IASG CTA Index For September 2014

Monthly Rankings

Rank CTA/Program Sep 2014 Min Inv Inception
317 Brandywine Asset Management
Brandywine Symphony Preferred Fund, LP
-19.76 100k 7/1/2011
316 Option Capital Advisory
OCA Premium
-19.74 100k 5/1/2011
315 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-17.21 2,000k 7/1/1992
314 White River Group
Diversified Option Writing Strategy
-13.30 20k 11/1/2008
313 Kinkopf Capital Management
KCM S&P (Proprietary)
-12.79 100k 1/1/1999
312 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-11.70 3,000k 10/1/1992
311 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-11.65 750k 1/1/2009
310 QQFund.com
Investment Program 1
-9.78 300k 9/1/2008
309 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-9.25 50k 10/1/2010
308 RAM Management Group
MRTP Aggressive
-8.17 1,000k 2/1/1998
307 FRP CAPITAL LLC
FRP125+
-7.66 125k 1/1/2010
306 Insignia Managed Capital
Medallion
-7.34 50k 2/1/2009
305 Gables Capital Management, Inc.
GCM Global FX
-5.37 1,000k 1/1/2009
304 ALFAKRAFT
ALFA Edge Fund
-5.31 16k 12/1/2011
303 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-5.14 250k 1/1/2009
302 Quantica Capital AG
Quantica Diversified FX
-5.00 5,000k 3/1/2007
301 Superfund Group
Superfund Green Gold L.P. Series A-1
-4.67 5k 4/1/2009
300 Serac, LLC
Diversified Reversal Program
-4.65 200k 4/1/2011
299 Superfund Group
Superfund Green Gold A (SPC)
-4.31 5k 10/1/2005
298 Crabel Capital Management
WPD Crabel Futures Program
-4.31 1,000k 7/1/2008
297 HB Capital Management Inc.
Diversified Program
-3.91 50k 3/1/2008
296 Amplitude Capital International Limited
Klassik Strategy
-3.90 1,000k 9/1/2009
295 Beam Bayesian Efficient Asset Management LLC
BOND&FX Client Composite
-3.81 5,000k 3/1/2009
294 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.77 1,000k 9/1/2009
293 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.62 5k 4/1/2009
292 Tanyard Creek Capital
Livestock Program
-3.60 200k 6/1/2008
291 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.58 250k 10/1/2009
290 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.57 50k 12/1/2007
289 Manning & Napier
MN Xenon Global Fixed Income (2x) Program
-3.41 1,000k 5/1/2010
288 Manning & Napier
MN Xenon Managed Futures (2x) Program
-3.32 5,000k 6/1/2006
287 IKOS
IKOS Futures Fund
-3.30 1,000k 2/1/2010
286 Superfund Group
Superfund Green Gold B (SPC)
-3.30 50k 10/1/2005
285 Dendrich Ltd
QEP
-3.22 50k 12/1/2005
284 Amplitude Capital International Limited
Dynamic Strategy
-3.08 6/1/2005
283 John Locke Investments
JL Commodity Long Flat Program
-3.04 5,000k 12/1/2007
282 RAM Management Group
RAM MRTP 1X-Conservative
-2.84 1,000k 9/1/1993
281 Beam Bayesian Efficient Asset Management LLC
Multi-Strategy Client Composite
-2.84 25,000k 3/1/2010
280 IKOS
The IKOS Hedge Fund
-2.82 10,000k 7/1/1998
279 AIS Capital Management, L.P.
Frontera Global Opportunity Program (futures only)
-2.62 10,000k 8/1/2009
278 Robust Methods LLC
Macro Managed Account
-2.60 5,000k 1/1/2005
277 Seven Capital Management
Seven Absolute Return
-2.55 100k 6/1/2009
276 Superfund Group
Superfund Green Gold C (SPC)
-2.29 100k 10/1/2005
275 Altradis Capital AG
AlphAlgo
-2.04 100k 5/1/2007
274 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.99 100k 8/1/2011
273 Quality Capital Management
Global Diversified Programme
-1.89 10,000k 12/1/1995
272 Pinstripe Trading, LLC
Standard
-1.83 125k 8/1/2009
271 Auctos Capital Management
Auctos Global Diversified
-1.81 3,000k 11/1/2007
270 Adamah Capital LLC
Asset Allocator Program
-1.80 50k 3/1/2011
269 Liberty Funds Group, Inc
Liberty Wealth Protection Strategy (1X)
-1.78 1,500k 1/1/2009
268 Di Tomasso Group Inc.
Equilibrium Program
-1.71 5,000k 1/1/2002
267 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.67 50k 9/1/2009
266 FORT LP
Fort Global Contrarian
-1.65 2,000k 10/1/2002
265 Manning & Napier
MN Xenon Global Fixed Income Program
-1.65 2,000k 8/1/2004
264 Xplor Capital Management, LLC
Global CTA Program
-1.63 1,500k 7/1/2004
263 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.61 250k 10/1/2008
262 Mondiale Asset Management
Mondiale Trading Program
-1.43 0k 9/1/1997
261 Saxon Investment Corporation
Aggressive Diversified Program
-1.41 2,000k 11/1/1993
260 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.35 1,000k 9/1/1997
259 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.27 50k 4/1/2005
258 Strategic Ag Trading
SAT HEARTLAND
-1.25 100k 12/1/2008
257 Futures Truth Company, FTC-CTA
200K Options Strategy
-1.24 200k 12/1/2009
256 Deep Field Capital AG
SINGULARITY Fund
-1.22 100k 9/1/2011
255 Quantmetrics Capital Management LLP
Directional 10V Strategy
-1.16 10,000k 1/1/2007
254 Welton Investment Partners
Welton Global
-1.14 10,000k 6/1/2004
253 Quantmetrics Capital Management LLP
Quantmetrics Multi Strategy Fund
-0.96 1,000k 5/1/2006
252 ALFAKRAFT
ALFA Rubicon Fund
-0.92 16k 8/1/2011
251 TRYCON G.C.M. AG
TRYCON CI Global Futures Fund HAIG, Class BI
-0.86 75k 6/1/2007
250 Emil van Essen
Spread Trading Program
-0.86 5,000k 12/1/2006
249 White Indian Trading Co.
SCS Program (Client)
-0.79 250k 2/1/2011
248 Vantage Capital Management
VCM Growth Program
-0.75 100k 1/1/2011
247 Briarwood Capital Management, Inc.
Diversified 2XL
-0.72 250k 11/1/2004
246 Sharp Mountain Advisors, LLC
Diversified Managed Futures
-0.71 250k 8/1/2011
245 Ancile Capital Management
Global Markets Program
-0.67 2,000k 4/1/2005
244 Saxon Investment Corporation
Diversified Program
-0.62 3,000k 9/1/1988
243 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.58 100k 8/1/2009
242 Insignia Managed Capital
Epoch3
-0.57 20k 7/1/2009
241 GT CAPITAL CTA
GT CAPITAL CTA
-0.54 150k 6/1/2009
240 City Fund Management
BH
-0.46 500k 1/1/2010
239 C-View Limited
Emerging & Minor Currency Program
-0.40 5,000k 4/1/2008
238 GOLDENWATER CAPITAL LTD
GOLDENWATER FUND LTD
-0.37 150k 1/1/2011
237 Non Correlated Capital
Positive Theta Program
-0.34 250k 10/1/2007
236 Briarwood Capital Management, Inc.
Diversified Trading Program
-0.33 3,000k 7/1/2001
235 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.30 100k 10/1/2011
234 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.29 25k 4/1/2010
233 Novus Investments, LLC
Novus Precious Commodities
-0.29 200k 1/1/2007
232 Conquest Capital Group
Conquest Macro
-0.26 250k 5/1/1999
231 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.25 250k 10/1/2011
230 Stenger Capital Management, LLC
Diversified Trading Program
-0.20 200k 4/1/2010
229 Mobius Asset Management
Energy Weighted Program
-0.19 250k 1/1/2005
228 Blake Capital Management, Inc.
SRD Energies
-0.17 100k 8/1/2011
227 Beryl Investment Group LLC
Nominal Discretionary System
-0.17 50k 7/1/2007
226 Jaguar Investments Ltd
Vario Capital Strategy
-0.14 1,000k 5/1/2016
225 Futures Truth Company, FTC-CTA
MS4
-0.13 250k 10/1/2007
224 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.01 1,000k 1/1/2006
223 Blake Capital Management, Inc.
SRD Short Equities
0.01 100k 1/1/2011
222 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.01 10,000k 4/1/2003
221 Systematic Alpha Management
Systematic Alpha Futures Program
0.01 100k 6/1/2004
220 Ion Asset Architecture (Fund Program)
Ion Fund
0.02 100k 11/1/2007
219 Ion Asset Architecture
Ion Fund Program
0.02 10,000k 11/1/2007
218 Kottke Associates
Stockton Fundamental Ag
0.06 500k 1/1/2006
217 Coloma Capital Futures(r), LLC
Coloma Capital Futures Sep A/C
0.10 500k 8/1/2010
216 Rho Asset Management
Rho Altius 1XL Program
0.10 5,000k 11/1/2007
215 ROW Asset Managment
Row Currency Program
0.14 1,000k 11/1/2010
214 Typhon Capital Management, LLC
Plutus Grain Strategy
0.14 250k 4/1/2008
213 Altitude Principle Advisory Limited
Noho Capital - Managed Futures on Asian Equity Indices - Intraday
0.15 5,000k 5/1/2011
212 Ion Asset Architecture
Ion Volium Fund
0.15 0k 4/1/2011
211 Witter & Lester, Inc.
Redstone
0.16 500k 9/1/1994
210 Mobius Asset Management
Diversified Program
0.24 250k 3/1/2004
209 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.25 1,000k 1/1/2005
208 FORT LP
Fort Global Diversified
0.26 2,000k 10/1/1993
207 Non Correlated Capital
Positive Theta Fund
0.27 50k 10/1/2007
206 IKOS
IKOS FX Fund
0.30 1,000k 3/1/2008
205 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.30 100k 10/1/2010
204 Quantica Capital AG
Quantica Managed Futures
0.30 5,000k 1/1/2005
203 Quantis Asset Management
PFM Systematic
0.32 15k 5/1/2010
202 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.38 1k 10/1/2006
201 Diamond Capital Management
Enhanced S&P Program
0.42 100k 10/1/2009
200 White Indian Trading Co.
STAIRS (Client)
0.47 250k 5/1/2009
199 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.50 10,000k 8/1/2009
198 IDS Capital
IDS F&F Systematic Trading
0.50 50k 7/1/2013
197 Kottke Associates
MV Program
0.52 1,000k 8/1/2010
196 Crescent Bay Capital Management
Premium Stock Index Program
0.54 10k 10/1/2005
195 Cauldron Investments, LLC
Stock Index Plus
0.56 1,000k 10/1/2009
194 KMJ Investments
KMJ Investments
0.61 1,000k 8/1/1994
193 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.63 250k 3/1/2010
192 Millburn Corporation
Diversified Program
0.67 20,000k 2/1/1977
191 Millburn Corporation
Multi-Markets Program
0.71 25,000k 10/1/2004
190 Ansbacher Investment Management
Market Neutral Put Skew Program
0.71 250k 1/1/1996
189 Vergho Asset Management LLC
Kinematics
0.74 1,000k 11/1/2008
188 Four Seasons Commodities Corp
Hawkeye Spread Program
0.74 500k 3/1/2005
187 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.75 400k 1/1/1988
186 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.76 100k 2/1/2010
185 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.80 1k 6/1/2009
184 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.82 100k 1/1/2005
183 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.84 350k 8/1/2011
182 Superfund Group
Superfund Green L.P. Series A
0.89 5k 10/1/2002
181 Warrington Asset Management
Warrington Strategic Program
0.89 50k 1/1/1997
180 Romanesco Capital Management B.V
Persistence Program
0.95 5,000k 9/1/2005
179 Capricorn Strategies Limited
Capricorn fxST (Lev1)
0.96 1,000k 1/1/1999
178 Esulep LLC MAX
Esulep LLC MAX
0.98 500k 5/1/2008
177 White River Group
Stock Index Option Writing Strategy
1.00 10k 11/1/2008
176 Blackwater Capital Management
Global Program
1.07 5,000k 7/1/2005
175 Old Park Capital
Aegir
1.16 500k 7/1/2008
174 Eckhardt Trading Company
Evolution Strategies
1.17 20,000k 8/1/1991
173 3D
Bull Program (Client)
1.18 10k 11/1/2010
172 Wraith Capital LLP
Wraith Dynamic Futures Fund
1.20 100k 1/1/2011
171 Demeter Capital Management
Livestock & Grain Trading Program
1.23 50k 3/1/2010
170 Eckhardt Trading Company
Evolution Strategies 1.2X
1.27 10,000k 10/1/1991
169 White Indian Trading Co.
STAIRS - Futures Program (Client)
1.29 250k 10/1/2008
168 Diamond Peak Capital LLC
Northstar (2x) program
1.32 250k 10/1/2008
167 C-View Limited
Currency Managed Account Program
1.36 5,000k 10/1/1996
166 Global Sigma Group, LLC
Global Sigma Plus
1.39 3,000k 11/1/2009
165 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.42 250k 10/1/2009
164 Bluenose Capital Management, LLC
BNC BI
1.45 30k 10/1/2008
163 Crabel Capital Management
Crabel Multi-Product
1.45 1,000k 3/1/1998
162 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.49 3,000k 5/1/2010
161 Schindler Capital Management, LLC
Dairy Advantage Program
1.64 200k 8/1/2005
160 Superfund Group
Superfund Green L.P. Series B
1.66 5k 10/1/2002
159 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.68 200k 1/1/2007
158 Mobius Asset Management
Custom Trading Program
1.71 100k 1/1/2002
157 Chesapeake Capital
Diversified (LV)
1.72 100k 2/1/1988
156 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.73 10,000k 1/1/1991
155 Endeavour Capital LLP
Endeavour Pembroke
1.74 2,000k 7/1/2007
154 TMS Capital Limited
Arktos Global Currency Program II
1.77 100k 2/1/2008
153 3D
S&P Program (Client)
1.80 100k 11/1/2010
152 Quantis Asset Management
Ulysses Futures
1.80 1,000k 7/1/2009
151 Superfund Group
Superfund Green Q-AG
1.82 2k 3/1/1996
150 HiProb Trading Technology LLC
HiProb-I
1.83 5,000k 7/1/2008
149 Clarke Capital Management
FX Plus
1.84 1,000k 5/1/2004
148 Rhicon Currency Management
Rhicon Systematic Currency Program
1.88 3,000k 1/1/2004
147 Global AG LLC
Global Ag LLC
1.93 1,000k 12/1/2008
146 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.93 1,000k 1/1/2006
145 HPX Financial LLC
HPX Old School Program
1.99 200k 6/1/2006
144 Wavefront Global Asset Management
IMFC Global Concentrated
2.01 500k 4/1/2009
143 Four Seasons Commodities Corp
Lone Star Program
2.02 300k 1/1/2005
142 Altus Trading, LLC
Managed Forex Program A
2.05 50k 8/1/2011
141 Estlander & Partners
Global Markets
2.07 10,000k 8/1/1999
140 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.07 500k 12/1/2003
139 Zoi Capital, LLC
Telio Program (Client)
2.08 200k 4/1/2010
138 Arcanum Asset Management
Equity Index Option Program (Prop)
2.13 500k 7/1/2006
137 Transtrend B.V.
DTP – Standard Risk (EUR)
2.15 10,000k 2/1/1999
136 Sequent Capital
Sequent CTA - Fundamental Diversified (V12)
2.16 5,000k 1/1/2005
135 LJM Partners
LJM Preservation & Growth Strategy
2.19 250k 5/1/2006
134 QCAM Currency Asset Management AG
QCAM v-Pro
2.22 1,000k 7/1/2007
133 Abraham Trading Company
Diversified Program
2.22 10,000k 1/1/1988
132 Keck Capital Management LLC
The Keck Program
2.23 2,000k 12/1/2003
131 A-VENTURE CAPITAL S.A
A-VENTURE CAPITAL S.A Euros signals
2.31 50k 10/1/2007
130 Eclipse Capital Management
Global Monetary
2.42 5,000k 8/1/1990
129 Bifrost Quest Capital LLC
IndexQuest (Client)
2.54 500k 11/1/2011
128 Quantitative Investment Management
Quantitative Global Program
2.61 20,000k 10/1/2003
127 Estlander & Partners
Alpha Trend
2.63 30,000k 10/1/1991
126 Opus Futures LLC
Advance Ag Futures Trading Program
2.65 100k 3/1/2011
125 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.69 250k 8/1/2011
124 Wavefront Global Asset Management
IMFC Global Investment Program
2.77 2,000k 2/1/2007
123 Tlaloc Capital LLC
Grains Program
2.78 500k 4/1/2010
122 Superfund Group
Superfund Green GCT USD
2.79 15k 1/1/2000
121 HPX Financial LLC
HPX Ag Program
2.82 100k 11/1/2011
120 Protec Energy Partners LLC
ET1
2.85 500k 4/1/2010
119 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.88 10,000k 3/1/2006
118 Global Domain Partners, LLC
Global Domain Vector Fund - Series Sigma
2.90 500k 4/1/2009
117 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.01 1,000k 3/1/1998
116 LJM Partners
LJM Moderately Aggressive Strategy
3.03 500k 4/1/2003
115 Red Rock Capital, LLC
Systematic Global Macro
3.11 500k 9/1/2003
114 Rabar Market Research
Short-Term Program
3.14 2,000k 11/1/2009
113 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.15 10,000k 8/1/2004
112 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.21 10,000k 8/1/1999
111 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.24 1,000k 3/1/2003
110 Soaring Pelican, LLC
Diversified S&P Program
3.29 100k 1/1/2011
109 Future Trade AG
Thales Swing Trading Programme
3.38 250k 6/1/2007
108 MERIT Alternative Investments GmbH
Futures Portfolio
3.43 2,000k 6/1/1998
107 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.48 10,000k 1/1/1995
106 Dominion Capital
Sapphire Program
3.50 3,000k 5/1/2005
105 Rabar Market Research
Diversified Program
3.51 2,000k 1/1/1989
104 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.58 100k 1/1/2000
103 Bluenose Capital Management, LLC
BNC EI
3.79 15k 7/1/2010
102 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.87 1/1/1989
101 Estlander & Partners
Freedom
4.03 20,000k 8/1/2010
100 LJM Partners
LJM Aggressive Strategy
4.09 500k 7/1/1998
99 NuWave Investment Management, LLC
NuWave Investment Partners LP
4.11 250k 6/1/2001
98 Estlander & Partners
Global XL
4.14 5,000k 8/1/1991
97 Heyden & Steindl GmbH
TOMAC2
4.14 5,000k 3/1/2003
96 Superfund Group
Superfund Green Master
4.16 2,000k 5/1/2001
95 IStar Capital B.V.
IStar Systematic Fund
4.18 1,000k 9/1/2011
94 Clarke Capital Management
Worldwide
4.19 250k 1/1/1996
93 NuWave Investment Management, LLC
Combined Futures Portfolio
4.43 5,000k 6/1/2001
92 M6 Capital Management LLC
Standard Program
4.44 300k 7/1/2005
91 Bocken Trading LLC
Discretionary Trading Program
4.48 100k 7/1/2011
90 Parizek Capital
Futures Trading Program
4.60 500k 4/1/2000
89 Dreiss Research Corporation
Diversified Program
4.79 1,000k 5/1/1991
88 Haar Capital Management
Discretionary Commodity Trading Program
4.85 250k 12/1/2005
87 Sequoia Hill Capital Management
SHCM British Pound AP
4.93 50k 8/1/2011
86 Acorn Global Investments Inc.
Acorn Diversified Program
5.04 10k 7/1/2005
85 ITB Capital Advisors LLC
ITB Time Value Trading Program
5.32 5,000k 1/1/2009
84 Clarke Capital Management
Millennium
5.36 1,000k 1/1/1998
83 Revolution Capital Management
Alpha Fund
5.36 50k 1/1/2005
82 Galaxy Asset Management (HK) Ltd
Galaxy Quantitative Fund
5.37 100k 5/1/2011
81 ROW Asset Managment
Row Diversified Fund, L.P.
5.39 1,000k 11/1/2011
80 ISAM
ISAM Systematic Trend Fund
5.47 1,000k 6/1/2001
79 Metolius Capital LLC
Metolius Diversified
5.53 100k 6/1/2010
78 Quantis Asset Management
Intraday Futures
5.56 250k 1/1/2010
77 Kottke Associates
Lark - Cattle Program
5.66 500k 2/1/2008
76 Revolution Capital Management
Alpha Program
5.72 5,000k 6/1/2007
75 Molinero Capital Management LLP
Global Markets Program
5.77 2,000k 7/1/2005
74 Gladius Asset Management
Fulham Program
5.77 2,000k 1/1/2008
73 John Locke Investments
Cyril Systematic Program
5.82 8,000k 7/1/2000
72 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
5.93 10,000k 5/1/2009
71 M.S. Capital Management
Global Diversified Program
5.96 2,000k 11/1/1998
70 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class B
5.96 1,000k 10/1/2006
69 QMS Capital Management LP
QMS Diversified Global Macro Strategy
6.03 5,000k 6/1/2010
68 Rosetta Capital Management
Rosetta Trading Program
6.11 100k 4/1/2000
67 Revolution Capital Management
Mosaic Institutional Program
6.16 25,000k 9/1/2009
66 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.29 50,000k 4/1/1983
65 Rosetta Capital Management
Macro Program
6.41 50k 1/1/2009
64 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.53 50k 7/1/2011
63 EMC Capital Advisors, LLC
Classic
6.76 5,000k 1/1/1985
62 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
6.78 4,000k 11/1/2008
61 Red Oak Commodity Advisors
Investment Program
6.80 5,000k 12/1/1989
60 Emil van Essen
EvE Systematic Global Opportunities
6.95 1,000k 9/1/2007
59 Clarke Capital Management
Global Magnum
6.96 100k 8/1/1997
58 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.04 100k 11/1/1984
57 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
7.09 10,000k 2/1/2006
56 Qbasis Invest
Futures Fund B
7.16 100k 3/1/2009
55 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
7.20 50k 10/1/2011
54 Drury Capital
Diversified Trend-Following Program
7.33 5,000k 5/1/1997
53 Rhicon Currency Management
Rhicon Strategic Program
7.35 500k 1/1/2004
52 Qbasis Invest
Futures Fund A
7.42 100k 4/1/2008
51 Pacific Capital Advisors
Vanguard Program
7.71 100k 4/1/2007
50 Conquest Capital Group
Conquest Select
7.71 250k 6/1/2004
49 Hyman Beck and Company
Global Portfolio
7.77 1,000k 3/1/1991
48 Estlander & Partners
Alpha Trend II - Class P
7.79 100k 12/1/2008
47 Clarke Capital Management
Global Basic
7.83 50k 2/1/1996
46 Tyche Capital Advisors LLC
TCA Energy Spreads
8.06 100k 8/1/2008
45 Millburn Corporation
Commodity Program
8.11 25,000k 3/1/2005
44 Somers Brothers Capital
Diversified Futures Program #1
8.12 100k 1/1/2005
43 Angle Capital Management LLC
AIP Program
8.22 100k 1/1/2010
42 Melissinos Trading
Eupatrid Program
8.25 50k 1/1/2011
41 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
8.53 10,000k 2/1/2008
40 Auspice Capital Advisors Ltd
Auspice Diversified Program
8.55 1,500k 4/1/2006
39 Trigon Investment Advisors, LLC
Discretionary Macro Program
8.66 10,000k 8/1/2007
38 Beach Horizon LLP
Managed Account
8.73 5,000k 5/1/2005
37 Claughton Capital
Auto-Reactive Positioning
8.96 1,000k 10/1/2005
36 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
9.45 5,000k 12/1/2010
35 Clarke Capital Management
Jupiter
9.58 3,000k 5/1/2005
34 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
10.05 25k 1/1/2011
33 Trigon Investment Advisors, LLC
Foreign Exchange Program
10.29 5,000k 8/1/2000
32 Dixon Midland Company LLC
Dixon Midland Diversified LLC
10.33 250k 5/1/2011
31 Trigon Investment Advisors, LLC
Global Macro Program (LIQUIDATED as of July 31, 2017)
10.36 10,000k 1/1/2001
30 ALFAKRAFT
ALFA Commodity Fund
10.75 16k 6/1/2010
29 Quantum Leap Capital Management
Managed Account Program
11.20 300k 8/1/2006
28 Argus Capital Management Pty Ltd
Dynamic Multi-strategy Program
11.78 1,000k 10/1/1996
27 Neural Capital Ltd
Sentinel Trading Program
12.05 2,000k 1/1/2006
26 Strategic Ag Trading
Chatham
12.32 100k 1/1/2005
25 Covenant Capital Management
Original Program
12.36 5,000k 9/1/1999
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.64 0k 11/1/1996
23 Alder Capital DAC
Alder Global 20
12.70 2,500k 2/1/2001
22 Mark J. Walsh Company
Standard Program
12.96 2,000k 9/1/1985
21 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
13.09 10,000k 4/1/2004
20 Robinson-Langley Capital Management, LLC
Managed Account Program
13.75 200k 1/1/2007
19 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
13.84 100k 3/1/2003
18 Kelly Angle Inc.
Genesis Program
14.49 2,000k 4/1/2000
17 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
14.67 100k 10/1/2009
16 GIC Trading LLC
Global Diversified Trading Program
14.83 500k 11/1/1998
15 Covenant Capital Management
Aggressive Program
15.55 3,000k 2/1/2004
14 DUNN Capital Management
D'Best Futures Fund, L.P.
15.62 100k 6/1/1994
13 Revolution Capital Management
Mosaic Program
16.07 10,000k 10/1/2006
12 Tactical Investment Management
Tactical Institutional Commodity Program
16.31 10,000k 4/1/1993
11 Alee Capital Management, LLC
Mistral Program
16.95 2,500k 1/1/1999
10 Range Wise
Investment Program
17.12 250k 2/1/1991
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
17.69 100k 5/1/1999
8 Alee Capital Management, LLC
Poniente Program
19.00 2,500k 1/1/1999
7 Southwest Managed Investments, LLC
Global Diversified
20.12 200k 1/1/2002
6 Hawksbill Capital Management
Global Diversified
20.81 5,000k 11/1/1988
5 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
20.81 4,000k 2/1/2011
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
25.13 200k 11/1/1999
3 Paramount Capital Management LLC
Commodity Trading Program
28.14 100k 7/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
32.20 100k 8/1/2008
1 TKC Investment Services
MAP
182.93 100k 7/1/2010

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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