IASG CTA Index For January 2016

Monthly Rankings

Rank CTA/Program Jan 2016 Min Inv Inception
159 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-16.22 50k 10/1/2010
158 ITB Capital Advisors LLC
ITB Time Value Trading Program
-9.81 5,000k 1/1/2009
157 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
-7.65 250k 1/1/2009
156 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
-7.48 4,000k 2/1/2011
155 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-7.03 3,000k 5/1/2010
154 Pacific Capital Advisors
Agilis Program
-6.79 100k 12/1/2012
153 Non Correlated Capital
Positive Theta Program
-5.95 250k 10/1/2007
152 Non Correlated Capital
Positive Theta Fund
-5.87 50k 10/1/2007
151 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-5.23 25k 1/1/2011
150 ALFAKRAFT
ALFA Edge Fund
-4.65 16k 12/1/2011
149 Cauldron Investments, LLC
Stock Index Plus
-4.51 1,000k 10/1/2009
148 Global Advisory Partners Zurich LLC
International Algo Trading
-3.96 50k 10/1/2009
147 Protec Energy Partners LLC
ET1
-3.84 500k 4/1/2010
146 Bluenose Capital Management, LLC
BNC EI
-3.15 15k 7/1/2010
145 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-3.00 250k 2/1/2012
144 Dairy Opportunities LLC
Dairy Opportunities
-2.90 100k 4/1/2014
143 Trigon Investment Advisors, LLC
Discretionary Macro Program
-2.86 10,000k 8/1/2007
142 Adamah Capital LLC
Asset Allocator Program
-2.80 50k 3/1/2011
141 The Tidal Group
M2 SP500 Emini Futures Program
-2.78 50k 1/1/2013
140 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-2.53 4,000k 11/1/2008
139 JKI-Futures, LLC
ETIRON Large 2x (Client)
-2.32 1,000k 8/1/2012
138 Eagle Trading Systems Inc.
Eagle Global Financials
-2.22 10,000k 1/1/1996
137 Future Trade AG
Thales Swing Trading Programme
-2.01 250k 6/1/2007
136 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.99 50k 10/1/2011
135 Alee Capital Management, LLC
Mistral Program
-1.77 2,500k 1/1/1999
134 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
133 C-View Limited
Emerging & Minor Currency Program
-1.67 5,000k 4/1/2008
132 Rosetta Capital Management
Macro Program
-1.60 50k 1/1/2009
131 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.53 100k 8/1/2011
130 GammaQ
Breckhurst Commodity Fund
-1.24 1,000k 10/1/2006
129 Purple Valley Capital, Inc.
Diversified Trend 1
-1.21 100k 8/1/2008
128 3D
S&P Program (Client)
-1.20 100k 11/1/2010
127 Bluenose Capital Management, LLC
BNC BI
-1.15 30k 10/1/2008
126 Abraham Investment Management
Formula 72 H
-1.09 150k 8/1/2012
125 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.09 250k 10/1/2009
124 Turning Wheel Capital, Inc.
Pure Alpha
-0.94 10,000k 1/1/2012
123 Superfund Group
Superfund Red EUR SICAV
-0.90 10k 3/1/2013
122 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.85 250k 5/1/2011
121 GammaQ
Commodity Program Managed Account
-0.84 3,000k 4/1/2011
120 Superfund Group
Superfund Red USD SICAV
-0.77 10k 3/1/2013
119 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.71 1,000k 3/1/2007
118 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.67 1,000k 3/1/2003
117 Dreiss Research Corporation
Diversified Program
-0.66 1,000k 5/1/1991
116 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.66 100k 3/1/2013
115 3D
Intraday Program (Client)
-0.65 100k 2/1/2012
114 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.63 1,000k 1/1/2005
113 Hehmeyer Capital Management, LLC
HOGO
-0.51 1,000k 5/1/2013
112 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.51 500k 5/1/2013
111 Warrington Asset Management
Warrington Strategic Program
-0.50 50k 1/1/1997
110 Witter & Lester, Inc.
Redstone
-0.48 500k 9/1/1994
109 3D
Bull Program (Client)
-0.48 10k 11/1/2010
108 Alee Capital Management, LLC
Poniente Program
-0.46 2,500k 1/1/1999
107 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-0.46 1,000k 7/1/2009
106 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.40 6/1/2012
105 HPX Financial LLC
HPX Old School Program
-0.38 200k 6/1/2006
104 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.36 250k 10/1/2008
103 Greenwave Capital Management
Greenwave Flagship Plus
-0.28 1,000k 6/1/2008
102 Four Seasons Commodities Corp
Lone Star Program
-0.24 300k 1/1/2005
101 Kottke Associates
Lark - Cattle Program
-0.23 500k 2/1/2008
100 Kottke Associates
MV Program
-0.20 1,000k 8/1/2010
99 Blake Capital Management, Inc.
SRD Currencies
-0.18 100k 3/1/2013
98 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
97 Kottke Associates
Stockton Fundamental Ag
-0.15 500k 1/1/2006
96 Demeter Capital Management
Livestock & Grain Trading Program
-0.12 50k 3/1/2010
95 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-0.12 100k 7/1/2013
94 Paradox Capital Management
Sentiment Program (1X)
-0.07 1,000k 1/1/2013
91 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
0.00 100k 8/1/2009
92 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
93 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.00 100k 10/1/2011
90 Stenger Capital Management, LLC
Diversified Trading Program
0.01 200k 4/1/2010
89 NickJen Capital Management & Consultants LLC
NRD-1
0.03 1,000k 4/1/2008
88 Jaguar Investments Ltd
Aegir Capital Strategy
0.06 1,000k 1/1/2012
87 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.11 250k 3/1/2010
86 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.11 10,000k 2/1/2006
85 Tlaloc Capital LLC
Grains Program
0.11 500k 4/1/2010
84 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.12 250k 10/1/2011
83 Jaguar Investments Ltd
Ultro Capital Strategy
0.14 1,000k 1/1/2012
82 Certeza Asset Management
Macro Vega
0.18 200k 1/1/2012
81 Soaring Pelican, LLC
Diversified S&P Program
0.21 100k 1/1/2011
80 ROW Asset Managment
Row Currency Program
0.31 1,000k 11/1/2010
79 Bocken Trading LLC
Discretionary Trading Program
0.34 100k 7/1/2011
78 County Cork LLC
RLA I
0.36 500k 1/1/2009
77 R Best LLC
R Best Private Client Program
0.39 50k 2/1/2010
76 Schindler Capital Management, LLC
Dairy Advantage Program
0.40 200k 8/1/2005
75 Wharton Capital Management
Wharton AG Futures Program
0.56 100k 9/1/2011
74 Sona Trading Strategies LLC.
Diversified Program
0.58 1,000k 9/1/2006
73 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
72 Urban Tree Capital, LLC
UTC Plus (Client)
0.60 100k 3/1/2013
71 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.60 500k 4/1/2013
70 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.63 500k 8/1/2012
69 Typhon Capital Management, LLC
Plutus Grain Strategy
0.65 250k 4/1/2008
68 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.67 1,000k 1/1/2006
67 Whitmore Capital Management LLC
Whitmore Capital LP
0.70 250k 6/1/2012
66 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.70 1,000k 1/1/2013
65 LJM Partners
LJM Preservation & Growth Strategy
0.81 250k 5/1/2006
64 LJM Partners
LJM Moderately Aggressive Strategy
0.85 500k 4/1/2003
63 QTS Capital Management, LLC
FX Managed Account
0.89 100k 1/1/2011
62 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.99 1/1/1989
61 dormouse Limited
dormouse - Managed Account
1.00 10,000k 7/1/2011
60 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.05 10,000k 2/1/2008
59 Aquantum
Aquantum Global Systematic Program (AGS)
1.05 5,000k 7/1/2013
58 Aquantum
Aquantum Commodity Spread Program (ACS)
1.10 5,000k 7/1/2013
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.15 1,000k 3/1/2003
56 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
1.37 1,000k 7/1/2007
55 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.40 10,000k 8/1/2009
54 C-View Limited
Currency Managed Account Program
1.40 5,000k 10/1/1996
53 Intex Capital
Covered Options Program
1.44 50k 1/1/2012
52 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.51 50k 9/1/2009
51 M6 Capital Management LLC
Standard Program
1.62 300k 7/1/2005
50 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.62 100k 1/1/2000
49 Tianyou Asset Management, LLC
Tianyou Fund LP
1.65 100k 10/1/2012
48 Zoi Capital, LLC
Telio Program (Client)
1.86 200k 4/1/2010
47 Robust Methods LLC
Macro Managed Account
1.89 5,000k 1/1/2005
46 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.04 2,000k 7/1/2013
45 Typhon Capital Management, LLC
Chiron Currency Program
2.16 250k 2/1/2008
44 Deep Field Capital AG
SINGULARITY Fund
2.18 100k 9/1/2011
43 Witter & Lester, Inc.
Diversified Trading Program
2.43 100k 4/1/2013
42 Vivienne Investissement
OUESSANT UCITS FUND
2.48 100k 5/1/2012
41 EMC Capital Advisors, LLC
EMC Alpha Program
2.61 5,000k 6/1/2013
40 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.63 10,000k 4/1/2004
39 Three Rock Capital Management
Global Macro Program
2.63 1,000k 1/1/2009
38 Estlander & Partners
Freedom
2.65 20,000k 8/1/2010
37 Sandpiper Asset Management
Sandpiper Global Macro Program
2.90 1,000k 8/1/2012
36 Crabel Capital Management
Crabel Multi-Product
2.95 1,000k 3/1/1998
35 Vision Capital Management
Global Futures
2.95 500k 2/1/2012
34 Ritenour Investment Group, LLC
RIG_ES_Client
2.97 25k 3/1/2013
33 Novus Investments, LLC
Novus Precious Commodities
2.98 200k 1/1/2007
32 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.03 5,000k 8/1/2000
31 Metolius Capital LLC
Metolius Diversified
3.09 100k 6/1/2010
30 ADG Capital Management
ADG Systematic Macro Fund
3.27 1,000k 4/1/2013
29 Quantum Leap Capital Management
Managed Account Program
3.38 300k 8/1/2006
28 ROW Asset Managment
Row Diversified Fund, L.P.
3.43 1,000k 11/1/2011
27 Eagle Trading Systems Inc.
Eagle Quantitative Macro
3.77 10,000k 10/1/2006
26 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.77 50k 7/1/2011
25 Emil van Essen
Long-Short Commodity Program
3.81 1,000k 6/1/2013
24 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.20 1k 10/1/2006
23 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
4.26 10,000k 5/1/2009
22 FORT LP
Fort Global Diversified
4.26 2,000k 10/1/1993
21 Cambridge Capital Management UK LLP
CCM Program
4.40 2,000k 11/1/2012
20 ALFAKRAFT
ALFA Commodity Fund
4.47 16k 6/1/2010
19 Millburn Corporation
Commodity Program
4.63 25,000k 3/1/2005
18 Principle Capital Management LLC
Principle Commodity Futures (Prop)
4.64 100k 5/1/2010
17 Millburn Corporation
Multi-Markets Program
4.71 25,000k 10/1/2004
16 Quality Capital Management
Alpha Financials Program
5.07 10,000k 6/1/2012
15 Melissinos Trading
Eupatrid Program
5.16 50k 1/1/2011
14 QMS Capital Management LP
QMS Diversified Global Macro Strategy
5.25 5,000k 6/1/2010
13 Seven Capital Management
Seven Absolute Return
5.40 100k 6/1/2009
12 Candriam Investor Group
Alternative Return Systemat
5.46 125k 1/1/2007
11 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
5.53 1,500k 7/1/2005
10 ISAM
ISAM Systematic Trend Fund
5.66 1,000k 6/1/2001
9 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.98 1k 6/1/2009
8 Mehnert Capital Management, LLC
DTP (Client)
9.85 1,000k 3/1/2012
7 Conquest Capital Group
Conquest Select
10.01 250k 6/1/2004
6 Golden Point Capital Management, LLC
Global Systematic
10.02 250k 7/1/2012
5 Garraway Capital Management LLP
Garraway Financial Trends
10.76 100k 9/1/2012
4 Angle Capital Management LLC
AIP Program
10.97 100k 1/1/2010
3 Conquest Capital Group
Conquest Macro
15.07 250k 5/1/1999
2 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
17.49 20,000k 5/1/2013
1 Estlander & Partners
Alpha Trend II - Class P
17.77 100k 12/1/2008

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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