IASG CTA Index For December 2014

Monthly Rankings

Rank CTA/Program Dec 2014 Min Inv Inception
309 Whitmore Capital Management LLC
Whitmore Capital LP
-34.02 250k 6/1/2012
308 Insignia Managed Capital
Medallion
-14.42 50k 2/1/2009
307 Revolution Capital Management
Mosaic Program
-10.37 10,000k 10/1/2006
306 White Indian Trading Co.
STAIRS (Client)
-9.08 250k 5/1/2009
305 Kinkopf Capital Management
KCM S&P (Proprietary)
-8.60 100k 1/1/1999
304 Emil van Essen
Spread Trading Program
-8.54 5,000k 12/1/2006
303 White River Group
Diversified Option Writing Strategy
-8.19 20k 11/1/2008
302 White Indian Trading Co.
STAIRS - Futures Program (Client)
-8.05 250k 10/1/2008
301 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-6.25 100k 7/1/2011
300 Zoi Capital, LLC
Telio Program (Client)
-6.17 200k 4/1/2010
299 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.10 2,000k 7/1/1992
298 QQFund.com
Investment Program 1
-6.01 300k 9/1/2008
297 Mobius Asset Management
Custom Trading Program
-5.90 100k 1/1/2002
296 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-5.62 25k 1/1/2011
295 ITB Capital Advisors LLC
ITB Time Value Trading Program
-5.61 5,000k 1/1/2009
294 RAM Management Group
MRTP Aggressive
-5.58 1,000k 2/1/1998
293 GT CAPITAL CTA
GT CAPITAL CTA
-5.39 150k 6/1/2009
292 Paramount Capital Management LLC
Commodity Trading Program
-5.36 100k 7/1/2008
291 Non Correlated Capital
Positive Theta Program
-4.85 250k 10/1/2007
290 HB Capital Management Inc.
Diversified Program
-4.25 50k 3/1/2008
289 Double Helix Capital Management
Double Helix
-4.21 50k 1/1/2012
288 White Indian Trading Co.
SCS Interest Rate Program (Client)
-4.18 250k 8/1/2011
287 Revolution Capital Management
Mosaic Institutional Program
-4.17 25,000k 9/1/2009
286 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-4.10 3,000k 10/1/1992
285 Neural Capital Ltd
Sentinel Trading Program
-4.00 2,000k 1/1/2006
284 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-3.95 250k 10/1/2011
283 Crabel Capital Management
WPD Crabel Futures Program
-3.95 1,000k 7/1/2008
282 Quantitative Investment Management
Quantitative Global Program
-3.90 20,000k 10/1/2003
281 Soaring Pelican, LLC
Diversified S&P Program
-3.66 100k 1/1/2011
280 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-3.51 100k 10/1/2011
279 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.33 500k 11/1/2011
278 Ansbacher Investment Management
Market Neutral Put Skew Program
-3.27 250k 1/1/1996
277 Non Correlated Capital
Positive Theta Fund
-3.25 50k 10/1/2007
276 White River Group
Stock Index Option Writing Strategy
-3.14 10k 11/1/2008
275 Conquest Capital Group
Conquest Macro
-3.11 250k 5/1/1999
274 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.07 50k 10/1/2011
273 Vivienne Investissement
OUESSANT UCITS FUND
-3.03 100k 5/1/2012
272 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-2.99 6/1/2012
271 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.87 10,000k 8/1/2009
270 Demeter Capital Management
Livestock & Grain Trading Program
-2.78 50k 3/1/2010
269 Bluenose Capital Management, LLC
BNC EI
-2.61 15k 7/1/2010
268 Millburn Corporation
Commodity Program
-2.38 25,000k 3/1/2005
267 Huygens Capital LLC
Navigator
-2.26 1,000k 2/1/2012
266 Superfund Group
Superfund Green GCT USD
-2.22 15k 1/1/2000
265 Superfund Group
Superfund Green Master
-2.18 2,000k 5/1/2001
264 Dominion Capital
Sapphire Program
-2.15 3,000k 5/1/2005
263 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.13 1,000k 3/1/2003
262 City Fund Management
BH
-2.12 500k 1/1/2010
261 Superfund Group
Superfund Green Gold C (SPC)
-2.09 100k 10/1/2005
260 Di Tomasso Group Inc.
Equilibrium Program
-2.03 5,000k 1/1/2002
259 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
-1.97 5,000k 1/1/2005
258 Superfund Group
Superfund Green L.P. Series B
-1.92 5k 10/1/2002
257 Drury Capital
Diversified Trend-Following Program
-1.87 5,000k 5/1/1997
256 RAM Management Group
RAM MRTP 1X-Conservative
-1.81 1,000k 9/1/1993
255 Pacific Capital Advisors
Vanguard Program
-1.77 100k 4/1/2007
254 Haar Capital Management
Discretionary Commodity Trading Program
-1.76 250k 12/1/2005
253 Mobius Asset Management
Energy Weighted Program
-1.75 250k 1/1/2005
252 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.73 5,000k 8/1/2000
251 Superfund Group
Superfund Green Q-AG
-1.71 2k 3/1/1996
250 C-View Limited
Emerging & Minor Currency Program
-1.61 5,000k 4/1/2008
249 Superfund Group
Superfund Green Gold B (SPC)
-1.52 50k 10/1/2005
248 Claughton Capital
Auto-Reactive Positioning
-1.46 1,000k 10/1/2005
247 County Cork LLC
RLA I
-1.45 500k 1/1/2009
246 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.43 250k 3/1/2010
245 Mehnert Capital Management, LLC
DTP (Client)
-1.41 1,000k 3/1/2012
244 Estlander & Partners
Global XL
-1.34 5,000k 8/1/1991
243 Quantica Capital AG
Quantica Diversified FX
-1.30 5,000k 3/1/2007
242 Seven Capital Management
Seven Absolute Return
-1.22 100k 6/1/2009
241 Crescent Bay Capital Management
Premium Stock Index Program
-1.18 10k 10/1/2005
240 Millburn Corporation
Diversified Program
-1.12 20,000k 2/1/1977
239 Rosetta Capital Management
Rosetta Trading Program
-1.11 100k 4/1/2000
238 Superfund Group
Superfund Green L.P. Series A
-1.09 5k 10/1/2002
237 ALFAKRAFT
ALFA Edge Fund
-1.03 16k 12/1/2011
236 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.02 100k 8/1/2009
235 Alpha Z Advisors LLC
Managed Account Program
-1.00 250k 11/1/2014
234 Vergho Asset Management LLC
Kinematics
-0.97 1,000k 11/1/2008
233 Millburn Corporation
Multi-Markets Program
-0.97 25,000k 10/1/2004
232 Saxon Investment Corporation
Aggressive Diversified Program
-0.96 2,000k 11/1/1993
231 Revolution Capital Management
Alpha Program
-0.96 5,000k 6/1/2007
230 Superfund Group
Superfund Green Gold A (SPC)
-0.93 5k 10/1/2005
229 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
-0.93 1,000k 10/1/2006
228 Revolution Capital Management
Alpha Fund
-0.92 50k 1/1/2005
227 M6 Capital Management LLC
Standard Program
-0.90 300k 7/1/2005
226 TKC Investment Services
MAP
-0.90 100k 7/1/2010
225 Futures Truth Company, FTC-CTA
MS4
-0.85 250k 10/1/2007
224 Diamond Capital Management
Enhanced S&P Program
-0.80 100k 10/1/2009
223 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-0.76 25,000k 3/1/2010
222 HPX Financial LLC
HPX Ag Program
-0.69 100k 11/1/2011
221 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.69 50k 4/1/2005
220 Estlander & Partners
Global Markets
-0.66 10,000k 8/1/1999
219 LJM Partners
LJM Preservation & Growth Strategy
-0.63 250k 5/1/2006
218 John Locke Investments
JL Commodity Long Flat Program
-0.63 5,000k 12/1/2007
217 Mobius Asset Management
Diversified Program
-0.62 250k 3/1/2004
216 HPX Financial LLC
HPX Old School Program
-0.62 200k 6/1/2006
215 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
-0.60 500k 8/1/2010
214 TMS Capital Limited
Arktos Global Currency Program II
-0.59 100k 2/1/2008
213 Witter & Lester, Inc.
Redstone
-0.58 500k 9/1/1994
212 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-0.54 1,000k 3/1/1998
211 LJM Partners
LJM Aggressive Strategy
-0.50 500k 7/1/1998
210 Saxon Investment Corporation
Diversified Program
-0.47 3,000k 9/1/1988
209 Dendrich Ltd
QEP
-0.46 50k 12/1/2005
208 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-0.44 500k 12/1/2003
207 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
-0.40 5,000k 3/1/2009
206 Wharton Capital Management
Wharton AG Futures Program
-0.40 100k 9/1/2011
205 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.40 100k 10/1/2010
204 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.39 3,000k 7/1/2001
203 Tlaloc Capital LLC
Grains Program
-0.34 500k 4/1/2010
202 Typhon Capital Management, LLC
Chiron Currency Program
-0.33 250k 2/1/2008
201 Goldman Management, Inc
Stock Index Futures
-0.33 450k 1/1/2012
200 Blake Capital Management, Inc.
SRD Short Equities
-0.27 100k 1/1/2011
199 Cauldron Investments, LLC
Stock Index Plus
-0.27 1,000k 10/1/2009
198 Eclipse Capital Management
Global Monetary
-0.26 5,000k 8/1/1990
197 Option Capital Advisory
OCA Premium
-0.26 100k 5/1/2011
196 FORT LP
Fort Global Contrarian
-0.24 2,000k 10/1/2002
195 KMJ Investments
KMJ Investments
-0.21 1,000k 8/1/1994
194 IDS Capital
IDS F&F Systematic Trading
-0.19 50k 7/1/2013
193 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.16 250k 10/1/2008
192 Capricorn Strategies Limited
Capricorn fxST (Lev1)
-0.12 1,000k 1/1/1999
191 Kottke Associates
Stockton Fundamental Ag
-0.09 500k 1/1/2006
190 Greenwave Capital Management
Greenwave Flagship
-0.05 10,000k 6/1/2008
189 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
-0.02 10,000k 1/1/2001
188 Stenger Capital Management, LLC
Diversified Trading Program
-0.02 200k 4/1/2010
187 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
186 Ion Asset Architecture
Ion Fund Program
0.01 10,000k 11/1/2007
185 Ion Asset Architecture (Fund Program)
Ion Fund
0.01 100k 11/1/2007
184 Abraham Trading Company
Diversified Program
0.02 10,000k 1/1/1988
183 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.04 1,000k 1/1/2006
182 3D
Bull Program (Client)
0.04 10k 11/1/2010
181 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.07 100k 1/1/2005
180 Jaguar Investments Ltd
Vario Capital Strategy
0.10 1,000k 5/1/2016
179 LJM Partners
LJM Moderately Aggressive Strategy
0.11 500k 4/1/2003
178 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.13 10,000k 8/1/2009
177 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.14 400k 1/1/1988
176 Warrington Asset Management
Warrington Strategic Program
0.15 50k 1/1/1997
175 Kottke Associates
MV Program
0.15 1,000k 8/1/2010
174 Blake Capital Management, Inc.
SRD Energies
0.17 100k 8/1/2011
173 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.19 100k 2/1/2010
172 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.21 1,000k 1/1/2005
171 Ion Asset Architecture
Ion Volium Fund
0.21 0k 4/1/2011
170 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.23 100k 8/1/2011
169 FORT LP
Fort Global Diversified
0.24 2,000k 10/1/1993
168 Rabar Market Research
Diversified Program
0.25 2,000k 1/1/1989
167 Robust Methods LLC
Macro Managed Account
0.30 5,000k 1/1/2005
166 Four Seasons Commodities Corp
Hawkeye Spread Program
0.32 500k 3/1/2005
165 Clarke Capital Management
Worldwide
0.32 250k 1/1/1996
164 Endeavour Capital LLP
Endeavour Pembroke
0.37 2,000k 7/1/2007
163 Four Seasons Commodities Corp
Lone Star Program
0.40 300k 1/1/2005
162 NuWave Investment Management, LLC
NuWave Investment Partners LP
0.42 250k 6/1/2001
161 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
160 Romanesco Capital Management B.V
Persistence Program
0.43 5,000k 9/1/2005
159 NickJen Capital Management & Consultants LLC
NRD-1
0.46 1,000k 4/1/2008
158 Rabar Market Research
Short-Term Program
0.49 2,000k 11/1/2009
157 NuWave Investment Management, LLC
Combined Futures Portfolio
0.50 5,000k 6/1/2001
156 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.54 250k 10/1/2009
155 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.54 100k 1/1/2000
154 Heyden & Steindl GmbH
TOMAC2
0.57 5,000k 3/1/2003
153 Crabel Capital Management
Crabel Multi-Product
0.65 1,000k 3/1/1998
152 1OAK Capital Limited
ACORN Commodity
0.70 5,000k 5/1/2012
151 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.71 100k 10/1/2009
150 IStar Capital B.V.
IStar Systematic Fund
0.73 1,000k 9/1/2011
149 Novus Investments, LLC
Novus Precious Commodities
0.73 200k 1/1/2007
148 Quality Capital Management
Alpha Financials Program
0.74 10,000k 6/1/2012
147 AI1 CTA Euro Invest
AI1 CTA Euro Invest
0.76 125k 5/1/2010
146 Eagle Trading Systems Inc.
Eagle Global Financials
0.79 10,000k 1/1/1996
145 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.79 10,000k 4/1/2003
144 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.79 100k 3/1/2003
143 Amplitude Capital International Limited
Klassik Strategy
0.80 1,000k 9/1/2009
142 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.81 3,000k 5/1/2010
141 Emil van Essen
EvE Systematic Global Opportunities
0.82 1,000k 9/1/2007
140 Gladius Asset Management
Fulham Program
0.83 2,000k 1/1/2008
139 Rosetta Capital Management
Macro Program
0.84 50k 1/1/2009
138 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.87 10,000k 8/1/2007
137 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.93 100k 1/1/2012
136 Typhon Capital Management, LLC
Plutus Grain Strategy
0.96 250k 4/1/2008
135 3D
S&P Program (Client)
0.98 100k 11/1/2010
134 Jaguar Investments Ltd
Ultro Capital Strategy
1.09 1,000k 1/1/2012
133 Esulep LLC MAX
Esulep LLC MAX
1.09 500k 5/1/2008
132 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.09 1,000k 9/1/2009
131 Clarke Capital Management
FX Plus
1.11 1,000k 5/1/2004
130 Transtrend B.V.
DTP – Standard Risk (EUR)
1.15 10,000k 2/1/1999
129 Adamah Capital LLC
Asset Allocator Program
1.20 50k 3/1/2011
128 Turning Wheel Capital, Inc.
Pure Alpha
1.21 10,000k 1/1/2012
127 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.21 10,000k 8/1/1999
126 Robinson-Langley Capital Management, LLC
Managed Account Program
1.27 200k 1/1/2007
125 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
1.28 250k 2/1/2012
124 3D
Intraday Program (Client)
1.28 100k 2/1/2012
123 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.31 10,000k 8/1/2004
122 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.35 10,000k 1/1/1991
121 Red Oak Commodity Advisors
Investment Program
1.38 5,000k 12/1/1989
120 QCAM Currency Asset Management AG
QCAM v-Pro
1.44 1,000k 7/1/2007
119 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.44 10,000k 3/1/2006
118 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.44 10,000k 1/1/1995
117 Eckhardt Trading Company
Evolution Strategies
1.50 20,000k 8/1/1991
116 Ring Capital Management LLC
S&P E-Mini Select
1.52 100k 1/1/2012
115 Schindler Capital Management, LLC
Dairy Advantage Program
1.53 200k 8/1/2005
114 Red Rock Capital, LLC
Systematic Global Macro
1.60 500k 9/1/2003
113 Mondiale Asset Management
Mondiale Trading Program
1.67 0k 9/1/1997
112 Eckhardt Trading Company
Evolution Strategies 1.2X
1.67 10,000k 10/1/1991
111 Covenant Capital Management
Original Program
1.71 5,000k 9/1/1999
110 Quality Capital Management
Global Diversified Programme
1.74 10,000k 12/1/1995
109 Bocken Trading LLC
Discretionary Trading Program
1.74 100k 7/1/2011
108 Strategic Ag Trading
SAT HEARTLAND
1.76 100k 12/1/2008
107 Quantica Capital AG
Quantica Managed Futures
1.80 5,000k 1/1/2005
106 Manning & Napier
MN Xenon Global Fixed Income Program
1.84 2,000k 8/1/2004
105 Global Sigma Group, LLC
Global Sigma Plus
1.93 1,000k 11/1/2009
104 Acorn Global Investments Inc.
Acorn Diversified Program
1.93 10k 7/1/2005
103 ROW Asset Managment
Row Currency Program
1.97 1,000k 11/1/2010
102 Global AG LLC
Global Ag LLC
1.98 1,000k 12/1/2008
101 Beryl Investment Group LLC
Nominal Discretionary System
2.04 50k 7/1/2007
100 Bluenose Capital Management, LLC
BNC BI
2.07 30k 10/1/2008
99 C-View Limited
Currency Managed Account Program
2.08 5,000k 10/1/1996
98 Clarke Capital Management
Global Magnum
2.16 100k 8/1/1997
97 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.23 1k 10/1/2006
96 Covenant Capital Management
Aggressive Program
2.33 3,000k 2/1/2004
95 Rhicon Currency Management
Rhicon Strategic Program
2.34 500k 1/1/2004
94 ALFAKRAFT
ALFA Commodity Fund
2.38 16k 6/1/2010
93 Systematic Alpha Management
Systematic Alpha Futures Program
2.40 100k 6/1/2004
92 Auctos Capital Management
Auctos Global Diversified
2.49 3,000k 11/1/2007
91 Metolius Capital LLC
Metolius Diversified
2.52 100k 6/1/2010
90 Sunrise Capital Partners
Sunrise Expanded Diversified Program
2.58 1/1/1989
89 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
2.64 10,000k 5/1/2009
88 John Locke Investments
Cyril Systematic Program
2.73 8,000k 7/1/2000
87 Pinstripe Trading, LLC
Standard
2.80 125k 8/1/2009
86 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.84 50k 9/1/2009
85 Kottke Associates
Lark - Cattle Program
2.84 500k 2/1/2008
84 Amplitude Capital International Limited
Dynamic Strategy
2.84 6/1/2005
83 Estlander & Partners
Alpha Trend
2.88 30,000k 10/1/1991
82 Superfund Group
Superfund Blue SPC Class A (Gold)
2.90 50k 12/1/2007
81 Eagle Trading Systems Inc.
Eagle Quantitative Macro
2.95 10,000k 10/1/2006
80 ALFAKRAFT
ALFA Rubicon Fund
2.95 16k 8/1/2011
79 Estlander & Partners
Freedom
2.96 20,000k 8/1/2010
78 Sona Trading Strategies LLC.
Diversified Program
2.99 1,000k 9/1/2006
77 Melissinos Trading
Eupatrid Program
3.02 50k 1/1/2011
76 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
3.09 1,000k 7/1/2007
75 Wavefront Global Asset Management
IMFC Global Concentrated
3.11 500k 4/1/2009
74 Xplor Capital Management, LLC
Global CTA Program
3.13 1,500k 7/1/2004
73 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
3.13 10,000k 2/1/2006
72 Chesapeake Capital
Diversified (LV)
3.28 100k 2/1/1988
71 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.36 10,000k 2/1/2008
70 Candriam Investor Group
Alternative Return Systemat
3.40 125k 1/1/2007
69 Clarke Capital Management
Global Basic
3.42 50k 2/1/1996
68 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
3.46 10,000k 4/1/2004
67 ROW Asset Managment
Row Diversified Fund, L.P.
3.46 1,000k 11/1/2011
66 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
3.68 4,000k 11/1/2008
65 Ancile Capital Management
Global Markets Program
3.74 2,000k 4/1/2005
64 Wavefront Global Asset Management
IMFC Global Investment Program
3.82 2,000k 2/1/2007
63 Kelly Angle Inc.
Genesis Program
3.84 2,000k 4/1/2000
62 Bridgeton Fund Management, LLC
Bridgeton Tactical Advisors Fund
3.88 25k 4/1/1991
61 Welton Investment Partners
Welton Global
3.95 10,000k 6/1/2004
60 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
3.97 50,000k 4/1/1983
59 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
3.99 1,000k 5/1/2006
58 M.S. Capital Management
Global Diversified Program
4.06 2,000k 11/1/1998
57 Insignia Managed Capital
Epoch3
4.09 20k 7/1/2009
56 Alee Capital Management, LLC
Poniente Program
4.11 2,500k 1/1/1999
55 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.19 1,500k 4/1/2006
54 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.32 1k 6/1/2009
53 Opus Futures LLC
Advance Ag Futures Trading Program
4.37 100k 3/1/2011
52 Southwest Managed Investments, LLC
Global Diversified
4.45 200k 1/1/2002
51 Quantmetrics Capital Management LLP
Directional 10V Strategy
4.47 10,000k 1/1/2007
50 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
4.52 1,000k 5/1/2010
49 Beach Horizon LLP
Managed Account
4.53 5,000k 5/1/2005
48 Dreiss Research Corporation
Diversified Program
4.60 1,000k 5/1/1991
47 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
4.64 5,000k 12/1/2010
46 Camkay Capital Management LLC
Stock Indices Short-Term
4.74 100k 3/1/2012
45 MERIT Alternative Investments GmbH
Futures Portfolio
4.99 2,000k 6/1/1998
44 Molinero Capital Management LLP
Global Markets Program
5.06 2,000k 7/1/2005
43 Hawksbill Capital Management
Global Diversified
5.13 5,000k 11/1/1988
42 Clarke Capital Management
Jupiter
5.24 3,000k 5/1/2005
41 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.68 50k 7/1/2011
40 Somers Brothers Capital
Diversified Futures Program #1
5.72 100k 1/1/2005
39 White Indian Trading Co.
SCS Program (Client)
5.77 250k 2/1/2011
38 Parizek Capital
Futures Trading Program
5.81 500k 4/1/2000
37 IKOS
IKOS Futures Fund
5.82 1,000k 2/1/2010
36 Angle Capital Management LLC
AIP Program
5.86 100k 1/1/2010
35 Clarke Capital Management
Millennium
5.92 1,000k 1/1/1998
34 dormouse Limited
dormouse - Managed Account
5.95 10,000k 7/1/2011
33 Alee Capital Management, LLC
Mistral Program
5.96 2,500k 1/1/1999
32 Vantage Capital Management
VCM Growth Program
6.11 100k 1/1/2011
31 Alder Capital DAC
Alder Global 20
6.20 2,500k 2/1/2001
30 Manning & Napier
MN Xenon Managed Futures (2x) Program
6.28 5,000k 6/1/2006
29 Conquest Capital Group
Conquest Select
6.30 250k 6/1/2004
28 Protec Energy Partners LLC
ET1
6.56 500k 4/1/2010
27 DUNN Capital Management
D'Best Futures Fund, L.P.
6.58 100k 6/1/1994
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.76 250k 5/1/2011
25 Purple Valley Capital, Inc.
Diversified Trend 1
6.82 100k 8/1/2008
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.22 100k 11/1/1984
23 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
7.42 250k 1/1/2009
22 Deep Field Capital AG
SINGULARITY Fund
7.45 100k 9/1/2011
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.92 0k 11/1/1996
20 Vision Capital Management
Global Futures
7.93 500k 2/1/2012
19 GIC Trading LLC
Global Diversified Trading Program
7.93 500k 11/1/1998
18 Hyman Beck and Company
Global Portfolio
8.52 1,000k 3/1/1991
17 Mark J. Walsh Company
Standard Program
8.65 2,000k 9/1/1985
16 QMS Capital Management LP
QMS Diversified Global Macro Strategy
8.73 5,000k 6/1/2010
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.95 200k 11/1/1999
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.05 100k 5/1/1999
13 Estlander & Partners
Alpha Trend II - Class P
9.23 100k 12/1/2008
12 Tactical Investment Management
Tactical Institutional Commodity Program
9.92 10,000k 4/1/1993
11 Keck Capital Management LLC
The Keck Program
10.15 2,000k 12/1/2003
10 IKOS
IKOS FX Fund
10.68 1,000k 3/1/2008
9 QTS Capital Management, LLC
FX Managed Account
11.06 100k 1/1/2011
8 Qbasis Invest
Futures Fund B
11.36 100k 3/1/2009
7 ISAM
ISAM Systematic Trend Fund
11.55 1,000k 6/1/2001
6 Index Mechanics BV
Index Investments Program
11.82 1,000k 1/1/2016
5 Qbasis Invest
Futures Fund A
11.86 100k 4/1/2008
4 W.G. Wealth Guardian Ltd.
SAFI2 Program
14.12 1,000k 9/1/1997
3 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
14.52 4,000k 2/1/2011
2 Future Trade AG
Thales Swing Trading Programme
14.60 250k 6/1/2007
1 HASAFUMA
Börstjänaren Hedgehog
26.64 100k 5/1/2012

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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