2013 IASG CTA Index Sharpe

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Global Sigma Group, LLC
Global Sigma Plus
15.87 60.37 5.97
2 Old Park Capital
Aegir
13.75 188.83 627.71 2.80
3 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
19.08 2.55
4 OptHedge Advisors LLC
Diversified Options & Futures Program
0.91 38.80 156.32 2.45
5 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
29.41 98.34 219.63 2.40
6 Cauldron Investments, LLC
Stock Index Plus
21.70 65.08 1.95
7 HPX Financial LLC
HPX Ag Program
2.96 1.92
8 Tlaloc Capital LLC
Grains Program
10.71 31.97 1.92
9 Esulep LLC MAX
Esulep LLC MAX
10.05 38.31 73.89 1.87
10 Diamond Capital Management
Enhanced S&P Program
26.40 70.07 1.78
11 Vergho Asset Management LLC
Kinematics
6.90 20.35 100.74 1.77
12 Sharp Mountain Advisors, LLC
Diversified Managed Futures
16.66 1.76
13 HPX Financial LLC
HPX Old School Program
2.94 111.49 479.52 1.73
14 Protec Energy Partners LLC
ET1
11.29 101.80 1.72
15 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
4.68 1.69
16 Non Correlated Capital
Positive Theta Fund
1.01 43.28 595.30 1.53
17 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
4.01 1.53
18 HiProb Trading Technology LLC
HiProb-I
8.96 71.61 254.15 1.51
19 Non Correlated Capital
Positive Theta Program
-3.13 34.94 408.13 1.47
20 Option Capital Advisory
OCA Premium
30.39 1.43
21 Quantmetrics Capital Management LLP
Premier 12V Strategy
-1.41 -0.84 0.69 1.43
22 White River Group
Stock Index Option Writing Strategy
16.48 53.35 111.37 1.39
23 Ion Asset Architecture
Ion Volium Fund
2.32 1.32
24 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
8.92 27.62 25.75 1.30
25 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
6.39 27.03 109.33 1.29
26 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
4.37 113.89 1.20
27 Warrington Asset Management
Warrington Strategic Program
0.54 27.51 41.24 1.20
28 Bluenose Capital Management, LLC
BNC BI
-6.73 29.07 88.13 1.16
29 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
38.30 183.33 1.13
30 W.G. Wealth Guardian Ltd.
SAFI2 Program
-5.00 11.46 15.91 1.13
31 Serac, LLC
Diversified Reversal Program
24.21 1.12
32 Arcanum Asset Management
Equity Index Option Program (Prop)
30.44 133.35 322.93 1.12
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.40 -10.29 2.03 1.12
34 Four Seasons Commodities Corp
Hawkeye Spread Program
10.40 25.22 49.38 1.10
35 Capricorn Strategies Limited
Capricorn fxST (Lev1)
4.79 3.43 33.59 1.10
36 FRP CAPITAL LLC
FRP125+
23.51 77.28 1.09
37 Zoi Capital, LLC
Telio Program (Client)
-3.06 61.19 1.09
38 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
-1.69 25.47 1.08
39 C-View Limited
Currency Managed Account Program
-1.35 -4.94 -3.90 1.07
40 ITB Capital Advisors LLC
ITB Time Value Trading Program
14.97 90.59 221.28 1.06
41 ALFAKRAFT
ALFA Rubicon Fund
12.59 1.05
42 Stenger Capital Management, LLC
Diversified Trading Program
-1.12 22.40 1.04
43 QMS Capital Management LP
QMS Diversified Global Macro Strategy
22.90 39.64 1.04
44 Kottke Associates
Stockton Fundamental Ag
3.39 -7.67 175.57 1.03
45 Revolution Capital Management
Alpha Program
11.53 23.03 41.12 1.02
46 IKOS
The IKOS Hedge Fund
7.25 3.90 29.94 1.00
47 Global AG LLC
Global Ag LLC
7.31 43.44 238.79 1.00
48 Dendrich Ltd
QEP
-0.68 62.20 292.45 1.00
49 ALFAKRAFT
ALFA Edge Fund
0.83 0.99
50 Systematic Alpha Management
Systematic Alpha Futures Program
9.09 6.27 12.26 0.98
51 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
9.40 0.97
52 FORT LP
Fort Global Contrarian
1.62 34.48 85.21 0.97
53 Quantmetrics Capital Management LLP
Directional 10V Strategy
13.14 46.50 42.04 0.97
54 Typhon Capital Management, LLC
Plutus Grain Strategy
5.40 20.73 58.96 0.95
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.96 0.85 -2.76 0.95
56 LJM Partners
LJM Moderately Aggressive Strategy
-4.73 31.38 108.27 0.94
57 Tanyard Creek Capital
Livestock Program
4.06 25.21 50.88 0.94
58 Quantitative Investment Management
Quantitative Global Program
-0.43 9.40 17.61 0.94
59 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.65 -0.58 0.85 0.94
60 Romanesco Capital Management B.V
Persistence Program
3.33 27.27 52.03 0.93
61 Revolution Capital Management
Alpha Fund
13.06 8.21 23.27 0.91
62 Covenant Capital Management
Aggressive Program
-3.54 0.85 59.08 0.91
63 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.61 -8.54 -6.77 0.90
64 Deep Field Capital AG
SINGULARITY Fund
4.69 0.90
65 Mondiale Asset Management
Mondiale Trading Program
9.63 18.18 22.66 0.89
66 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
5.85 19.25 34.08 0.89
67 QQFund.com
QQFund.com Alpha Beta Program
91.24 88.43 262.77 0.89
68 KMJ Investments
KMJ Investments
-1.00 14.56 6.96 0.87
69 Altus Trading, LLC
Managed Forex Program A
6.73 0.87
70 Rosetta Capital Management
Rosetta Trading Program
-2.99 19.03 44.34 0.87
71 Four Seasons Commodities Corp
Lone Star Program
3.22 8.64 25.02 0.87
72 Bocken Trading LLC
Discretionary Trading Program
15.34 0.86
73 Quantis Asset Management
Ulysses Futures
0.96 28.79 0.85
74 LJM Partners
LJM Preservation & Growth Strategy
-8.43 9.89 35.79 0.83
75 FORT LP
Fort Global Diversified
-4.67 42.90 91.23 0.83
76 Quantica Capital AG
Quantica Managed Futures
10.46 15.08 26.46 0.83
77 Crabel Capital Management
WPD Crabel Futures Program
1.84 50.94 67.36 0.82
78 White River Group
Diversified Option Writing Strategy
-18.87 14.22 126.54 0.82
79 Schindler Capital Management, LLC
Dairy Advantage Program
1.17 91.97 88.39 0.81
80 Millburn Ridgefield Corporation
Diversified Program
-6.02 -16.86 -13.61 0.81
81 TKC Investment Services
MAP
112.43 187.76 0.80
82 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-6.11 7.57 3.51 0.79
83 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.47 74.27 0.79
84 Emil van Essen
Spread Trading Program
-6.60 10.60 58.70 0.78
85 Strategic Ag Trading
SAT HEARTLAND
1.86 26.70 51.18 0.78
86 Di Tomasso Group Inc.
Equilibrium Program
-11.64 -39.57 12.98 0.78
87 Bluenose Capital Management, LLC
BNC EI
-5.79 24.45 41.72 0.78
88 TMS Capital Limited
Arktos Global Currency Program II
-1.76 7.93 24.52 0.77
89 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.11 -8.68 -6.36 0.76
90 Diamond Peak Capital LLC
Northstar (2x) program
16.44 19.76 50.03 0.75
91 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
13.43 0.75
92 Futures Truth Company, FTC-CTA
MS4
-2.41 -10.40 7.09 0.75
93 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
-0.30 16.98 44.04 0.75
94 Futures Truth Company, FTC-CTA
200K Options Strategy
1.09 25.31 0.74
95 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
7.24 -0.35 -0.21 0.73
96 Rhicon Currency Management
Rhicon Strategic Program
-1.10 9.27 4.62 0.73
97 Mobius Asset Management
Energy Weighted Program
-3.71 -8.94 4.28 0.73
98 Novus Investments, LLC
Novus Precious Commodities
-11.88 7.14 270.35 0.72
99 Covenant Capital Management
Original Program
0.55 5.47 50.74 0.72
100 Global Bayesian Dynamics, LLC
BOND&FX Client Composite
-12.22 0.58 0.71
101 Eckhardt Trading Company
Evolution Strategies 1.2X
0.90 -14.65 0.18 0.71
102 Alee Capital Management, LLC
Mistral Program
16.42 1.78 41.35 0.71
103 3D
Bull Program (Client)
2.92 22.18 0.71
104 Eckhardt Trading Company
Evolution Strategies
0.85 -11.67 1.75 0.71
105 C-View Limited
Emerging & Minor Currency Program
0.64 2.40 13.27 0.70
106 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
7.54 32.76 0.70
107 Estlander & Partners
Alpha Trend
1.33 -18.73 -6.62 0.70
108 LJM Partners
LJM Aggressive Strategy
-4.84 31.63 172.90 0.70
109 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-3.22 22.41 0.69
110 Crabel Capital Management
Crabel Multi-Product
2.11 15.87 26.46 0.69
111 Insignia Managed Capital
Epoch3
16.46 53.67 0.69
112 ROW Asset Managment
Row Diversified Fund, L.P.
2.49 0.69
113 Emil van Essen
EvE Systematic Global Opportunities
11.72 17.70 36.25 0.68
114 Tactical Investment Management
Tactical Institutional Commodity Program
-15.74 -38.64 24.44 0.68
115 Heyden & Steindl GmbH
TOMAC2
6.67 -9.12 -15.47 0.68
116 3D
S&P Program (Client)
0.38 45.33 0.68
117 ITB Capital Management, LLC
ITB Premium Fund I, LTD
6.33 34.92 72.40 0.68
118 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.43 6.90 24.23 0.68
119 Briarwood Capital Management, Inc.
Diversified 2XL
-2.55 11.79 51.40 0.67
120 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
27.49 0.67
121 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-7.24 39.11 0.65
122 Witter & Lester, Inc.
Redstone
2.06 11.70 17.16 0.65
123 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.21 25.33 -12.39 0.64
124 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.43 -7.85 -7.87 0.64
125 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-11.45 70.65 0.64
126 Quantis Asset Management
Intraday Futures
5.92 37.25 0.63
127 Insignia Managed Capital
Medallion
8.48 33.34 0.63
128 Clarke Capital Management
Global Basic
-1.34 42.16 -16.82 0.63
129 Red Oak Commodity Advisors
Investment Program
6.51 1.24 48.23 0.63
130 Alee Capital Management, LLC
Poniente Program
23.80 18.39 36.01 0.62
131 Red Rock Capital, LLC
Systematic Global Macro
0.22 -6.48 3.12 0.62
132 Chesapeake Capital
Diversified (LV)
25.38 -1.11 10.05 0.62
133 Abraham Trading Company
Diversified Program
0.38 -10.07 -7.80 0.61
134 Keck Capital Management LLC
The Keck Program
10.63 30.04 53.64 0.61
135 ALFAKRAFT
ALFA Commodity Fund
3.67 10.17 0.61
136 Dominion Capital
Sapphire Program
19.21 29.83 23.03 0.61
137 Mark J. Walsh Company
Standard Program
-10.68 -19.29 -9.62 0.61
138 Superfund Group
Superfund Blue SPC Class A (Gold)
-22.85 -17.05 51.97 0.60
139 Clarke Capital Management
Global Magnum
-4.63 53.36 13.33 0.60
140 Clarke Capital Management
Worldwide
-9.49 -16.11 5.69 0.60
141 Pacific Capital Advisors
Vanguard Program
-0.52 -5.36 6.34 0.60
142 Pinstripe Trading, LLC
Standard
7.42 24.76 0.60
143 Saxon Investment Corporation
Aggressive Diversified Program
-2.13 -0.61 31.80 0.60
144 Range Wise
Investment Program
-3.23 0.04 2.17 0.60
145 Saxon Investment Corporation
Diversified Program
-1.26 -0.27 16.96 0.60
146 MERIT Alternative Investments GmbH
Futures Portfolio
1.67 -0.49 4.95 0.60
147 ISAM
ISAM Systematic Trend Fund
-10.67 -28.29 -5.92 0.59
148 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
2.18 -5.27 -3.39 0.59
149 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
10.07 6.38 9.50 0.59
150 Ancile Capital Management
Global Markets Program
1.48 3.29 8.26 0.58
151 Blackwater Capital Management
Global Program
-1.63 -12.82 10.04 0.58
152 Kottke Associates
Lark - Cattle Program
-6.55 -9.01 29.88 0.58
153 Soaring Pelican, LLC
Diversified S&P Program
-8.32 27.96 0.58
154 Amplitude Capital International Limited
Dynamic Strategy
8.48 2.20 5.62 0.58
155 NuWave Investment Management, LLC
NuWave Investment Partners LP
-9.20 -18.27 -25.26 0.58
156 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
1.06 6.15 9.71 0.57
157 Drury Capital
Diversified Trend-Following Program
9.60 -12.37 -3.83 0.56
158 Rabar Market Research
Diversified Program
-0.79 -15.90 11.97 0.56
159 Dreiss Research Corporation
Diversified Program
18.27 -26.78 -12.33 0.56
160 EMC Capital Advisors, LLC
Classic
-7.33 -12.17 -19.75 0.56
161 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.29 -7.77 -5.89 0.56
162 NuWave Investment Management, LLC
Combined Futures Portfolio
-8.86 -18.68 -25.89 0.55
163 Hawksbill Capital Management
Global Diversified
-19.75 -37.38 -16.39 0.55
164 Future Trade AG
Thales Swing Trading Programme
-14.44 -13.45 -2.48 0.55
165 Ansbacher Investment Management
Market Neutral Put Skew Program
16.28 33.88 85.06 0.55
166 Demeter Capital Management
Livestock & Grain Trading Program
8.14 13.46 0.54
167 Opus Futures LLC
Advance Ag Futures Trading Program
50.45 0.54
168 QCM
Global Diversified Programme
-12.17 -33.02 -31.44 0.54
169 Witter & Lester, Inc.
Stock Index Futures Trading Program
13.53 12.61 30.81 0.54
170 Quantum Leap Capital Management
Managed Account Program
-23.87 7.95 -7.77 0.54
171 Auctos Capital Management
Auctos Global Diversified
0.18 -1.11 23.41 0.54
172 Beryl Investment Group LLC
Nominal Discretionary System
-6.99 -2.55 22.89 0.54
173 RAM Management Group
RAM MRTP 1X-Conservative
-12.87 -2.17 12.68 0.53
174 ReSolve Asset Management Inc.
Resolve Acorn Diversified Program
8.60 3.35 12.08 0.53
175 M6 Capital Management LLC
Standard Program
1.75 18.67 33.18 0.53
176 Eclipse Capital Management
Global Monetary
10.69 3.69 0.53 0.53
177 Kinkopf Capital Management
KCM S&P (Proprietary)
-17.20 23.39 94.07 0.53
178 Hyman Beck and Company
Global Portfolio
7.54 -22.41 -12.81 0.53
179 Sunrise Capital Partners
Sunrise Expanded Diversified Program
9.33 -12.04 -14.88 0.53
180 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
34.16 16.12 50.94 0.52
181 Wavefront Global Asset Management
IMFC Global Investment Program
10.03 -6.51 3.33 0.52
182 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-10.64 -4.41 33.75 0.52
183 Angle Capital Management LLC
AIP Program
13.70 23.19 0.52
184 Haar Capital Management
Discretionary Commodity Trading Program
-1.74 5.72 8.48 0.52
185 Clarke Capital Management
Jupiter
2.02 -4.64 2.66 0.52
186 Mulvaney Capital Management
The Mulvaney Global Markets Fund
43.11 -10.16 14.06 0.51
187 Quantis Asset Management
PFM Systematic
7.76 9.16 0.51
188 QCAM Currency Asset Management AG
QCAM v-Pro
0.11 5.20 11.80 0.51
189 Rotella Capital Management
Rotella Orion (Short-Term) Program
6.38 13.85 24.84 0.51
190 Kelly Angle Inc.
Genesis Program
12.16 13.78 5.26 0.51
191 Rosetta Capital Management
Macro Program
-23.62 -17.26 81.98 0.51
192 Superfund Group
Superfund Green Q-AG
6.50 -19.45 -31.28 0.50
193 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.79 -0.02 0.09 0.50
194 Rhicon Currency Management
Rhicon Systematic Currency Program
1.74 -11.88 2.32 0.50
195 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.54 -13.82 8.44 0.50
196 Wraith Capital LLP
Wraith Dynamic Futures Fund
3.60 25.23 0.50
197 IKOS
IKOS FX Fund
-9.36 -16.94 23.85 0.49
198 Molinero Capital Management LLP
Global Markets Program
3.55 -8.45 -6.90 0.48
199 Clarke Capital Management
Millennium
-22.94 -7.30 -31.64 0.48
200 RAM Management Group
MRTP Aggressive
-34.94 -10.35 29.54 0.48
201 Somers Brothers Capital
Diversified Futures Program #1
-0.87 -21.99 -19.03 0.48
202 Neural Capital Ltd
Sentinel Trading Program
14.26 23.60 32.71 0.48
203 Wimmer Horizon LLP
Managed Account
-7.42 -24.58 -19.48 0.47
204 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.54 -14.49 -9.61 0.47
205 Revolution Capital Management
Mosaic Program
41.44 -27.44 -33.67 0.46
206 GT CAPITAL CTA
GT CAPITAL CTA
1.63 17.94 0.46
207 Purple Valley Capital, Inc.
Diversified Trend 1
-24.21 -32.68 19.01 0.46
208 Alder Capital DAC
Alder Global 20
17.63 9.83 33.21 0.46
209 Estlander & Partners
Global XL
-10.46 -15.78 1.91 0.45
210 White Indian Trading Co.
STAIRS - Futures Program (Client)
-14.80 30.76 60.50 0.44
211 Endeavour Capital LLP
Endeavour Pembroke
-3.18 -4.89 16.58 0.44
212 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-44.89 -48.08 70.32 0.44
213 Superfund Group
Superfund Green Master
20.92 -29.89 -53.97 0.44
214 Millburn Ridgefield Corporation
Multi-Markets Program
-6.64 -18.05 -13.70 0.44
215 Superfund Group
Superfund Blue SPC Class A (EUR)
12.95 4.05 15.97 0.43
216 DUNN Capital Management
D'Best Futures Fund, L.P.
37.63 0.80 13.17 0.43
217 City Fund Management
BH
14.75 3.47 0.43
218 John Locke Investments
Cyril Systematic Program
-1.34 -14.70 -14.43 0.42
219 Mobius Asset Management
Custom Trading Program
-6.33 -29.70 -22.30 0.42
220 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
15.52 1.46 2.58 0.42
221 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-26.43 -26.24 70.83 0.41
222 Paramount Capital Management LLC
Commodity Trading Program
-13.38 71.56 138.97 0.41
223 Claughton Capital
Institutional Program
3.41 15.99 5.07 0.40
224 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
6.77 32.05 75.96 0.40
225 Welton Investment Partners
Welton Global
-5.73 -25.89 -16.91 0.39
226 Gables Capital Management, Inc.
GCM Global FX
29.40 5.05 24.44 0.38
227 GIC Trading LLC
Global Diversified Trading Program
-16.49 -32.35 -23.62 0.38
228 Gladius Asset Management
Fulham Program
-7.27 -7.73 -6.71 0.38
229 Clarke Capital Management
FX Plus
4.78 3.38 -0.94 0.37
230 Superfund Group
Superfund Green GCT USD
12.50 -34.03 -53.55 0.37
231 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.33 -5.42 -7.75 0.36
232 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.95 -30.70 -32.37 0.36
233 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
5.51 -3.87 -0.12 0.36
234 Parizek Capital
Futures Trading Program
-22.60 -30.04 -19.36 0.35
235 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.71 -1.54 -15.40 0.34
236 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.76 7.89 0.34
237 Superfund Group
Superfund Green Gold A (SPC)
-24.09 -37.55 -29.55 0.33
238 White Indian Trading Co.
STAIRS (Client)
-17.36 7.81 0.33
239 Kottke Associates
MV Program
8.33 10.23 0.32
240 Estlander & Partners
Global Markets
-5.12 -7.26 2.60 0.31
241 Ion Asset Architecture
Ion Fund Program
-3.00 -13.13 -6.95 0.31
242 HB Capital Management Inc.
Diversified Program
-0.19 -2.24 8.17 0.31
243 Ion Asset Architecture (Fund Program)
Ion Fund
-3.00 -13.13 -6.95 0.31
244 Crescent Bay Capital Management
Premium Stock Index Program
-18.95 -4.73 7.10 0.31
245 Superfund Group
Superfund Green Gold B (SPC)
-20.71 -43.56 -46.23 0.31
246 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-1.79 2.20 0.30
247 Superfund Group
Superfund Green Gold C (SPC)
-17.21 -50.29 -60.79 0.28
248 Conquest Capital Group
Conquest Macro
-6.63 -41.76 -47.53 0.28
249 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.14 13.89 12.57 0.28
250 Millburn Ridgefield Corporation
Commodity Program
-7.39 -25.92 -26.70 0.28
251 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.82 2.20 0.27
252 Southwest Managed Investments, LLC
Global Diversified
-16.50 -18.01 -9.68 0.26
253 Manning & Napier
MN Xenon Global Fixed Income Program
-0.90 0.14 -3.86 0.26
254 Conquest Capital Group
Conquest Select
2.30 -15.13 -22.03 0.25
255 Seven Capital Management
Seven Absolute Return
4.85 -0.91 0.25
256 Trigon Investment Advisors, LLC
Discretionary Macro Program
7.25 -1.54 5.72 0.25
257 White Indian Trading Co.
SCS Program (Client)
-6.02 0.24
258 Jaguar Investments Ltd
Vario Capital Strategy
-1.41 7.48 -8.03 0.24
259 Robust Methods LLC
Macro Managed Account
-14.23 -19.57 -23.92 0.24
260 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
2.44 1.21 0.24
261 Sequoia Hill Capital Management
SHCM British Pound AP
-11.54 0.24
262 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-14.69 -17.24 -17.24 0.23
263 Superfund Group
Superfund Green Gold L.P. Series A-1
-23.87 -31.05 0.22
264 Rho Asset Management
Rho Altius 1XL Program
-8.25 -9.24 -9.79 0.22
265 Superfund Group
Superfund Green L.P. Series B
14.24 -26.09 -49.61 0.22
266 Altradis Capital AG
AlphAlgo
-7.94 -25.55 -22.97 0.20
267 Xplor Capital Management, LLC
Global CTA Program
-5.57 -3.02 -4.00 0.20
268 Mobius Asset Management
Diversified Program
-7.82 -8.54 0.36 0.19
269 Wavefront Global Asset Management
IMFC Global Concentrated
3.66 -9.98 0.18
270 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
-0.77 0.18
271 Superfund Group
Superfund Green Gold L.P. Series B-1
-17.77 -31.44 0.16
272 Global Bayesian Dynamics, LLC
Multi-Strategy Client Composite
-10.20 -4.62 0.16
273 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
12.03 0.16
274 Superfund Group
Superfund Green L.P. Series A
7.51 -21.86 -37.28 0.15
275 M.S. Capital Management
Global Diversified Program
1.12 -30.18 -5.98 0.15
276 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-9.43 0.15
277 Robinson-Langley Capital Management, LLC
Managed Account Program
9.91 -36.34 -35.52 0.14
278 Rabar Market Research
Short-Term Program
2.81 -13.14 0.13
279 Melissinos Trading
Eupatrid Program
10.29 5.57 0.13
280 Auspice Capital Advisors Ltd
Auspice Diversified Program
-5.04 -14.61 -8.96 0.12
281 John Locke Investments
JL Commodity Long Flat Program
-6.52 -16.08 2.69 0.11
282 Metolius Capital LLC
Metolius Diversified
0.07 -4.50 0.11
283 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.87 3.16 0.10
284 Strategic Ag Trading
Chatham
6.86 -24.53 -21.31 0.10
285 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-9.96 -11.87 -24.98 0.10
286 IKOS
IKOS Futures Fund
-9.64 -12.98 0.10
287 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
-5.86 -9.75 0.07
288 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-12.68 -6.27 0.05
289 White Indian Trading Co.
SCS Interest Rate Program (Client)
-10.46 0.04
290 Amplitude Capital International Limited
Klassik Strategy
-7.05 3.25 0.02
291 Qbasis Invest
Futures Fund A
-32.62 -55.74 -58.95 -0.03
292 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-11.08 -11.35 -0.06
293 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-7.71 -15.42 1.54 -0.06
294 Estlander & Partners
Alpha Trend II - Class P
-1.17 -57.65 -41.07 -0.07
295 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-3.48 -3.88 -0.07
296 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.95 -0.40 -0.08
297 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.52 -4.03 -0.09
298 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-0.30 0.37 -0.09
299 ROW Asset Managment
Row Currency Program
2.12 -4.56 -0.10
300 Revolution Capital Management
Mosaic Institutional Program
16.20 -7.88 -0.13
301 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-6.43 -19.68 -24.71 -0.13
302 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-16.14 -33.80 -0.16
303 Estlander & Partners
Freedom
-3.13 -17.71 -0.17
304 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-13.66 -15.20 -6.44 -0.17
305 Quantica Capital AG
Quantica Diversified FX
-10.60 -22.30 -10.63 -0.17
306 Tyche Capital Advisors LLC
TCA Energy Spreads
-18.56 -28.15 -13.93 -0.17
307 Vantage Capital Management
VCM Growth Program
5.44 -12.00 -0.18
308 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-3.71 -17.04 -0.25
309 Bifrost Quest Capital LLC
IndexQuest (Client)
-7.16 -0.29
310 IDS Capital
IDS F&F Systematic Trading
1.03 -23.01 -0.33
311 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.16 -0.63
312 Adamah Capital LLC
Asset Allocator Program
-7.42 -0.67
313 IStar Capital B.V.
IStar Systematic Fund
-2.88 -0.71
314 Qbasis Invest
Futures Fund B
-33.69 -57.17 -0.73
315 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-2.99 -0.80
316 Blake Capital Management, Inc.
SRD Energies
-0.12 -1.58
317 Blake Capital Management, Inc.
SRD Short Equities
-1.73 -4.49 -1.86
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