2012 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Paramount Capital Management LLC
Commodity Trading Program
86.01 292.34 0.51
2 Old Park Capital
Aegir
76.21 301.27 3.33
3 Dendrich Ltd
QEP
75.98 123.08 55.60 1.08
4 Opus Futures LLC
Advance Ag Futures Trading Program
67.77 0.29
5 Kinkopf Capital Management
KCM S&P (Proprietary)
55.94 63.41 112.41 0.61
6 ITB Capital Advisors LLC
ITB Time Value Trading Program
55.21 120.60 1.09
7 Clarke Capital Management
Global Magnum
53.33 75.89 73.92 0.64
8 TKC Investment Services
MAP
48.15 0.70
9 LJM Partners
LJM Aggressive Strategy
45.75 91.15 47.78 0.74
10 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
44.35 2.84
11 Ansbacher Investment Management
Market Neutral Put Skew Program
41.63 28.69 -4.57 0.52
12 Arcanum Asset Management
Equity Index Option Program (Prop)
41.59 123.27 143.86 1.05
13 Bocken Trading LLC
Discretionary Trading Program
35.50 0.85
14 Global AG LLC
Global Ag LLC
35.23 149.00 1.11
15 Futures Truth Company, FTC-CTA
200K Options Strategy
34.44 54.80 0.86
16 LJM Partners
LJM Moderately Aggressive Strategy
34.32 69.35 81.32 1.05
17 Zoi Capital, LLC
Telio Program (Client)
32.68 1.45
18 FRP CAPITAL LLC
FRP125+
31.56 55.94 1.05
19 Crabel Capital Management
WPD Crabel Futures Program
30.86 84.35 0.96
20 ITB Capital Management, LLC
ITB Premium Fund I, LTD
30.79 48.52 48.51 0.69
21 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
29.83 1.17
22 White Indian Trading Co.
STAIRS - Futures Program (Client)
29.07 53.46 0.62
23 White Indian Trading Co.
STAIRS (Client)
28.72 43.44 0.59
24 Clarke Capital Management
Global Basic
28.65 20.06 51.68 0.65
25 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
28.50 51.87 60.08 0.39
26 RAM Management Group
MRTP Aggressive
28.25 90.86 242.41 0.59
27 Non Correlated Capital
Positive Theta Fund
27.25 129.43 718.93 1.72
28 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
26.83 1.11
29 White River Group
Diversified Option Writing Strategy
25.40 78.22 1.59
30 Non Correlated Capital
Positive Theta Program
25.08 118.47 487.01 1.68
31 Clarke Capital Management
Worldwide
24.96 31.32 90.21 0.65
32 Cauldron Investments, LLC
Stock Index Plus
24.93 53.56 1.76
33 White River Group
Stock Index Option Writing Strategy
24.31 51.25 1.29
34 Diamond Capital Management
Enhanced S&P Program
24.15 50.95 1.46
35 Briarwood Capital Management, Inc.
Diversified 2XL
23.34 27.33 82.21 0.74
36 Insignia Managed Capital
Epoch3
22.95 12.59 0.63
37 HPX Financial LLC
HPX Old School Program
20.88 295.46 3,453.29 1.88
38 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
20.35 155.80 1.42
39 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
19.25 98.75 2.38
40 ALFAKRAFT
ALFA Edge Fund
18.65 1.65
41 Global Vista Advisors, LLC
Global Vista Options ("GVO")
18.13 1.16
42 White Indian Trading Co.
SCS Program (Client)
17.94 0.57
43 Romanesco Capital Management B.V
Persistence Program
17.89 44.58 47.40 1.01
44 Quantum Leap Capital Management
Managed Account Program
17.46 42.85 130.81 0.75
45 Amplitude Capital International Limited
Klassik Strategy
17.34 12.36 0.18
46 Sharp Mountain Advisors, LLC
Diversified Managed Futures
17.33 1.45
47 Crescent Bay Capital Management
Premium Stock Index Program
17.32 29.41 25.48 0.58
48 Heyden & Steindl GmbH
TOMAC2
16.85 -14.18 10.50 0.70
49 Quantmetrics Capital Management LLP
Directional 10V Strategy
16.55 26.24 52.67 0.95
50 Revolution Capital Management
Alpha Program
16.43 35.74 62.24 0.95
51 Rosetta Capital Management
Rosetta Trading Program
16.11 55.41 71.80 0.92
52 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
16.04 -7.52 0.15
53 Bluenose Capital Management, LLC
BNC EI
15.24 50.43 1.46
54 Crabel Capital Management
Crabel Multi-Product
15.14 24.26 22.66 0.72
55 Global Sigma Group, LLC
Global Sigma Plus
15.13 70.58 5.68
56 Clarke Capital Management
Millennium
14.99 71.57 73.47 0.55
57 Deep Field Capital AG
SINGULARITY Fund
14.84 1.34
58 Claughton Capital
Institutional Program
13.99 9.16 14.84 0.42
59 KMJ Investments
KMJ Investments
13.97 12.74 6.93 0.91
60 Quantis Asset Management
Ulysses Futures
13.80 37.17 1.05
61 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
13.74 56.66 -18.40 0.51
62 OptHedge Advisors LLC
Diversified Options & Futures Program
13.62 60.80 2.92
63 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.59 21.58 8.20 0.67
64 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
13.48 0.43
65 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
13.35 2.05
66 Bluenose Capital Management, LLC
BNC BI
12.98 67.85 2.49
67 Warrington Asset Management
Warrington Strategic Program
12.70 18.42 15.99 1.25
68 Option Capital Advisory
OCA Premium
12.61 1.23
69 HPX Financial LLC
HPX Ag Program
12.53 2.74
70 Diamond Peak Capital LLC
Northstar (2x) program
12.26 -2.39 0.61
71 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
12.12 39.55 1.61
72 Strategic Ag Trading
SAT HEARTLAND
11.73 38.76 0.95
73 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
11.60 4.79 -0.02
74 Protec Energy Partners LLC
ET1
11.20 1.99
75 Southwest Managed Investments, LLC
Global Diversified
11.09 22.40 67.91 0.35
76 QMS Capital Management LP
QMS Diversified Global Macro Strategy
11.04 0.67
77 ROW Asset Managment
Row Currency Program
10.93 -0.17
78 LJM Partners
LJM Preservation & Growth Strategy
10.88 33.45 66.28 1.19
79 Altus Trading, LLC
Managed Forex Program A
10.84 0.85
80 Briarwood Capital Management, Inc.
Diversified Trading Program
10.54 14.69 35.00 0.72
81 Systematic Alpha Management
Systematic Alpha Futures Program
10.35 -2.68 20.25 0.92
82 Novus Investments, LLC
Novus Precious Commodities
10.20 101.57 364.78 0.83
83 Dominion Capital
Sapphire Program
10.17 -1.81 23.03 0.51
84 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
10.01 41.09 10.53 0.48
85 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
9.92 45.08 1.02
86 Pinstripe Trading, LLC
Standard
9.78 15.07 0.57
87 QQFund.com
Investment Program 1
9.70 3.15 0.57
88 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
9.56 0.31
89 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
9.33 1.87
90 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
9.27 23.55 22.25 0.84
91 Kottke Associates
MV Program
9.24 0.09
92 Quantis Asset Management
PFM Systematic
8.99 0.44
93 RAM Management Group
RAM MRTP 1X-Conservative
8.70 25.67 58.58 0.63
94 Esulep LLC MAX
Esulep LLC MAX
8.61 51.71 1.80
95 Mondiale Asset Management
Mondiale Trading Program
8.50 10.25 6.77 0.86
96 Rotella Capital Management
Rotella Orion (Short-Term) Program
8.17 19.36 20.79 0.54
97 M6 Capital Management LLC
Standard Program
8.14 39.07 28.59 0.56
98 Serac, LLC
Diversified Reversal Program
8.13 1.22
99 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
8.04 -3.28 -0.16
100 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
7.81 -3.34 37.51 0.60
101 Insignia Managed Capital
Medallion
7.71 46.25 0.65
102 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
7.43 0.88
103 Four Seasons Commodities Corp
Hawkeye Spread Program
7.39 30.76 39.03 1.07
104 White Indian Trading Co.
SCS Interest Rate Program (Client)
7.33 0.75
105 Eclipse Capital Management
Global Monetary
7.24 4.84 8.79 0.52
106 FORT LP
Fort Global Diversified
7.12 101.55 123.94 0.87
107 Soaring Pelican, LLC
Diversified S&P Program
7.08 1.09
108 ROW Asset Managment
Row Diversified Fund, L.P.
7.08 0.97
109 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
6.88 20.71 0.95
110 Rhicon Currency Management
Rhicon Strategic Program
6.82 10.63 20.72 0.84
111 W.G. Wealth Guardian Ltd.
SAFI2 Program
6.57 22.49 42.91 1.26
112 ALFAKRAFT
ALFA Commodity Fund
6.52 0.67
113 Covenant Capital Management
Aggressive Program
6.32 30.11 110.36 1.01
114 EMC Capital Advisors, LLC
Classic
6.19 1.11 26.64 0.57
115 Emil van Essen
EvE Systematic Global Opportunities
6.17 23.96 29.25 0.58
116 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
6.07 7.00 45.94 0.91
117 ALFAKRAFT
ALFA Rubicon Fund
6.06 0.80
118 Tlaloc Capital LLC
Grains Program
6.03 1.90
119 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
5.94 9.78 61.17 1.46
120 HiProb Trading Technology LLC
HiProb-I
5.82 99.74 1.60
121 Witter & Lester, Inc.
Redstone
5.64 9.70 9.28 0.66
122 Sequoia Hill Capital Management
SHCM British Pound AP
5.00 1.00
123 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
4.88 13.86 0.42
124 Tanyard Creek Capital
Livestock Program
4.76 47.37 1.02
125 Quantitative Investment Management
Quantitative Global Program
4.65 6.48 32.90 1.02
126 Bifrost Quest Capital LLC
IndexQuest (Client)
4.61 0.18
127 Beryl Investment Group LLC
Nominal Discretionary System
4.49 23.82 41.03 0.80
128 Clarke Capital Management
FX Plus
4.00 24.27 51.21 0.38
129 Global Bayesian Dynamics, LLC
BOND&FX Client Composite
3.86 39.56 1.36
130 Eckhardt Trading Company
Evolution Strategies
3.83 5.65 14.17 0.73
131 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
3.79 74.81 157.88 1.38
132 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.68 -1.31 0.10
133 Eckhardt Trading Company
Evolution Strategies 1.2X
3.62 5.08 13.93 0.73
134 Future Trade AG
Thales Swing Trading Programme
3.59 40.65 134.84 0.70
135 Kottke Associates
Lark - Cattle Program
3.56 9.78 0.78
136 Gladius Asset Management
Fulham Program
3.52 13.51 49.97 0.52
137 Range Wise
Investment Program
3.37 15.68 10.48 0.62
138 Stenger Capital Management, LLC
Diversified Trading Program
3.37 1.34
139 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
3.31 8.59 0.24
140 Vantage Capital Management
VCM Growth Program
3.27 -0.36
141 IStar Capital B.V.
IStar Systematic Fund
3.25 -0.89
142 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.10 2.17 14.96 0.38
143 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.02 -0.07 15.84 0.53
144 FORT LP
Fort Global Contrarian
2.83 69.19 84.61 1.04
145 QCAM Currency Asset Management AG
QCAM v-Pro
2.77 6.72 0.71
146 Haar Capital Management
Discretionary Commodity Trading Program
2.76 14.43 12.36 0.59
147 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
2.17 0.54 0.22
148 Jaguar Investments Ltd
Vario Capital Strategy
2.13 4.00 -5.40 0.30
149 Covenant Capital Management
Original Program
2.12 29.82 78.71 0.75
150 Four Seasons Commodities Corp
Lone Star Program
2.12 16.94 25.14 0.88
151 Typhon Capital Management, LLC
Plutus Grain Strategy
1.86 45.64 0.98
152 Ion Asset Architecture
Ion Volium Fund
1.85 0.47
153 Red Oak Commodity Advisors
Investment Program
1.72 10.94 36.60 0.63
154 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.60 6.21 23.59 0.81
155 Rosetta Capital Management
Macro Program
1.56 51.28 0.82
156 Estlander & Partners
Global XL
1.54 2.91 38.11 0.49
157 Xplor Capital Management, LLC
Global CTA Program
1.52 15.72 31.31 0.26
158 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
1.42 7.17 -0.81 0.58
159 Amplitude Capital International Limited
Dynamic Strategy
1.33 6.08 11.31 0.56
160 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.16 -9.07 10.40 0.09
161 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
1.14 9.74 26.23 0.52
162 Estlander & Partners
Global Markets
1.12 2.53 18.80 0.37
163 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
1.05 -7.33 8.58 0.32
164 Tactical Investment Management
Tactical Institutional Commodity Program
1.01 23.06 119.10 0.73
165 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.92 8.43 12.93 0.64
166 3D
S&P Program (Client)
0.87 0.92
167 Kottke Associates
Stockton Fundamental Ag
0.81 55.78 294.68 1.09
168 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.78 5.82 18.94 0.61
169 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.73 5.72 21.36 0.94
170 Purple Valley Capital, Inc.
Diversified Trend 1
0.55 31.51 0.65
171 Alee Capital Management, LLC
Poniente Program
0.40 14.08 112.42 0.58
172 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.29 8.41 44.14 1.09
173 C-View Limited
Emerging & Minor Currency Program
0.24 9.46 0.87
174 Adamah Capital LLC
Asset Allocator Program
0.23 -0.50
175 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.19 -1.63 3.81 1.02
176 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
0.08 0.93
177 Transtrend B.V.
DTP – Standard Risk (EUR)
0.05 1.43 11.06 0.70
178 3D
Bull Program (Client)
0.00 0.87
179 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.02 0.21
180 Clarke Capital Management
Jupiter
-0.15 42.25 81.15 0.56
181 Rhicon Currency Management
Rhicon Systematic Currency Program
-0.31 -4.71 15.39 0.53
182 Revolution Capital Management
Alpha Fund
-0.50 15.37 41.95 0.86
183 Blake Capital Management, Inc.
SRD Short Equities
-0.59 -1.58
184 Mobius Asset Management
Diversified Program
-0.76 1.83 11.01 0.30
185 Rho Asset Management
Rho Altius 1XL Program
-0.79 13.77 29.44 0.34
186 Demeter Capital Management
Livestock & Grain Trading Program
-1.13 0.55
187 C-View Limited
Currency Managed Account Program
-1.14 -0.07 1.69 1.14
188 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-1.18 -13.08 -15.61 0.30
189 Blake Capital Management, Inc.
SRD Energies
-1.20 -3.08
190 GIC Trading LLC
Global Diversified Trading Program
-1.23 -6.57 60.87 0.46
191 Quantis Asset Management
Intraday Futures
-1.29 32.13 0.66
192 Gables Capital Management, Inc.
GCM Global FX
-1.29 -8.19 -0.20
193 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-1.32 -2.74 0.87 0.73
194 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.58 10.69 0.37
195 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-1.74 0.47
196 Endeavour Capital LLP
Endeavour Pembroke
-1.90 6.67 20.61 0.57
197 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-1.96 0.79
198 Vergho Asset Management LLC
Kinematics
-2.22 48.65 1.88
199 Futures Truth Company, FTC-CTA
MS4
-2.26 9.72 65.69 0.88
200 Mobius Asset Management
Energy Weighted Program
-2.35 -3.27 14.95 0.87
201 Saxon Investment Corporation
Diversified Program
-2.53 7.25 43.13 0.61
202 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-2.55 0.68
203 Pacific Capital Advisors
Vanguard Program
-2.57 4.35 24.62 0.74
204 Keck Capital Management LLC
The Keck Program
-2.60 70.06 125.23 0.62
205 Ion Asset Architecture
Ion Fund Program
-2.77 -9.22 19.43 0.46
206 Ion Asset Architecture (Fund Program)
Ion Fund
-2.77 -9.22 19.33 0.46
207 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.82 60.20 161.77 0.94
208 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-2.85 -3.72 2.37 0.28
209 Schindler Capital Management, LLC
Dairy Advantage Program
-2.85 37.69 196.87 0.87
210 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.93 0.37
211 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-2.99 -2.99 7.86 0.57
212 Auctos Capital Management
Auctos Global Diversified
-3.02 16.17 41.01 0.61
213 Parizek Capital
Futures Trading Program
-3.16 15.31 129.99 0.45
214 MERIT Alternative Investments GmbH
Futures Portfolio
-3.20 0.60 16.35 0.61
215 TMS Capital Limited
Arktos Global Currency Program II
-3.21 26.27 0.96
216 HB Capital Management Inc.
Diversified Program
-3.23 -9.75 0.41
217 Quality Capital Management
Global Diversified Programme
-3.52 -11.34 24.52 0.60
218 Quantmetrics Capital Management LLP
Premier 12V Strategy
-3.52 -6.82 36.68 1.58
219 John Locke Investments
JL Commodity Long Flat Program
-3.76 -0.22 16.33 0.24
220 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.82 -4.18 3.56 0.95
221 Wraith Capital LLP
Wraith Dynamic Futures Fund
-3.86 0.61
222 Robust Methods LLC
Macro Managed Account
-3.96 -10.36 -2.74 0.46
223 Tyche Capital Advisors LLC
TCA Energy Spreads
-3.98 -4.81 0.27
224 Molinero Capital Management LLP
Global Markets Program
-4.01 -3.44 1.27 0.50
225 Alder Capital DAC
Alder Global 20
-4.27 1.14 17.30 0.40
226 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-4.36 -0.10
227 Quantica Capital AG
Quantica Managed Futures
-4.41 13.18 36.14 0.81
228 Saxon Investment Corporation
Aggressive Diversified Program
-4.44 12.94 83.49 0.62
229 IKOS
The IKOS Hedge Fund
-4.48 3.60 14.22 1.00
230 Quantica Capital AG
Quantica Diversified FX
-4.60 -4.48 -7.72 0.03
231 Drury Capital
Diversified Trend-Following Program
-4.64 -19.52 54.13 0.56
232 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.74 48.01 109.25 0.56
233 John Locke Investments
Cyril Systematic Program
-4.93 -6.27 7.92 0.46
234 Metolius Capital LLC
Metolius Diversified
-4.95 0.18
235 Mark J. Walsh Company
Standard Program
-4.96 26.42 52.08 0.63
236 Estlander & Partners
Freedom
-4.97 -0.10
237 Superfund Group
Superfund Green Gold L.P. Series A-1
-5.11 34.24 0.51
238 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.14 -0.59 22.24 0.32
239 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-5.19 -1.74 20.02 0.51
240 Millburn Corporation
Diversified Program
-5.50 -0.54 12.28 0.84
241 Abraham Trading Company
Diversified Program
-5.59 -2.74 18.31 0.63
242 Neural Capital Ltd
Sentinel Trading Program
-5.65 29.69 25.27 0.44
243 Manning & Napier
MN Xenon Global Fixed Income Program
-5.66 1.74 8.73 0.32
244 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.80 9.10 0.21
245 Manning & Napier
MN Xenon Managed Futures (2x) Program
-5.84 5.13 25.82 0.42
246 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.92 3.48 33.52 0.54
247 Mobius Asset Management
Custom Trading Program
-6.06 -15.38 -0.57 0.48
248 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.44 -7.94 54.50 1.16
249 Seven Capital Management
Seven Absolute Return
-6.57 4.43 0.16
250 Superfund Group
Superfund Green Gold A (SPC)
-6.64 11.85 22.77 0.47
251 Rabar Market Research
Diversified Program
-6.74 5.59 33.43 0.58
252 GT CAPITAL CTA
GT CAPITAL CTA
-6.88 15.43 0.53
253 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-7.02 0.60
254 IKOS
IKOS FX Fund
-7.45 15.74 0.76
255 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-7.47 0.30
256 IKOS
IKOS Futures Fund
-7.50 0.48
257 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-7.50 -1.76 -0.01
258 Alee Capital Management, LLC
Mistral Program
-7.71 9.56 75.40 0.69
259 Red Rock Capital, LLC
Systematic Global Macro
-7.73 0.45 54.07 0.66
260 Welton Investment Partners
Welton Global
-8.12 -6.66 10.45 0.48
261 Conquest Capital Group
Conquest Select
-8.15 -12.27 15.82 0.26
262 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.28 12.70 54.34 0.61
263 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-8.31 -10.42 -4.75 -0.08
264 Millburn Corporation
Multi-Markets Program
-8.40 -5.64 21.07 0.55
265 Superfund Group
Superfund Green Q-AG
-8.51 -14.58 -12.61 0.51
266 Estlander & Partners
Alpha Trend
-8.53 -8.79 27.03 0.72
267 Auspice Capital Advisors Ltd
Auspice Diversified Program
-8.79 4.08 38.27 0.20
268 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.07 12.45 0.29
269 Ancile Capital Management
Global Markets Program
-9.44 6.02 27.86 0.65
270 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
-9.89 -0.32
271 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-10.27 0.87
272 Wavefront Global Asset Management
IMFC Global Concentrated
-10.33 -4.82 0.15
273 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-10.64 -0.11
274 Superfund Group
Superfund Green Gold L.P. Series B-1
-10.88 28.93 0.30
275 City Fund Management
BH
-11.07 11.65 0.25
276 Strategic Ag Trading
Chatham
-11.59 -19.13 -14.34 0.08
277 Emil van Essen
Spread Trading Program
-11.63 31.91 212.13 0.90
278 Superfund Group
Superfund Green Gold B (SPC)
-11.80 -2.34 -2.38 0.40
279 Somers Brothers Capital
Diversified Futures Program #1
-12.10 -6.90 47.65 0.52
280 Angle Capital Management LLC
AIP Program
-12.19 37.10 0.48
281 Blackwater Capital Management
Global Program
-12.27 -3.56 74.06 0.64
282 Melissinos Trading
Eupatrid Program
-12.66 -0.07
283 Wavefront Global Asset Management
IMFC Global Investment Program
-13.14 -4.04 38.57 0.49
284 Hawksbill Capital Management
Global Diversified
-13.66 22.96 104.60 0.58
285 Superfund Group
Superfund Green L.P. Series A
-13.74 -16.78 -24.17 0.13
286 IDS Capital
IDS F&F Systematic Trading
-14.31 -17.44 -0.47
287 Rabar Market Research
Short-Term Program
-14.32 3.95 0.11
288 Revolution Capital Management
Mosaic Institutional Program
-14.85 -17.26 -0.50
289 Millburn Corporation
Commodity Program
-15.23 -13.21 3.64 0.38
290 Kelly Angle Inc.
Genesis Program
-15.79 19.90 113.21 0.51
291 Chesapeake Capital
Diversified (LV)
-15.81 -12.56 1.27 0.59
292 NuWave Investment Management, LLC
NuWave Investment Partners LP
-16.17 -10.43 24.57 0.67
293 NuWave Investment Management, LLC
Combined Futures Portfolio
-16.43 -11.52 23.43 0.64
294 Qbasis Invest
Futures Fund A
-16.63 -27.48 0.19
295 M.S. Capital Management
Global Diversified Program
-16.77 -14.85 -7.01 0.16
296 Qbasis Invest
Futures Fund B
-16.92 -27.94 -0.50
297 Altradis Capital AG
AlphAlgo
-17.13 -12.07 16.97 0.30
298 Superfund Group
Superfund Green Gold C (SPC)
-17.35 -16.61 -27.31 0.34
299 Superfund Group
Superfund Green L.P. Series B
-17.37 -21.13 -35.34 0.20
300 Superfund Group
Superfund Green Master
-17.42 -22.27 -33.70 0.42
301 ISAM
ISAM Systematic Trend Fund
-17.47 -5.52 87.24 0.68
302 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-18.62 -0.99
303 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-18.63 13.16 70.41 0.51
304 Superfund Group
Superfund Green GCT USD
-18.69 -31.29 -37.86 0.36
305 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-18.76 -0.87
306 Wimmer Horizon LLP
Managed Account
-18.89 -10.63 43.13 0.57
307 Hyman Beck and Company
Global Portfolio
-19.60 -22.25 21.44 0.53
308 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-20.11 -14.52 14.00 0.40
309 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-20.35 -25.38 1.12 0.52
310 Di Tomasso Group Inc.
Equilibrium Program
-22.53 -16.48 25.72 0.87
311 DUNN Capital Management
D'Best Futures Fund, L.P.
-28.13 1.42 86.43 0.40
312 Estlander & Partners
Alpha Trend II - Class P
-28.34 -38.76 -0.11
313 Robinson-Langley Capital Management, LLC
Managed Account Program
-28.79 -38.94 -23.34 0.08
314 Conquest Capital Group
Conquest Macro
-33.58 -34.56 -18.18 0.32
315 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-33.74 -15.31 66.46 0.46
316 Dreiss Research Corporation
Diversified Program
-35.66 -25.02 78.36 0.56
317 Revolution Capital Management
Mosaic Program
-35.92 -42.44 -9.50 0.34
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