IASG CTA Index For October 2015

Monthly Rankings

Rank CTA/Program Oct 2015 Min Inv Inception
151 Dreiss Research Corporation
Diversified Program
-22.81 1,000k 5/1/1991
150 Estlander & Partners
Alpha Trend II - Class P
-18.31 100k 12/1/2008
149 Golden Point Capital Management, LLC
Global Systematic
-16.48 250k 7/1/2012
148 Purple Valley Capital, Inc.
Diversified Trend 1
-15.83 100k 8/1/2008
147 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.97 50k 7/1/2011
146 Melissinos Trading
Eupatrid Program
-10.68 50k 1/1/2011
145 Conquest Capital Group
Conquest Macro
-9.65 250k 5/1/1999
144 JKI-Futures, LLC
ETIRON Large 2x (Client)
-8.16 1,000k 8/1/2012
143 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-7.63 1k 6/1/2009
142 Sona Trading Strategies LLC.
Diversified Program
-7.50 1,000k 9/1/2006
141 Conquest Capital Group
Conquest Select
-7.33 250k 6/1/2004
140 Whitmore Capital Management LLC
Whitmore Capital LP
-7.30 250k 6/1/2012
139 Witter & Lester, Inc.
Diversified Trading Program
-6.50 100k 4/1/2013
138 Garraway Capital Management LLP
Garraway Financial Trends
-6.29 100k 9/1/2012
137 Angle Capital Management LLC
AIP Program
-6.14 100k 1/1/2010
136 Abraham Investment Management
Formula 72 H
-5.55 150k 8/1/2012
135 Eagle Trading Systems Inc.
Eagle Global Financials
-5.22 10,000k 1/1/1996
134 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.19 20,000k 5/1/2013
133 ISAM
ISAM Systematic Trend Fund
-4.56 1,000k 6/1/2001
132 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.50 250k 5/1/2011
131 County Cork LLC
RLA I
-4.40 500k 1/1/2009
130 ITB Capital Advisors LLC
ITB Time Value Trading Program
-4.32 5,000k 1/1/2009
129 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.29 1,000k 3/1/2003
128 Emil van Essen
Long-Short Commodity Program
-4.28 1,000k 6/1/2013
127 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-4.26 10,000k 10/1/2006
126 Urban Tree Capital, LLC
UTC Plus (Client)
-3.98 100k 3/1/2013
125 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.93 1k 10/1/2006
124 ROW Asset Managment
Row Diversified Fund, L.P.
-3.83 1,000k 11/1/2011
123 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-3.81 10,000k 5/1/2009
122 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-3.70 250k 5/1/2013
121 Alee Capital Management, LLC
Poniente Program
-3.64 2,500k 1/1/1999
120 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.63 10,000k 2/1/2008
119 Bluenose Capital Management, LLC
BNC BI
-3.55 30k 10/1/2008
118 ROW Asset Managment
Row Currency Program
-3.54 1,000k 11/1/2010
117 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.47 1,000k 8/1/2012
116 The Tidal Group
M2 SP500 Emini Futures Program
-3.45 50k 1/1/2013
115 Candriam Investor Group
Alternative Return Systemat
-3.44 125k 1/1/2007
114 Ritenour Investment Group, LLC
RIG_ES_Client
-3.18 25k 3/1/2013
113 Estlander & Partners
Freedom
-3.15 20,000k 8/1/2010
112 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.15 1/1/1989
111 Millburn Corporation
Multi-Markets Program
-2.83 25,000k 10/1/2004
110 Metolius Capital LLC
Metolius Diversified
-2.24 100k 6/1/2010
109 Aquantum
Aquantum Global Systematic Program (AGS)
-2.15 5,000k 7/1/2013
108 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.13 10,000k 4/1/2004
107 ALFAKRAFT
ALFA Commodity Fund
-2.10 16k 6/1/2010
106 Adamah Capital LLC
Asset Allocator Program
-2.10 50k 3/1/2011
105 Bocken Trading LLC
Discretionary Trading Program
-2.00 100k 7/1/2011
104 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.00 100k 10/1/2011
103 Jaguar Investments Ltd
Aegir Capital Strategy
-1.99 1,000k 1/1/2012
102 Future Trade AG
Thales Swing Trading Programme
-1.86 250k 6/1/2007
101 Protec Energy Partners LLC
ET1
-1.73 500k 4/1/2010
100 Bluenose Capital Management, LLC
BNC EI
-1.73 15k 7/1/2010
99 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.63 5,000k 7/1/2013
98 Novus Investments, LLC
Novus Precious Commodities
-1.61 200k 1/1/2007
97 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.49 10,000k 8/1/2007
96 M6 Capital Management LLC
Standard Program
-1.41 300k 7/1/2005
95 LJM Partners
LJM Preservation & Growth Strategy
-1.41 250k 5/1/2006
94 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.41 100k 8/1/2009
93 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-1.37 250k 1/1/2009
92 dormouse Limited
dormouse - Managed Account
-1.24 10,000k 7/1/2011
91 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-1.14 50k 10/1/2010
90 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-1.14 4,000k 2/1/2011
89 FORT LP
Fort Global Diversified
-1.12 2,000k 10/1/1993
88 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.05 1,000k 3/1/2003
87 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.92 100k 1/1/2000
86 Mehnert Capital Management, LLC
DTP (Client)
-0.82 1,000k 3/1/2012
85 Alee Capital Management, LLC
Mistral Program
-0.79 2,500k 1/1/1999
84 LJM Partners
LJM Moderately Aggressive Strategy
-0.74 500k 4/1/2003
83 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.71 10,000k 2/1/2006
82 Warrington Asset Management
Warrington Strategic Program
-0.70 50k 1/1/1997
81 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.66 5,000k 8/1/2000
80 C-View Limited
Emerging & Minor Currency Program
-0.64 5,000k 4/1/2008
79 Typhon Capital Management, LLC
Chiron Currency Program
-0.62 250k 2/1/2008
78 Non Correlated Capital
Positive Theta Program
-0.56 250k 10/1/2007
77 Non Correlated Capital
Positive Theta Fund
-0.55 50k 10/1/2007
76 NickJen Capital Management & Consultants LLC
NRD-1
-0.54 1,000k 4/1/2008
75 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.53 4,000k 11/1/2008
74 Blake Capital Management, Inc.
SRD Currencies
-0.48 100k 3/1/2013
73 C-View Limited
Currency Managed Account Program
-0.47 5,000k 10/1/1996
72 Millburn Corporation
Commodity Program
-0.39 25,000k 3/1/2005
71 Kottke Associates
Lark - Cattle Program
-0.33 500k 2/1/2008
70 Pinstripe Trading, LLC
Standard
-0.32 125k 8/1/2009
69 HPX Financial LLC
HPX Old School Program
-0.29 200k 6/1/2006
68 Greenwave Capital Management
Greenwave Flagship Plus
-0.28 1,000k 6/1/2008
67 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.24 2,000k 7/1/2013
66 Turning Wheel Capital, Inc.
Pure Alpha
-0.20 10,000k 1/1/2012
65 Schindler Capital Management, LLC
Dairy Advantage Program
-0.10 200k 8/1/2005
64 Four Seasons Commodities Corp
Lone Star Program
-0.10 300k 1/1/2005
63 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.10 250k 10/1/2008
62 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.08 500k 8/1/2012
61 Certeza Asset Management
Macro Vega
-0.08 200k 1/1/2012
60 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.05 100k 3/1/2013
59 Seven Capital Management
Seven Absolute Return
-0.03 100k 6/1/2009
58 Kottke Associates
Stockton Fundamental Ag
-0.01 500k 1/1/2006
57 Stenger Capital Management, LLC
Diversified Trading Program
-0.01 200k 4/1/2010
56 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.00 1,000k 1/1/2006
55 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.01 6/1/2012
54 Witter & Lester, Inc.
Redstone
0.02 500k 9/1/1994
53 Pacific Capital Advisors
Agilis Program
0.04 100k 12/1/2012
52 Demeter Capital Management
Livestock & Grain Trading Program
0.10 50k 3/1/2010
51 Typhon Capital Management, LLC
Plutus Grain Strategy
0.16 250k 4/1/2008
50 Crabel Capital Management
Crabel Multi-Product
0.19 1,000k 3/1/1998
49 3D
S&P Program (Client)
0.20 100k 11/1/2010
48 Tlaloc Capital LLC
Grains Program
0.29 500k 4/1/2010
47 Wharton Capital Management
Wharton AG Futures Program
0.29 100k 9/1/2011
46 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.30 500k 4/1/2013
45 Paradox Capital Management
Sentiment Program (1X)
0.31 1,000k 1/1/2013
44 Quality Capital Management
Alpha Financials Program
0.35 10,000k 6/1/2012
43 Vision Capital Management
Global Futures
0.44 500k 2/1/2012
42 Jaguar Investments Ltd
Ultro Capital Strategy
0.46 1,000k 1/1/2012
41 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.56 1,000k 1/1/2005
40 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.58 50k 9/1/2009
39 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
0.64 1,000k 7/1/2007
38 Ring Capital Management LLC
S&P E-Mini Select
0.76 100k 1/1/2012
37 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.77 100k 8/1/2011
36 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.80 10,000k 8/1/2009
35 Principle Capital Management LLC
Principle Commodity Futures (Prop)
0.85 100k 5/1/2010
34 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
0.93 250k 2/1/2012
33 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.95 250k 3/1/2010
32 Kottke Associates
MV Program
1.03 1,000k 8/1/2010
31 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.07 3,000k 5/1/2010
30 FORT LP
Fort Global Contrarian
1.13 2,000k 10/1/2002
29 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.17 1,000k 3/1/2007
28 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.19 5,000k 6/1/2010
27 Intex Capital
Covered Options Program
1.30 50k 1/1/2012
26 EMC Capital Advisors, LLC
EMC Alpha Program
1.47 5,000k 6/1/2013
25 Deep Field Capital AG
SINGULARITY Fund
1.59 100k 9/1/2011
24 R Best LLC
R Best Private Client Program
1.66 50k 2/1/2010
23 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
1.68 500k 5/1/2013
22 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
1.72 1,000k 7/1/2009
21 3D
Intraday Program (Client)
1.72 100k 2/1/2012
20 Tianyou Asset Management, LLC
Tianyou Fund LP
1.86 100k 10/1/2012
19 ALFAKRAFT
ALFA Edge Fund
1.92 16k 12/1/2011
18 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.03 250k 10/1/2011
17 Vivienne Investissement
OUESSANT UCITS FUND
2.06 100k 5/1/2012
16 3D
Bull Program (Client)
2.10 10k 11/1/2010
15 Robust Methods LLC
Macro Managed Account
2.43 5,000k 1/1/2005
14 Cauldron Investments, LLC
Stock Index Plus
2.77 1,000k 10/1/2009
13 Three Rock Capital Management
Global Macro Program
2.93 1,000k 1/1/2009
12 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.95 250k 10/1/2009
11 QTS Capital Management, LLC
FX Managed Account
2.98 100k 1/1/2011
10 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
3.00 50k 10/1/2011
9 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
3.01 100k 7/1/2013
8 Soaring Pelican, LLC
Diversified S&P Program
3.41 100k 1/1/2011
7 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
4.69 1,000k 1/1/2013
6 Quantum Leap Capital Management
Managed Account Program
5.05 300k 8/1/2006
5 Superfund Group
Superfund Red USD SICAV
6.02 10k 3/1/2013
4 Superfund Group
Superfund Red EUR SICAV
6.24 10k 3/1/2013
3 Rosetta Capital Management
Macro Program
6.62 50k 1/1/2009
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
6.96 25k 1/1/2011
1 Zoi Capital, LLC
Telio Program (Client)
7.32 200k 4/1/2010

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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