2016 IASG CTA Index 3 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
61.77 330.27 1.56
2 Worldwide Capital Strategies
Profit Quest Macro World
36.60 204.36 183.28 0.73
3 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.72 183.09 1.01
4 Dreiss Research Corporation
Diversified Program
16.22 127.34 73.01 0.62
5 QTS Capital Management, LLC
FX Managed Account
-6.60 104.94 206.84 1.13
6 Tianyou Asset Management, LLC
Tianyou Fund LP
11.11 96.50 2.40
7 Commodities Analytics LLC
Daily Analytics
33.68 87.57 2.24
8 GNE Management, LLC
S&P Futures and Options Strategy (Client)
18.91 86.80 1.77
9 Typhon Capital Management, LLC
Vulcan Metals Strategy
5.23 75.44 151.06 2.42
10 Red Rock Capital, LLC
Commodity Long-Short
-6.09 74.79 1.11
11 ISAM
ISAM Systematic Trend Fund
-12.17 63.76 20.73 0.65
12 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.83 63.23 28.87 0.28
13 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.48 61.38 126.29 1.41
14 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
21.96 60.14 0.83
15 Wharton Capital Management
Wharton AG Futures Program
-1.75 59.83 87.89 0.91
16 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
21.78 59.01 140.28 1.51
17 Schindler Capital Management, LLC
Dairy Advantage Program
10.20 58.52 55.80 0.76
18 Millburn Corporation
Commodity Program
-1.89 57.83 23.92 0.52
19 dormouse Limited
dormouse - Managed Account
13.96 56.87 73.02 0.97
20 Sandpiper Asset Management
Sandpiper Global Macro Program
4.69 54.69 0.64
21 LJM Partners
LJM Moderately Aggressive Strategy
19.03 48.34 89.45 0.93
22 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-8.52 47.58 15.91 0.48
23 Intex Capital
Covered Options Program
11.99 47.21 87.84 2.20
24 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
10.34 42.01 41.70 0.36
25 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-3.66 41.67 48.59 0.83
26 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-12.89 40.51 0.48
27 Millburn Corporation
Multi-Markets Program
12.52 40.41 20.08 0.57
28 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-4.30 40.14 72.91 1.64
29 GammaQ
Breckhurst Commodity Fund
7.44 35.93 49.25 0.67
30 Three Rock Capital Management
Global Macro Program
9.56 35.01 56.28 0.79
31 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-4.82 33.99 0.68
32 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
14.44 33.67 32.52 0.33
33 Garraway Capital Management LLP
Garraway Financial Trends
18.66 32.98 0.24
34 Soaring Pelican, LLC
Diversified S&P Program
-0.64 31.70 31.08 0.73
35 Prolific Capital Markets, LLC
Prolific Swiss System
8.81 31.37 0.78
36 Hehmeyer Capital Management, LLC
HOGO
-4.82 30.24 0.64
37 Pinstripe Trading, LLC
Standard
9.31 29.84 55.39 0.72
38 LJM Partners
LJM Preservation & Growth Strategy
13.65 29.18 31.17 0.82
39 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
10.63 28.05 26.13 1.51
40 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
3.39 27.85 14.69 0.33
41 Candriam Investor Group
Alternative Return Systemat
6.87 27.45 21.56 0.49
42 Jaguar Investments Ltd
Aegir Capital Strategy
3.99 26.59 143.43 1.66
43 FORT LP
Global Futures Program (formerly Global Diversified Classic)
7.05 26.53 29.21 0.80
44 Future Trade AG
Thales Swing Trading Programme
-4.54 24.24 14.74 0.52
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.64 24.09 22.87 0.98
46 ROW Asset Managment
Row Diversified Fund, L.P.
-0.13 23.94 36.02 0.67
47 GammaQ
Commodity Program Managed Account
0.86 23.72 40.91 0.36
48 R Best LLC
R Best Private Client Program
-0.79 23.71 19.11 0.52
49 FORT LP
Fort Global Diversified
7.24 23.54 26.16 0.80
50 Emil van Essen
Spread Trading Program Limited
18.38 23.15 0.52
51 Alee Capital Management, LLC
Mistral Program
7.53 22.97 32.12 0.66
52 Melissinos Trading
Eupatrid Program
-1.12 22.93 18.41 0.29
53 Cauldron Investments, LLC
Stock Index Plus
3.96 22.64 85.73 1.28
54 DUNN Capital Management
DUNN WMA Institutional Program
-1.29 22.58 31.39 0.44
55 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
4.16 22.25 0.68
56 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
-3.86 21.58 33.16 0.80
57 Orgone Commodity Management LLC
Orgone AG 1
3.94 21.48 126.41 0.56
58 Ring Capital Management LLC
S&P E-Mini Select
-22.03 21.34 60.57 0.65
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
5.26 21.19 19.26 0.55
60 County Cork LLC
RLA I
-3.99 20.64 53.78 0.59
61 QTS Capital Management, LLC
QTS Partners, L.P.
-2.15 20.03 35.24 0.69
62 Bluenose Capital Management, LLC
BNC BI
7.22 19.85 26.30 0.91
63 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.15 19.78 0.69
64 Amapa Capital Advisors LLC
Energy Program
21.19 19.73 11.11 0.35
65 Demeter Capital Management
Livestock & Grain Trading Program
-0.21 19.63 27.92 0.51
66 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.64 19.29 14.68 0.42
67 Jaguar Investments Ltd
Ultro Capital Strategy
0.29 18.88 39.56 1.18
68 Piston Trading
The Piston
2.50 18.13 0.41
69 3D
Intraday Program (Client)
-3.84 16.90 0.28
70 Urban Tree Capital, LLC
UTC Plus (Client)
12.18 16.22 0.21
71 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
5.10 15.61 11.45 0.30
72 Crescendo Capital Management
Neutron Decay (Client)
25.36 15.28 0.74
73 Independent View
IV Quantitative Futures Fund
-9.60 15.16 0.72
74 Blackwater Capital Management
Tactical Equity
4.60 15.15 0.60
75 Purple Valley Capital, Inc.
Diversified Trend 1
-30.02 14.15 -10.12 0.42
76 Mehnert Capital Management, LLC
DTP (Client)
7.36 13.93 0.10
77 EMC Capital Advisors, LLC
EMC Alpha Program
1.05 13.85 0.56
78 Sophic Associates, LLC
Sophic Macro
7.23 13.56 0.09
79 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.47 13.50 13.68 0.42
80 Crabel Capital Management
Crabel Multi-Product
4.82 13.50 33.44 0.66
81 Dix Hills Partners
DHP Absolute Return Strategies
0.39 13.11 10.14 0.68
82 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
6.40 13.05 42.01 0.93
83 Conquest Capital Group
Conquest Select
-0.25 12.80 5.99 0.26
84 Conquest Capital Group
Conquest Macro
6.81 12.80 -30.05 0.27
85 HPX Financial LLC
HPX Old School Program
-0.53 12.50 39.99 1.44
86 Estlander & Partners
Alpha Trend II - Class P
-10.34 12.19 -20.54 0.04
87 FORT LP
Fort Global Contrarian
0.75 11.69 16.71 0.87
88 Alee Capital Management, LLC
Poniente Program
-2.15 11.62 38.74 0.56
89 Crabel Capital Management
WPD Crabel Futures Program
2.25 11.55 48.67 0.69
90 Metolius Capital LLC
Metolius Diversified
-0.03 10.14 4.74 0.21
91 Warrington Asset Management
Warrington Strategic Program
4.64 9.89 24.52 1.13
92 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-3.47 9.75 1.35
93 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-9.47 9.54 -9.09 -0.23
94 QTS Capital Management, LLC
Tail Reaper
-0.87 9.10 1.16
95 Qbasis Invest
Qbasis i Trend Fund
-12.33 9.10 0.20
96 ROW Asset Managment
Row Currency Program
-3.11 9.01 23.49 0.05
97 Aquantum
Aquantum Commodity Spread Program (ACS)
-14.81 8.96 0.31
98 Trigon Investment Advisors, LLC
Discretionary Macro Program
-4.81 8.54 17.76 0.24
99 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-10.00 8.21 47.67 0.56
100 Glider Trading LLP
Glider Trading Strategy (Class C)
-5.27 7.82 0.09
101 Certeza Asset Management
4x Macro Vega
1.46 7.76 24.56 0.81
102 Estlander & Partners
Freedom
-3.81 7.61 -0.94 -0.02
103 Vision Capital Management
Global Futures
-17.89 7.52 0.14
104 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
2.18 7.47 0.05
105 Vivienne Investissement
OUESSANT UCITS FUND
7.20 7.11 0.32
106 Greenwave Capital Management
Greenwave Flagship Plus
3.10 7.08 0.06
107 Dominion Capital
Diamond Program
-1.39 6.77 40.09 0.74
108 1OAK Capital Limited
ACORN Commodity
-0.37 6.29 0.72
109 Trading Study
SPK – E-Mini S&P 500 Option
5.17 6.10 5.01 0.24
110 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-6.77 5.99 8.35 0.58
111 Witter & Lester, Inc.
Diversified Trading Program
-3.44 5.71 0.53
112 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
10.61 5.00 0.25
113 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
-4.09 4.63 0.08
114 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-10.14 4.51 0.10
115 Emil van Essen
Long-Short Commodity Program
-2.07 4.06 0.21
116 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.32 4.03 0.40
117 Bluenose Capital Management, LLC
BNC CL
16.49 3.82 0.22
118 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.83 3.78 3.58 0.75
119 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.55 3.54 7.10 0.31
120 Seven Capital Management
Seven Absolute Return
7.38 3.25 1.15 0.16
121 NickJen Capital Management & Consultants LLC
NRD-1
-0.41 3.09 11.13 0.57
122 Sona Trading Strategies LLC.
Diversified Program
1.18 3.03 6.71 0.23
123 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-5.77 2.69 4.47 0.40
124 Quantica Capital AG
1X Quantica Managed Futures Fund
8.66 2.28 0.03
125 Four Seasons Commodities Corp
Lone Star Program
-0.52 2.21 7.74 0.71
126 Typhon Capital Management, LLC
Chiron Currency Program
5.44 1.93 -2.06 0.39
127 Witter & Lester, Inc.
Redstone
1.07 1.49 9.42 0.58
128 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
6.83 1.14 0.14
129 Quantica Capital AG
2X Quantica Managed Futures Fund
16.30 0.34 0.06
130 Blake Capital Management, Inc.
SRD Currencies
0.04 -0.29 -1.25
131 3D
Bull Program (Client)
-3.32 -0.45 2.46 0.39
132 Turning Wheel Capital, Inc.
Pure Alpha
-8.49 -0.59 14.82 0.38
133 Typhon Capital Management, LLC
Plutus Grain Strategy
-4.78 -0.67 6.61 0.66
134 Angle Capital Management LLC
AIP Program
-16.43 -1.07 -1.23 0.33
135 Bluenose Capital Management, LLC
BNC EI
4.83 -1.21 7.26 0.42
136 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.30 -1.45 13.99 0.65
137 Ditsch Trading, LLC
Agricultural Trading Program
-3.10 -2.31 100.91 0.36
138 Protec Energy Partners LLC
ET1
8.11 -2.58 20.57 1.02
139 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.68 -3.08 13.89 0.32
140 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.76 -3.13 -15.64 0.48
141 C-View Limited
Currency Managed Account Program
2.83 -3.18 -5.58 0.90
142 Principle Capital Management LLC
Principle Commodity Futures (Prop)
12.04 -3.52 0.03 0.25
143 Kopis Capital Management, LLC
Commodity Long Only
3.70 -3.71 0.00
144 3D
S&P Program (Client)
-8.15 -4.96 -3.77 0.37
145 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.86 -5.02 -7.53 0.34
146 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-8.12 -5.88 7.03 0.53
147 Paradox Capital Management
Sentiment Program (1X)
-6.84 -6.58 -0.29
148 Novus Investments, LLC
Novus Precious Commodities
-0.92 -6.82 -9.52 0.57
149 Tlaloc Capital LLC
Grains Program
-2.94 -6.89 9.30 0.81
150 M6 Capital Management LLC
Standard Program
-4.78 -7.12 2.20 0.35
151 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.80 -7.48 -20.14 -0.19
152 Quality Capital Management
Alpha Financials Program
-2.27 -7.59 -0.04
153 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.70 -7.66 -1.79
154 Zoi Capital, LLC
Telio Program (Client)
-1.55 -7.83 18.56 0.61
155 Bocken Trading LLC
Discretionary Trading Program
-8.89 -8.33 43.26 0.39
156 Aquantum
Aquantum Global Systematic Program (AGS)
3.45 -8.58 -0.20
157 Robust Methods LLC
Macro Managed Account
7.91 -9.87 -25.76 0.08
158 1900 Investments Asset Management
Dynamic Oil Strategy Program
-1.42 -10.77 -0.70
159 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-1.33 -11.65 -0.64
160 Non Correlated Capital
Positive Theta Fund
4.34 -12.00 13.10 1.10
161 Quantum Leap Capital Management
Managed Account Program
9.23 -13.35 -22.52 0.37
162 County Cork LLC
County Cork Fusion Equity
-7.69 -13.56 -0.16
163 Deep Field Capital AG
SINGULARITY Fund
-33.32 -13.82 3.61 0.06
164 Non Correlated Capital
Positive Theta Program
5.10 -14.88 3.15 1.01
165 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.53 -15.07 -3.33 0.52
166 Rosetta Capital Management
Macro Program
-31.17 -27.10 -43.45 0.22
167 Superfund Group
Superfund Red USD SICAV
-9.42 -27.10 -0.43
168 Eagle Trading Systems Inc.
Eagle Global Financials
-18.81 -27.33 -33.90 0.45
169 Superfund Group
Superfund Red EUR SICAV
-10.57 -28.56 -0.48
170 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-14.64 -29.49 -26.65 -0.68
171 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-13.49 -40.23 -16.51 -0.12
172 Whitmore Capital Management LLC
Whitmore Capital LP
-1.75 -42.10 0.07
173 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-32.51 -62.68 -32.99 0.18
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