2009 IASG CTA Index 3 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Schindler Capital Management, LLC
Dairy Advantage Program
35.25 1,431.79 1.07
2 HPX Financial LLC
HPX Old School Program
42.35 1,424.68 1.94
3 Emil van Essen
Spread Trading Program
28.81 213.89 1.13
4 Novus Investments, LLC
Novus Precious Commodities
108.52 209.36 0.89
5 Revolution Capital Management
Mosaic Program
-18.52 183.71 1.22
6 RAM Management Group
MRTP Aggressive
4.33 183.40 217.67 0.53
7 Kottke Associates
Stockton Fundamental Ag
71.10 179.01 1.30
8 Alee Capital Management, LLC
Poniente Program
-3.69 156.08 167.95 0.66
9 Dendrich Ltd
QEP
77.13 152.85 1.17
10 Dreiss Research Corporation
Diversified Program
-1.14 140.64 351.58 0.70
11 Parizek Capital
Futures Trading Program
-9.64 134.05 120.48 0.52
12 Quantum Leap Capital Management
Managed Account Program
-15.19 128.74 0.80
13 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.19 127.46 221.21 1.66
14 Saxon Investment Corporation
Aggressive Diversified Program
19.24 125.16 120.86 0.66
15 Blackwater Capital Management
Global Program
15.99 122.99 1.15
16 Alee Capital Management, LLC
Mistral Program
10.82 122.81 269.06 0.80
17 ISAM
ISAM Systematic Trend Fund
11.48 119.69 152.79 0.89
18 Di Tomasso Group Inc.
Equilibrium Program
53.09 117.73 331.69 1.17
19 Clarke Capital Management
Worldwide
-11.09 108.26 72.91 0.71
20 Drury Capital
Diversified Trend-Following Program
9.04 101.19 52.39 0.75
21 Hawksbill Capital Management
Global Diversified
-15.27 100.08 89.85 0.61
22 Revolution Capital Management
Alpha Fund
-5.49 93.65 108.24 1.05
23 GIC Trading LLC
Global Diversified Trading Program
-2.11 93.29 104.31 0.61
24 Tactical Investment Management
Tactical Institutional Commodity Program
20.02 90.17 152.79 0.81
25 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
3.03 89.85 200.92 1.33
26 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
5.17 88.99 3.31
27 Quantmetrics Capital Management LLP
Premier 12V Strategy
9.60 82.99 139.17 2.38
28 Wimmer Horizon LLP
Managed Account
-2.68 82.40 0.97
29 Heyden & Steindl GmbH
TOMAC2
-7.67 81.87 169.82 0.98
30 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
32.81 80.82 169.87 0.72
31 Arcanum Asset Management
Equity Index Option Program (Prop)
45.22 79.47 0.88
32 DUNN Capital Management
D'Best Futures Fund, L.P.
-18.93 76.23 56.89 0.44
33 Clarke Capital Management
Global Basic
-29.78 70.84 67.48 0.70
34 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.92 69.88 0.95
35 Covenant Capital Management
Aggressive Program
26.75 68.30 215.75 1.17
36 Kelly Angle Inc.
Genesis Program
-21.72 67.29 107.14 0.55
37 Red Rock Capital, LLC
Systematic Global Macro
2.43 66.54 74.48 0.90
38 Quality Capital Management
Global Diversified Programme
-11.95 64.99 171.01 0.75
39 Saxon Investment Corporation
Diversified Program
10.45 64.24 58.39 0.65
40 Clarke Capital Management
Jupiter
-29.26 63.56 0.65
41 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.58 62.01 40.36 0.53
42 Quantitative Investment Management
Quantitative Global Program
10.93 61.66 103.92 1.39
43 Briarwood Capital Management, Inc.
Diversified 2XL
22.02 59.57 146.33 0.87
44 Red Oak Commodity Advisors
Investment Program
25.45 58.74 151.32 0.67
45 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-9.44 57.42 93.01 0.76
46 Amplitude Capital International Limited
Dynamic Strategy
-8.22 54.02 0.78
47 Estlander & Partners
Alpha Trend
1.04 52.15 87.92 0.86
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-15.88 51.45 54.72 0.54
49 Conquest Capital Group
Conquest Macro
-14.12 51.15 66.06 0.63
50 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-5.89 51.07 143.79 0.61
51 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.52 51.02 68.30 0.80
52 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
-2.19 49.26 88.10 0.70
53 Southwest Managed Investments, LLC
Global Diversified
-11.64 48.95 51.36 0.38
54 Quantmetrics Capital Management LLP
Directional 10V Strategy
-0.56 48.28 1.39
55 Abraham Trading Company
Diversified Program
-5.56 48.16 43.72 0.68
56 RAM Management Group
RAM MRTP 1X-Conservative
2.90 47.76 55.09 0.61
57 Mobius Asset Management
Energy Weighted Program
11.96 47.13 78.92 1.34
58 Hyman Beck and Company
Global Portfolio
4.28 47.07 68.38 0.67
59 EMC Capital Advisors, LLC
Classic
-14.35 46.94 89.55 0.61
60 Rabar Market Research
Diversified Program
6.89 45.51 49.43 0.63
61 Millburn Corporation
Multi-Markets Program
-2.04 45.27 77.94 0.92
62 Eckhardt Trading Company
Evolution Strategies
-4.50 44.93 61.57 0.80
63 Mark J. Walsh Company
Standard Program
-19.97 43.35 31.18 0.65
64 Conquest Capital Group
Conquest Select
-13.12 42.40 54.58 0.54
65 Keck Capital Management LLC
The Keck Program
-18.34 41.51 103.53 0.57
66 Mobius Asset Management
Custom Trading Program
-1.97 41.48 46.22 0.73
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-10.85 41.27 67.03 1.00
68 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.34 40.84 49.84 0.64
69 Rhicon Currency Management
Rhicon Systematic Currency Program
5.54 40.66 48.28 0.88
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
-11.27 40.48 66.81 1.07
71 LJM Partners
LJM Preservation & Growth Strategy
11.12 40.27 1.31
72 NuWave Investment Management, LLC
NuWave Investment Partners LP
-8.10 40.03 84.43 0.93
73 Somers Brothers Capital
Diversified Futures Program #1
-12.28 39.84 168.49 0.78
74 NuWave Investment Management, LLC
Combined Futures Portfolio
-8.10 39.34 78.71 0.90
75 Covenant Capital Management
Original Program
15.48 38.95 87.77 0.78
76 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-5.96 36.85 0.68
77 Millburn Corporation
Commodity Program
-8.80 36.30 0.77
78 Ancile Capital Management
Global Markets Program
0.62 35.71 0.97
79 LJM Partners
LJM Moderately Aggressive Strategy
29.09 35.46 135.05 1.11
80 Manning & Napier
MN Xenon Managed Futures (2x) Program
-16.43 35.37 0.60
81 John Locke Investments
Cyril Systematic Program
-7.47 35.27 55.45 0.62
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-11.32 34.74 57.16 0.85
83 IKOS
The IKOS Hedge Fund
16.94 34.51 58.68 1.20
84 Mobius Asset Management
Diversified Program
6.92 33.81 52.83 0.39
85 Estlander & Partners
Global XL
10.60 33.65 28.20 0.54
86 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.86 33.22 1.07
87 Dominion Capital
Sapphire Program
5.11 32.92 1.11
88 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 32.84 51.50 0.88
89 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.39 32.08 32.49 1.34
90 Romanesco Capital Management B.V
Persistence Program
1.76 31.96 1.03
91 Welton Investment Partners
Welton Global
-5.57 31.35 73.46 0.82
92 Crabel Capital Management
Crabel Multi-Product
-0.34 31.19 51.59 0.72
93 Systematic Alpha Management
Systematic Alpha Futures Program
5.74 30.99 78.29 1.72
94 Superfund Group
Superfund Green Gold A (SPC)
-17.03 30.90 0.62
95 Witter & Lester, Inc.
Stock Index Futures Trading Program
15.30 30.54 62.25 0.57
96 Superfund Group
Superfund Blue SPC Class A (EUR)
3.29 30.30 0.54
97 Kinkopf Capital Management
KCM S&P (Proprietary)
43.42 30.12 32.88 0.58
98 Millburn Corporation
Diversified Program
-7.58 28.97 49.15 0.89
99 Auspice Capital Advisors Ltd
Auspice Diversified Program
-7.89 28.71 0.28
100 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.13 28.68 1.24
101 Quantica Capital AG
Quantica Managed Futures
1.15 27.38 79.99 1.02
102 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-7.78 27.09 0.78
103 Clarke Capital Management
FX Plus
-23.93 26.94 56.06 0.38
104 MERIT Alternative Investments GmbH
Futures Portfolio
2.62 26.58 33.67 0.76
105 Robust Methods LLC
Macro Managed Account
-1.04 26.34 67.61 0.94
106 Four Seasons Commodities Corp
Hawkeye Spread Program
3.48 25.85 1.25
107 Molinero Capital Management LLP
Global Markets Program
-6.89 24.07 0.97
108 Clarke Capital Management
Global Magnum
-32.44 23.83 15.25 0.60
109 Briarwood Capital Management, Inc.
Diversified Trading Program
8.79 23.60 58.39 0.80
110 Capricorn Strategies Limited
Capricorn fxST (Lev1)
17.59 23.38 20.09 1.27
111 Transtrend B.V.
DTP – Standard Risk (EUR)
-7.84 22.88 34.57 0.90
112 Alder Capital DAC
Alder Global 20
11.97 21.95 48.44 0.52
113 Four Seasons Commodities Corp
Lone Star Program
3.57 21.94 44.30 0.98
114 Rhicon Currency Management
Rhicon Strategic Program
-4.39 21.85 38.58 0.96
115 Eclipse Capital Management
Global Monetary
-13.36 21.41 22.02 0.57
116 FORT LP
Fort Global Diversified
-0.47 21.33 35.60 0.78
117 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.27 20.95 40.36 0.55
118 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
64.56 20.50 56.78 0.49
119 Claughton Capital
Institutional Program
-6.92 20.29 0.56
120 Chesapeake Capital
Diversified (LV)
0.38 18.46 32.85 0.70
121 KMJ Investments
KMJ Investments
-4.17 17.70 44.79 0.97
122 Strategic Ag Trading
Chatham
-8.94 17.59 24.08 0.25
123 Estlander & Partners
Global Markets
5.46 16.83 17.05 0.45
124 Superfund Group
Superfund Green Gold B (SPC)
-30.56 16.24 0.55
125 Clarke Capital Management
Millennium
-48.29 16.10 10.18 0.54
126 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-4.32 15.90 40.79 0.89
127 Rosetta Capital Management
Rosetta Trading Program
-4.27 15.28 80.24 0.98
128 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
2.16 14.36 23.51 0.57
129 ITB Capital Management, LLC
ITB Premium Fund I, LTD
9.17 14.21 0.50
130 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.68 14.13 0.54
131 Haar Capital Management
Discretionary Commodity Trading Program
-3.53 14.07 0.70
132 FORT LP
Fort Global Contrarian
7.72 13.34 35.06 0.85
133 Warrington Asset Management
Warrington Strategic Program
18.62 12.65 43.89 1.47
134 Rotella Capital Management
Rotella Polaris Program (Diversified)
-6.86 11.93 33.62 1.11
135 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
1.86 9.56 34.90 1.78
136 Manning & Napier
MN Xenon Global Fixed Income Program
-4.64 9.51 21.39 0.52
137 Range Wise
Investment Program
-8.73 8.60 8.58 0.67
138 Neural Capital Ltd
Sentinel Trading Program
-10.44 8.49 0.47
139 Trigon Investment Advisors, LLC
Foreign Exchange Program
-10.01 8.19 5.16 0.49
140 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
2.53 7.82 0.48
141 C-View Limited
Currency Managed Account Program
-2.51 5.72 15.44 1.31
142 M.S. Capital Management
Global Diversified Program
9.21 5.37 18.38 0.28
143 Witter & Lester, Inc.
Redstone
4.65 4.72 7.55 0.68
144 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-4.14 2.49 14.40 0.97
145 Superfund Group
Superfund Green Q-AG
-24.46 0.46 7.31 0.65
146 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
8.52 -0.37 0.10
147 Crescent Bay Capital Management
Premium Stock Index Program
2.12 -1.02 0.47
148 M6 Capital Management LLC
Standard Program
-5.88 -1.96 0.44
149 Superfund Group
Superfund Green Gold C (SPC)
-43.22 -2.55 0.48
150 Mondiale Asset Management
Mondiale Trading Program
1.48 -3.55 7.08 0.96
151 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
97.26 -4.01 32.95 0.51
152 Jaguar Investments Ltd
Vario Capital Strategy
-10.30 -5.75 18.34 0.41
153 LJM Partners
LJM Aggressive Strategy
50.02 -6.27 83.57 0.70
154 Superfund Group
Superfund Green L.P. Series A
-29.90 -9.72 -7.67 0.25
155 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-28.10 -9.97 11.79 0.73
156 Xplor Capital Management, LLC
Global CTA Program
-12.15 -12.26 25.66 0.22
157 Superfund Group
Superfund Green Master
-51.03 -18.15 -15.78 0.55
158 Superfund Group
Superfund Green GCT USD
-39.92 -18.53 -16.21 0.53
159 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-7.17 -19.80 -6.06 0.62
160 Superfund Group
Superfund Green L.P. Series B
-44.07 -20.15 -15.93 0.30
161 Ansbacher Investment Management
Market Neutral Put Skew Program
23.67 -22.05 -6.87 0.52
Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan