6/1/2006 137 HPX Financial LLC HPX Old School Program -2.24 200k 6/1/2006 136 Silicon Valley Quantitative Advisors UQP Large -2.19 500k 1/1/2009 130 Silicon Valley Quantitative Advisors UQP Large -2.19 500k 1/1/2009 135 County Cork LLC RLA I -2.17 500k 1/1/2009 129 County Cork LLC RLA I -2.17 500k 1/1/2009 128 Typhon Capital Management, LLC Leonidas Macro Fund -2.17 100k 4/1/2017 134 ISAM ISAM Systematic Trend (Levitas) -2.15 1,000k 5/1/2010 133 Amapa Capital Advisors LLC Energy Program -2.14 1,000k 2/1/2015 127 Amapa Capital Advisors LLC Energy Program -2.14 1,000k 2/1/2015 126 ISAM ISAM Systematic Trend (Levitas) -2.13 1,000k 5/1/2010 132 Turk Capital LLC US Equity Long/Short Strategy -2.11 100k 4/1/2014 125 Turk Capital LLC US Equity Long/Short Strategy -2.11 100k 4/1/2014 131 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.02 5,000k 11/1/2012 124 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.02 5,000k 11/1/2012 130 Pan Capital Management Pan Capital Energy Strategy (Nat Gas) -1.93 20,000k 7/1/2011 123 Pan Capital Management Pan Capital Energy Strategy (Nat Gas) -1.93 20,000k 7/1/2011 129 Schot Capital Multi Diversified Program (MDP) -1.92 1,000k 1/1/2016 122 Schot Capital Multi Diversified Program (MDP) -1.92 1,000k 1/1/2016 121 EMC Capital Advisors, LLC EMC Alpha Program -1.89 5,000k 6/1/2013 128 EMC Capital Advisors, LLC EMC Alpha Program -1.88 5,000k 6/1/2013 120 Typhon Capital Management, LLC Helios Deutsche -1.85 250k 4/1/2014 127 Seven Capital Management Seven Absolute Return -1.80 100k 6/1/2009 119 Seven Capital Management Seven Absolute Return -1.80 100k 6/1/2009 126 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.72 1,000k 5/1/2014 118 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.72 1,000k 5/1/2014 125 Gregory P Asset Management LLC Alternative Multi Strategy -1.69 500k 11/1/2012 117 Gregory P Asset Management LLC Alternative Multi Strategy -1.69 500k 11/1/2012 124 White River Group Dynamic S&P Options Strategy -1.67 50k 11/1/2014 116 White River Group Dynamic S&P Options Strategy -1.67 50k 11/1/2014 123 Tlaloc Capital LLC Grains Program -1.55 1,000k 4/1/2010 115 Tlaloc Capital LLC Grains Program -1.55 1,000k 4/1/2010 114 Typhon Capital Management, LLC Plutus Grain Strategy -1.48 250k 4/1/2008 122 Vivienne Investissement OUESSANT UCITS FUND (A) -1.47 100k 5/1/2012 113 Vivienne Investissement OUESSANT UCITS FUND (A) -1.47 100k 5/1/2012 121 Linnis Linnis ONE, LP -1.43 100k 8/1/2014 112 Linnis Linnis ONE, LP -1.43 100k 8/1/2014 120 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.37 1k 10/1/2006 111 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.37 1k 10/1/2006 119 O'Brien Investment Group Quantitative Global Macro Futures Program -1.36 3,000k 7/1/2017 110 O'Brien Investment Group Quantitative Global Macro Futures Program -1.36 3,000k 7/1/2017 118 Turk Capital LLC US Market Hedge Strategy -1.30 100k 11/1/2015 109 Turk Capital LLC US Market Hedge Strategy -1.30 100k 11/1/2015 117 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.25 10,000k 4/1/2004 108 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.25 10,000k 4/1/2004 116 Welton Investment Partners Welton Trend -1.25 25,000k 10/1/2012 107 Welton Investment Partners Welton Trend -1.25 25,000k 10/1/2012 115 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.24 10,000k 3/1/2002 106 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.24 10,000k 3/1/2002 105 Aquantum ACS Energies -1.23 5,000k 1/1/2017 114 Crabel Capital Management WPD Crabel Futures Program -1.11 1,000k 7/1/2008 104 Crabel Capital Management WPD Crabel Futures Program -1.11 1,000k 7/1/2008 103 HASAFUMA Heavy Metal -1.10 20k 9/1/2014 113 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.05 10,000k 2/1/2008 102 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.05 10,000k 2/1/2008 112 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.05 100k 12/1/1998 101 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.05 100k 12/1/1998 111 Warrington Asset Management Tactical Program Client -1.03 500k 2/1/2015 100 Warrington Asset Management Tactical Program Client -1.03 500k 2/1/2015 110 Demeter Capital Management Livestock & Grain Trading Program -0.91 50k 3/1/2010 99 Demeter Capital Management Livestock & Grain Trading Program -0.91 50k 3/1/2010 109 Emil van Essen Global Tactical Allocation Program (GTAP) -0.86 2,000k 4/1/2017 98 Emil van Essen Global Tactical Allocation Program (GTAP) -0.86 2,000k 4/1/2017 108 Greenwave Capital Management Greenwave Flagship Plus 2x -0.83 1,500k 4/1/2016 97 Greenwave Capital Management Greenwave Flagship Plus 2x -0.83 1,500k 4/1/2016 96 Melissinos Trading Eupatrid Global Trends -0.78 100k 1/1/2011 107 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -0.77 1,000k 1/1/2013 95 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -0.77 1,000k 1/1/2013 94 Typhon Capital Management, LLC Zephyrus Livestock Strategy -0.71 500k 1/1/2017 106 Estlander & Partners Freedom -0.70 20,000k 8/1/2010 93 Estlander & Partners Freedom -0.70 20,000k 8/1/2010 105 Leibniz Group SWARM -0.69 100k 9/1/2015 92 Leibniz Group SWARM -0.69 100k 9/1/2015 104 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) -0.57 1,500k 5/1/2017 91 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) -0.57 1,500k 5/1/2017 103 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.57 1,000k 10/1/2016 102 FORT LP Fort Global Diversified -0.56 2,000k 3/1/2002 90 FORT LP Fort Global Diversified -0.56 2,000k 3/1/2002 89 Trigon Investment Advisors, LLC Discretionary Macro Program -0.49 10,000k 8/1/2007 88 Greenwave Capital Management Greenwave Flagship Plus -0.47 1,000k 6/1/2008 101 Greenwave Capital Management Greenwave Flagship Plus -0.47 1,000k 6/1/2008 100 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.40 500k 9/1/2015 87 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.40 500k 9/1/2015 86 PAK Capital, LLC PAK Capital Currency Program -0.39 200k 5/1/2017 85 NuWave Investment Management, LLC Commodity Value Portfolio -0.36 2,000k 10/1/2014 99 Carbide Capital Inc. Carbide Hedge Progam -0.36 500k 9/1/2016 84 Carbide Capital Inc. Carbide Hedge Progam -0.36 500k 9/1/2016 98 NuWave Investment Management, LLC Commodity Value Portfolio -0.33 2,000k 10/1/2014 97 QTS Capital Management, LLC QTS Partners, L.P. -0.33 100k 1/1/2011 83 QTS Capital Management, LLC QTS Partners, L.P. -0.33 100k 1/1/2011 96 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.32 10,000k 3/1/1998 82 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.32 10,000k 3/1/1998 81 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.32 1,000k 10/1/2016 95 Schindler Capital Management, LLC Dairy Advantage Program -0.27 400k 8/1/2005 80 Schindler Capital Management, LLC Dairy Advantage Program -0.27 400k 8/1/2005 94 Red Rock Capital, LLC Commodity Long-Short -0.25 500k 9/1/2013 79 Red Rock Capital, LLC Commodity Long-Short -0.25 500k 9/1/2013 93 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.24 100k 10/1/2011 78 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.24 100k 10/1/2011 92 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.17 250k 7/1/2015 77 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.17 250k 7/1/2015 91 Jaguar Investments Ltd Aegir Capital Strategy -0.17 1,000k 1/1/2012 76 Jaguar Investments Ltd Aegir Capital Strategy -0.17 1,000k 1/1/2012 75 Buttonwood LLC Energy Diversified 1 -0.16 100k 7/1/2014 90 Emil van Essen Spread Trading Program Limited -0.16 5,000k 7/1/2013 74 Emil van Essen Spread Trading Program Limited -0.16 5,000k 7/1/2013 89 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.14 10,000k 3/1/2003 73 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 88 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 87 Whitmore Capital Management LLC Whitmore Capital LP -0.08 250k 6/1/2012 72 Whitmore Capital Management LLC Whitmore Capital LP -0.08 250k 6/1/2012 86 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.03 1,500k 10/1/2016 71 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.03 1,500k 10/1/2016 70 Typhon Capital Management, LLC Vulcan Metals Strategy -0.02 2,000k 11/1/2011 69 R Best LLC R Best Private Client Program -0.01 50k 2/1/2010 85 R Best LLC R Best Private Client Program -0.01 50k 2/1/2010 80 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 65 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 64 PAK Capital, LLC PAK Capital Currency Program 0.00 200k 5/1/2017 69 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 61 361 Capital LLC 361 Global Managed Futures Strategy Fund 0.00 2,000k 3/1/2014 66 361 Capital LLC 361 Global Managed Futures Strategy Fund 0.00 2,000k 3/1/2014 76 Orgone Commodity Management LLC Orgone AG 1 0.00 250k 9/1/2011 77 Gamma Q Commodity Program Managed Account 0.00 3,000k 4/1/2011 78 Wharton Capital Management Wharton AG Futures Program 0.00 100k 9/1/2011 75 Blackheath Fund Management Inc. Tactical FI Strategy 0.00 50k 10/1/2011 67 DeltaHedge DH Styx 0.00 1,000k 9/1/2017 67 DeltaHedge DH Styx 0.00 1,000k 9/1/2017 72 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.00 500k 6/1/2007 62 Aquantum ACS Energies 0.00 5,000k 1/1/2017 70 HASAFUMA Gourishankar 0.00 200k 9/1/2013 66 Typhon Capital Management, LLC Leonidas Energy Program 0.00 100k 4/1/2017 81 Typhon Capital Management, LLC Leonidas Macro Fund 0.00 100k 4/1/2017 79 Typhon Capital Management, LLC Vulcan Metals Strategy 0.00 2,000k 11/1/2011 71 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.00 250k 10/1/2011 68 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.00 250k 10/1/2011 63 Typhon Capital Management, LLC Helios Deutsche 0.00 250k 4/1/2014 74 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 58 Melissinos Trading Eupatrid Global Trends 0.00 100k 1/1/2011 82 Superfund Group Superfund Green EUR SICAV 0.00 5k 1/1/2017 83 Superfund Group Superfund Green USD SICAV 0.00 5k 1/1/2017 59 Superfund Group Superfund Red EUR SICAV 0.00 10k 3/1/2013 60 Superfund Group Superfund Red USD SICAV 0.00 10k 3/1/2013 73 Typhon Capital Management, LLC Plutus Grain Strategy 0.00 250k 4/1/2008 68 Typhon Capital Management, LLC Zephyrus Livestock Strategy 0.00 500k 1/1/2017 84 Superfund Group Superfund Green GOLD SICAV 0.00 20k 1/1/2017 57 Crabel Capital Management Crabel Multi-Product 0.02 1,000k 3/1/1998 65 Crabel Capital Management Crabel Multi-Product 0.02 1,000k 3/1/1998 56 Warrington Asset Management Warrington Strategic Program 0.06 50k 1/1/1997 64 Warrington Asset Management Warrington Strategic Program 0.06 50k 1/1/1997 55 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 0.12 1,000k 7/1/2016 63 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 0.12 1,000k 7/1/2016 62 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.13 500k 6/1/2007 54 Sandpiper Asset Management Sandpiper Global Macro Program 0.13 1,000k 8/1/2012 61 Sandpiper Asset Management Sandpiper Global Macro Program 0.13 1,000k 8/1/2012 60 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.13 20,000k 5/1/2013 53 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.17 20,000k 5/1/2013 52 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.17 100k 2/1/2010 59 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.17 100k 2/1/2010 51 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.17 500k 8/1/2012 58 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.17 500k 8/1/2012 50 Blake Capital Management, Inc. SRD Currencies 0.32 100k 3/1/2013 57 Blake Capital Management, Inc. SRD Currencies 0.32 100k 3/1/2013 49 R Best LLC World Select Program 0.36 2,000k 4/1/2016 56 R Best LLC World Select Program 0.36 2,000k 4/1/2016 48 Crediton Hill LLC Crediton Hill Managed Account Program 0.36 250k 8/1/2013 55 Crediton Hill LLC Crediton Hill Managed Account Program 0.36 250k 8/1/2013 47 Soaring Pelican, LLC Diversified S&P Program 0.38 100k 1/1/2011 54 Soaring Pelican, LLC Diversified S&P Program 0.38 100k 1/1/2011 46 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 0.39 5,000k 9/1/2013 53 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 0.39 5,000k 9/1/2013 52 Typhon Capital Management, LLC Leonidas Energy Program 0.47 100k 4/1/2017 45 Certeza Asset Management Macro Vega 0.48 1,000k 1/1/2012 51 Certeza Asset Management Macro Vega 0.49 1,000k 1/1/2012 44 FORT LP Fort Global Contrarian 0.51 2,000k 10/1/2002 50 FORT LP Fort Global Contrarian 0.51 2,000k 10/1/2002 43 NickJen Capital Management & Consultants LLC NRD-1 0.55 1,000k 4/1/2008 49 NickJen Capital Management & Consultants LLC NRD-1 0.55 1,000k 4/1/2008 42 Rcube Asset Management Walnut Singularity 0.56 500k 7/1/2017 48 Rcube Asset Management Walnut Singularity 0.56 500k 7/1/2017 47 HASAFUMA Hedgehog 0.60 50k 5/1/2012 41 Rosetta Capital Management Macro Program 0.60 50k 1/1/2009 46 Rosetta Capital Management Macro Program 0.60 50k 1/1/2009 40 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.65 5,000k 6/1/2010 45 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.65 5,000k 6/1/2010 39 Tarpon Trading Altair FX Alpha Macro 0.77 5,000k 1/1/2016 44 Tarpon Trading Altair FX Alpha Macro 0.77 5,000k 1/1/2016 43 HASAFUMA FX Momentum 0.80 20k 7/1/2012 42 361 Capital LLC 361 Managed Futures Strategy Fund 0.88 3k 1/1/2012 38 361 Capital LLC 361 Managed Futures Strategy Fund 0.88 3k 1/1/2012 37 Global Sigma Group, LLC GSF - Mult-Strategy 1.04 1,000k 11/1/2015 41 Global Sigma Group, LLC GSF - Mult-Strategy 1.04 1,000k 11/1/2015 36 Buckingham Global Advisors, LLC Weekly Emini Program 1.10 200k 3/1/2015 40 Buckingham Global Advisors, LLC Weekly Emini Program 1.11 200k 3/1/2015 39 ProfitScore Capital Management Long/Short US Treasury 1.18 10,000k 10/1/2015 35 Covenant Capital Management Tactical Growth Program 1.24 100k 1/1/2017 38 Covenant Capital Management Tactical Growth Program 1.24 100k 1/1/2017 37 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.25 5,000k 9/1/2009 34 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.25 5,000k 9/1/2009 33 Sector Arc Advisors Global Lean Hog Ag 1.26 250k 10/1/2015 36 Sector Arc Advisors Global Lean Hog Ag 1.26 250k 10/1/2015 35 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 1.31 5,000k 9/1/2009 32 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 1.31 5,000k 9/1/2009 34 Orgone Commodity Management LLC Orgone AG 1 1.31 250k 9/1/2011 31 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 1.39 400k 2/1/2016 33 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 1.39 400k 2/1/2016 30 Evergreen Commodity Advisors, LLC Discretionary 1.41 100k 1/1/2015 32 Evergreen Commodity Advisors, LLC Discretionary 1.41 100k 1/1/2015 29 Carbide Capital Inc. Carbide Absolute Return Program 1.45 200k 9/1/2014 31 Carbide Capital Inc. Carbide Absolute Return Program 1.45 200k 9/1/2014 28 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.65 2,000k 7/1/2016 30 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.65 2,000k 7/1/2016 29 Gamma Q Breckhurst Commodity Fund 1.76 1,000k 10/1/2006 27 Bocken Trading LLC Discretionary Trading Program 1.83 100k 7/1/2011 28 Bocken Trading LLC Discretionary Trading Program 1.83 100k 7/1/2011 27 Orion Asset Management Algorithmic Trading Program 1.87 10k 1/1/2013 26 Automaton Trading LLC Diversified 2.03 500k 7/1/2014 26 Automaton Trading LLC Diversified 2.03 500k 7/1/2014 25 RCMA Capital LLP Merchant Commodity Fund 2.10 1,000k 6/1/2004 25 RCMA Capital LLP Merchant Commodity Fund 2.10 1,000k 6/1/2004 24 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 2.56 500k 10/1/2014 24 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 2.56 500k 10/1/2014 23 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.75 10,000k 2/1/2006 23 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.75 10,000k 2/1/2006 22 AP Futures, LLC Volatility Trading Program 2.82 100k 2/1/2017 22 AP Futures, LLC Volatility Trading Program 2.82 100k 2/1/2017 21 Aquantum Aquantum Commodity Spread Program (ACS) 2.96 5,000k 7/1/2013 21 Aquantum Aquantum Commodity Spread Program (ACS) 2.96 5,000k 7/1/2013 20 Tianyou Asset Management, LLC Tianyou Trading Strategy 3.02 100k 10/1/2012 20 Tianyou Asset Management, LLC Tianyou Trading Strategy 3.02 100k 10/1/2012 19 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.03 10,000k 3/1/2003 18 Vortex Currency Program 3.08 500k 1/1/2014 19 Vortex Currency Program 3.08 500k 1/1/2014 17 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.10 250k 5/1/2013 18 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.10 250k 5/1/2013 16 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.54 50k 9/1/2009 17 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.54 50k 9/1/2009 15 Davis Commodities, LLC Davis Trading Program 3.61 200k 1/1/2016 16 Davis Commodities, LLC Davis Trading Program 3.61 200k 1/1/2016 14 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 3.78 100k 1/1/2014 15 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 3.78 100k 1/1/2014 13 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 3.90 100k 2/1/2017 14 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 3.90 100k 2/1/2017 12 AG Capital Management Partners, LP Discretionary Global Macro Program 4.04 5,000k 10/1/2014 13 AG Capital Management Partners, LP Discretionary Global Macro Program 4.04 5,000k 10/1/2014 11 dormouse Limited dormouse Fund B Shares 4.12 10,000k 8/1/2016 12 dormouse Limited dormouse Fund B Shares 4.12 10,000k 8/1/2016 10 dormouse Limited dormouse Fund A Shares 4.12 1,000k 1/1/2017 11 dormouse Limited dormouse Fund A Shares 4.12 1,000k 1/1/2017 9 dormouse Limited dormouse - Managed Account 4.30 20,000k 7/1/2011 10 dormouse Limited dormouse - Managed Account 4.30 20,000k 7/1/2011 8 Ditsch Trading, LLC Agricultural Trading Program 4.65 100k 1/1/2011 9 Ditsch Trading, LLC Agricultural Trading Program 4.65 100k 1/1/2011 7 Worldwide Capital Strategies Profit Quest Macro World 4.93 100k 1/1/2010 8 Worldwide Capital Strategies Profit Quest Macro World 4.93 100k 1/1/2010 6 NuWave Investment Management, LLC NuWave Matrix Portfolio 5.48 3,000k 9/1/2015 7 NuWave Investment Management, LLC NuWave Matrix Portfolio 5.48 3,000k 9/1/2015 5 Certeza Asset Management Macro Vega Fund 5.71 100k 11/1/2017 6 Certeza Asset Management Macro Vega Fund 5.71 100k 11/1/2017 5 GT CAPITAL CTA GT Systematic Day Trading Program 6.18 60k 8/1/2017 4 GT CAPITAL CTA GT Systematic Day Trading Program 6.20 60k 8/1/2017 3 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 6.33 10,000k 3/1/2007 4 HASAFUMA La Cucaracha 8.00 50k 9/1/2013 2 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 11.94 100k 4/1/2014 3 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 11.94 100k 4/1/2014 2 HASAFUMA Gourishankar 12.00 200k 9/1/2013 1 R. G. Niederhoffer Capital Management, Inc. Diversified Program 13.80 1,000k 9/1/1995 1 R. G. Niederhoffer Capital Management, Inc. Diversified Program 14.80 1,000k 9/1/1995 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.