IASG CTA Index For December 2015

Monthly Rankings

Rank CTA/Program Dec 2015 Min Inv Inception
155 Golden Point Capital Management, LLC
Global Systematic
-12.22 250k 7/1/2012
154 Quantum Leap Capital Management
Managed Account Program
-10.30 300k 8/1/2006
153 Conquest Capital Group
Conquest Macro
-9.96 250k 5/1/1999
152 JKI-Futures, LLC
ETIRON Large 2x (Client)
-9.40 1,000k 8/1/2012
151 Purple Valley Capital, Inc.
Diversified Trend 1
-9.26 100k 8/1/2008
150 Dreiss Research Corporation
Diversified Program
-8.61 1,000k 5/1/1991
149 Abraham Investment Management
Formula 72 H
-8.53 150k 8/1/2012
148 Angle Capital Management LLC
AIP Program
-8.36 100k 1/1/2010
147 Estlander & Partners
Alpha Trend II - Class P
-7.14 100k 12/1/2008
146 Whitmore Capital Management LLC
Whitmore Capital LP
-7.05 250k 6/1/2012
145 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-6.94 100k 5/1/2010
144 Alee Capital Management, LLC
Mistral Program
-6.67 2,500k 1/1/1999
143 ALFAKRAFT
ALFA Commodity Fund
-6.59 16k 6/1/2010
142 Quality Capital Management
Alpha Financials Program
-6.48 10,000k 6/1/2012
141 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-6.37 10,000k 5/1/2009
140 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.11 1,500k 7/1/2005
139 Eagle Trading Systems Inc.
Eagle Global Financials
-6.05 10,000k 1/1/1996
138 Pacific Capital Advisors
Agilis Program
-5.76 100k 12/1/2012
137 Superfund Group
Superfund Red USD SICAV
-5.32 10k 3/1/2013
136 Superfund Group
Superfund Red EUR SICAV
-5.21 10k 3/1/2013
135 Global Advisory Partners Zurich LLC
International Algo Trading
-5.11 50k 10/1/2009
134 Seven Capital Management
Seven Absolute Return
-5.11 100k 6/1/2009
133 Adamah Capital LLC
Asset Allocator Program
-5.10 50k 3/1/2011
132 Bluenose Capital Management, LLC
BNC EI
-5.10 15k 7/1/2010
131 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-4.55 1k 6/1/2009
130 Candriam Investor Group
Alternative Return Systemat
-4.46 125k 1/1/2007
129 Vision Capital Management
Global Futures
-4.30 500k 2/1/2012
128 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-4.26 100k 8/1/2011
127 ITB Capital Advisors LLC
ITB Time Value Trading Program
-3.68 5,000k 1/1/2009
126 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.54 5,000k 7/1/2013
125 FORT LP
Fort Global Contrarian
-3.43 2,000k 10/1/2002
124 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-3.08 1,000k 7/1/2009
123 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-3.06 250k 1/1/2009
122 ALFAKRAFT
ALFA Edge Fund
-3.05 16k 12/1/2011
121 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-3.02 25k 1/1/2011
120 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.00 10,000k 10/1/2006
119 EMC Capital Advisors, LLC
EMC Alpha Program
-2.91 5,000k 6/1/2013
118 Mehnert Capital Management, LLC
DTP (Client)
-2.91 1,000k 3/1/2012
117 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.84 1,000k 8/1/2012
116 FORT LP
Fort Global Diversified
-2.76 2,000k 10/1/1993
115 Bluenose Capital Management, LLC
BNC BI
-2.76 30k 10/1/2008
114 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.70 10,000k 8/1/2009
113 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.68 2,000k 7/1/2013
112 Alee Capital Management, LLC
Poniente Program
-2.66 2,500k 1/1/1999
111 Garraway Capital Management LLP
Garraway Financial Trends
-2.58 100k 9/1/2012
110 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.52 250k 10/1/2011
109 Aquantum
Aquantum Global Systematic Program (AGS)
-2.51 5,000k 7/1/2013
108 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-2.46 250k 2/1/2012
107 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.39 1k 10/1/2006
106 Sona Trading Strategies LLC.
Diversified Program
-2.37 1,000k 9/1/2006
105 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.35 250k 10/1/2009
104 Non Correlated Capital
Positive Theta Program
-2.30 250k 10/1/2007
103 Non Correlated Capital
Positive Theta Fund
-2.28 50k 10/1/2007
102 Melissinos Trading
Eupatrid Program
-2.22 50k 1/1/2011
101 Estlander & Partners
Freedom
-2.17 20,000k 8/1/2010
100 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-2.06 50k 7/1/2011
99 Vivienne Investissement
OUESSANT UCITS FUND
-1.88 100k 5/1/2012
98 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.71 250k 10/1/2008
97 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.63 100k 10/1/2011
96 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.62 1,000k 3/1/2003
95 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-1.61 1,000k 7/1/2007
94 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.59 1/1/1989
93 dormouse Limited
dormouse - Managed Account
-1.40 10,000k 7/1/2011
92 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.32 10,000k 2/1/2006
91 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.29 20,000k 5/1/2013
90 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.28 50k 10/1/2011
89 Cambridge Capital Management UK LLP
CCM Program
-1.19 2,000k 11/1/2012
88 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.04 250k 5/1/2011
87 Conquest Capital Group
Conquest Select
-1.04 250k 6/1/2004
86 Metolius Capital LLC
Metolius Diversified
-1.04 100k 6/1/2010
85 Witter & Lester, Inc.
Redstone
-1.01 500k 9/1/1994
84 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.00 1,000k 1/1/2005
83 Typhon Capital Management, LLC
Chiron Currency Program
-0.99 250k 2/1/2008
82 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.91 5,000k 6/1/2010
81 Novus Investments, LLC
Novus Precious Commodities
-0.87 200k 1/1/2007
80 Robust Methods LLC
Macro Managed Account
-0.85 5,000k 1/1/2005
79 Rosetta Capital Management
Macro Program
-0.79 50k 1/1/2009
78 ROW Asset Managment
Row Diversified Fund, L.P.
-0.77 1,000k 11/1/2011
77 Four Seasons Commodities Corp
Lone Star Program
-0.77 300k 1/1/2005
76 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.73 1,000k 3/1/2003
75 Kottke Associates
Lark - Cattle Program
-0.66 500k 2/1/2008
74 C-View Limited
Currency Managed Account Program
-0.58 5,000k 10/1/1996
73 C-View Limited
Emerging & Minor Currency Program
-0.53 5,000k 4/1/2008
72 3D
Bull Program (Client)
-0.40 10k 11/1/2010
71 3D
S&P Program (Client)
-0.36 100k 11/1/2010
70 Kottke Associates
MV Program
-0.31 1,000k 8/1/2010
69 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.29 100k 3/1/2013
68 Blake Capital Management, Inc.
SRD Currencies
-0.27 100k 3/1/2013
67 HPX Financial LLC
HPX Old School Program
-0.27 200k 6/1/2006
66 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
65 Greenwave Capital Management
Greenwave Flagship Plus
-0.22 1,000k 6/1/2008
64 Soaring Pelican, LLC
Diversified S&P Program
-0.18 100k 1/1/2011
63 Kottke Associates
Stockton Fundamental Ag
-0.15 500k 1/1/2006
62 Ring Capital Management LLC
S&P E-Mini Select
-0.14 100k 1/1/2012
61 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.11 500k 8/1/2012
60 Paradox Capital Management
Sentiment Program (1X)
-0.11 1,000k 1/1/2013
59 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.10 250k 5/1/2013
58 Bocken Trading LLC
Discretionary Trading Program
-0.06 100k 7/1/2011
57 Ritenour Investment Group, LLC
RIG_ES_Client
-0.01 25k 3/1/2013
55 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
56 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
54 Stenger Capital Management, LLC
Diversified Trading Program
0.03 200k 4/1/2010
53 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.07 6/1/2012
52 ROW Asset Managment
Row Currency Program
0.10 1,000k 11/1/2010
51 Cauldron Investments, LLC
Stock Index Plus
0.19 1,000k 10/1/2009
50 Jaguar Investments Ltd
Ultro Capital Strategy
0.24 1,000k 1/1/2012
49 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.28 500k 4/1/2013
48 Warrington Asset Management
Warrington Strategic Program
0.28 50k 1/1/1997
47 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.28 10,000k 4/1/2004
46 Typhon Capital Management, LLC
Plutus Grain Strategy
0.30 250k 4/1/2008
45 Tlaloc Capital LLC
Grains Program
0.30 500k 4/1/2010
44 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.30 1,000k 1/1/2006
43 Crabel Capital Management
Crabel Multi-Product
0.31 1,000k 3/1/1998
42 Certeza Asset Management
Macro Vega
0.38 200k 1/1/2012
41 Jaguar Investments Ltd
Aegir Capital Strategy
0.56 1,000k 1/1/2012
40 Protec Energy Partners LLC
ET1
0.57 500k 4/1/2010
39 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.57 10,000k 2/1/2008
38 Millburn Corporation
Multi-Markets Program
0.58 25,000k 10/1/2004
37 NickJen Capital Management & Consultants LLC
NRD-1
0.60 1,000k 4/1/2008
36 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.67 4,000k 11/1/2008
35 Turning Wheel Capital, Inc.
Pure Alpha
0.70 10,000k 1/1/2012
34 LJM Partners
LJM Preservation & Growth Strategy
0.73 250k 5/1/2006
33 The Tidal Group
M2 SP500 Emini Futures Program
0.81 50k 1/1/2013
32 Demeter Capital Management
Livestock & Grain Trading Program
0.82 50k 3/1/2010
31 Schindler Capital Management, LLC
Dairy Advantage Program
0.85 200k 8/1/2005
30 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.89 500k 5/1/2013
29 Hehmeyer Capital Management, LLC
HOGO
0.89 1,000k 5/1/2013
28 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.08 50k 10/1/2010
27 LJM Partners
LJM Moderately Aggressive Strategy
1.09 500k 4/1/2003
26 Three Rock Capital Management
Global Macro Program
1.12 1,000k 1/1/2009
25 Wharton Capital Management
Wharton AG Futures Program
1.13 100k 9/1/2011
24 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.14 5,000k 8/1/2000
23 Future Trade AG
Thales Swing Trading Programme
1.18 250k 6/1/2007
22 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
1.20 100k 7/1/2013
21 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.33 250k 3/1/2010
20 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.39 3,000k 5/1/2010
19 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.45 100k 1/1/2000
18 ISAM
ISAM Systematic Trend Fund
1.46 1,000k 6/1/2001
17 QTS Capital Management, LLC
FX Managed Account
1.49 100k 1/1/2011
16 Intex Capital
Covered Options Program
1.61 50k 1/1/2012
15 Urban Tree Capital, LLC
UTC Plus (Client)
2.04 100k 3/1/2013
14 Tianyou Asset Management, LLC
Tianyou Fund LP
2.23 100k 10/1/2012
13 3D
Intraday Program (Client)
2.24 100k 2/1/2012
12 R Best LLC
R Best Private Client Program
2.30 50k 2/1/2010
11 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
2.30 4,000k 2/1/2011
10 Zoi Capital, LLC
Telio Program (Client)
2.40 200k 4/1/2010
9 Witter & Lester, Inc.
Diversified Trading Program
2.74 100k 4/1/2013
8 M6 Capital Management LLC
Standard Program
3.08 300k 7/1/2005
7 Deep Field Capital AG
SINGULARITY Fund
3.13 100k 9/1/2011
6 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
3.23 1,000k 3/1/2007
5 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.52 1,000k 1/1/2013
4 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.79 50k 9/1/2009
3 Emil van Essen
Long-Short Commodity Program
4.73 1,000k 6/1/2013
2 Millburn Corporation
Commodity Program
6.87 25,000k 3/1/2005
1 County Cork LLC
RLA I
10.14 500k 1/1/2009

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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