IASG CTA Index For November 2016

Monthly Rankings

Rank CTA/Program Nov 2016 Min Inv Inception
183 Whitmore Capital Management LLC
Whitmore Capital LP
-16.07 250k 6/1/2012
182 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-11.42 50k 10/1/2010
181 Angle Capital Management LLC
AIP Program
-7.29 100k 1/1/2010
180 ROW Asset Managment
Row Currency Program
-7.03 1,000k 11/1/2010
179 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-7.01 100k 1/1/2014
178 Conquest Capital Group
Conquest Macro
-6.46 250k 5/1/1999
177 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-6.08 50k 10/1/2011
176 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-6.04 250k 10/1/2011
175 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.43 50k 7/1/2011
174 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-5.04 5,000k 6/1/2010
173 Robust Methods LLC
Macro Managed Account
-4.90 5,000k 1/1/2005
172 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-4.69 100k 7/1/2013
171 ROW Asset Managment
Row Diversified Fund, L.P.
-4.26 1,000k 11/1/2011
170 Dominion Capital
Diamond Program
-4.21 3,000k 1/1/2011
169 Bocken Trading LLC
Discretionary Trading Program
-3.75 100k 7/1/2011
168 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.67 10,000k 2/1/2008
167 EMC Capital Advisors, LLC
EMC Alpha Program
-3.57 5,000k 6/1/2013
166 Non Correlated Capital
Positive Theta Fund
-3.52 50k 10/1/2007
165 Witter & Lester, Inc.
Diversified Trading Program
-3.38 100k 4/1/2013
164 Quality Capital Management
Alpha Financials Program
-3.11 10,000k 6/1/2012
163 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.01 10,000k 10/1/1993
162 GammaQ
Breckhurst Commodity Fund
-2.98 1,000k 10/1/2006
161 Turning Wheel Capital, Inc.
Pure Alpha
-2.80 10,000k 1/1/2012
160 FORT LP
Fort Global Contrarian
-2.74 2,000k 10/1/2002
159 Non Correlated Capital
Positive Theta Program
-2.33 250k 10/1/2007
158 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-2.23 1,500k 7/1/2005
157 Crabel Capital Management
WPD Crabel Futures Program
-2.17 1,000k 7/1/2008
156 Demeter Capital Management
Livestock & Grain Trading Program
-2.10 50k 3/1/2010
155 Hehmeyer Capital Management, LLC
Chelsea Creek
-2.03 100k 11/1/2013
154 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.84 25,000k 1/1/2014
153 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-1.54 100k 11/1/2013
152 DUNN Capital Management
DUNN WMA Institutional Program
-1.49 100k 10/1/2011
151 Bluenose Capital Management, LLC
BNC CL
-1.48 15k 12/1/2013
150 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
149 Jaguar Investments Ltd
Aegir Capital Strategy
-1.45 1,000k 1/1/2012
148 M6 Capital Management LLC
Standard Program
-1.42 300k 7/1/2005
147 Crabel Capital Management
Crabel Multi-Product
-1.41 1,000k 3/1/1998
146 Paradox Capital Management
Sentiment Program (1X)
-1.39 1,000k 1/1/2013
145 Garraway Capital Management LLP
Garraway Financial Trends
-1.36 100k 9/1/2012
144 Superfund Group
Superfund Red USD SICAV
-1.29 10k 3/1/2013
143 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.26 1,000k 9/1/2011
142 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.26 20,000k 5/1/2013
141 Dix Hills Partners
DHP Absolute Return Strategies
-1.25 500k 7/1/2003
140 GammaQ
Commodity Program Managed Account
-1.24 3,000k 4/1/2011
139 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-1.22 500k 5/1/2013
138 Hehmeyer Capital Management, LLC
HOGO
-1.22 1,000k 5/1/2013
137 Eagle Trading Systems Inc.
Eagle Frequency Domain System
-1.21 25,000k 6/1/2012
136 Novus Investments, LLC
Novus Precious Commodities
-1.12 200k 1/1/2007
135 Emil van Essen
Long-Short Commodity Program
-1.11 1,000k 6/1/2013
134 Millburn Corporation
Commodity Program
-1.07 25,000k 3/1/2005
133 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.05 100k 8/1/2009
132 Ditsch Trading, LLC
Agricultural Trading Program
-1.05 100k 1/1/2011
131 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.02 1,000k 3/1/2003
130 Vision Capital Management
Global Futures
-0.91 500k 2/1/2012
129 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.80 1,000k 1/1/2013
128 Protec Energy Partners LLC
ET1
-0.78 500k 4/1/2010
127 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.77 500k 8/1/2012
126 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.74 250k 11/1/1996
125 Vivienne Investissement
OUESSANT UCITS FUND
-0.72 100k 5/1/2012
124 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.70 100k 1/1/2014
123 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.70 100k 2/1/2010
122 Millburn Corporation
Multi-Markets Program
-0.68 25,000k 10/1/2004
121 Piston Trading
The Piston
-0.64 1,000k 1/1/2014
120 ISAM
ISAM Systematic Trend Fund
-0.61 1,000k 6/1/2001
119 Warrington Asset Management
Warrington Strategic Program
-0.61 50k 1/1/1997
118 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.61 2,000k 7/1/2013
117 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.55 10,000k 4/1/2004
116 Global Advisory Partners Zurich LLC
International Algo Trading
-0.54 50k 10/1/2009
115 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.50 100k 1/1/2014
114 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.50 10,000k 11/1/2011
113 Four Seasons Commodities Corp
Lone Star Program
-0.50 300k 1/1/2005
112 Crescendo Capital Management
Neutron Decay (Client)
-0.43 50k 7/1/2012
111 QTS Capital Management, LLC
Futures Managed Account
-0.33 100k 8/1/2012
110 QTS Capital Management, LLC
QTS Partners, L.P.
-0.31 100k 1/1/2011
109 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.23 10,000k 8/1/2009
108 HPX Financial LLC
HPX Old School Program
-0.21 200k 6/1/2006
107 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.20 250k 5/1/2013
106 Melissinos Trading
Eupatrid Program
-0.20 50k 1/1/2011
105 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.20 100k 8/1/2011
104 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
103 Future Trade AG
Thales Swing Trading Programme
-0.15 250k 6/1/2007
102 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.14 1,000k 1/1/2005
101 QTS Capital Management, LLC
FX Managed Account
-0.13 100k 1/1/2011
100 Deep Field Capital AG
SINGULARITY Fund
-0.13 100k 9/1/2011
99 Blake Capital Management, Inc.
SRD Currencies
-0.12 100k 3/1/2013
98 R Best LLC
R Best Private Client Program
-0.11 50k 2/1/2010
97 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
96 C-View Limited
Currency Managed Account Program
-0.08 5,000k 10/1/1996
95 Wharton Capital Management
Wharton AG Futures Program
-0.08 100k 9/1/2011
94 Piquant Technologies LLP
Pegasus Fund
-0.07 1,000k 9/1/2013
93 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.06 100k 10/1/2011
92 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.06 250k 5/1/2011
91 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.05 1,000k 1/1/2006
90 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.04 250k 3/1/2010
89 Urban Tree Capital, LLC
UTC Plus (Client)
-0.03 100k 3/1/2013
88 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
87 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.00 200k 12/1/2013
86 Jaguar Investments Ltd
Ultro Capital Strategy
0.07 1,000k 1/1/2012
85 LJM Partners
LJM Preservation & Growth Strategy
0.08 250k 5/1/2006
84 Global Vista Advisors, LLC
Global Vista Indexes ("GVI")
0.10 10k 1/1/2014
83 Stenger Capital Management, LLC
Diversified Trading Program
0.10 200k 4/1/2010
82 Typhon Capital Management, LLC
Plutus Grain Strategy
0.13 250k 4/1/2008
81 Kopis Capital Management, LLC
Commodity Long Only
0.15 500k 1/1/2014
80 Aquantum
Aquantum Global Systematic Program (AGS)
0.15 5,000k 7/1/2013
79 Certeza Asset Management
Macro Vega
0.18 200k 1/1/2012
78 Blackwater Capital Management
Tactical Equity
0.19 500k 12/1/2013
77 Orgone Commodity Management LLC
Orgone AG 1
0.28 250k 9/1/2011
76 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.33 250k 10/1/2009
75 FORT LP
Fort Global Diversified
0.33 2,000k 10/1/1993
74 Tlaloc Capital LLC
Grains Program
0.34 500k 4/1/2010
73 County Cork LLC
RLA I
0.37 500k 1/1/2009
72 Witter & Lester, Inc.
Redstone
0.38 500k 9/1/1994
71 NickJen Capital Management & Consultants LLC
NRD-1
0.40 1,000k 4/1/2008
70 Metolius Capital LLC
Metolius Diversified
0.44 100k 6/1/2010
69 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.45 500k 4/1/2013
68 Independent View
IV Quantitative Futures Fund
0.46 100k 11/1/2012
67 Soaring Pelican, LLC
Diversified S&P Program
0.62 100k 1/1/2011
66 1900 Investments Asset Management
Dynamic Oil Strategy Program
0.63 100k 1/1/2014
65 Cauldron Investments, LLC
Stock Index Plus
0.63 1,000k 10/1/2009
64 LJM Partners
LJM Moderately Aggressive Strategy
0.64 500k 4/1/2003
63 Red Rock Capital, LLC
Commodity Long-Short
0.68 500k 9/1/2013
62 Seven Capital Management
Seven Absolute Return
0.77 100k 6/1/2009
61 Principle Capital Management LLC
Principle Commodity Futures (Prop)
0.83 100k 5/1/2010
60 Greenwave Capital Management
Greenwave Flagship Plus
0.87 1,000k 6/1/2008
59 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.90 5,000k 11/1/2012
58 Rosetta Capital Management
Macro Program
0.91 50k 1/1/2009
57 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.92 5,000k 8/1/2000
56 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.93 1,000k 3/1/2007
55 Glider Trading LLP
Glider Trading Strategy (Class C)
1.08 500k 9/1/2013
54 Intex Capital
Covered Options Program
1.11 50k 1/1/2012
53 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.13 1k 10/1/2006
52 dormouse Limited
dormouse - Managed Account
1.14 10,000k 7/1/2011
51 Adamah Capital LLC
Asset Allocator Program
1.30 50k 3/1/2011
50 Sugar Creek Investment Management, LLC
WestCay Tropicals
1.36 1,000k 2/1/2014
49 Paskewitz Asset Management LLC
Multi-strategy Futures Program
1.38 3,000k 5/1/2010
48 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
1.42 1,000k 7/1/2007
47 Prolific Capital Markets, LLC
Prolific Swiss System
1.46 10,000k 1/1/2014
46 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.53 50k 9/1/2009
45 Amapa Capital Advisors LLC
Amapa Investment Fund
1.63 100k 2/1/2007
44 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.74 10,000k 2/1/2006
43 Kottke Associates
MV Program
1.89 1,000k 8/1/2010
42 Qbasis Invest
Qbasis i Trend Fund
1.96 1k 1/1/2014
41 Schindler Capital Management, LLC
Dairy Advantage Program
1.98 200k 8/1/2005
40 Tianyou Asset Management, LLC
Tianyou Fund LP
2.03 100k 10/1/2012
39 Typhon Capital Management, LLC
Chiron Currency Program
2.17 250k 2/1/2008
38 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
2.21 250k 2/1/2012
37 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.28 1k 6/1/2009
36 Conquest Capital Group
Conquest Select
2.65 250k 6/1/2004
35 Purple Valley Capital, Inc.
Diversified Trend 1
2.74 100k 8/1/2008
34 Bluenose Capital Management, LLC
BNC BI
3.12 30k 10/1/2008
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.36 100k 1/1/2000
32 Bluenose Capital Management, LLC
BNC EI
3.51 15k 7/1/2010
31 Sandpiper Asset Management
Sandpiper Global Macro Program
3.57 1,000k 8/1/2012
30 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.58 1/1/1989
29 Zoi Capital, LLC
Telio Program (Client)
3.61 200k 4/1/2010
28 County Cork LLC
County Cork Fusion Equity
4.05 1,000k 10/1/2013
27 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
4.31 100k 7/1/2013
26 GNE Management, LLC
S&P Futures and Options Strategy (Client)
4.44 200k 12/1/2013
25 Three Rock Capital Management
Global Macro Program
4.57 1,000k 1/1/2009
24 Aquantum
Aquantum Commodity Spread Program (ACS)
4.60 5,000k 7/1/2013
23 Pinstripe Trading, LLC
Standard
4.61 125k 8/1/2009
22 Estlander & Partners
Freedom
4.86 20,000k 8/1/2010
21 Sona Trading Strategies LLC.
Diversified Program
5.27 1,000k 9/1/2006
20 Candriam Investor Group
Alternative Return Systemat
5.28 125k 1/1/2007
19 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.81 1,000k 3/1/2003
18 Mehnert Capital Management, LLC
DTP (Client)
5.84 1,000k 3/1/2012
17 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
5.86 1,000k 7/1/2009
16 Trigon Investment Advisors, LLC
Discretionary Macro Program
5.94 10,000k 8/1/2007
15 Eagle Trading Systems Inc.
Eagle Quantitative Macro
6.04 10,000k 10/1/2006
14 Dreiss Research Corporation
Diversified Program
6.22 1,000k 5/1/1991
13 Alee Capital Management, LLC
Poniente Program
6.23 2,500k 1/1/1999
12 Diversified Capital Management
Diversified Strategies Investment Fund
6.50 100k 11/1/2012
11 Diversified Capital Management
Alpha Index
6.59 50k 8/1/2013
10 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
7.21 50k 10/1/2011
9 Quantum Leap Capital Management
Managed Account Program
7.97 300k 8/1/2006
8 Estlander & Partners
Alpha Trend II - Class P
8.12 100k 12/1/2008
7 Eagle Trading Systems Inc.
Eagle Global Financials
8.97 10,000k 1/1/1996
6 Alee Capital Management, LLC
Mistral Program
10.51 2,500k 1/1/1999
5 Bidwell Investments LLC
Global Macro Program
10.64 250k 2/1/2014
4 Worldwide Capital Strategies
Profit Quest Strategies
11.97 200k 9/1/2013
3 Covenant Capital Management
Optimal Program
13.53 10k 2/1/2014
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
14.10 25k 1/1/2011
1 Worldwide Capital Strategies
Profit Quest Macro World
24.17 100k 1/1/2010

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan