2008 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 HPX Financial LLC
HPX Old School Program
531.19 2.14
2 Dreiss Research Corporation
Diversified Program
140.62 248.37 315.77 0.72
3 Kelly Angle Inc.
Genesis Program
127.17 101.41 194.21 0.67
4 DUNN Capital Management
D'Best Futures Fund, L.P.
126.74 115.53 100.88 0.50
5 Parizek Capital
Futures Trading Program
120.73 159.10 79.72 0.62
6 Mulvaney Capital Management
The Mulvaney Global Markets Fund
108.87 95.75 158.79 0.67
7 Future Trade AG
Thales Swing Trading Programme
106.03 1.55
8 Hawksbill Capital Management
Global Diversified
96.38 121.14 104.24 0.64
9 Clarke Capital Management
Millennium
95.53 146.29 135.43 0.79
10 Alee Capital Management, LLC
Poniente Program
93.35 163.34 170.95 0.76
11 Revolution Capital Management
Mosaic Program
92.96 2.34
12 Quantum Leap Capital Management
Managed Account Program
90.51 1.16
13 Emil van Essen
Spread Trading Program
83.70 1.14
14 Somers Brothers Capital
Diversified Futures Program #1
80.78 122.66 1.02
15 Clarke Capital Management
Jupiter
80.02 134.01 1.27
16 Clarke Capital Management
Global Basic
79.90 93.30 173.88 0.81
17 ISAM
ISAM Systematic Trend Fund
77.78 129.50 133.11 0.92
18 GIC Trading LLC
Global Diversified Trading Program
75.89 112.97 115.31 0.67
19 Drury Capital
Diversified Trend-Following Program
75.65 56.11 49.92 0.76
20 Superfund Group
Superfund Green Master
74.18 102.88 106.22 0.78
21 RAM Management Group
MRTP Aggressive
71.96 121.17 190.75 0.55
22 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
64.90 119.27 119.13 0.64
23 Wimmer Horizon LLP
Managed Account
64.57 106.50 1.18
24 Clarke Capital Management
Worldwide
62.90 117.10 103.24 0.81
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
62.63 161.38 326.90 1.80
26 Keck Capital Management LLC
The Keck Program
62.18 118.20 165.96 0.76
27 Clarke Capital Management
FX Plus
59.95 59.95 0.61
28 Quality Capital Management
Global Diversified Programme
59.51 152.99 177.88 0.84
29 Schindler Capital Management, LLC
Dairy Advantage Program
59.42 1,894.48 1.14
30 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
58.53 90.94 67.79 0.66
31 Blackwater Capital Management
Global Program
55.61 119.78 1.27
32 Southwest Managed Investments, LLC
Global Diversified
55.24 93.54 68.40 0.51
33 Superfund Group
Superfund Green Gold C (SPC)
53.50 140.12 0.88
34 Conquest Capital Group
Conquest Select
51.96 81.84 0.82
35 NuWave Investment Management, LLC
Combined Futures Portfolio
51.79 69.63 143.51 1.06
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
51.47 68.86 24.64 0.54
37 NuWave Investment Management, LLC
NuWave Investment Partners LP
51.34 71.66 151.33 1.09
38 Futures Truth Company, FTC-CTA
MS4
50.99 2.65
39 Superfund Group
Superfund Green GCT USD
50.51 53.46 55.06 0.73
40 Mark J. Walsh Company
Standard Program
50.30 69.85 95.63 0.69
41 Hyman Beck and Company
Global Portfolio
49.78 78.06 53.79 0.69
42 Red Rock Capital, LLC
Systematic Global Macro
49.73 71.84 92.67 0.98
43 Gladius Asset Management
Fulham Program
49.07 1.70
44 Tactical Investment Management
Tactical Institutional Commodity Program
48.35 96.89 127.53 0.81
45 Kottke Associates
Stockton Fundamental Ag
48.08 97.32 1.16
46 Wavefront Global Asset Management
IMFC Global Investment Program
47.56 1.23
47 Superfund Group
Superfund Green L.P. Series B
46.57 70.95 75.60 0.56
48 Clarke Capital Management
Global Magnum
46.36 55.23 83.79 0.76
49 EMC Capital Advisors, LLC
Classic
46.24 102.15 92.51 0.64
50 Conquest Capital Group
Conquest Macro
45.59 90.13 92.06 0.79
51 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
45.44 52.45 89.21 0.74
52 Alee Capital Management, LLC
Mistral Program
44.46 163.66 218.86 0.83
53 Auspice Capital Advisors Ltd
Auspice Diversified Program
44.22 0.55
54 Superfund Group
Superfund Green Gold B (SPC)
43.96 134.88 0.95
55 Manning & Napier
MN Xenon Managed Futures (2x) Program
43.21 1.12
56 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
42.48 73.84 1.06
57 Altradis Capital AG
AlphAlgo
39.80 1.33
58 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
39.60 4.65
59 Heyden & Steindl GmbH
TOMAC2
39.45 148.57 289.25 1.16
60 Estlander & Partners
Alpha Trend
37.84 61.55 97.59 0.91
61 Saxon Investment Corporation
Aggressive Diversified Program
36.25 107.56 94.27 0.66
62 Superfund Group
Superfund Green Q-AG
35.44 46.90 57.64 0.80
63 Quantmetrics Capital Management LLP
Premier 12V Strategy
33.83 88.57 192.60 2.51
64 Superfund Group
Superfund Blue SPC Class A (Gold)
32.89 1.42
65 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
32.38 156.11 242.61 1.47
66 Superfund Group
Superfund Green Gold A (SPC)
32.29 109.71 0.97
67 Rho Asset Management
Rho Altius 1XL Program
31.65 1.30
68 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
31.07 1.96
69 Millburn Corporation
Multi-Markets Program
30.97 66.57 1.15
70 Millburn Corporation
Commodity Program
30.95 80.35 1.08
71 Robinson-Langley Capital Management, LLC
Managed Account Program
30.65 1.42
72 Transtrend B.V.
DTP – Enhanced Risk (EUR)
30.52 76.80 112.05 1.20
73 Revolution Capital Management
Alpha Fund
30.19 125.78 1.35
74 Superfund Group
Superfund Green L.P. Series A
30.00 45.47 46.67 0.49
75 Sunrise Capital Partners
Sunrise Expanded Diversified Program
29.88 47.20 52.17 0.65
76 Transtrend B.V.
DTP – Enhanced Risk (USD)
29.38 77.38 112.21 1.19
77 Xplor Capital Management, LLC
Global CTA Program
29.16 14.08 0.38
78 Abraham Trading Company
Diversified Program
28.80 70.90 75.58 0.71
79 Revolution Capital Management
Alpha Program
28.23 1.99
80 Covenant Capital Management
Aggressive Program
27.55 32.14 1.16
81 Transtrend B.V.
DTP – Enhanced Risk (JPY)
26.76 68.57 1.24
82 Welton Investment Partners
Welton Global
25.31 60.25 1.04
83 Trigon Investment Advisors, LLC
Foreign Exchange Program
25.04 17.57 11.27 0.64
84 Ion Asset Architecture
Ion Fund Program
24.50 2.21
85 SEB Asset Management
SEB Asset Selection Fund C (EUR)
24.46 1.59
86 John Locke Investments
Cyril Systematic Program
24.43 54.19 84.90 0.75
87 Ion Asset Architecture (Fund Program)
Ion Fund
24.41 2.20
88 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
23.76 26.77 83.07 0.95
89 RAM Management Group
RAM MRTP 1X-Conservative
22.62 34.76 49.42 0.62
90 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
22.32 55.56 0.90
91 Millburn Corporation
Diversified Program
22.15 52.20 60.49 0.93
92 Quantmetrics Capital Management LLP
Directional 10V Strategy
21.61 1.89
93 Estlander & Partners
Global XL
21.35 11.80 15.69 0.53
94 Saxon Investment Corporation
Diversified Program
20.83 52.99 47.13 0.65
95 Mobius Asset Management
Custom Trading Program
19.86 34.14 55.06 0.81
96 Ancile Capital Management
Global Markets Program
19.85 64.35 1.16
97 Eclipse Capital Management
Global Monetary
19.78 60.64 25.70 0.64
98 Dominion Capital
Sapphire Program
19.21 27.06 1.38
99 Covenant Capital Management
Original Program
19.21 15.72 108.38 0.76
100 Superfund Group
Superfund Blue SPC Class A (EUR)
19.06 25.15 0.55
101 Non Correlated Capital
Positive Theta Fund
18.97 0.72
102 Quantica Capital AG
Quantica Managed Futures
18.91 40.22 1.21
103 Transtrend B.V.
DTP – Standard Risk (EUR)
18.82 40.80 58.10 1.10
104 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
18.38 0.43
105 Rabar Market Research
Diversified Program
18.22 48.47 35.80 0.64
106 Briarwood Capital Management, Inc.
Diversified 2XL
17.28 73.12 1.04
107 W.G. Wealth Guardian Ltd.
SAFI2 Program
17.13 45.16 39.77 1.45
108 Systematic Alpha Management
Systematic Alpha Futures Program
16.85 42.11 1.83
109 Pacific Capital Advisors
Vanguard Program
16.57 1.80
110 Strategic Ag Trading
Chatham
16.32 51.97 0.39
111 Rotella Capital Management
Rotella Polaris Program (Diversified)
16.03 32.03 37.49 1.20
112 Rosetta Capital Management
Rosetta Trading Program
15.48 54.41 264.04 1.05
113 Chesapeake Capital
Diversified (LV)
15.38 30.85 38.75 0.72
114 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
15.28 1.73
115 Eckhardt Trading Company
Evolution Strategies 1.2X
14.76 61.93 88.17 0.84
116 Rhicon Currency Management
Rhicon Systematic Currency Program
14.74 38.50 69.45 1.00
117 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
14.70 20.42 15.83 0.60
118 Auctos Capital Management
Auctos Global Diversified
14.47 0.78
119 Amplitude Capital International Limited
Dynamic Strategy
14.32 78.59 1.21
120 Rhicon Currency Management
Rhicon Strategic Program
14.13 30.01 66.68 1.23
121 Eckhardt Trading Company
Evolution Strategies
13.16 55.65 76.89 0.85
122 Capricorn Strategies Limited
Capricorn fxST (Lev1)
13.07 0.15 6.84 1.09
123 Claughton Capital
Institutional Program
13.03 55.40 0.81
124 MERIT Alternative Investments GmbH
Futures Portfolio
12.71 25.02 30.35 0.79
125 Molinero Capital Management LLP
Global Markets Program
12.64 62.03 1.45
126 Quantitative Investment Management
Quantitative Global Program
12.51 55.22 124.00 1.45
127 LJM Partners
LJM Preservation & Growth Strategy
12.14 1.28
128 Manning & Napier
MN Xenon Global Fixed Income Program
12.07 17.58 0.81
129 Trigon Investment Advisors, LLC
Discretionary Macro Program
11.99 0.75
130 Non Correlated Capital
Positive Theta Program
11.91 0.61
131 FORT LP
Fort Global Diversified
11.64 31.12 62.36 0.82
132 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
11.18 31.45 1.02
133 Novus Investments, LLC
Novus Precious Commodities
10.59 0.65
134 Estlander & Partners
Global Markets
9.87 7.38 11.18 0.44
135 Robust Methods LLC
Macro Managed Account
9.65 49.61 1.14
136 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
8.39 33.79 54.02 0.98
137 Briarwood Capital Management, Inc.
Diversified Trading Program
8.20 33.98 47.40 0.87
138 Neural Capital Ltd
Sentinel Trading Program
7.86 56.07 0.79
139 Beryl Investment Group LLC
Nominal Discretionary System
6.73 0.87
140 Mobius Asset Management
Energy Weighted Program
6.14 41.68 1.27
141 Emil van Essen
EvE Systematic Global Opportunities
5.99 1.00
142 John Locke Investments
JL Commodity Long Flat Program
5.90 0.42
143 Range Wise
Investment Program
4.64 34.34 69.09 0.73
144 C-View Limited
Currency Managed Account Program
4.38 15.79 32.71 1.41
145 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
4.02 1.59
146 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
3.60 13.20 2.02
147 Alder Capital DAC
Alder Global 20
3.58 18.94 20.98 0.48
148 Four Seasons Commodities Corp
Lone Star Program
3.32 29.79 1.05
149 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.12 57.28 106.65 0.63
150 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.92 0.77
151 Four Seasons Commodities Corp
Hawkeye Spread Program
2.75 62.31 1.37
152 Mobius Asset Management
Diversified Program
1.96 23.72 0.34
153 Haar Capital Management
Discretionary Commodity Trading Program
1.78 50.62 0.95
154 Jaguar Investments Ltd
Vario Capital Strategy
1.40 22.26 0.86
155 FORT LP
Fort Global Contrarian
1.30 16.89 48.52 0.88
156 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.29 9.64 1.45
157 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.54 33.45 102.69 0.56
158 Romanesco Capital Management B.V
Persistence Program
0.19 69.96 1.34
159 Endeavour Capital LLP
Endeavour Pembroke
0.16 0.68
160 M.S. Capital Management
Global Diversified Program
0.00 13.83 16.93 0.25
161 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.29 -8.87 8.25 0.65
162 Crabel Capital Management
Crabel Multi-Product
-0.95 42.70 61.62 0.77
163 KMJ Investments
KMJ Investments
-1.03 58.20 83.53 1.03
164 Di Tomasso Group Inc.
Equilibrium Program
-1.68 85.27 383.53 1.12
165 M6 Capital Management LLC
Standard Program
-1.76 18.79 0.66
166 Red Oak Commodity Advisors
Investment Program
-1.86 65.34 96.73 0.65
167 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-2.87 0.00
168 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-3.49 13.64 0.49
169 Mondiale Asset Management
Mondiale Trading Program
-4.57 5.38 6.65 1.03
170 Witter & Lester, Inc.
Redstone
-4.81 2.74 9.15 0.66
171 Crescent Bay Capital Management
Premium Stock Index Program
-5.05 19.59 0.54
172 IKOS
The IKOS Hedge Fund
-5.72 20.01 41.64 1.13
173 Quantica Capital AG
Quantica Diversified FX
-7.68 0.22
174 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-8.40 27.49 0.46
175 Kinkopf Capital Management
KCM S&P (Proprietary)
-9.37 0.85 18.57 0.49
176 LJM Partners
LJM Moderately Aggressive Strategy
-17.06 37.84 151.66 1.01
177 Warrington Asset Management
Warrington Strategic Program
-17.43 8.80 41.67 1.40
178 Arcanum Asset Management
Equity Index Option Program (Prop)
-24.79 0.65
179 Ansbacher Investment Management
Market Neutral Put Skew Program
-40.04 -32.22 -8.37 0.47
180 LJM Partners
LJM Aggressive Strategy
-48.47 -13.95 88.16 0.63
181 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-52.39 -25.85 18.06 0.41
182 Dendrich Ltd
QEP
-60.62 257.71 1.09
183 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-73.59 -53.56 -8.12 0.44
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