IASG CTA Index For October 2016

Monthly Rankings

Rank CTA/Program Oct 2016 Min Inv Inception
182 Angle Capital Management LLC
AIP Program
-10.60 100k 1/1/2010
181 Aquantum
Aquantum Commodity Spread Program (ACS)
-9.82 5,000k 7/1/2013
180 Estlander & Partners
Alpha Trend II - Class P
-9.52 100k 12/1/2008
179 Eagle Trading Systems Inc.
Eagle Global Financials
-7.03 10,000k 1/1/1996
178 DUNN Capital Management
DUNN WMA Institutional Program
-6.48 100k 10/1/2011
177 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.46 1,500k 7/1/2005
176 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-6.44 10,000k 10/1/1993
175 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.30 100k 1/1/2014
174 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-6.24 250k 11/1/1996
173 Piquant Technologies LLP
Pegasus Fund
-5.88 1,000k 9/1/2013
172 Rosetta Capital Management
Macro Program
-5.72 50k 1/1/2009
171 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-5.60 1,000k 1/1/2013
170 FORT LP
Fort Global Diversified
-5.60 2,000k 10/1/1993
169 County Cork LLC
County Cork Fusion Equity
-5.52 1,000k 10/1/2013
168 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.40 1k 6/1/2009
167 Candriam Investor Group
Alternative Return Systemat
-5.32 125k 1/1/2007
166 Robust Methods LLC
Macro Managed Account
-5.29 5,000k 1/1/2005
165 Quality Capital Management
Alpha Financials Program
-5.22 10,000k 6/1/2012
164 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-5.21 100k 5/1/2010
163 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.75 250k 5/1/2011
162 ISAM
ISAM Systematic Trend Fund
-4.49 1,000k 6/1/2001
161 Future Trade AG
Thales Swing Trading Programme
-4.44 250k 6/1/2007
160 Deep Field Capital AG
SINGULARITY Fund
-4.39 100k 9/1/2011
159 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.29 50k 7/1/2011
158 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.26 100k 8/1/2009
157 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
156 Dreiss Research Corporation
Diversified Program
-4.09 1,000k 5/1/1991
155 Diversified Capital Management
Alpha Index
-3.90 50k 8/1/2013
154 EMC Capital Advisors, LLC
EMC Alpha Program
-3.83 5,000k 6/1/2013
153 Seven Capital Management
Seven Absolute Return
-3.82 100k 6/1/2009
152 Dominion Capital
Diamond Program
-3.81 3,000k 1/1/2011
151 Crabel Capital Management
WPD Crabel Futures Program
-3.62 1,000k 7/1/2008
150 Bidwell Investments LLC
Global Macro Program
-3.49 250k 2/1/2014
149 Aquantum
Aquantum Global Systematic Program (AGS)
-3.49 5,000k 7/1/2013
148 FORT LP
Fort Global Contrarian
-3.42 2,000k 10/1/2002
147 Adamah Capital LLC
Asset Allocator Program
-3.40 50k 3/1/2011
146 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.38 2,000k 7/1/2013
145 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.20 100k 1/1/2014
144 Witter & Lester, Inc.
Diversified Trading Program
-3.19 100k 4/1/2013
143 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.10 10,000k 10/1/2006
142 Estlander & Partners
Freedom
-3.08 20,000k 8/1/2010
141 M6 Capital Management LLC
Standard Program
-2.97 300k 7/1/2005
140 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.95 1,000k 3/1/2003
139 Garraway Capital Management LLP
Garraway Financial Trends
-2.95 100k 9/1/2012
138 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.93 1k 10/1/2006
137 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.87 1,000k 3/1/2003
136 Quantum Leap Capital Management
Managed Account Program
-2.86 300k 8/1/2006
135 Superfund Group
Superfund Red EUR SICAV
-2.84 10k 3/1/2013
134 Millburn Corporation
Multi-Markets Program
-2.79 25,000k 10/1/2004
133 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.73 5,000k 6/1/2010
132 Superfund Group
Superfund Red USD SICAV
-2.72 10k 3/1/2013
131 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.71 10,000k 8/1/2009
130 Crabel Capital Management
Crabel Multi-Product
-2.70 1,000k 3/1/1998
129 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.62 25,000k 1/1/2014
128 Independent View
IV Quantitative Futures Fund
-2.55 100k 11/1/2012
127 ROW Asset Managment
Row Diversified Fund, L.P.
-2.43 1,000k 11/1/2011
126 Wharton Capital Management
Wharton AG Futures Program
-2.40 100k 9/1/2011
125 County Cork LLC
RLA I
-2.35 500k 1/1/2009
124 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.20 20,000k 5/1/2013
123 Vivienne Investissement
OUESSANT UCITS FUND
-2.05 100k 5/1/2012
122 Melissinos Trading
Eupatrid Program
-2.05 50k 1/1/2011
121 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.04 3,000k 5/1/2010
120 Zoi Capital, LLC
Telio Program (Client)
-1.99 200k 4/1/2010
119 Pinstripe Trading, LLC
Standard
-1.84 125k 8/1/2009
118 Covenant Capital Management
Optimal Program
-1.79 10k 2/1/2014
117 GammaQ
Breckhurst Commodity Fund
-1.78 1,000k 10/1/2006
116 Alee Capital Management, LLC
Mistral Program
-1.71 2,500k 1/1/1999
115 Prolific Capital Markets, LLC
Prolific Swiss System
-1.68 10,000k 1/1/2014
114 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-1.67 250k 2/1/2012
113 Ditsch Trading, LLC
Agricultural Trading Program
-1.66 100k 1/1/2011
112 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.62 1,000k 9/1/2011
111 Demeter Capital Management
Livestock & Grain Trading Program
-1.44 50k 3/1/2010
110 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.35 10,000k 4/1/2004
109 Alee Capital Management, LLC
Poniente Program
-1.28 2,500k 1/1/1999
108 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.10 1/1/1989
107 Conquest Capital Group
Conquest Macro
-1.09 250k 5/1/1999
106 Kottke Associates
MV Program
-1.08 1,000k 8/1/2010
105 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.05 5,000k 11/1/2012
104 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-1.03 500k 8/1/2012
103 GammaQ
Commodity Program Managed Account
-0.98 3,000k 4/1/2011
102 Soaring Pelican, LLC
Diversified S&P Program
-0.97 100k 1/1/2011
101 Turning Wheel Capital, Inc.
Pure Alpha
-0.95 10,000k 1/1/2012
100 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.91 100k 11/1/2013
99 HPX Financial LLC
HPX Old School Program
-0.84 200k 6/1/2006
98 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
97 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.58 100k 8/1/2011
96 Global Advisory Partners Zurich LLC
International Algo Trading
-0.56 50k 10/1/2009
95 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.54 1,000k 1/1/2006
94 QTS Capital Management, LLC
QTS Partners, L.P.
-0.50 100k 1/1/2011
93 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.50 1,000k 3/1/2007
92 Piston Trading
The Piston
-0.46 1,000k 1/1/2014
91 Metolius Capital LLC
Metolius Diversified
-0.44 100k 6/1/2010
90 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.40 1,000k 8/1/2012
89 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.35 500k 4/1/2013
88 QTS Capital Management, LLC
Futures Managed Account
-0.35 100k 8/1/2012
87 NickJen Capital Management & Consultants LLC
NRD-1
-0.32 1,000k 4/1/2008
86 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.29 250k 4/1/2008
85 Stenger Capital Management, LLC
Diversified Trading Program
-0.27 200k 4/1/2010
84 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.27 1,000k 7/1/2007
83 Bocken Trading LLC
Discretionary Trading Program
-0.26 100k 7/1/2011
82 Schindler Capital Management, LLC
Dairy Advantage Program
-0.24 200k 8/1/2005
81 Orgone Commodity Management LLC
Orgone AG 1
-0.24 250k 9/1/2011
80 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.17 1,000k 1/1/2005
79 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
78 QTS Capital Management, LLC
FX Managed Account
-0.15 100k 1/1/2011
77 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
76 Jaguar Investments Ltd
Ultro Capital Strategy
-0.08 1,000k 1/1/2012
75 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
74 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.06 250k 10/1/2011
73 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.04 10,000k 2/1/2006
72 Sona Trading Strategies LLC.
Diversified Program
-0.02 1,000k 9/1/2006
70 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
71 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.00 200k 12/1/2013
69 Blake Capital Management, Inc.
SRD Currencies
0.01 100k 3/1/2013
68 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.06 10,000k 11/1/2011
67 Hehmeyer Capital Management, LLC
Chelsea Creek
0.07 100k 11/1/2013
66 Certeza Asset Management
Macro Vega
0.08 200k 1/1/2012
65 Blackwater Capital Management
Tactical Equity
0.14 500k 12/1/2013
64 Four Seasons Commodities Corp
Lone Star Program
0.15 300k 1/1/2005
63 Witter & Lester, Inc.
Redstone
0.22 500k 9/1/1994
62 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.26 50k 10/1/2010
61 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.30 250k 5/1/2013
60 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.30 100k 1/1/2014
59 Emil van Essen
Long-Short Commodity Program
0.34 1,000k 6/1/2013
58 Paradox Capital Management
Sentiment Program (1X)
0.34 1,000k 1/1/2013
57 Warrington Asset Management
Warrington Strategic Program
0.41 50k 1/1/1997
56 Amapa Capital Advisors LLC
Amapa Investment Fund
0.42 100k 2/1/2007
55 Intex Capital
Covered Options Program
0.45 50k 1/1/2012
54 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.46 10,000k 8/1/2007
53 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.49 250k 3/1/2010
52 Cauldron Investments, LLC
Stock Index Plus
0.50 1,000k 10/1/2009
51 R Best LLC
R Best Private Client Program
0.50 50k 2/1/2010
50 GNE Management, LLC
S&P Futures and Options Strategy (Client)
0.56 200k 12/1/2013
49 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
0.57 10k 1/1/2014
48 Jaguar Investments Ltd
Aegir Capital Strategy
0.59 1,000k 1/1/2012
47 Typhon Capital Management, LLC
Chiron Currency Program
0.76 250k 2/1/2008
46 ROW Asset Managment
Row Currency Program
0.79 1,000k 11/1/2010
45 Tlaloc Capital LLC
Grains Program
0.84 500k 4/1/2010
44 C-View Limited
Currency Managed Account Program
0.86 5,000k 10/1/1996
43 Conquest Capital Group
Conquest Select
0.90 250k 6/1/2004
42 Red Rock Capital, LLC
Commodity Long-Short
0.99 500k 9/1/2013
41 dormouse Limited
dormouse - Managed Account
0.99 10,000k 7/1/2011
40 Purple Valley Capital, Inc.
Diversified Trend 1
1.06 100k 8/1/2008
39 Non Correlated Capital
Positive Theta Program
1.06 250k 10/1/2007
38 Bluenose Capital Management, LLC
BNC CL
1.07 15k 12/1/2013
37 Tianyou Asset Management, LLC
Tianyou Fund LP
1.11 100k 10/1/2012
36 Kopis Capital Management, LLC
Commodity Long Only
1.18 500k 1/1/2014
35 Vision Capital Management
Global Futures
1.21 500k 2/1/2012
34 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
33 LJM Partners
LJM Preservation & Growth Strategy
1.38 250k 5/1/2006
32 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.38 100k 1/1/2000
31 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.40 50k 9/1/2009
30 Diversified Capital Management
Diversified Strategies Investment Fund
1.40 100k 11/1/2012
29 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
1.45 1,000k 7/1/2009
28 Dix Hills Partners
DHP Absolute Return Strategies
1.46 500k 7/1/2003
27 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.58 50k 10/1/2011
26 Worldwide Capital Strategies
Profit Quest Strategies
1.78 200k 9/1/2013
25 Novus Investments, LLC
Novus Precious Commodities
1.88 200k 1/1/2007
24 Eagle Trading Systems Inc.
Eagle Frequency Domain System
1.96 25,000k 6/1/2012
23 Non Correlated Capital
Positive Theta Fund
1.98 50k 10/1/2007
22 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
2.13 500k 5/1/2013
21 LJM Partners
LJM Moderately Aggressive Strategy
2.13 500k 4/1/2003
20 Hehmeyer Capital Management, LLC
HOGO
2.13 1,000k 5/1/2013
19 Urban Tree Capital, LLC
UTC Plus (Client)
2.27 100k 3/1/2013
18 Greenwave Capital Management
Greenwave Flagship Plus
2.33 1,000k 6/1/2008
17 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.38 100k 10/1/2011
16 Sugar Creek Investment Management, LLC
WestCay Tropicals
2.58 1,000k 2/1/2014
15 Protec Energy Partners LLC
ET1
2.61 500k 4/1/2010
14 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
2.61 100k 7/1/2013
13 Crescendo Capital Management
Neutron Decay (Client)
2.69 50k 7/1/2012
12 Mehnert Capital Management, LLC
DTP (Client)
2.99 1,000k 3/1/2012
11 Three Rock Capital Management
Global Macro Program
3.32 1,000k 1/1/2009
10 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.33 10,000k 2/1/2008
9 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.59 250k 10/1/2009
8 Worldwide Capital Strategies
Profit Quest Macro World
3.68 100k 1/1/2010
7 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.34 5,000k 8/1/2000
6 Bluenose Capital Management, LLC
BNC BI
5.09 30k 10/1/2008
5 Bluenose Capital Management, LLC
BNC EI
5.24 15k 7/1/2010
4 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
6.86 100k 7/1/2013
3 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
7.32 50k 10/1/2011
2 Whitmore Capital Management LLC
Whitmore Capital LP
7.85 250k 6/1/2012
1 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
15.69 25k 1/1/2011

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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