2010 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Paramount Capital Management LLC
Commodity Trading Program
98.10 0.29
2 HPX Financial LLC
HPX Old School Program
92.49 1,629.57 2.00
3 Global AG LLC
Global Ag LLC
86.29 1.46
4 Kottke Associates
Stockton Fundamental Ag
74.43 341.95 488.92 1.45
5 Tactical Investment Management
Tactical Institutional Commodity Program
69.00 200.89 299.34 0.88
6 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
66.29 -13.39 52.33 0.55
7 Novus Investments, LLC
Novus Precious Commodities
65.78 282.26 0.96
8 Non Correlated Capital
Positive Theta Fund
61.73 477.29 1.98
9 Old Park Capital
Aegir
58.03 2.87
10 Hawksbill Capital Management
Global Diversified
57.58 162.21 195.28 0.64
11 Non Correlated Capital
Positive Theta Program
56.84 321.43 1.91
12 Superfund Group
Superfund Green Gold L.P. Series B-1
54.64 0.68
13 Clarke Capital Management
Jupiter
52.19 93.80 151.92 0.78
14 Superfund Group
Superfund Blue SPC Class A (Gold)
49.00 143.46 1.36
15 Superfund Group
Superfund Green Gold L.P. Series A-1
48.23 1.21
16 Purple Valley Capital, Inc.
Diversified Trend 1
48.06 1.03
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
46.77 107.50 175.91 0.62
18 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
46.40 115.98 1.62
19 Keck Capital Management LLC
The Keck Program
44.67 91.61 157.79 0.68
20 Estlander & Partners
Alpha Trend II - Class P
42.91 0.55
21 Clarke Capital Management
Millennium
42.62 44.20 81.63 0.59
22 Clarke Capital Management
Worldwide
41.69 105.22 173.49 0.78
23 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
40.74 10.25 71.72 0.53
24 Mark J. Walsh Company
Standard Program
39.91 68.30 90.19 0.67
25 Rosetta Capital Management
Macro Program
39.64 1.21
26 Future Trade AG
Thales Swing Trading Programme
39.03 132.14 0.97
27 Superfund Group
Superfund Green Gold C (SPC)
38.90 21.07 89.39 0.55
28 RAM Management Group
MRTP Aggressive
38.51 148.49 219.60 0.58
29 DUNN Capital Management
D'Best Futures Fund, L.P.
38.48 154.56 141.97 0.48
30 LJM Partners
LJM Aggressive Strategy
38.20 6.84 78.40 0.74
31 Superfund Group
Superfund Green Gold B (SPC)
37.19 37.14 123.77 0.62
32 Dendrich Ltd
QEP
36.60 -4.72 765.48 1.15
33 Superfund Group
Superfund Green Gold A (SPC)
35.96 49.22 136.56 0.71
34 Mulvaney Capital Management
The Mulvaney Global Markets Fund
34.90 165.16 148.51 0.64
35 FORT LP
Fort Global Diversified
34.46 49.39 75.46 0.83
36 Superfund Group
Superfund Green Master
34.07 14.36 33.20 0.58
37 ITB Capital Advisors LLC
ITB Time Value Trading Program
33.08 1.39
38 Vergho Asset Management LLC
Kinematics
32.03 2.91
39 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
30.74 96.89 119.50 0.55
40 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
29.68 2.75
41 FORT LP
Fort Global Contrarian
27.84 39.50 60.98 1.00
42 Parizek Capital
Futures Trading Program
27.57 154.45 198.67 0.57
43 Typhon Capital Management, LLC
Plutus Grain Strategy
27.14 1.05
44 HiProb Trading Technology LLC
HiProb-I
26.81 2.39
45 Rosetta Capital Management
Rosetta Trading Program
26.67 40.03 87.25 0.97
46 White River Group
Diversified Option Writing Strategy
26.59 2.95
47 Angle Capital Management LLC
AIP Program
26.54 1.27
48 IKOS
IKOS FX Fund
26.30 1.77
49 Clarke Capital Management
FX Plus
25.95 53.26 53.26 0.46
50 Alee Capital Management, LLC
Mistral Program
25.33 100.63 266.18 0.82
51 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
25.02 1.11
52 Futures Truth Company, FTC-CTA
200K Options Strategy
24.87 1.94
53 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
24.83 1.31
54 Arcanum Asset Management
Equity Index Option Program (Prop)
24.81 36.32 0.92
55 Southwest Managed Investments, LLC
Global Diversified
24.65 71.00 113.19 0.47
56 Rabar Market Research
Diversified Program
24.57 57.40 97.68 0.65
57 Covenant Capital Management
Aggressive Program
24.45 101.21 108.44 1.19
58 Crabel Capital Management
WPD Crabel Futures Program
24.38 0.72
59 Eckhardt Trading Company
Evolution Strategies 1.2X
24.23 34.69 90.05 0.81
60 City Fund Management
BH
23.82 1.46
61 Covenant Capital Management
Original Program
23.77 70.38 65.39 0.83
62 M.S. Capital Management
Global Diversified Program
23.31 34.66 53.27 0.35
63 Global Sigma Group, LLC
Global Sigma Plus
23.25 9.94
64 Revolution Capital Management
Alpha Program
23.06 47.08 1.15
65 Rabar Market Research
Short-Term Program
23.04 1.31
66 LJM Partners
LJM Moderately Aggressive Strategy
22.80 31.48 118.51 1.16
67 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
22.80 29.43 0.30
68 Tanyard Creek Capital
Livestock Program
22.47 1.25
69 Di Tomasso Group Inc.
Equilibrium Program
22.13 83.83 246.39 1.17
70 Superfund Group
Superfund Green L.P. Series B
21.92 -0.06 16.56 0.35
71 Global Bayesian Dynamics, LLC
BOND&FX Client Composite
21.81 1.96
72 Bluenose Capital Management, LLC
BNC BI
21.30 2.10
73 Dreiss Research Corporation
Diversified Program
21.12 188.10 317.11 0.69
74 Esulep LLC MAX
Esulep LLC MAX
20.71 1.54
75 Eckhardt Trading Company
Evolution Strategies
20.62 30.35 79.29 0.82
76 Revolution Capital Management
Alpha Fund
20.54 48.32 157.21 1.10
77 Neural Capital Ltd
Sentinel Trading Program
19.89 15.81 67.58 0.56
78 Futures Truth Company, FTC-CTA
MS4
19.51 80.47 1.46
79 Alee Capital Management, LLC
Poniente Program
19.28 122.12 202.52 0.68
80 M6 Capital Management LLC
Standard Program
19.24 10.26 33.32 0.55
81 Insignia Managed Capital
Medallion
18.99 0.74
82 Welton Investment Partners
Welton Global
18.73 40.50 79.67 0.88
83 Somers Brothers Capital
Diversified Futures Program #1
18.31 87.62 131.10 0.77
84 Kelly Angle Inc.
Genesis Program
18.19 110.18 86.34 0.57
85 Beryl Investment Group LLC
Nominal Discretionary System
18.17 34.59 0.96
86 ISAM
ISAM Systematic Trend Fund
17.70 133.25 201.11 0.91
87 Auctos Capital Management
Auctos Global Diversified
17.69 42.85 0.92
88 Emil van Essen
EvE Systematic Global Opportunities
17.67 22.69 0.83
89 Romanesco Capital Management B.V
Persistence Program
17.38 19.68 103.02 1.07
90 Superfund Group
Superfund Green GCT USD
17.19 5.97 8.05 0.54
91 ITB Capital Management, LLC
ITB Premium Fund I, LTD
17.04 17.04 62.90 0.63
92 OptHedge Advisors LLC
Diversified Options & Futures Program
16.91 3.68
93 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
16.73 50.62 83.77 0.81
94 Red Oak Commodity Advisors
Investment Program
16.71 43.70 142.10 0.68
95 Quality Capital Management
Global Diversified Programme
16.26 63.28 158.98 0.75
96 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
16.01 54.71 86.34 0.56
97 Auspice Capital Advisors Ltd
Auspice Diversified Program
15.74 53.75 0.45
98 GIC Trading LLC
Global Diversified Trading Program
15.33 98.58 140.45 0.61
99 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
15.32 32.65 68.69 0.74
100 Four Seasons Commodities Corp
Hawkeye Spread Program
15.29 22.57 93.64 1.34
101 Transtrend B.V.
DTP – Enhanced Risk (JPY)
15.07 29.34 72.00 0.90
102 Transtrend B.V.
DTP – Enhanced Risk (EUR)
15.02 33.84 81.30 1.01
103 Rho Asset Management
Rho Altius 1XL Program
15.01 30.84 0.56
104 TMS Capital Limited
Arktos Global Currency Program II
14.93 1.20
105 White River Group
Stock Index Option Writing Strategy
14.89 2.45
106 Transtrend B.V.
DTP – Enhanced Risk (USD)
14.89 31.88 80.82 1.07
107 Strategic Ag Trading
Chatham
14.50 21.29 58.46 0.31
108 Superfund Group
Superfund Green L.P. Series A
14.50 4.34 16.76 0.29
109 Gladius Asset Management
Fulham Program
14.08 50.72 0.77
110 Bluenose Capital Management, LLC
BNC EI
13.88 1.39
111 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
13.79 0.70
112 Estlander & Partners
Alpha Trend
13.72 58.38 85.62 0.87
113 Cauldron Investments, LLC
Stock Index Plus
13.21 1.78
114 Gables Capital Management, Inc.
GCM Global FX
13.09 0.82
115 Wavefront Global Asset Management
IMFC Global Investment Program
12.94 63.09 0.87
116 Superfund Group
Superfund Green Q-AG
12.93 15.54 25.32 0.64
117 Mobius Asset Management
Custom Trading Program
12.75 32.49 48.27 0.75
118 Kottke Associates
Lark - Cattle Program
12.74 1.22
119 Xplor Capital Management, LLC
Global CTA Program
12.68 27.86 12.93 0.29
120 Amplitude Capital International Limited
Dynamic Strategy
12.59 18.14 84.56 0.80
121 Millburn Corporation
Diversified Program
12.44 26.93 58.16 0.89
122 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
12.26 0.58
123 Revolution Capital Management
Mosaic Program
12.20 76.41 0.91
124 Diamond Capital Management
Enhanced S&P Program
12.20 1.14
125 RAM Management Group
RAM MRTP 1X-Conservative
11.93 41.23 55.21 0.63
126 Eclipse Capital Management
Global Monetary
11.92 16.14 55.76 0.58
127 Range Wise
Investment Program
11.89 6.86 37.20 0.68
128 Ansbacher Investment Management
Market Neutral Put Skew Program
11.77 -17.11 -6.30 0.54
129 Strategic Ag Trading
SAT HEARTLAND
11.56 0.91
130 Qbasis Invest
Futures Fund B
11.55 -0.13
131 Rotella Capital Management
Rotella Orion (Short-Term) Program
11.53 12.86 0.67
132 Emil van Essen
Spread Trading Program
11.40 163.60 1.03
133 Saxon Investment Corporation
Aggressive Diversified Program
11.21 80.67 175.23 0.65
134 LJM Partners
LJM Preservation & Growth Strategy
11.21 38.57 1.40
135 John Locke Investments
JL Commodity Long Flat Program
11.14 29.57 0.63
136 Four Seasons Commodities Corp
Lone Star Program
11.11 18.90 49.35 1.09
137 Briarwood Capital Management, Inc.
Diversified 2XL
11.00 58.84 134.47 0.84
138 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
10.88 2.63 -6.20 0.62
139 Chesapeake Capital
Diversified (LV)
10.85 28.39 45.61 0.68
140 Seven Capital Management
Seven Absolute Return
10.50 1.19
141 Qbasis Invest
Futures Fund A
10.41 0.61
142 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.22 84.97 197.29 1.61
143 Crescent Bay Capital Management
Premium Stock Index Program
10.09 6.74 34.44 0.54
144 Rhicon Currency Management
Rhicon Systematic Currency Program
10.02 33.22 60.81 0.87
145 White Indian Trading Co.
STAIRS (Client)
9.95 0.68
146 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
9.91 0.62
147 Quantica Capital AG
Quantica Diversified FX
9.90 6.18 0.53
148 Capricorn Strategies Limited
Capricorn fxST (Lev1)
9.84 46.04 29.35 1.31
149 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
9.71 1.17
150 Wimmer Horizon LLP
Managed Account
9.71 75.71 120.48 0.91
151 Pacific Capital Advisors
Vanguard Program
9.68 30.98 1.23
152 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
9.67 8.52 27.77 0.71
153 Kinkopf Capital Management
KCM S&P (Proprietary)
9.67 42.55 58.63 0.57
154 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
9.62 16.55 0.80
155 Wavefront Global Asset Management
IMFC Global Concentrated
9.60 0.88
156 Crabel Capital Management
Crabel Multi-Product
9.51 8.10 55.74 0.73
157 Estlander & Partners
Global XL
9.41 46.85 35.29 0.53
158 Clarke Capital Management
Global Magnum
9.38 8.16 14.71 0.58
159 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
9.34 0.97
160 Molinero Capital Management LLP
Global Markets Program
9.21 14.54 64.77 0.95
161 Blackwater Capital Management
Global Program
8.82 96.41 177.40 1.02
162 Altradis Capital AG
AlphAlgo
8.73 44.63 0.77
163 FRP CAPITAL LLC
FRP125+
8.64 0.69
164 Quantica Capital AG
Quantica Managed Futures
8.64 30.68 54.09 1.00
165 Endeavour Capital LLP
Endeavour Pembroke
8.60 22.78 0.96
166 Abraham Trading Company
Diversified Program
8.56 32.05 75.21 0.67
167 Millburn Corporation
Commodity Program
8.50 29.57 78.46 0.74
168 Transtrend B.V.
DTP – Standard Risk (EUR)
8.50 18.80 40.78 0.91
169 John Locke Investments
Cyril Systematic Program
8.41 24.82 54.67 0.63
170 Trigon Investment Advisors, LLC
Foreign Exchange Program
8.38 21.95 14.66 0.51
171 IDS Capital
IDS F&F Systematic Trading
8.34 0.69
172 Alder Capital DAC
Alder Global 20
8.32 25.63 44.25 0.54
173 Superfund Group
Superfund Blue SPC Class A (EUR)
7.91 32.69 39.48 0.59
174 Tyche Capital Advisors LLC
TCA Energy Spreads
7.90 1.08
175 Hyman Beck and Company
Global Portfolio
7.76 68.33 100.10 0.66
176 Red Rock Capital, LLC
Systematic Global Macro
7.65 65.11 89.48 0.86
177 C-View Limited
Emerging & Minor Currency Program
7.58 1.36
178 Quantis Asset Management
Ulysses Futures
7.53 0.72
179 Millburn Corporation
Multi-Markets Program
7.50 37.93 75.42 0.86
180 IKOS
The IKOS Hedge Fund
6.95 17.91 50.09 1.18
181 Briarwood Capital Management, Inc.
Diversified Trading Program
6.83 25.75 55.70 0.79
182 EMC Capital Advisors, LLC
Classic
6.68 33.62 84.70 0.60
183 Haar Capital Management
Discretionary Commodity Trading Program
6.36 4.44 54.55 0.65
184 Saxon Investment Corporation
Diversified Program
6.18 41.70 79.41 0.64
185 Conquest Capital Group
Conquest Select
5.75 39.60 67.05 0.53
186 Robinson-Langley Capital Management, LLC
Managed Account Program
5.42 32.33 0.79
187 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.36 44.29 120.08 0.68
188 Conquest Capital Group
Conquest Macro
4.91 31.17 71.30 0.60
189 Estlander & Partners
Global Markets
4.90 21.55 18.80 0.44
190 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.75 0.41
191 QQFund.com
Investment Program 1
4.68 0.90
192 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.67 8.55 33.99 0.87
193 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.40 0.44
194 W.G. Wealth Guardian Ltd.
SAFI2 Program
4.40 21.81 50.96 1.31
195 Revolution Capital Management
Mosaic Institutional Program
4.37 0.13
196 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
4.36 10.97 0.13
197 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
4.27 48.33 55.48 0.68
198 Ancile Capital Management
Global Markets Program
4.17 25.62 72.26 0.86
199 C-View Limited
Currency Managed Account Program
3.70 5.52 17.06 1.28
200 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.52 11.88 27.31 1.07
201 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
3.22 7.51 1.07
202 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
2.88 1.16
203 Manning & Napier
MN Xenon Managed Futures (2x) Program
2.82 23.05 0.53
204 MERIT Alternative Investments GmbH
Futures Portfolio
2.79 18.88 31.87 0.73
205 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.73 0.16
206 Mobius Asset Management
Diversified Program
2.63 11.88 35.76 0.37
207 Mobius Asset Management
Energy Weighted Program
2.28 21.55 62.26 1.21
208 Mondiale Asset Management
Mondiale Trading Program
2.28 -0.95 9.38 0.92
209 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.11 -0.23
210 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.01 24.60 0.87
211 Quantis Asset Management
Intraday Futures
1.96 0.18
212 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.70 19.17 25.11 0.54
213 QCAM Currency Asset Management AG
QCAM v-Pro
1.56 0.89
214 Ion Asset Architecture
Ion Fund Program
1.37 33.35 1.20
215 Ion Asset Architecture (Fund Program)
Ion Fund
1.37 33.25 1.20
216 Amplitude Capital International Limited
Klassik Strategy
1.16 -0.09
217 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.75 16.79 55.03 0.56
218 Heyden & Steindl GmbH
TOMAC2
0.74 29.71 131.21 0.89
219 Quantum Leap Capital Management
Managed Account Program
0.73 62.76 0.70
220 Manning & Napier
MN Xenon Global Fixed Income Program
0.68 7.60 12.88 0.44
221 Drury Capital
Diversified Trend-Following Program
0.65 92.76 71.32 0.71
222 Witter & Lester, Inc.
Redstone
0.23 -0.15 7.77 0.62
223 Rhicon Currency Management
Rhicon Strategic Program
0.13 9.27 24.47 0.85
224 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 11.18 31.45 0.78
225 White Indian Trading Co.
STAIRS - Futures Program (Client)
-0.01 0.56
226 Systematic Alpha Management
Systematic Alpha Futures Program
-0.09 23.44 50.13 1.47
227 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.41 5.09 14.83 1.44
228 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.49 38.40 56.98 0.85
229 GT CAPITAL CTA
GT CAPITAL CTA
-0.53 0.83
230 NuWave Investment Management, LLC
Combined Futures Portfolio
-0.83 38.35 54.60 0.83
231 Pinstripe Trading, LLC
Standard
-0.93 0.71
232 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.95 20.25 0.61
233 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.16 0.10
234 Quantmetrics Capital Management LLP
Directional 10V Strategy
-2.50 17.90 1.03
235 KMJ Investments
KMJ Investments
-2.57 -7.59 47.71 0.93
236 Claughton Capital
Institutional Program
-2.68 2.38 40.76 0.44
237 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.78 -13.49 -11.38 0.67
238 Quantitative Investment Management
Quantitative Global Program
-3.08 20.95 66.87 1.19
239 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-3.26 -0.32
240 Robust Methods LLC
Macro Managed Account
-4.41 3.73 41.53 0.74
241 Jaguar Investments Ltd
Vario Capital Strategy
-4.60 -13.22 4.62 0.24
242 Diamond Peak Capital LLC
Northstar (2x) program
-5.09 1.10
243 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-5.83 0.46
244 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-6.31 37.56 2.12
245 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.60 27.38 146.44 1.03
246 Warrington Asset Management
Warrington Strategic Program
-6.62 -8.54 20.52 1.21
247 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-7.24 25.69 42.46 0.60
248 Quantmetrics Capital Management LLP
Premier 12V Strategy
-7.35 35.89 91.47 1.92
249 HB Capital Management Inc.
Diversified Program
-7.86 0.82
250 Dominion Capital
Sapphire Program
-9.84 12.96 20.40 0.56
251 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-11.20 -13.78 -6.67 0.50
252 Insignia Managed Capital
Epoch3
-14.67 0.57
253 Clarke Capital Management
Global Basic
-16.68 5.27 13.11 0.64
254 Schindler Capital Management, LLC
Dairy Advantage Program
-27.44 56.45 1,857.33 0.88
Free Investment Plan Free CTA database

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