2015 IASG CTA Index 3 Year Rolling

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