2007 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Schindler Capital Management, LLC
Dairy Advantage Program
610.45 1.21
2 Dendrich Ltd
QEP
262.51 2.53
3 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
84.28 155.25 442.08 0.69
4 Revolution Capital Management
Mosaic Program
80.45 1.67
5 HPX Financial LLC
HPX Old School Program
69.69 1.65
6 Arcanum Asset Management
Equity Index Option Program (Prop)
64.32 6.49
7 RAM Management Group
MRTP Aggressive
57.97 77.07 90.90 0.44
8 Revolution Capital Management
Alpha Fund
57.39 69.25 1.09
9 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
53.81 100.13 234.17 0.68
10 Amplitude Capital International Limited
Dynamic Strategy
46.79 1.51
11 Di Tomasso Group Inc.
Equilibrium Program
44.65 186.80 734.87 1.26
12 Clarke Capital Management
Worldwide
43.79 19.38 57.47 0.70
13 Quantum Leap Capital Management
Managed Account Program
41.57 0.77
14 Heyden & Steindl GmbH
TOMAC2
41.25 109.55 1.15
15 Eckhardt Trading Company
Evolution Strategies 1.2X
39.28 55.22 97.11 0.84
16 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
39.20 120.64 1.45
17 Alee Capital Management, LLC
Mistral Program
39.18 130.54 181.43 0.78
18 Saxon Investment Corporation
Aggressive Diversified Program
38.59 35.95 169.22 0.64
19 Alee Capital Management, LLC
Poniente Program
37.52 43.90 53.21 0.54
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
35.53 91.40 1.65
21 Robinson-Langley Capital Management, LLC
Managed Account Program
35.33 1.73
22 Clarke Capital Management
Global Basic
35.23 32.57 87.59 0.74
23 Novus Investments, LLC
Novus Precious Commodities
34.16 0.90
24 Eckhardt Trading Company
Evolution Strategies
34.11 49.51 79.78 0.85
25 Crabel Capital Management
Crabel Multi-Product
32.90 53.57 66.20 0.83
26 Emil van Essen
Spread Trading Program
32.65 0.73
27 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
32.04 97.06 0.69
28 Quantitative Investment Management
Quantitative Global Program
29.53 63.39 1.61
29 Romanesco Capital Management B.V
Persistence Program
29.43 1.99
30 Red Oak Commodity Advisors
Investment Program
28.92 104.12 251.83 0.68
31 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
28.72 5.04
32 Clarke Capital Management
Jupiter
28.44 0.90
33 LJM Partners
LJM Moderately Aggressive Strategy
26.52 119.55 2.59
34 Clarke Capital Management
Global Magnum
25.23 16.55 83.05 0.69
35 Quantmetrics Capital Management LLP
Premier 12V Strategy
24.76 63.06 2.50
36 KMJ Investments
KMJ Investments
24.09 52.66 64.34 1.08
37 Mobius Asset Management
Energy Weighted Program
23.81 50.56 1.41
38 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
23.55 1.98
39 Blackwater Capital Management
Global Program
23.55 0.71
40 Saxon Investment Corporation
Diversified Program
23.07 18.68 77.47 0.63
41 Mobius Asset Management
Diversified Program
22.74 40.19 0.38
42 Quantmetrics Capital Management LLP
Directional 10V Strategy
22.62 2.18
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
22.38 45.32 77.92 1.13
44 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
22.00 49.59 0.79
45 IKOS
The IKOS Hedge Fund
22.00 43.93 80.49 1.43
46 Abraham Trading Company
Diversified Program
21.80 18.15 138.10 0.69
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
21.40 43.54 75.94 1.06
48 LJM Partners
LJM Aggressive Strategy
21.25 137.45 513.71 0.91
49 Conquest Capital Group
Conquest Macro
20.88 32.81 32.31 0.64
50 Mobius Asset Management
Custom Trading Program
20.40 24.44 30.65 0.76
51 Hawksbill Capital Management
Global Diversified
20.24 14.09 32.70 0.59
52 Transtrend B.V.
DTP – Enhanced Risk (JPY)
19.87 39.82 1.00
53 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
19.54 1.50
54 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
19.49 36.27 0.97
55 Superfund Group
Superfund Green Gold A (SPC)
19.26 1.05
56 Mark J. Walsh Company
Standard Program
19.17 9.06 44.90 0.67
57 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
18.97 0.87
58 Four Seasons Commodities Corp
Hawkeye Spread Program
18.37 1.76
59 Molinero Capital Management LLP
Global Markets Program
18.31 1.58
60 John Locke Investments
Cyril Systematic Program
17.49 35.02 67.90 0.65
61 QCM
Global Diversified Programme
17.47 92.96 117.08 0.77
62 Parizek Capital
Futures Trading Program
17.35 10.54 -3.52 0.27
63 EMC Capital Advisors, LLC
Classic
17.32 51.33 77.34 0.62
64 RAM Management Group
RAM MRTP 1X-Conservative
17.10 22.91 29.14 0.55
65 Eclipse Capital Management
Global Monetary
17.00 17.59 26.13 0.61
66 Robust Methods LLC
Macro Managed Account
16.43 54.47 1.12
67 Superfund Group
Superfund Green Gold B (SPC)
16.28 0.96
68 Haar Capital Management
Discretionary Commodity Trading Program
16.17 1.19
69 Rhicon Currency Management
Rhicon Systematic Currency Program
16.16 22.45 1.18
70 Rabar Market Research
Diversified Program
15.16 18.26 42.53 0.62
71 Warrington Asset Management
Warrington Strategic Program
15.01 46.91 102.47 2.03
72 Clarke Capital Management
Millennium
14.83 8.98 69.36 0.64
73 Claughton Capital
Institutional Program
14.34 1.03
74 Millburn Ridgefield Corporation
Diversified Program
14.25 32.12 36.44 0.91
75 ITB Capital Management, LLC
ITB Premium Fund I, LTD
14.22 1.35
76 Millburn Ridgefield Corporation
Commodity Program
14.14 1.02
77 Four Seasons Commodities Corp
Lone Star Program
13.95 34.84 1.38
78 Wimmer Horizon LLP
Managed Account
13.88 0.91
79 Range Wise
Investment Program
13.71 13.69 106.13 0.76
80 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.56 16.02 41.71 0.51
81 Millburn Ridgefield Corporation
Multi-Markets Program
13.23 38.68 0.94
82 W.G. Wealth Guardian Ltd.
SAFI2 Program
13.20 13.56 38.34 1.43
83 Manning & Napier
MN Xenon Managed Futures (2x) Program
13.11 0.82
84 Rotella Capital Management
Rotella Orion (Short-Term) Program
12.79 1.60
85 Witter & Lester, Inc.
Stock Index Futures Trading Program
12.61 39.96 95.47 0.58
86 LJM Partners
LJM Preservation & Growth Strategy
12.57 1.37
87 Ancile Capital Management
Global Markets Program
12.53 1.34
88 Neural Capital Ltd
Sentinel Trading Program
12.32 1.03
89 GIC Trading LLC
Global Diversified Trading Program
12.26 18.66 41.27 0.46
90 Transtrend B.V.
DTP – Standard Risk (EUR)
12.23 22.89 41.11 0.98
91 Superfund Group
Superfund Green Gold C (SPC)
11.81 0.85
92 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
11.76 35.76 49.77 0.98
93 Rhicon Currency Management
Rhicon Strategic Program
11.66 26.99 1.11
94 Briarwood Capital Management, Inc.
Diversified 2XL
11.51 72.14 1.15
95 Strategic Ag Trading
Chatham
11.01 17.14 0.29
96 Welton Investment Partners
Welton Global
11.00 46.59 0.86
97 ISAM
ISAM Systematic Trend Fund
10.85 27.55 57.98 0.68
98 Kottke Associates
Stockton Fundamental Ag
10.12 0.84
99 MERIT Alternative Investments GmbH
Futures Portfolio
9.44 15.57 28.94 0.73
100 Estlander & Partners
Alpha Trend
9.24 34.93 85.41 0.85
101 FORT LP
Fort Global Diversified
9.20 22.04 68.07 0.84
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
9.06 1.31
103 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
8.97 1.00
104 Red Rock Capital, LLC
Systematic Global Macro
8.58 13.76 0.77
105 Southwest Managed Investments, LLC
Global Diversified
8.58 10.33 17.55 0.23
106 Conquest Capital Group
Conquest Select
7.87 17.09 0.45
107 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.58 -6.79 -28.74 0.51
108 Keck Capital Management LLC
The Keck Program
6.85 53.68 0.60
109 Tactical Investment Management
Tactical Institutional Commodity Program
6.81 41.98 98.24 0.77
110 Dominion Capital
Sapphire Program
6.09 1.20
111 M6 Capital Management LLC
Standard Program
6.03 0.97
112 Systematic Alpha Management
Systematic Alpha Futures Program
6.02 44.30 2.16
113 Superfund Group
Superfund Blue SPC Class A (EUR)
5.96 0.23
114 Quantica Capital AG
Quantica Managed Futures
5.90 49.63 1.07
115 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
5.56 17.83 1.71
116 Alder Capital DAC
Alder Global 20
5.15 27.99 29.76 0.52
117 Witter & Lester, Inc.
Redstone
5.11 7.96 20.52 0.84
118 Ansbacher Investment Management
Market Neutral Put Skew Program
5.11 25.58 87.19 0.72
119 Drury Capital
Diversified Trend-Following Program
5.05 -20.43 7.35 0.61
120 Briarwood Capital Management, Inc.
Diversified Trading Program
5.01 34.56 51.68 0.89
121 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
4.92 32.22 33.02 0.66
122 Clarke Capital Management
FX Plus
4.33 28.25 0.37
123 Rosetta Capital Management
Rosetta Trading Program
4.28 63.04 673.33 1.09
124 Covenant Capital Management
Aggressive Program
4.09 95.29 1.19
125 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.93 10.58 37.60 0.61
126 C-View Limited
Currency Managed Account Program
3.89 13.44 30.16 1.45
127 FORT LP
Fort Global Contrarian
3.87 23.78 82.89 1.09
128 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
3.82 27.84 2.31
129 Jaguar Investments Ltd
Vario Capital Strategy
3.61 30.10 1.00
130 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.56 23.63 22.91 1.22
131 Manning & Napier
MN Xenon Global Fixed Income Program
2.47 13.58 0.65
132 Chesapeake Capital
Diversified (LV)
2.28 14.70 48.02 0.73
133 Crescent Bay Capital Management
Premium Stock Index Program
2.09 1.01
134 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.17 25.62 122.90 0.95
135 Dreiss Research Corporation
Diversified Program
1.16 89.84 106.10 0.61
136 Covenant Capital Management
Original Program
0.93 36.40 165.23 0.73
137 Estlander & Partners
Global Markets
0.83 1.02 11.50 0.40
138 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.69 32.61 107.43 0.95
139 Kinkopf Capital Management
KCM S&P (Proprietary)
0.10 2.23 36.77 0.56
140 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.11 28.10 100.38 0.91
141 Mondiale Asset Management
Mondiale Trading Program
-0.41 10.57 24.92 1.19
142 Estlander & Partners
Global XL
-0.42 -4.48 14.59 0.51
143 Superfund Group
Superfund Green L.P. Series A
-0.93 1.32 35.65 0.38
144 Superfund Group
Superfund Green Q-AG
-1.81 4.89 44.69 0.76
145 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-2.41 5.41 8.04 0.44
146 Superfund Group
Superfund Green L.P. Series B
-2.60 2.56 53.01 0.45
147 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.11 -0.90
148 M.S. Capital Management
Global Diversified Program
-3.52 8.40 10.30 0.26
149 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.84 -6.54 5.44 0.51
150 Superfund Group
Superfund Green Master
-4.04 -1.27 93.59 0.70
151 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.13 -14.65 -23.31 0.37
152 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-5.48 -0.17
153 Hyman Beck and Company
Global Portfolio
-5.85 7.80 13.95 0.61
154 Kelly Angle Inc.
Genesis Program
-5.92 16.48 -3.68 0.47
155 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-7.20 -9.68 -2.40 0.93
156 Superfund Group
Superfund Green GCT USD
-9.91 -7.35 30.14 0.67
157 Somers Brothers Capital
Diversified Futures Program #1
-11.82 69.30 0.74
158 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-13.35 1.50 30.75 0.67
159 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.44 -0.72 30.66 0.53
160 Xplor Capital Management, LLC
Global CTA Program
-22.68 10.74 0.15
161 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-23.14 24.03 60.21 0.52
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