2011 IASG CTA Index Sharpe

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 ROW Asset Managment
Row Diversified Fund, L.P.
37.23
2 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
9.48
3 Global Sigma Group, LLC
Global Sigma Plus
20.21 5.95
4 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
5.88
5 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
4.08
6 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
3.47
7 HPX Financial LLC
HPX Ag Program
3.44
8 Old Park Capital
Aegir
44.11 263.07 3.19
9 OptHedge Advisors LLC
Diversified Options & Futures Program
21.06 123.55 3.16
10 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
28.52 107.11 3.02
11 Protec Energy Partners LLC
ET1
63.05 2.78
12 Option Capital Advisory
OCA Premium
2.63
13 Vergho Asset Management LLC
Kinematics
15.13 92.04 2.58
14 Bluenose Capital Management, LLC
BNC BI
22.48 78.53 2.46
15 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
2.45
16 Tlaloc Capital LLC
Grains Program
12.43 2.32
17 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
70.27 2.23
18 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.18
19 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
6.15 2.02
20 ALFAKRAFT
ALFA Rubicon Fund
2.00
21 HPX Financial LLC
HPX Old School Program
69.96 365.72 4,888.10 2.00
22 Sequoia Hill Capital Management
SHCM British Pound AP
1.92
23 Serac, LLC
Diversified Reversal Program
1.87
24 HiProb Trading Technology LLC
HiProb-I
48.84 207.16 1.79
25 Esulep LLC MAX
Esulep LLC MAX
15.71 45.47 1.78
26 Quantmetrics Capital Management LLP
Premier 12V Strategy
4.25 5.85 76.74 1.75
27 Non Correlated Capital
Positive Theta Fund
11.48 440.99 1.73
28 Non Correlated Capital
Positive Theta Program
11.36 319.34 1.67
29 Wraith Capital LLP
Wraith Dynamic Futures Fund
25.73 1.66
30 Global Bayesian Dynamics, LLC
BOND&FX Client Composite
10.31 1.65
31 Stenger Capital Management, LLC
Diversified Trading Program
19.76 1.60
32 White River Group
Diversified Option Writing Strategy
12.26 122.66 1.59
33 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
10.59 8.97 95.82 1.54
34 Soaring Pelican, LLC
Diversified S&P Program
30.34 1.54
35 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
15.04 89.57 1.53
36 Global Vista Advisors, LLC
Global Vista Options ("GVO")
61.18 1.50
37 3D
S&P Program (Client)
43.54 1.47
38 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
13.83 1.45
39 Cauldron Investments, LLC
Stock Index Plus
8.57 1.43
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-10.72 1.55 123.82 1.33
41 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.32
42 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
14.23 1.31
43 W.G. Wealth Guardian Ltd.
SAFI2 Program
10.08 14.49 51.80 1.30
44 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
114.76 1.27
45 Zoi Capital, LLC
Telio Program (Client)
25.31 1.27
46 3D
Bull Program (Client)
18.71 1.27
47 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
26.67 1.25
48 TMS Capital Limited
Arktos Global Currency Program II
13.51 30.96 1.24
49 Warrington Asset Management
Warrington Strategic Program
12.52 24.64 18.37 1.22
50 C-View Limited
Currency Managed Account Program
-2.52 -1.45 6.87 1.20
51 Kottke Associates
Stockton Fundamental Ag
-11.42 164.39 331.13 1.19
52 Bluenose Capital Management, LLC
BNC EI
14.63 30.54 1.18
53 Four Seasons Commodities Corp
Hawkeye Spread Program
5.62 26.00 53.24 1.18
54 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
57.80 1.17
55 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.40 0.01 7.57 1.16
56 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-1.59 27.11 33.37 1.16
57 Tanyard Creek Capital
Livestock Program
14.87 38.42 1.15
58 Superfund Group
Superfund Blue SPC Class A (Gold)
10.64 102.70 1.14
59 LJM Partners
LJM Preservation & Growth Strategy
8.22 33.73 68.81 1.14
60 C-View Limited
Emerging & Minor Currency Program
1.51 12.27 1.13
61 Quantitative Investment Management
Quantitative Global Program
4.99 12.87 64.50 1.11
62 Typhon Capital Management, LLC
Plutus Grain Strategy
12.46 48.07 1.11
63 FORT LP
Fort Global Contrarian
28.70 77.24 86.48 1.11
64 IKOS
The IKOS Hedge Fund
1.42 26.83 45.89 1.10
65 Emil van Essen
Spread Trading Program
33.99 92.27 368.53 1.09
66 Futures Truth Company, FTC-CTA
MS4
-6.07 12.28 1.08
67 Global AG LLC
Global Ag LLC
-1.16 133.47 1.08
68 Covenant Capital Management
Aggressive Program
-1.66 55.12 105.96 1.08
69 IKOS
IKOS FX Fund
-0.98 47.65 1.07
70 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
8.48 1.05
71 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
9.78 35.17 1.04
72 IKOS
IKOS Futures Fund
4.11 1.04
73 White River Group
Stock Index Option Writing Strategy
5.91 45.97 1.03
74 Di Tomasso Group Inc.
Equilibrium Program
-11.72 65.04 134.73 1.02
75 Diamond Capital Management
Enhanced S&P Program
8.37 1.01
76 Mobius Asset Management
Energy Weighted Program
-3.16 10.90 45.74 1.01
77 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.77 -7.21 11.51 1.01
78 Dendrich Ltd
QEP
-7.20 124.54 220.54 0.99
79 Four Seasons Commodities Corp
Lone Star Program
3.07 18.61 39.65 0.99
80 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
36.43 0.99
81 Transtrend B.V.
DTP – Enhanced Risk (USD)
-8.65 -6.88 47.44 0.98
82 Rosetta Capital Management
Macro Program
6.67 134.60 0.98
83 Romanesco Capital Management B.V
Persistence Program
4.48 24.80 61.83 0.98
84 Quantica Capital AG
Quantica Managed Futures
8.99 19.78 50.83 0.97
85 LJM Partners
LJM Moderately Aggressive Strategy
2.67 62.75 70.78 0.96
86 Pacific Capital Advisors
Vanguard Program
-2.35 9.72 0.95
87 Schindler Capital Management, LLC
Dairy Advantage Program
95.32 91.69 2,070.97 0.95
88 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
8.01 3.93 91.52 0.94
89 Revolution Capital Management
Alpha Fund
-3.81 9.59 124.55 0.94
90 Rosetta Capital Management
Rosetta Trading Program
5.67 28.14 54.31 0.93
91 Arcanum Asset Management
Equity Index Option Program (Prop)
26.34 128.99 183.01 0.93
92 Systematic Alpha Management
Systematic Alpha Futures Program
-11.72 -6.74 15.53 0.92
93 Quantis Asset Management
Intraday Futures
31.28 0.92
94 Angle Capital Management LLC
AIP Program
23.39 0.91
95 KMJ Investments
KMJ Investments
1.53 -5.20 16.43 0.90
96 Quantis Asset Management
Ulysses Futures
12.09 0.90
97 FORT LP
Fort Global Diversified
39.93 87.26 128.28 0.89
98 Novus Investments, LLC
Novus Precious Commodities
10.33 281.38 465.83 0.88
99 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-9.11 -6.80 47.68 0.87
100 Ancile Capital Management
Global Markets Program
12.40 17.81 58.89 0.87
101 Millburn Ridgefield Corporation
Diversified Program
-6.39 -2.73 35.75 0.86
102 Blackwater Capital Management
Global Program
1.02 27.50 145.12 0.85
103 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.71 0.85
104 GT CAPITAL CTA
GT CAPITAL CTA
24.62 0.84
105 Kottke Associates
Lark - Cattle Program
-5.97 34.21 0.84
106 Mondiale Asset Management
Mondiale Trading Program
-0.65 3.12 -2.00 0.84
107 ALFAKRAFT
ALFA Commodity Fund
-0.24 0.84
108 Rhicon Currency Management
Rhicon Strategic Program
3.43 -0.98 26.19 0.83
109 Revolution Capital Management
Alpha Program
-5.26 8.67 0.83
110 Strategic Ag Trading
SAT HEARTLAND
11.33 32.84 0.83
111 ISAM
ISAM Systematic Trend Fund
-2.74 27.61 151.49 0.83
112 Quantmetrics Capital Management LLP
Directional 10V Strategy
11.09 7.71 60.61 0.82
113 NuWave Investment Management, LLC
NuWave Investment Partners LP
7.38 -1.81 49.62 0.82
114 Wimmer Horizon LLP
Managed Account
0.44 7.23 100.98 0.81
115 Beryl Investment Group LLC
Nominal Discretionary System
0.28 26.46 0.80
116 NuWave Investment Management, LLC
Combined Futures Portfolio
6.76 -2.70 47.53 0.80
117 Red Rock Capital, LLC
Systematic Global Macro
1.13 11.51 81.30 0.79
118 Covenant Capital Management
Original Program
2.70 46.79 76.63 0.79
119 ITB Capital Advisors LLC
ITB Time Value Trading Program
6.80 80.05 0.79
120 Metolius Capital LLC
Metolius Diversified
0.40 0.79
121 Estlander & Partners
Alpha Trend
-12.31 0.76 51.73 0.78
122 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-5.83 -5.69 14.24 0.78
123 Future Trade AG
Thales Swing Trading Programme
-2.34 10.04 0.77
124 Auctos Capital Management
Auctos Global Diversified
1.79 27.03 0.77
125 Transtrend B.V.
DTP – Standard Risk (EUR)
-6.57 -6.58 24.57 0.76
126 Tactical Investment Management
Tactical Institutional Commodity Program
-27.91 46.22 131.68 0.76
127 Purple Valley Capital, Inc.
Diversified Trend 1
-11.66 56.17 0.75
128 Alee Capital Management, LLC
Mistral Program
-5.28 31.56 164.52 0.75
129 Demeter Capital Management
Livestock & Grain Trading Program
6.11 0.75
130 Eckhardt Trading Company
Evolution Strategies 1.2X
-18.37 -4.19 53.14 0.75
131 Eckhardt Trading Company
Evolution Strategies
-15.64 -2.83 47.47 0.74
132 Crabel Capital Management
WPD Crabel Futures Program
13.26 25.57 0.74
133 Endeavour Capital LLP
Endeavour Pembroke
0.13 22.74 0.74
134 City Fund Management
BH
1.40 0.74
135 Sharp Mountain Advisors, LLC
Diversified Managed Futures
0.73
136 Quantum Leap Capital Management
Managed Account Program
20.73 3.14 178.18 0.73
137 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
4.09 7.58 38.26 0.73
138 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.60 1.71 38.06 0.73
139 Wavefront Global Asset Management
IMFC Global Investment Program
-2.19 8.11 0.72
140 QCAM Currency Asset Management AG
QCAM v-Pro
2.25 8.67 0.72
141 Briarwood Capital Management, Inc.
Diversified Trading Program
-2.87 12.88 28.25 0.71
142 Millburn Ridgefield Corporation
Multi-Markets Program
-4.18 0.92 49.65 0.71
143 Seven Capital Management
Seven Absolute Return
1.15 0.70
144 Briarwood Capital Management, Inc.
Diversified 2XL
-6.99 25.97 64.74 0.70
145 Insignia Managed Capital
Medallion
14.12 0.70
146 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
0.00 0.00 32.84 0.70
147 Heyden & Steindl GmbH
TOMAC2
-27.10 -32.19 33.57 0.70
148 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
16.63 63.19 122.19 0.70
149 Superfund Group
Superfund Green Gold L.P. Series A-1
-4.57 0.69
150 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
3.09 15.92 21.91 0.69
151 Crabel Capital Management
Crabel Multi-Product
-1.45 7.56 41.59 0.69
152 Keck Capital Management LLC
The Keck Program
20.69 42.59 147.09 0.69
153 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
18.06 0.69
154 LJM Partners
LJM Aggressive Strategy
-5.10 96.75 22.93 0.69
155 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-8.75 -6.89 41.48 0.68
156 MERIT Alternative Investments GmbH
Futures Portfolio
1.10 6.64 31.54 0.68
157 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
7.72 0.68
158 Molinero Capital Management LLP
Global Markets Program
-7.89 -6.34 24.81 0.67
159 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.10 -23.04 -3.64 0.67
160 Clarke Capital Management
Jupiter
-6.39 0.77 133.01 0.66
161 Dreiss Research Corporation
Diversified Program
-3.78 15.20 180.43 0.65
162 Range Wise
Investment Program
0.01 2.14 21.53 0.65
163 Ion Asset Architecture
Ion Fund Program
-7.89 -1.35 0.65
164 HB Capital Management Inc.
Diversified Program
1.23 12.01 0.65
165 Abraham Trading Company
Diversified Program
-5.10 -2.71 52.64 0.65
166 Mark J. Walsh Company
Standard Program
-4.92 6.47 90.70 0.65
167 Ion Asset Architecture (Fund Program)
Ion Fund
-7.89 -1.35 0.65
168 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.77 -0.39 73.15 0.65
169 Red Oak Commodity Advisors
Investment Program
-6.55 36.83 73.13 0.64
170 Chesapeake Capital
Diversified (LV)
-6.31 4.26 23.03 0.64
171 Clarke Capital Management
Worldwide
-25.82 -6.56 118.87 0.64
172 Saxon Investment Corporation
Aggressive Diversified Program
6.28 40.93 166.13 0.64
173 QCM
Global Diversified Programme
-20.96 -19.09 51.61 0.64
174 TKC Investment Services
MAP
-8.56 0.64
175 Revolution Capital Management
Mosaic Program
-19.94 -26.81 154.84 0.64
176 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.33 0.64
177 Clarke Capital Management
Global Basic
12.00 -34.46 59.44 0.64
178 Somers Brothers Capital
Diversified Futures Program #1
-10.47 -7.08 48.12 0.63
179 Haar Capital Management
Discretionary Commodity Trading Program
4.70 7.43 27.03 0.63
180 Saxon Investment Corporation
Diversified Program
3.63 21.53 80.72 0.63
181 Amplitude Capital International Limited
Dynamic Strategy
-7.02 -3.91 61.24 0.63
182 Witter & Lester, Inc.
Redstone
3.61 8.68 8.75 0.63
183 Welton Investment Partners
Welton Global
-14.44 -4.07 33.44 0.62
184 Rabar Market Research
Diversified Program
-9.10 21.03 64.76 0.61
185 RAM Management Group
RAM MRTP 1X-Conservative
3.29 18.96 70.82 0.61
186 Hawksbill Capital Management
Global Diversified
-9.63 20.67 184.92 0.61
187 QQFund.com
QQFund.com Alpha Beta Program
-10.18 72.92 0.61
188 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
-14.01 -12.30 33.82 0.61
189 Alee Capital Management, LLC
Poniente Program
-4.75 9.42 190.95 0.61
190 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
0.60
191 Drury Capital
Diversified Trend-Following Program
-16.16 -7.99 69.78 0.60
192 Hyman Beck and Company
Global Portfolio
-10.26 0.85 42.22 0.60
193 Emil van Essen
EvE Systematic Global Opportunities
-0.77 14.87 0.60
194 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.87 33.21 87.94 0.60
195 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-4.70 -1.91 -15.25 0.59
196 Millburn Ridgefield Corporation
Commodity Program
-5.64 -6.64 39.54 0.59
197 FRP CAPITAL LLC
FRP125+
9.10 0.59
198 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
-5.91 2.03 48.48 0.59
199 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.00 -2.25 31.94 0.58
200 Mulvaney Capital Management
The Mulvaney Global Markets Fund
-5.26 20.28 93.08 0.58
201 Neural Capital Ltd
Sentinel Trading Program
14.65 23.10 49.13 0.58
202 EMC Capital Advisors, LLC
Classic
-10.74 -18.45 39.92 0.58
203 Robust Methods LLC
Macro Managed Account
-2.37 -7.64 17.91 0.58
204 Rhicon Currency Management
Rhicon Systematic Currency Program
-13.12 0.88 34.45 0.58
205 Kelly Angle Inc.
Genesis Program
20.46 11.45 138.18 0.58
206 Clarke Capital Management
Millennium
4.62 -22.85 73.23 0.57
207 Rabar Market Research
Short-Term Program
-1.39 0.57
208 Clarke Capital Management
Global Magnum
4.87 -22.50 42.05 0.57
209 M6 Capital Management LLC
Standard Program
7.84 21.03 26.07 0.56
210 RAM Management Group
MRTP Aggressive
7.45 55.26 321.75 0.56
211 Gladius Asset Management
Fulham Program
-3.88 -2.82 0.56
212 White Indian Trading Co.
STAIRS - Futures Program (Client)
18.91 45.95 0.56
213 Superfund Group
Superfund Green Q-AG
-17.32 -29.47 -6.20 0.56
214 Altradis Capital AG
AlphAlgo
-2.41 0.96 0.56
215 Mobius Asset Management
Custom Trading Program
-20.11 -11.69 27.44 0.56
216 Superfund Group
Superfund Green Gold A (SPC)
-11.88 -0.60 56.83 0.55
217 Wavefront Global Asset Management
IMFC Global Concentrated
-3.15 0.55
218 Manning & Napier
MN Xenon Managed Futures (2x) Program
8.59 -6.70 51.14 0.55
219 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.54
220 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.37 38.27 125.32 0.54
221 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.72 11.84 26.62 0.53
222 Manning & Napier
MN Xenon Global Fixed Income Program
7.12 2.84 18.10 0.53
223 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.05 8.49 25.94 0.53
224 Kinkopf Capital Management
KCM S&P (Proprietary)
-4.44 50.30 36.35 0.52
225 Conquest Capital Group
Conquest Macro
-6.09 -15.39 48.91 0.52
226 Pinstripe Trading, LLC
Standard
5.80 0.52
227 John Locke Investments
Cyril Systematic Program
-9.06 -8.78 33.37 0.52
228 Eclipse Capital Management
Global Monetary
-12.65 -15.31 18.69 0.52
229 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-17.17 171.70 32.21 0.51
230 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.18 0.51
231 Diamond Peak Capital LLC
Northstar (2x) program
-8.39 14.77 0.50
232 Estlander & Partners
Global XL
-7.38 12.08 35.44 0.50
233 GIC Trading LLC
Global Diversified Trading Program
-17.98 -7.40 82.83 0.50
234 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.77 -9.99 62.04 0.49
235 Parizek Capital
Futures Trading Program
-6.66 7.59 178.68 0.49
236 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-2.98 23.97 29.70 0.49
237 Tyche Capital Advisors LLC
TCA Energy Spreads
-8.12 10.06 0.49
238 Melissinos Trading
Eupatrid Program
9.60 0.48
239 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-8.87 111.06 54.54 0.48
240 Superfund Group
Superfund Green Master
-29.79 -53.91 -22.96 0.48
241 Superfund Group
Superfund Green Gold B (SPC)
-19.29 -23.11 28.70 0.48
242 Insignia Managed Capital
Epoch3
7.32 0.47
243 White Indian Trading Co.
STAIRS (Client)
1.35 0.47
244 Alder Capital DAC
Alder Global 20
-2.46 18.30 28.84 0.47
245 DUNN Capital Management
D'Best Futures Fund, L.P.
1.90 14.40 148.69 0.46
246 Crescent Bay Capital Management
Premium Stock Index Program
0.19 12.64 9.18 0.46
247 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.89 8.24 36.55 0.45
248 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.45 0.45
249 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
12.66 0.44
250 Ansbacher Investment Management
Market Neutral Put Skew Program
-18.70 12.37 -29.17 0.44
251 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
1.77 0.44
252 Robinson-Langley Capital Management, LLC
Managed Account Program
-18.66 -17.61 45.67 0.43
253 Dominion Capital
Sapphire Program
-1.15 -6.33 18.47 0.43
254 Superfund Group
Superfund Green GCT USD
-27.89 -49.23 -31.16 0.43
255 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-9.59 -8.60 25.95 0.43
256 Futures Truth Company, FTC-CTA
200K Options Strategy
-7.80 0.42
257 Superfund Group
Superfund Green Gold C (SPC)
-27.36 -42.71 -1.68 0.42
258 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
10.97 9.68 0.41
259 Rho Asset Management
Rho Altius 1XL Program
-0.28 -0.90 0.41
260 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.39 0.41
261 Clarke Capital Management
FX Plus
-5.13 -9.10 51.68 0.40
262 Trigon Investment Advisors, LLC
Foreign Exchange Program
-8.56 -10.82 7.22 0.40
263 Estlander & Partners
Global Markets
-3.35 6.93 18.46 0.39
264 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-0.96 -15.69 -9.86 0.37
265 John Locke Investments
JL Commodity Long Flat Program
-6.71 14.14 0.37
266 Conquest Capital Group
Conquest Select
-9.68 -17.02 36.01 0.37
267 Southwest Managed Investments, LLC
Global Diversified
-11.61 -2.64 64.11 0.36
268 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.41 5.11 46.86 0.36
269 Claughton Capital
Institutional Program
-1.60 -10.87 15.19 0.35
270 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-9.83 -6.31 4.88 0.35
271 Mobius Asset Management
Diversified Program
-0.02 9.71 37.30 0.34
272 Qbasis Invest
Futures Fund A
-21.21 -26.92 0.34
273 Paramount Capital Management LLC
Commodity Trading Program
6.48 48.31 0.31
274 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.28 0.31
275 Jaguar Investments Ltd
Vario Capital Strategy
6.74 -8.66 -4.03 0.30
276 Xplor Capital Management, LLC
Global CTA Program
1.16 0.15 0.02 0.27
277 Deep Field Capital AG
SINGULARITY Fund
0.27
278 Superfund Group
Superfund Green L.P. Series B
-21.70 -46.61 -23.78 0.26
279 M.S. Capital Management
Global Diversified Program
-17.03 11.72 7.79 0.24
280 Quantis Asset Management
PFM Systematic
-7.05 0.24
281 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-10.30 7.68 0.24
282 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-3.75 28.26 17.75 0.22
283 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-4.36 0.21
284 Superfund Group
Superfund Green L.P. Series A
-15.75 -32.38 -12.91 0.20
285 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
0.20
286 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.38 0.18
287 Quantica Capital AG
Quantica Diversified FX
-8.89 4.79 0.17
288 Strategic Ag Trading
Chatham
-20.12 -16.71 7.55 0.15
289 Estlander & Partners
Freedom
-10.61 0.10
290 Trigon Investment Advisors, LLC
Discretionary Macro Program
-9.25 -2.55 0.09
291 Estlander & Partners
Alpha Trend II - Class P
-40.20 -16.80 0.06
292 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-23.86 0.05
293 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.39 -12.25 0.02
294 Altus Trading, LLC
Managed Forex Program A
0.02
295 White Indian Trading Co.
SCS Program (Client)
0.00
296 IDS Capital
IDS F&F Systematic Trading
-11.07 -0.02
297 Revolution Capital Management
Mosaic Institutional Program
-6.90 -0.16
298 Gables Capital Management, Inc.
GCM Global FX
-17.76 -2.58 -0.16
299 Bocken Trading LLC
Discretionary Trading Program
-0.18
300 Amplitude Capital International Limited
Klassik Strategy
-5.34 -0.19
301 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-15.36 -6.62 -0.25
302 Qbasis Invest
Futures Fund B
-22.25 -0.40
303 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-8.04 -0.41
304 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.42
305 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-20.25 -0.45
306 Vantage Capital Management
VCM Growth Program
-19.19 -0.63
307 Adamah Capital LLC
Asset Allocator Program
-0.83
308 Opus Futures LLC
Advance Ag Futures Trading Program
-0.92
309 Kottke Associates
MV Program
-6.85 -1.14
310 ROW Asset Managment
Row Currency Program
-15.75 -1.26
311 Blake Capital Management, Inc.
SRD Short Equities
-2.23 -2.09
312 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.31
313 Ion Asset Architecture
Ion Volium Fund
-2.85
314 IStar Capital B.V.
IStar Systematic Fund
-3.31
315 Blake Capital Management, Inc.
SRD Energies
-5.17
316 Bifrost Quest Capital LLC
IndexQuest (Client)
-5.91
Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan