2014 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 TKC Investment Services
MAP
282.07 1,102.43 0.99
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
89.82 49.87 0.75
3 Purple Valley Capital, Inc.
Diversified Trend 1
87.49 42.89 86.88 0.64
4 QQFund.com
QQFund.com Alpha Beta Program
87.01 292.33 268.88 1.01
5 Dreiss Research Corporation
Diversified Program
85.89 41.47 64.86 0.63
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
76.46 43.65 123.20 0.59
7 QTS Capital Management, LLC
FX Managed Account
69.84 154.07 1.29
8 Mulvaney Capital Management
The Mulvaney Global Markets Fund
67.38 58.72 102.85 0.60
9 ISAM
ISAM Systematic Trend Fund
61.95 19.40 36.69 0.74
10 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
57.29 18.19 26.46 0.47
11 Tactical Investment Management
Tactical Institutional Commodity Program
50.07 27.72 55.60 0.72
12 Somers Brothers Capital
Diversified Futures Program #1
49.50 30.27 37.98 0.60
13 Schindler Capital Management, LLC
Dairy Advantage Program
48.99 46.43 107.53 0.83
14 M.S. Capital Management
Global Diversified Program
48.06 24.61 27.48 0.28
15 Wharton Capital Management
Wharton AG Futures Program
47.61 73.53 1.08
16 Southwest Managed Investments, LLC
Global Diversified
44.94 34.46 48.14 0.37
17 Ancile Capital Management
Global Markets Program
42.76 31.19 53.60 0.76
18 Qbasis Invest
Futures Fund A
42.16 -20.14 -30.53 0.14
19 Qbasis Invest
Futures Fund B
41.87 -21.84 -32.21 -0.34
20 Wimmer Horizon LLP
Managed Account
41.32 6.11 16.92 0.64
21 GIC Trading LLC
Global Diversified Trading Program
40.41 15.82 9.55 0.46
22 Vision Capital Management
Global Futures
38.32 0.76
23 Melissinos Trading
Eupatrid Program
38.12 33.04 0.60
24 Kelly Angle Inc.
Genesis Program
38.10 30.43 85.70 0.55
25 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
37.21 41.02 0.46
26 Robinson-Langley Capital Management, LLC
Managed Account Program
36.58 6.90 -8.34 0.33
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
35.67 48.09 105.96 0.54
28 Welton Investment Partners
Welton Global
34.01 16.07 17.92 0.55
29 Index Mechanics BV
Index Investments Program
33.70 1.09
30 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
33.40 33.11 41.37 0.43
31 Mark J. Walsh Company
Standard Program
33.36 13.21 50.60 0.62
32 DUNN Capital Management
D'Best Futures Fund, L.P.
33.08 31.64 85.77 0.46
33 Estlander & Partners
Alpha Trend II - Class P
31.35 -6.97 -20.50 0.07
34 Covenant Capital Management
Aggressive Program
29.50 32.80 62.53 0.95
35 Alee Capital Management, LLC
Poniente Program
29.17 60.55 82.42 0.66
36 Superfund Group
Superfund Green Master
28.27 28.09 20.56 0.46
37 Millburn Ridgefield Corporation
Commodity Program
28.18 0.64 3.03 0.45
38 EMC Capital Advisors, LLC
Classic
28.01 25.97 19.95 0.56
39 Alpha Z Advisors LLC
Managed Account Program
27.85 2.64
40 Amplitude Capital International Limited
Klassik Strategy
27.38 38.94 33.05 0.32
41 County Cork LLC
RLA I
27.13 62.06 73.06 0.93
42 ROW Asset Managment
Row Diversified Fund, L.P.
27.11 39.50 1.32
43 Clarke Capital Management
Jupiter
27.10 29.48 84.46 0.56
44 Covenant Capital Management
Original Program
27.07 30.49 65.87 0.77
45 John Locke Investments
Cyril Systematic Program
26.82 18.96 17.28 0.51
46 Parizek Capital
Futures Trading Program
26.56 -5.14 12.95 0.40
47 Ring Capital Management LLC
S&P E-Mini Select
26.49 67.39 1.66
48 Kottke Associates
Lark - Cattle Program
26.38 22.31 29.66 0.79
49 Keck Capital Management LLC
The Keck Program
26.23 36.01 137.48 0.64
50 Alee Capital Management, LLC
Mistral Program
25.47 34.81 60.05 0.73
51 Angle Capital Management LLC
AIP Program
25.25 25.05 95.25 0.61
52 Auspice Capital Advisors Ltd
Auspice Diversified Program
24.75 8.05 23.30 0.32
53 Clarke Capital Management
Millennium
23.46 9.39 63.22 0.50
54 Sona Trading Strategies LLC.
Diversified Program
22.79 27.16 29.87 0.43
55 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
22.69 9.18 -3.97 0.32
56 Demeter Capital Management
Livestock & Grain Trading Program
22.23 30.69 0.65
57 Quantmetrics Capital Management LLP
Directional 10V Strategy
22.07 60.98 74.36 1.12
58 Hawksbill Capital Management
Global Diversified
21.99 -15.47 20.38 0.56
59 Claughton Capital
Institutional Program
21.98 43.80 37.70 0.50
60 Red Rock Capital, LLC
Systematic Global Macro
21.80 12.64 22.62 0.71
61 HPX Financial LLC
HPX Ag Program
21.69 40.99 2.21
62 Abraham Trading Company
Diversified Program
21.27 14.92 18.39 0.62
63 Drury Capital
Diversified Trend-Following Program
20.76 26.22 6.52 0.59
64 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
20.25 32.09 43.32 0.60
65 IDS Capital
IDS F&F Systematic Trading
19.99 3.88 0.08 0.03
66 Rabar Market Research
Diversified Program
19.85 10.88 25.55 0.58
67 Wavefront Global Asset Management
IMFC Global Investment Program
19.76 14.47 26.46 0.61
68 Transtrend B.V.
DTP – Enhanced Risk (EUR)
19.53 20.10 25.55 0.81
69 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
19.46 20.03 18.12 1.13
70 IKOS
IKOS FX Fund
19.39 0.14 25.24 0.64
71 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
19.12 32.98 40.52 0.60
72 Future Trade AG
Thales Swing Trading Programme
19.05 5.51 43.26 0.56
73 FORT LP
Fort Global Diversified
19.02 21.54 128.68 0.85
74 Eckhardt Trading Company
Evolution Strategies 1.2X
18.98 24.40 26.16 0.72
75 IStar Capital B.V.
IStar Systematic Fund
18.55 18.88 0.07
76 Dixon Midland Company LLC
Dixon Midland Diversified LLC
18.46 -1.68 -0.18
77 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
18.17 27.99 20.18 0.18
78 AI1 CTA Euro Invest
AI1 CTA Euro Invest
18.13 0.15 0.33
79 Molinero Capital Management LLP
Global Markets Program
17.99 17.28 17.97 0.58
80 HPX Financial LLC
HPX Old School Program
17.89 46.69 379.91 1.66
81 Millburn Ridgefield Corporation
Diversified Program
17.76 4.59 10.08 0.82
82 Superfund Group
Superfund Green Gold C (SPC)
17.66 -19.48 -18.76 0.30
83 Transtrend B.V.
DTP – Enhanced Risk (USD)
17.48 17.62 23.44 0.92
84 ROW Asset Managment
Row Currency Program
17.47 33.07 0.26
85 Millburn Ridgefield Corporation
Multi-Markets Program
17.43 0.43 3.45 0.53
86 Bocken Trading LLC
Discretionary Trading Program
17.34 83.39 0.93
87 QMS Capital Management LP
QMS Diversified Global Macro Strategy
17.14 59.85 1.02
88 Soaring Pelican, LLC
Diversified S&P Program
16.86 14.73 0.74
89 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
16.79 24.45 40.56 0.87
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
16.77 14.91 19.09 0.66
91 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
16.76 34.74 39.61 1.38
92 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
16.54 9.79 0.53
93 Transtrend B.V.
DTP – Enhanced Risk (JPY)
16.36 17.60 23.49 0.64
94 Candriam Investor Group
Alternative Return Systemat
16.05 10.68 26.13 0.55
95 Superfund Group
Superfund Green GCT USD
15.92 6.05 -10.38 0.39
96 Eckhardt Trading Company
Evolution Strategies
15.88 21.34 23.46 0.72
97 Hyman Beck and Company
Global Portfolio
15.74 0.07 -3.22 0.54
98 Conquest Capital Group
Conquest Select
15.69 8.71 3.83 0.32
99 Jaguar Investments Ltd
Ultro Capital Strategy
15.63 35.75 1.61
100 Endeavour Capital LLP
Endeavour Pembroke
15.32 9.53 19.10 0.62
101 Ansbacher Investment Management
Market Neutral Put Skew Program
15.12 89.58 72.26 0.56
102 Neural Capital Ltd
Sentinel Trading Program
14.58 23.52 69.79 0.50
103 Quantica Capital AG
Quantica Managed Futures
14.44 20.83 43.08 0.89
104 Eclipse Capital Management
Global Monetary
14.33 35.72 32.67 0.54
105 Cauldron Investments, LLC
Stock Index Plus
14.31 73.81 113.64 1.90
106 HASAFUMA
Börstjänaren Hedgehog
13.98 0.54
107 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
13.98 3.54 -4.47 0.39
108 Mehnert Capital Management, LLC
DTP (Client)
13.78 0.19
109 Chesapeake Capital
Diversified (LV)
13.77 20.09 24.73 0.63
110 Diamond Capital Management
Enhanced S&P Program
13.74 78.49 117.02 1.71
111 Superfund Group
Superfund Green Gold B (SPC)
13.47 -20.65 -12.14 0.32
112 White Indian Trading Co.
SCS Program (Client)
13.46 25.77 0.44
113 Global Sigma Group, LLC
Global Sigma Plus
13.35 51.22 124.05 5.63
114 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
13.35 74.93 191.54 2.18
115 Pacific Capital Advisors
Vanguard Program
13.15 9.67 17.46 0.69
116 Red Oak Commodity Advisors
Investment Program
13.08 22.51 33.62 0.63
117 1OAK Capital Limited
ACORN Commodity
13.02 1.85
118 QCM
Global Diversified Programme
12.65 -4.54 -12.28 0.55
119 3D
S&P Program (Client)
12.43 13.83 0.75
120 Superfund Group
Superfund Green L.P. Series B
12.38 6.07 1.25 0.24
121 FORT LP
Fort Global Contrarian
12.36 17.41 93.18 1.00
122 Estlander & Partners
Freedom
12.33 3.41 0.08
123 Wavefront Global Asset Management
IMFC Global Concentrated
12.17 4.27 10.67 0.33
124 Metolius Capital LLC
Metolius Diversified
11.88 6.43 0.40
125 KMJ Investments
KMJ Investments
11.65 25.97 24.61 0.87
126 Quantica Capital AG
Quantica Diversified FX
11.61 -4.82 -4.70 0.00
127 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
11.48 14.42 24.22 0.42
128 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
11.36 7.47 0.33
129 Eagle Trading Systems Inc.
Eagle Quantitative Macro
11.34 8.41 18.41 0.56
130 Auctos Capital Management
Auctos Global Diversified
11.31 8.14 29.55 0.63
131 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
11.21 11.38 25.26 0.55
132 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
10.97 67.69 1.49
133 Superfund Group
Superfund Blue SPC Class A (Gold)
10.88 -16.87 37.04 0.61
134 Rotella Capital Management
Rotella Polaris Program (Diversified)
10.85 16.17 15.73 0.94
135 Esulep LLC MAX
Esulep LLC MAX
10.82 32.46 85.02 1.96
136 Transtrend B.V.
DTP – Standard Risk (EUR)
10.64 9.11 10.61 0.69
137 Clarke Capital Management
Worldwide
10.51 24.98 31.35 0.60
138 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.42 -9.50 11.20 0.52
139 Estlander & Partners
Alpha Trend
10.11 2.05 1.77 0.70
140 3D
Intraday Program (Client)
10.08 0.24
141 Trigon Investment Advisors, LLC
Discretionary Macro Program
10.05 19.39 7.32 0.39
142 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
9.70 -12.90 7.72 0.14
143 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
9.48 -9.39 -9.39 0.31
144 Crabel Capital Management
Crabel Multi-Product
9.37 28.58 38.78 0.70
145 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
9.33 0.83
146 Superfund Group
Superfund Green Q-AG
9.27 6.46 -0.60 0.51
147 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
8.89 11.05 19.32 0.60
148 Mondiale Asset Management
Mondiale Trading Program
8.89 29.52 31.61 0.91
149 Crabel Capital Management
WPD Crabel Futures Program
8.85 45.07 104.37 0.81
150 Goldman Management, Inc
Stock Index Futures
8.83 43.07 1.47
151 Turning Wheel Capital, Inc.
Pure Alpha
8.74 25.59 1.36
152 Estlander & Partners
Global XL
8.66 -1.20 0.12 0.45
153 Rhicon Currency Management
Rhicon Strategic Program
8.25 14.36 18.44 0.74
154 Rabar Market Research
Short-Term Program
8.15 -4.73 15.59 0.22
155 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
8.14 19.19 48.35 1.02
156 IKOS
IKOS Futures Fund
8.00 -9.73 0.23
157 QCM
Alpha Financials Program
7.81 0.31
158 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
7.80 2.00
159 City Fund Management
BH
7.66 9.67 37.69 0.47
160 Gladius Asset Management
Fulham Program
7.55 3.25 13.21 0.41
161 Kottke Associates
MV Program
7.48 27.20 0.47
162 Bluenose Capital Management, LLC
BNC BI
7.42 13.19 68.17 0.99
163 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.41 -2.52 7.21 0.48
164 W.G. Wealth Guardian Ltd.
SAFI2 Program
7.38 8.71 24.95 1.04
165 Sunrise Capital Partners
Sunrise Expanded Diversified Program
7.21 -6.64 -12.53 0.52
166 Clarke Capital Management
Global Basic
6.84 35.61 26.56 0.62
167 Seven Capital Management
Seven Absolute Return
6.76 4.59 16.90 0.36
168 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
6.73 13.79 4.35 0.37
169 Heyden & Steindl GmbH
TOMAC2
6.54 32.80 -2.46 0.66
170 Capricorn Strategies Limited
Capricorn fxST (Lev1)
6.26 11.67 20.71 1.14
171 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
6.06 1.96 0.15
172 Emil van Essen
EvE Systematic Global Opportunities
6.00 25.73 46.81 0.65
173 HB Capital Management Inc.
Diversified Program
5.90 2.28 -4.60 0.33
174 Di Tomasso Group Inc.
Equilibrium Program
5.87 -27.53 -21.87 0.76
175 ALFAKRAFT
ALFA Commodity Fund
5.83 16.87 0.55
176 White River Group
Stock Index Option Writing Strategy
5.58 52.88 86.01 1.24
177 Superfund Group
Superfund Green L.P. Series A
5.55 -2.11 -5.56 0.16
178 Strategic Ag Trading
SAT HEARTLAND
5.34 19.89 48.90 0.71
179 Superfund Group
Superfund Green Gold A (SPC)
5.04 -25.56 -10.82 0.33
180 MERIT Alternative Investments GmbH
Futures Portfolio
5.03 3.37 7.42 0.59
181 Xplor Capital Management, LLC
Global CTA Program
4.97 0.62 14.70 0.21
182 Four Seasons Commodities Corp
Hawkeye Spread Program
4.94 24.42 51.50 1.08
183 Vivienne Investissement
OUESSANT UCITS FUND (A)
4.88 0.58
184 Four Seasons Commodities Corp
Lone Star Program
4.82 10.49 26.53 0.87
185 Zoi Capital, LLC
Telio Program (Client)
4.72 34.70 0.97
186 dormouse Limited
dormouse - Managed Account
4.68 15.96 0.50
187 3D
Bull Program (Client)
4.68 7.73 0.68
188 Estlander & Partners
Global Markets
4.53 0.29 1.69 0.32
189 Futures Truth Company, FTC-CTA
MS4
4.07 -0.73 11.43 0.73
190 Ion Asset Architecture
Ion Volium Fund
3.99 8.38 2.22
191 TMS Capital Limited
Arktos Global Currency Program II
3.83 -1.28 28.79 0.74
192 LJM Partners
LJM Moderately Aggressive Strategy
3.72 32.73 67.34 0.89
193 Conquest Capital Group
Conquest Macro
3.59 -35.76 -36.71 0.28
194 Rosetta Capital Management
Rosetta Trading Program
3.56 16.65 56.14 0.84
195 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.53 84.74 162.58 0.93
196 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
3.07 17.21 1.31
197 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.84 29.18 174.57 1.05
198 Certeza Asset Management
4x Macro Vega
2.77 18.80 0.99
199 Amplitude Capital International Limited
Dynamic Strategy
2.75 12.94 18.24 0.55
200 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
2.68 -14.26 0.18
201 Revolution Capital Management
Alpha Fund
2.64 15.45 33.87 0.86
202 Clarke Capital Management
FX Plus
2.59 11.80 33.58 0.36
203 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
2.58 7.59 15.55 0.97
204 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
2.40 5.97 0.20
205 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.36 1.94 2.83 0.75
206 LJM Partners
LJM Aggressive Strategy
2.35 41.96 86.18 0.67
207 Bifrost Quest Capital LLC
IndexQuest (Client)
2.26 -0.68 -0.09
208 Typhon Capital Management, LLC
Chiron Currency Program
2.15 -1.85 11.11 0.55
209 Revolution Capital Management
Alpha Program
2.01 32.47 54.45 0.91
210 Beryl Investment Group LLC
Nominal Discretionary System
1.87 -1.01 17.31 0.51
211 Vergho Asset Management LLC
Kinematics
1.69 6.31 61.60 1.58
212 Warrington Asset Management
Warrington Strategic Program
1.43 14.94 20.77 1.16
213 Pinstripe Trading, LLC
Standard
1.39 21.34 29.10 0.57
214 Rosetta Capital Management
Macro Program
1.36 -21.37 17.12 0.46
215 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.34 19.10 0.76
216 Alder Capital DAC
Alder Global 20
1.15 13.90 20.33 0.43
217 Paramount Capital Management LLC
Commodity Trading Program
1.14 62.96 243.72 0.39
218 C-View Limited
Currency Managed Account Program
1.13 -1.38 -0.31 1.03
219 Crescent Bay Capital Management
Premium Stock Index Program
1.12 -3.85 6.06 0.29
220 QCAM Currency Asset Management AG
QCAM v-Pro
1.00 3.91 7.91 0.43
221 Witter & Lester, Inc.
Redstone
0.97 8.86 13.05 0.63
222 LJM Partners
LJM Preservation & Growth Strategy
0.94 2.49 23.35 0.69
223 OptHedge Advisors LLC
Diversified Options & Futures Program
0.89 15.68 63.71 2.14
224 Global Bayesian Dynamics, LLC
BOND&FX Client Composite
0.55 -8.32 23.19 0.62
225 NuWave Investment Management, LLC
Combined Futures Portfolio
0.50 -23.45 -18.96 0.53
226 NickJen Capital Management & Consultants LLC
NRD-1
0.24 8.06 22.65 0.64
227 Ion Asset Architecture (Fund Program)
Ion Fund
0.22 -5.48 -11.74 0.27
228 Ion Asset Architecture
Ion Fund Program
0.22 -5.48 -11.74 0.27
229 Greenwave Capital Management
Greenwave Flagship
0.06 0.54 4.68 -0.08
230 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-0.05 -3.77 0.13
231 Vantage Capital Management
VCM Growth Program
-0.48 8.36 -0.15
232 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.67 5.11 3.60 0.69
233 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.74 14.22 26.04 0.45
234 Blake Capital Management, Inc.
SRD Short Equities
-0.74 -3.03 -1.94
235 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.85 -0.02 -1.83 0.79
236 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.89 -5.72 -8.94 1.34
237 C-View Limited
Emerging & Minor Currency Program
-0.90 -0.02 9.17 0.44
238 NuWave Investment Management, LLC
NuWave Investment Partners LP
-0.94 -24.60 -19.43 0.54
239 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.96 14.55 29.52 0.78
240 Eagle Trading Systems Inc.
Eagle Global Financials
-1.03 -9.98 15.29 0.56
241 Jaguar Investments Ltd
Vario Capital Strategy
-1.10 -0.42 1.40 0.19
242 Adamah Capital LLC
Asset Allocator Program
-1.11 -8.24 -0.59
243 White Indian Trading Co.
SCS Interest Rate Program (Client)
-1.13 -4.99 0.03
244 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.13 5.93 11.01 0.37
245 Deep Field Capital AG
SINGULARITY Fund
-1.20 18.78 0.47
246 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-1.37 10.69 9.70 0.33
247 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.40 15.32 11.86 0.52
248 Blake Capital Management, Inc.
SRD Energies
-1.43 -2.72 -1.78
249 Stenger Capital Management, LLC
Diversified Trading Program
-1.48 0.70 0.84
250 Dominion Capital
Sapphire Program
-1.80 28.97 14.94 0.52
251 ALFAKRAFT
ALFA Rubicon Fund
-1.91 17.13 0.71
252 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.13 1.24 0.33 0.32
253 Saxon Investment Corporation
Diversified Program
-2.36 -6.03 3.40 0.58
254 Kottke Associates
Stockton Fundamental Ag
-2.63 1.48 56.81 0.94
255 Typhon Capital Management, LLC
Plutus Grain Strategy
-2.74 4.40 49.28 0.78
256 Mobius Asset Management
Diversified Program
-2.84 -11.12 -8.80 0.14
257 Tlaloc Capital LLC
Grains Program
-2.96 13.91 1.35
258 Bluenose Capital Management, LLC
BNC EI
-3.37 4.91 36.94 0.44
259 John Locke Investments
JL Commodity Long Flat Program
-3.57 -13.25 -10.05 0.04
260 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-3.94 1.66 6.86 0.10
261 Double Helix Capital Management
Double Helix
-3.98 32.98 1.01
262 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-4.00 -2.11 29.20 0.48
263 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-4.44 33.47 0.41
264 Saxon Investment Corporation
Aggressive Diversified Program
-4.54 -10.73 5.51 0.58
265 White Indian Trading Co.
STAIRS - Futures Program (Client)
-4.60 4.91 24.74 0.37
266 White Indian Trading Co.
STAIRS (Client)
-4.64 1.45 13.05 0.26
267 Robust Methods LLC
Macro Managed Account
-4.65 -21.45 -26.69 0.16
268 RAM Management Group
RAM MRTP 1X-Conservative
-4.71 -9.74 4.34 0.49
269 Haar Capital Management
Discretionary Commodity Trading Program
-4.74 -3.81 7.11 0.41
270 Non Correlated Capital
Positive Theta Fund
-4.76 22.40 120.70 1.36
271 ALFAKRAFT
ALFA Edge Fund
-5.44 13.12 0.44
272 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-5.57 15.91 0.39
273 Novus Investments, LLC
Novus Precious Commodities
-6.38 -9.09 66.28 0.65
274 Camkay Capital Management LLC
Stock Indices Short-Term
-7.01 0.64
275 Dendrich Ltd
QEP
-7.45 61.76 105.06 0.91
276 Protec Energy Partners LLC
ET1
-7.62 14.33 1.26
277 Mobius Asset Management
Energy Weighted Program
-7.67 -13.18 -14.00 0.54
278 Emil van Essen
Spread Trading Program
-7.83 -23.93 13.55 0.68
279 M6 Capital Management LLC
Standard Program
-7.94 1.30 30.26 0.41
280 Manning & Napier
MN Xenon Global Fixed Income Program
-8.15 -14.13 -7.39 0.08
281 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-8.20 4.21 0.46
282 Global AG LLC
Global Ag LLC
-8.55 32.71 144.36 0.78
283 Non Correlated Capital
Positive Theta Program
-8.74 10.58 93.14 1.25
284 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-9.25 -5.59 -15.48 -0.41
285 Huygens Capital LLC
Navigator
-9.50 -0.43
286 Romanesco Capital Management B.V
Persistence Program
-10.23 9.35 34.11 0.74
287 Briarwood Capital Management, Inc.
Diversified Trading Program
-10.41 -1.40 2.31 0.56
288 Systematic Alpha Management
Systematic Alpha Futures Program
-10.73 7.46 -5.22 0.70
289 Insignia Managed Capital
Epoch3
-11.35 30.22 19.25 0.50
290 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-11.37 0.89 7.99 0.58
291 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-11.80 -23.87 -0.35
292 Quantitative Investment Management
Quantitative Global Program
-12.30 -8.62 -7.02 0.74
293 Clarke Capital Management
Global Magnum
-13.36 26.69 45.33 0.55
294 Insignia Managed Capital
Medallion
-13.43 1.52 37.85 0.47
295 GT CAPITAL CTA
GT CAPITAL CTA
-14.31 -18.90 0.53 0.18
296 RAM Management Group
MRTP Aggressive
-14.33 -28.53 6.37 0.43
297 Revolution Capital Management
Mosaic Institutional Program
-14.64 -15.55 -17.94 -0.35
298 Manning & Napier
MN Xenon Managed Futures (2x) Program
-14.91 -22.85 -13.86 0.18
299 Mobius Asset Management
Custom Trading Program
-16.14 -26.21 -33.53 0.31
300 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-16.68 -25.78 -0.42
301 Opus Futures LLC
Advance Ag Futures Trading Program
-18.04 106.87 0.34
302 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-18.92 45.58 0.69
303 Option Capital Advisory
OCA Premium
-31.97 -0.12 0.36
304 Revolution Capital Management
Mosaic Program
-33.64 -39.86 -45.98 0.26
305 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-36.47 -48.58 -34.05 0.33
306 Whitmore Capital Management LLC
Whitmore Capital LP
-40.87 0.07
307 Kinkopf Capital Management
KCM S&P (Proprietary)
-41.24 -24.13 -20.49 0.38
308 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-51.01 -69.29 -57.70 0.36
309 White River Group
Diversified Option Writing Strategy
-54.13 -53.33 -33.68 0.20
Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan