2015 IASG CTA Index 5 Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 QTS Capital Management, LLC
FX Managed Account
25.04 132.47 514.09 1.31
2 Jaguar Investments Ltd
Aegir Capital Strategy
8.34 32.35 238.90 2.48
3 Schindler Capital Management, LLC
Dairy Advantage Program
-3.45 45.53 176.15 0.78
4 Global Advisory Partners Zurich LLC
International Algo Trading
-18.85 -20.53 161.46 0.71
5 HPX Financial LLC
HPX Old School Program
-4.07 16.42 139.18 1.53
6 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.29 10.87 127.21 0.96
7 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-7.00 36.42 109.07 1.76
8 Cauldron Investments, LLC
Stock Index Plus
3.09 43.42 94.54 1.56
9 Protec Energy Partners LLC
ET1
-2.46 0.28 81.83 1.05
10 County Cork LLC
RLA I
-1.18 35.65 75.54 0.74
11 Soaring Pelican, LLC
Diversified S&P Program
13.45 21.97 73.55 0.84
12 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.64 47.77 67.90 0.86
13 FORT LP
Fort Global Diversified
-3.20 9.83 64.63 0.81
14 ITB Capital Advisors LLC
ITB Time Value Trading Program
-17.42 -1.70 62.95 0.68
15 LJM Partners
LJM Moderately Aggressive Strategy
20.72 18.44 62.46 0.90
16 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
43.36 46.58 61.12 0.94
17 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-31.80 -23.53 56.66 0.39
18 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
14.70 0.65 51.26 0.55
19 Zoi Capital, LLC
Telio Program (Client)
-10.60 -9.24 50.91 0.70
20 Pinstripe Trading, LLC
Standard
17.15 28.48 50.62 0.69
21 3D
S&P Program (Client)
-7.97 3.86 50.37 0.53
22 FORT LP
Fort Global Contrarian
-1.34 12.65 49.08 0.92
23 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
7.91 25.65 47.43 0.88
24 Angle Capital Management LLC
AIP Program
-5.49 34.59 45.83 0.49
25 Bluenose Capital Management, LLC
BNC BI
3.91 4.11 44.06 0.93
26 Dreiss Research Corporation
Diversified Program
5.23 131.35 43.23 0.62
27 Three Rock Capital Management
Global Macro Program
14.00 30.83 43.00 0.75
28 Demeter Capital Management
Livestock & Grain Trading Program
-1.92 29.64 36.01 0.56
29 Alee Capital Management, LLC
Poniente Program
-11.69 41.22 35.05 0.59
30 Warrington Asset Management
Warrington Strategic Program
3.53 5.58 33.90 1.14
31 ISAM
ISAM Systematic Trend Fund
15.12 66.55 33.69 0.73
32 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.52 38.84 32.77 0.32
33 OptHedge Advisors LLC
Diversified Options & Futures Program
-6.07 -4.37 31.53 1.70
34 Melissinos Trading
Eupatrid Program
-9.99 37.11 31.25 0.34
35 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.49 18.68 30.53 0.46
36 Tlaloc Capital LLC
Grains Program
-1.13 6.21 26.61 1.09
37 Typhon Capital Management, LLC
Plutus Grain Strategy
7.26 9.89 26.07 0.80
38 3D
Bull Program (Client)
-1.63 5.97 25.81 0.54
39 Crabel Capital Management
Crabel Multi-Product
-1.00 10.57 25.46 0.67
40 LJM Partners
LJM Preservation & Growth Strategy
12.61 4.09 24.91 0.74
41 Kottke Associates
MV Program
5.39 22.71 24.87 0.53
42 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-5.39 20.91 23.30 1.52
43 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.92 5.91 23.26 0.31
44 Future Trade AG
Thales Swing Trading Programme
6.06 15.00 23.09 0.59
45 Stenger Capital Management, LLC
Diversified Trading Program
1.25 -1.36 22.10 0.77
46 Non Correlated Capital
Positive Theta Fund
-11.45 -14.82 20.84 1.17
47 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
4.16 14.62 20.40 0.60
48 R Best LLC
R Best Private Client Program
17.57 25.34 19.67 0.64
49 Millburn Corporation
Commodity Program
25.50 48.99 19.17 0.58
50 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.36 11.63 18.35 0.41
51 Candriam Investor Group
Alternative Return Systemat
2.77 18.05 18.23 0.50
52 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.20 4.63 17.87 0.71
53 Bluenose Capital Management, LLC
BNC EI
-2.46 -11.21 17.29 0.34
54 Alee Capital Management, LLC
Mistral Program
-8.86 33.14 16.39 0.67
55 M6 Capital Management LLC
Standard Program
5.96 -0.75 15.75 0.42
56 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
13.20 20.68 15.22 0.52
57 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.40 19.50 15.11 0.55
58 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
5.33 1.54 14.14 0.85
59 Purple Valley Capital, Inc.
Diversified Trend 1
-12.55 25.13 14.07 0.56
60 Trigon Investment Advisors, LLC
Discretionary Macro Program
3.61 22.29 12.26 0.39
61 Witter & Lester, Inc.
Redstone
-0.55 2.48 12.17 0.60
62 NickJen Capital Management & Consultants LLC
NRD-1
1.84 6.20 11.87 0.65
63 Four Seasons Commodities Corp
Lone Star Program
-1.85 6.06 11.62 0.77
64 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.37 -10.86 11.49 0.56
65 ALFAKRAFT
ALFA Commodity Fund
-5.14 4.08 10.59 0.37
66 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.25 11.86 9.49 0.29
67 Non Correlated Capital
Positive Theta Program
-11.25 -21.54 9.29 1.06
68 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.19 29.21 7.92 1.05
69 ROW Asset Managment
Row Currency Program
-4.23 14.89 7.37 0.13
70 Metolius Capital LLC
Metolius Diversified
-1.55 10.23 5.19 0.25
71 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
-23.92 -19.12 3.22 0.21
72 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-9.39 -9.52 2.36 0.43
73 Millburn Corporation
Multi-Markets Program
6.26 16.50 2.26 0.53
74 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
0.02 5.91 1.56 0.61
75 Principle Capital Management LLC
Principle Commodity Futures (Prop)
4.79 -16.52 1.39 0.10
76 Novus Investments, LLC
Novus Precious Commodities
0.45 -17.13 0.76 0.61
77 Typhon Capital Management, LLC
Chiron Currency Program
-5.36 -3.84 -1.22 0.33
78 Kottke Associates
Lark - Cattle Program
-14.23 1.30 -1.36 0.51
79 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.50 -1.70 -2.90 0.63
80 Conquest Capital Group
Conquest Select
-2.25 15.69 -4.02 0.28
81 C-View Limited
Emerging & Minor Currency Program
-5.54 -5.78 -4.13 0.01
82 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.16 1.30 -4.50 0.32
83 Seven Capital Management
Seven Absolute Return
-9.94 0.82 -4.72 0.05
84 Sona Trading Strategies LLC.
Diversified Program
-17.06 -0.98 -6.80 0.25
85 Estlander & Partners
Freedom
-0.41 8.36 -7.95 0.05
86 Kottke Associates
Stockton Fundamental Ag
-0.37 0.29 -10.43 0.88
87 C-View Limited
Currency Managed Account Program
-6.90 -7.12 -10.50 0.92
88 Eagle Trading Systems Inc.
Eagle Global Financials
-9.56 -24.69 -11.39 0.51
89 Rosetta Capital Management
Macro Program
4.83 -19.10 -12.36 0.43
90 Quantum Leap Capital Management
Managed Account Program
-25.13 -39.61 -14.36 0.36
91 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-10.32 5.12 -15.44 0.49
92 Paskewitz Asset Management LLC
Multi-strategy Futures Program
7.93 -15.36 -15.61 -0.16
93 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.63 -61.09 -25.92 0.01
94 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-8.98 -20.46 -31.47 -0.56
95 Robust Methods LLC
Macro Managed Account
-12.41 -28.36 -32.83 0.01
96 Conquest Capital Group
Conquest Macro
1.95 -1.40 -38.50 0.27
97 Estlander & Partners
Alpha Trend II - Class P
-4.74 23.66 -47.01 0.06
Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan