2015 IASG CTA Index Sharpe

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Tianyou Asset Management, LLC
Tianyou Fund LP
28.03 157.94 2.62
2 Jaguar Investments Ltd
Aegir Capital Strategy
8.34 32.35 238.90 2.48
3 Intex Capital
Covered Options Program
13.02 43.83 2.03
4 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
5.47 35.73 1.84
5 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-7.00 36.42 109.07 1.76
6 Ring Capital Management LLC
S&P E-Mini Select
23.03 79.86 1.73
7 OptHedge Advisors LLC
Diversified Options & Futures Program
-6.07 -4.37 31.53 1.70
8 Cauldron Investments, LLC
Stock Index Plus
3.09 43.42 94.54 1.56
9 HPX Financial LLC
HPX Old School Program
-4.07 16.42 139.18 1.53
10 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-5.39 20.91 23.30 1.52
11 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
17.66 36.69 1.44
12 Jaguar Investments Ltd
Ultro Capital Strategy
2.51 27.22 1.38
13 QTS Capital Management, LLC
FX Managed Account
25.04 132.47 514.09 1.31
14 Non Correlated Capital
Positive Theta Fund
-11.45 -14.82 20.84 1.17
15 Warrington Asset Management
Warrington Strategic Program
3.53 5.58 33.90 1.14
16 Tlaloc Capital LLC
Grains Program
-1.13 6.21 26.61 1.09
17 Wharton Capital Management
Wharton AG Futures Program
10.21 60.09 1.08
18 Non Correlated Capital
Positive Theta Program
-11.25 -21.54 9.29 1.06
19 Protec Energy Partners LLC
ET1
-2.46 0.28 81.83 1.05
20 Aquantum
Aquantum Commodity Spread Program (ACS)
4.04 1.05
21 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.19 29.21 7.92 1.05
22 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
17.65 1.01
23 Turning Wheel Capital, Inc.
Pure Alpha
-0.09 12.86 0.99
24 Hehmeyer Capital Management, LLC
HOGO
17.65 0.98
25 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.61 6.55 0.97
26 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.29 10.87 127.21 0.96
27 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
7.45 33.72 0.95
28 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
43.36 46.58 61.12 0.94
29 Deep Field Capital AG
SINGULARITY Fund
30.81 35.30 0.93
30 Bluenose Capital Management, LLC
BNC BI
3.91 4.11 44.06 0.93
31 FORT LP
Fort Global Contrarian
-1.34 12.65 49.08 0.92
32 C-View Limited
Currency Managed Account Program
-6.90 -7.12 -10.50 0.92
33 Certeza Asset Management
4x Macro Vega
3.34 6.93 0.91
34 LJM Partners
LJM Moderately Aggressive Strategy
20.72 18.44 62.46 0.90
35 ROW Asset Managment
Row Diversified Fund, L.P.
-2.36 27.19 0.88
36 Kottke Associates
Stockton Fundamental Ag
-0.37 0.29 -10.43 0.88
37 Mesirow Financial Investment Management, Inc.
Emerging Markets Alpha Programme
7.91 25.65 47.43 0.88
38 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
26.27 0.88
39 dormouse Limited
dormouse - Managed Account
30.28 27.66 0.88
40 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.64 47.77 67.90 0.86
41 Witter & Lester, Inc.
Diversified Trading Program
3.19 0.85
42 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
5.33 1.54 14.14 0.85
43 EMC Capital Advisors, LLC
EMC Alpha Program
-1.47 0.84
44 Soaring Pelican, LLC
Diversified S&P Program
13.45 21.97 73.55 0.84
45 FORT LP
Fort Global Diversified
-3.20 9.83 64.63 0.81
46 Typhon Capital Management, LLC
Plutus Grain Strategy
7.26 9.89 26.07 0.80
47 Schindler Capital Management, LLC
Dairy Advantage Program
-3.45 45.53 176.15 0.78
48 Four Seasons Commodities Corp
Lone Star Program
-1.85 6.06 11.62 0.77
49 Stenger Capital Management, LLC
Diversified Trading Program
1.25 -1.36 22.10 0.77
50 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
4.41 35.35 0.76
51 Three Rock Capital Management
Global Macro Program
14.00 30.83 43.00 0.75
52 LJM Partners
LJM Preservation & Growth Strategy
12.61 4.09 24.91 0.74
53 County Cork LLC
RLA I
-1.18 35.65 75.54 0.74
54 ISAM
ISAM Systematic Trend Fund
15.12 66.55 33.69 0.73
55 Golden Point Capital Management, LLC
Global Systematic
7.36 130.03 0.71
56 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.20 4.63 17.87 0.71
57 Global Advisory Partners Zurich LLC
International Algo Trading
-18.85 -20.53 161.46 0.71
58 Sandpiper Asset Management
Sandpiper Global Macro Program
10.67 83.13 0.71
59 Zoi Capital, LLC
Telio Program (Client)
-10.60 -9.24 50.91 0.70
60 Pinstripe Trading, LLC
Standard
17.15 28.48 50.62 0.69
61 ITB Capital Advisors LLC
ITB Time Value Trading Program
-17.42 -1.70 62.95 0.68
62 Alee Capital Management, LLC
Mistral Program
-8.86 33.14 16.39 0.67
63 Crabel Capital Management
Crabel Multi-Product
-1.00 10.57 25.46 0.67
64 NickJen Capital Management & Consultants LLC
NRD-1
1.84 6.20 11.87 0.65
65 R Best LLC
R Best Private Client Program
17.57 25.34 19.67 0.64
66 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.50 -1.70 -2.90 0.63
67 Dreiss Research Corporation
Diversified Program
5.23 131.35 43.23 0.62
68 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
0.02 5.91 1.56 0.61
69 Novus Investments, LLC
Novus Precious Commodities
0.45 -17.13 0.76 0.61
70 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
4.16 14.62 20.40 0.60
71 Witter & Lester, Inc.
Redstone
-0.55 2.48 12.17 0.60
72 Alee Capital Management, LLC
Poniente Program
-11.69 41.22 35.05 0.59
73 Future Trade AG
Thales Swing Trading Programme
6.06 15.00 23.09 0.59
74 Millburn Corporation
Commodity Program
25.50 48.99 19.17 0.58
75 Bocken Trading LLC
Discretionary Trading Program
-14.68 16.05 0.57
76 Demeter Capital Management
Livestock & Grain Trading Program
-1.92 29.64 36.01 0.56
77 Purple Valley Capital, Inc.
Diversified Trend 1
-12.55 25.13 14.07 0.56
78 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.37 -10.86 11.49 0.56
79 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
15.50 0.55
80 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
14.70 0.65 51.26 0.55
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.40 19.50 15.11 0.55
82 3D
Bull Program (Client)
-1.63 5.97 25.81 0.54
83 3D
S&P Program (Client)
-7.97 3.86 50.37 0.53
84 Kottke Associates
MV Program
5.39 22.71 24.87 0.53
85 Millburn Corporation
Multi-Markets Program
6.26 16.50 2.26 0.53
86 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
13.20 20.68 15.22 0.52
87 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.75 8.93 0.51
88 Eagle Trading Systems Inc.
Eagle Global Financials
-9.56 -24.69 -11.39 0.51
89 Kottke Associates
Lark - Cattle Program
-14.23 1.30 -1.36 0.51
90 Candriam Investor Group
Alternative Return Systemat
2.77 18.05 18.23 0.50
91 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
3.32 1.41 0.49
92 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-10.32 5.12 -15.44 0.49
93 Angle Capital Management LLC
AIP Program
-5.49 34.59 45.83 0.49
94 3D
Intraday Program (Client)
10.44 16.04 0.48
95 Typhon Capital Management, LLC
Metis Momentum Macro Program
-5.89 0.47
96 Cambridge Capital Management UK LLP
CCM Program
4.98 16.39 0.47
97 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.49 18.68 30.53 0.46
98 Vision Capital Management
Global Futures
-5.34 28.38 0.46
99 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.21 83.77 0.45
100 The Tidal Group
M2 SP500 Emini Futures Program
8.38 19.32 0.44
101 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-9.39 -9.52 2.36 0.43
102 Rosetta Capital Management
Macro Program
4.83 -19.10 -12.36 0.43
103 M6 Capital Management LLC
Standard Program
5.96 -0.75 15.75 0.42
104 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.36 11.63 18.35 0.41
105 Trigon Investment Advisors, LLC
Discretionary Macro Program
3.61 22.29 12.26 0.39
106 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-31.80 -23.53 56.66 0.39
107 ALFAKRAFT
ALFA Commodity Fund
-5.14 4.08 10.59 0.37
108 Quantum Leap Capital Management
Managed Account Program
-25.13 -39.61 -14.36 0.36
109 Bluenose Capital Management, LLC
BNC EI
-2.46 -11.21 17.29 0.34
110 Melissinos Trading
Eupatrid Program
-9.99 37.11 31.25 0.34
111 Emil van Essen
Long-Short Commodity Program
3.19 0.34
112 Typhon Capital Management, LLC
Chiron Currency Program
-5.36 -3.84 -1.22 0.33
113 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-7.72 14.68 0.32
114 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.52 38.84 32.77 0.32
115 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.16 1.30 -4.50 0.32
116 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.92 5.91 23.26 0.31
117 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.25 11.86 9.49 0.29
118 Conquest Capital Group
Conquest Select
-2.25 15.69 -4.02 0.28
119 Conquest Capital Group
Conquest Macro
1.95 -1.40 -38.50 0.27
120 Metolius Capital LLC
Metolius Diversified
-1.55 10.23 5.19 0.25
121 Pacific Capital Advisors
Agilis Program
-0.41 13.74 0.25
122 Sona Trading Strategies LLC.
Diversified Program
-17.06 -0.98 -6.80 0.25
123 Mesirow Financial Investment Management, Inc.
Apollo Absolute Return Strategy
-23.92 -19.12 3.22 0.21
124 Vivienne Investissement
OUESSANT UCITS FUND
-4.73 3.85 0.15
125 ROW Asset Managment
Row Currency Program
-4.23 14.89 7.37 0.13
126 ALFAKRAFT
ALFA Edge Fund
-6.20 -10.57 0.12
127 Principle Capital Management LLC
Principle Commodity Futures (Prop)
4.79 -16.52 1.39 0.10
128 Paradox Capital Management
Sentiment Program (1X)
5.53 3.97 0.08
129 Ritenour Investment Group, LLC
RIG_ES_Client
-24.82 0.08
130 Whitmore Capital Management LLC
Whitmore Capital LP
-0.34 -32.05 0.08
131 Estlander & Partners
Alpha Trend II - Class P
-4.74 23.66 -47.01 0.06
132 Seven Capital Management
Seven Absolute Return
-9.94 0.82 -4.72 0.05
133 Estlander & Partners
Freedom
-0.41 8.36 -7.95 0.05
134 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.63 -61.09 -25.92 0.01
135 C-View Limited
Emerging & Minor Currency Program
-5.54 -5.78 -4.13 0.01
136 Robust Methods LLC
Macro Managed Account
-12.41 -28.36 -32.83 0.01
137 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-27.69 -11.92 0.00
138 Quality Capital Management
Alpha Financials Program
-12.30 -4.76 -0.01
139 Mehnert Capital Management, LLC
DTP (Client)
-6.73 5.13 -0.03
140 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
5.57 -0.04
141 Garraway Capital Management LLP
Garraway Financial Trends
-6.30 4.60 -0.04
142 Urban Tree Capital, LLC
UTC Plus (Client)
-4.84 -0.07
143 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-9.90 -0.07
144 Greenwave Capital Management
Greenwave Flagship Plus
2.34 -0.11
145 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.14 23.61 -0.12
146 Paskewitz Asset Management LLC
Multi-strategy Futures Program
7.93 -15.36 -15.61 -0.16
147 Superfund Group
Superfund Red USD SICAV
-4.83 -0.30
148 Superfund Group
Superfund Red EUR SICAV
-8.63 -0.32
149 JKI-Futures, LLC
ETIRON Large 2x (Client)
-34.79 -16.88 -0.34
150 Aquantum
Aquantum Global Systematic Program (AGS)
-11.58 -0.42
151 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-7.13 -0.50
152 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-8.98 -20.46 -31.47 -0.56
153 Adamah Capital LLC
Asset Allocator Program
-17.00 -24.02 -0.86
154 Blake Capital Management, Inc.
SRD Currencies
-0.34 -1.32
155 Abraham Investment Management
Formula 72 H
-22.12 -39.09 -1.59
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