2015 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
43.36 46.58 61.12 0.94
2 Deep Field Capital AG
SINGULARITY Fund
30.81 35.30 0.93
3 dormouse Limited
dormouse - Managed Account
30.28 27.66 0.88
4 Tianyou Asset Management, LLC
Tianyou Fund LP
28.03 157.94 2.62
5 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
26.27 0.88
6 Millburn Ridgefield Corporation
Commodity Program
25.50 48.99 19.17 0.58
7 QTS Capital Management, LLC
FX Managed Account
25.04 132.47 514.09 1.31
8 Ring Capital Management LLC
S&P E-Mini Select
23.03 79.86 1.73
9 LJM Partners
LJM Moderately Aggressive Strategy
20.72 18.44 62.46 0.90
10 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
17.66 36.69 1.44
11 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
17.65 1.01
12 Hehmeyer Capital Management, LLC
HOGO
17.65 0.98
13 R Best LLC
R Best Private Client Program
17.57 25.34 19.67 0.64
14 Pinstripe Trading, LLC
Standard
17.15 28.48 50.62 0.69
15 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
15.50 0.55
16 ISAM
ISAM Systematic Trend Fund
15.12 66.55 33.69 0.73
17 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
14.70 0.65 51.26 0.55
18 Three Rock Capital Management
Global Macro Program
14.00 30.83 43.00 0.75
19 Soaring Pelican, LLC
Diversified S&P Program
13.45 21.97 73.55 0.84
20 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
13.20 20.68 15.22 0.52
21 Intex Capital
Covered Options Program
13.02 43.83 2.03
22 LJM Partners
LJM Preservation & Growth Strategy
12.61 4.09 24.91 0.74
23 Sandpiper Asset Management
Sandpiper Global Macro Program
10.67 83.13 0.71
24 3D
Intraday Program (Client)
10.44 16.04 0.48
25 Wharton Capital Management
Wharton AG Futures Program
10.21 60.09 1.08
26 The Tidal Group
M2 SP500 Emini Futures Program
8.38 19.32 0.44
27 Jaguar Investments Ltd
Aegir Capital Strategy
8.34 32.35 238.90 2.48
28 Paskewitz Asset Management LLC
Multi-strategy Futures Program
7.93 -15.36 -15.61 -0.16
29 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
7.91 25.65 47.43 0.88
30 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
7.45 33.72 0.95
31 Golden Point Capital Management, LLC
Global Systematic
7.36 130.03 0.71
32 Typhon Capital Management, LLC
Plutus Grain Strategy
7.26 9.89 26.07 0.80
33 Millburn Ridgefield Corporation
Multi-Markets Program
6.26 16.50 2.26 0.53
34 Future Trade AG
Thales Swing Trading Programme
6.06 15.00 23.09 0.59
35 M6 Capital Management LLC
Standard Program
5.96 -0.75 15.75 0.42
36 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
5.57 -0.04
37 Paradox Capital Management
Sentiment Program (1X)
5.53 3.97 0.08
38 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
5.47 35.73 1.84
39 Kottke Associates
MV Program
5.39 22.71 24.87 0.53
40 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
5.33 1.54 14.14 0.85
41 Dreiss Research Corporation
Diversified Program
5.23 131.35 43.23 0.62
42 Cambridge Capital Management UK LLP
CCM Program
4.98 16.39 0.47
43 Rosetta Capital Management
Macro Program
4.83 -19.10 -12.36 0.43
44 Principle Capital Management LLC
Principle Commodity Futures (Prop)
4.79 -16.52 1.39 0.10
45 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
4.41 35.35 0.76
46 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
4.16 14.62 20.40 0.60
47 Aquantum
Aquantum Commodity Spread Program (ACS)
4.04 1.05
48 Bluenose Capital Management, LLC
BNC BI
3.91 4.11 44.06 0.93
49 Trigon Investment Advisors, LLC
Discretionary Macro Program
3.61 22.29 12.26 0.39
50 Warrington Asset Management
Warrington Strategic Program
3.53 5.58 33.90 1.14
51 Certeza Asset Management
4x Macro Vega
3.34 6.93 0.91
52 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
3.32 1.41 0.49
53 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.29 10.87 127.21 0.96
54 Witter & Lester, Inc.
Diversified Trading Program
3.19 0.85
55 Emil van Essen
Long-Short Commodity Program
3.19 0.34
56 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.16 1.30 -4.50 0.32
57 Cauldron Investments, LLC
Stock Index Plus
3.09 43.42 94.54 1.56
58 Candriam Investor Group
Alternative Return Systemat
2.77 18.05 18.23 0.50
59 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.64 47.77 67.90 0.86
60 Jaguar Investments Ltd
Ultro Capital Strategy
2.51 27.22 1.38
61 Greenwave Capital Management
Greenwave Flagship Plus
2.34 -0.11
62 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.19 29.21 7.92 1.05
63 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.14 23.61 -0.12
64 Conquest Capital Group
Conquest Macro
1.95 -1.40 -38.50 0.27
65 NickJen Capital Management & Consultants LLC
NRD-1
1.84 6.20 11.87 0.65
66 Stenger Capital Management, LLC
Diversified Trading Program
1.25 -1.36 22.10 0.77
67 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.25 11.86 9.49 0.29
68 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.49 18.68 30.53 0.46
69 Novus Investments, LLC
Novus Precious Commodities
0.45 -17.13 0.76 0.61
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.37 -10.86 11.49 0.56
71 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
0.02 5.91 1.56 0.61
72 Turning Wheel Capital, Inc.
Pure Alpha
-0.09 12.86 0.99
73 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.20 4.63 17.87 0.71
74 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.21 83.77 0.45
75 Whitmore Capital Management LLC
Whitmore Capital LP
-0.34 -32.05 0.08
76 Blake Capital Management, Inc.
SRD Currencies
-0.34 -1.32
77 Kottke Associates
Stockton Fundamental Ag
-0.37 0.29 -10.43 0.88
78 Pacific Capital Advisors
Agilis Program
-0.41 13.74 0.25
79 Estlander & Partners
Freedom
-0.41 8.36 -7.95 0.05
80 Witter & Lester, Inc.
Redstone
-0.55 2.48 12.17 0.60
81 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.61 6.55 0.97
82 Crabel Capital Management
Crabel Multi-Product
-1.00 10.57 25.46 0.67
83 Tlaloc Capital LLC
Grains Program
-1.13 6.21 26.61 1.09
84 County Cork LLC
RLA I
-1.18 35.65 75.54 0.74
85 FORT LP
Fort Global Contrarian
-1.34 12.65 49.08 0.92
86 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.36 11.63 18.35 0.41
87 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.40 19.50 15.11 0.55
88 EMC Capital Advisors, LLC
EMC Alpha Program
-1.47 0.84
89 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.50 -1.70 -2.90 0.63
90 Metolius Capital LLC
Metolius Diversified
-1.55 10.23 5.19 0.25
91 3D
Bull Program (Client)
-1.63 5.97 25.81 0.54
92 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.75 8.93 0.51
93 Four Seasons Commodities Corp
Lone Star Program
-1.85 6.06 11.62 0.77
94 Demeter Capital Management
Livestock & Grain Trading Program
-1.92 29.64 36.01 0.56
95 Conquest Capital Group
Conquest Select
-2.25 15.69 -4.02 0.28
96 ROW Asset Managment
Row Diversified Fund, L.P.
-2.36 27.19 0.88
97 Protec Energy Partners LLC
ET1
-2.46 0.28 81.83 1.05
98 Bluenose Capital Management, LLC
BNC EI
-2.46 -11.21 17.29 0.34
99 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.92 5.91 23.26 0.31
100 FORT LP
Fort Global Diversified
-3.20 9.83 64.63 0.81
101 Schindler Capital Management, LLC
Dairy Advantage Program
-3.45 45.53 176.15 0.78
102 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.52 38.84 32.77 0.32
103 HPX Financial LLC
HPX Old School Program
-4.07 16.42 139.18 1.53
104 ROW Asset Managment
Row Currency Program
-4.23 14.89 7.37 0.13
105 Vivienne Investissement
OUESSANT UCITS FUND (A)
-4.73 3.85 0.15
106 Estlander & Partners
Alpha Trend II - Class P
-4.74 23.66 -47.01 0.06
107 Superfund Group
Superfund Red USD SICAV
-4.83 -0.30
108 Urban Tree Capital, LLC
UTC Plus (Client)
-4.84 -0.07
109 ALFAKRAFT
ALFA Commodity Fund
-5.14 4.08 10.59 0.37
110 Vision Capital Management
Global Futures
-5.34 28.38 0.46
111 Typhon Capital Management, LLC
Chiron Currency Program
-5.36 -3.84 -1.22 0.33
112 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-5.39 20.91 23.30 1.52
113 Angle Capital Management LLC
AIP Program
-5.49 34.59 45.83 0.49
114 C-View Limited
Emerging & Minor Currency Program
-5.54 -5.78 -4.13 0.01
115 Typhon Capital Management, LLC
Metis Momentum Macro Program
-5.89 0.47
116 OptHedge Advisors LLC
Diversified Options & Futures Program
-6.07 -4.37 31.53 1.70
117 ALFAKRAFT
ALFA Edge Fund
-6.20 -10.57 0.12
118 Garraway Capital Management LLP
Garraway Financial Trends
-6.30 4.60 -0.04
119 Mehnert Capital Management, LLC
DTP (Client)
-6.73 5.13 -0.03
120 C-View Limited
Currency Managed Account Program
-6.90 -7.12 -10.50 0.92
121 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-7.00 36.42 109.07 1.76
122 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-7.13 -0.50
123 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-7.72 14.68 0.32
124 3D
S&P Program (Client)
-7.97 3.86 50.37 0.53
125 Superfund Group
Superfund Red EUR SICAV
-8.63 -0.32
126 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.63 -61.09 -25.92 0.01
127 Alee Capital Management, LLC
Mistral Program
-8.86 33.14 16.39 0.67
128 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-8.98 -20.46 -31.47 -0.56
129 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-9.39 -9.52 2.36 0.43
130 Eagle Trading Systems Inc.
Eagle Global Financials
-9.56 -24.69 -11.39 0.51
131 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-9.90 -0.07
132 Seven Capital Management
Seven Absolute Return
-9.94 0.82 -4.72 0.05
133 Melissinos Trading
Eupatrid Program
-9.99 37.11 31.25 0.34
134 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-10.32 5.12 -15.44 0.49
135 Zoi Capital, LLC
Telio Program (Client)
-10.60 -9.24 50.91 0.70
136 Non Correlated Capital
Positive Theta Program
-11.25 -21.54 9.29 1.06
137 Non Correlated Capital
Positive Theta Fund
-11.45 -14.82 20.84 1.17
138 Aquantum
Aquantum Global Systematic Program (AGS)
-11.58 -0.42
139 Alee Capital Management, LLC
Poniente Program
-11.69 41.22 35.05 0.59
140 QCM
Alpha Financials Program
-12.30 -4.76 -0.01
141 Robust Methods LLC
Macro Managed Account
-12.41 -28.36 -32.83 0.01
142 Purple Valley Capital, Inc.
Diversified Trend 1
-12.55 25.13 14.07 0.56
143 Kottke Associates
Lark - Cattle Program
-14.23 1.30 -1.36 0.51
144 Bocken Trading LLC
Discretionary Trading Program
-14.68 16.05 0.57
145 Adamah Capital LLC
Asset Allocator Program
-17.00 -24.02 -0.86
146 Sona Trading Strategies LLC.
Diversified Program
-17.06 -0.98 -6.80 0.25
147 ITB Capital Advisors LLC
ITB Time Value Trading Program
-17.42 -1.70 62.95 0.68
148 Global Advisory Partners Zurich LLC
International Algo Trading
-18.85 -20.53 161.46 0.71
149 Abraham Investment Management
Formula 72 H
-22.12 -39.09 -1.59
150 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
-23.92 -19.12 3.22 0.21
151 Ritenour Investment Group, LLC
RIG_ES_Client
-24.82 0.08
152 Quantum Leap Capital Management
Managed Account Program
-25.13 -39.61 -14.36 0.36
153 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-27.69 -11.92 0.00
154 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-31.80 -23.53 56.66 0.39
155 JKI-Futures, LLC
ETIRON Large 2x (Client)
-34.79 -16.88 -0.34
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