2010 IASG CTA Index 3 Year Rolling

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