IASG CTA Index For December 2016

Monthly Rankings

Rank CTA/Program Dec 2016 Min Inv Inception
189 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-11.70 25k 1/1/2011
188 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-11.11 100k 1/1/2014
187 Dreiss Research Corporation
Diversified Program
-10.46 1,000k 5/1/1991
186 Rosetta Capital Management
Macro Program
-9.11 50k 1/1/2009
185 Future Trade AG
Thales Swing Trading Programme
-6.99 250k 6/1/2007
184 Vision Capital Management
Global Futures
-6.87 500k 2/1/2012
183 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-5.68 50k 10/1/2011
182 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-5.15 100k 8/1/2009
181 Millburn Corporation
Commodity Program
-4.01 25,000k 3/1/2005
180 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.79 10,000k 2/1/2008
179 Quantum Leap Capital Management
Managed Account Program
-3.52 300k 8/1/2006
178 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-3.30 250k 5/1/2013
177 M6 Capital Management LLC
Standard Program
-3.22 300k 7/1/2005
176 Independent View
IV Quantitative Futures Fund
-3.06 100k 11/1/2012
175 dormouse Limited
dormouse - Managed Account
-2.94 10,000k 7/1/2011
174 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-2.84 100k 8/1/2011
173 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.84 100k 11/1/2013
172 Ring Capital Management LLC
S&P E-Mini Select
-2.81 100k 1/1/2012
171 Bocken Trading LLC
Discretionary Trading Program
-2.61 100k 7/1/2011
170 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.50 500k 7/1/2013
169 Piston Trading
The Piston
-2.42 1,000k 1/1/2014
168 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-2.12 1,000k 3/1/2007
167 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.07 5,000k 6/1/2010
166 Purple Valley Capital, Inc.
Diversified Trend 1
-2.02 100k 8/1/2008
165 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
164 Hehmeyer Capital Management, LLC
Chelsea Creek
-1.88 100k 11/1/2013
163 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.83 1,000k 1/1/2013
162 Robust Methods LLC
Macro Managed Account
-1.66 5,000k 1/1/2005
161 Glider Trading LLP
Glider Trading Strategy (Class C)
-1.64 500k 9/1/2013
160 Valia Capital Management
Global Tactical Program
-1.59 200k 5/1/2014
159 ISAM
ISAM Systematic Trend Fund
-1.54 1,000k 6/1/2001
158 HPX Financial LLC
HPX Old School Program
-1.48 200k 6/1/2006
157 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.46 50k 9/1/2009
156 Red Rock Capital, LLC
Commodity Long-Short
-1.45 500k 9/1/2013
155 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.34 100k 1/1/2000
154 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.31 200k 5/1/2014
153 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.30 5,000k 7/1/2013
152 Paradox Capital Management
Sentiment Program (1X)
-1.23 1,000k 1/1/2013
151 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.19 20,000k 5/1/2013
150 3D
S&P Program (Client)
-1.17 100k 11/1/2010
149 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-1.14 100k 7/1/2013
148 Typhon Capital Management, LLC
Vulcan Metals Strategy
-1.12 10,000k 11/1/2011
147 Emil van Essen
Spread Trading Program Limited
-1.12 5,000k 7/1/2013
146 NickJen Capital Management & Consultants LLC
NRD-1
-1.11 1,000k 4/1/2008
145 ROW Asset Managment
Row Currency Program
-1.10 1,000k 11/1/2010
144 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.10 100k 10/1/2011
143 Superfund Group
Superfund Red EUR SICAV
-1.10 10k 3/1/2013
142 Soaring Pelican, LLC
Diversified S&P Program
-1.09 100k 1/1/2011
141 Superfund Group
Superfund Red USD SICAV
-1.03 10k 3/1/2013
140 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.01 250k 11/1/1996
139 Demeter Capital Management
Livestock & Grain Trading Program
-0.99 50k 3/1/2010
138 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.93 10,000k 4/1/2004
137 Emil van Essen
Multi-Strategy Program
-0.93 6,000k 5/1/2014
136 Emil van Essen
Long-Short Commodity Program
-0.89 1,000k 6/1/2013
135 Turk Capital LLC
US Equity Long/Short Strategy
-0.86 250k 4/1/2014
134 3D
Intraday Program (Client)
-0.86 100k 2/1/2012
133 Tianyou Asset Management, LLC
Tianyou Fund LP
-0.82 100k 10/1/2012
132 Tyche Capital Advisors LLC
Institutional Spreads
-0.77 250k 3/1/2014
131 Three Rock Capital Management
Global Macro Program
-0.76 1,000k 1/1/2009
130 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-0.60 100k 5/1/2010
129 Bluenose Capital Management, LLC
BNC EI
-0.60 15k 7/1/2010
128 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.60 3,000k 5/1/2010
127 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.52 100k 1/1/2014
126 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.48 6/1/2012
125 Novus Investments, LLC
Novus Precious Commodities
-0.48 200k 1/1/2007
124 County Cork LLC
RLA I
-0.47 500k 1/1/2009
123 Jaguar Investments Ltd
Ultro Capital Strategy
-0.45 1,000k 1/1/2012
122 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.42 10,000k 2/1/2006
121 SandPointe
SandPointe Opportunities Strategy
-0.38 5,000k 5/1/2014
120 3D
Bull Program (Client)
-0.32 10k 11/1/2010
119 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.30 5,000k 8/1/2000
118 Sugar Creek Investment Management, LLC
Cotton RV
-0.29 1,000k 2/1/2014
117 Ditsch Trading, LLC
Agricultural Trading Program
-0.23 100k 1/1/2011
116 QTS Capital Management, LLC
Futures Managed Account
-0.23 100k 8/1/2012
115 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.22 100k 3/1/2013
114 Alee Capital Management, LLC
Poniente Program
-0.20 2,500k 1/1/1999
113 Dominion Capital
Diamond Program
-0.20 3,000k 1/1/2011
112 QTS Capital Management, LLC
FX Managed Account
-0.16 100k 1/1/2011
111 LJM Partners
LJM Preservation & Growth Strategy
-0.09 250k 5/1/2006
110 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
109 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.04 200k 12/1/2013
108 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.04 250k 3/1/2010
107 R Best LLC
R Best Private Client Program
-0.03 50k 2/1/2010
106 Pinstripe Trading, LLC
Standard
-0.01 125k 8/1/2009
105 County Cork LLC
County Cork Fusion Equity
0.00 1,000k 10/1/2013
104 Blackwater Capital Management
Tactical Equity
0.01 500k 12/1/2013
103 GammaQ
Commodity Program Managed Account
0.02 3,000k 4/1/2011
102 Sandpiper Asset Management
Sandpiper Global Macro Program
0.02 1,000k 8/1/2012
101 Hehmeyer Capital Management, LLC
HOGO
0.02 1,000k 5/1/2013
100 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.02 500k 5/1/2013
99 Certeza Asset Management
Macro Vega
0.06 200k 1/1/2012
98 QTS Capital Management, LLC
QTS Partners, L.P.
0.09 100k 1/1/2011
97 Trading Study
SPK – E-Mini S&P 500 Option
0.10 15k 10/1/2009
96 LJM Partners
LJM Moderately Aggressive Strategy
0.13 500k 4/1/2003
95 Mehnert Capital Management, LLC
DTP (Client)
0.16 1,000k 3/1/2012
94 Turning Wheel Capital, Inc.
Pure Alpha
0.18 10,000k 1/1/2012
93 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.18 100k 4/1/2014
92 Typhon Capital Management, LLC
Chiron Currency Program
0.19 250k 2/1/2008
91 Greenwave Capital Management
Greenwave Flagship Plus
0.21 1,000k 6/1/2008
90 Kopis Capital Management, LLC
Commodity Long Only
0.21 500k 1/1/2014
89 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.23 5,000k 11/1/2012
88 Witter & Lester, Inc.
Redstone
0.26 500k 9/1/1994
87 Four Seasons Commodities Corp
Lone Star Program
0.27 300k 1/1/2005
86 Bluenose Capital Management, LLC
BNC BI
0.28 30k 10/1/2008
85 GNE Management, LLC
S&P Futures and Options Strategy (Client)
0.35 200k 12/1/2013
84 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.38 1,000k 1/1/2006
83 Crabel Capital Management
WPD Crabel Futures Program
0.40 1,000k 7/1/2008
82 Eagle Trading Systems Inc.
Eagle Global Financials
0.43 10,000k 1/1/1996
81 Witter & Lester, Inc.
Diversified Trading Program
0.43 100k 4/1/2013
80 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
0.46 25,000k 1/1/2014
79 ROW Asset Managment
Row Diversified Fund, L.P.
0.48 1,000k 11/1/2011
78 Blake Capital Management, Inc.
SRD Currencies
0.49 100k 3/1/2013
77 Sugar Creek Investment Management, LLC
WestCay Tropicals
0.50 1,000k 2/1/2014
76 Urban Tree Capital, LLC
UTC Plus (Client)
0.52 100k 3/1/2013
75 Intex Capital
Covered Options Program
0.56 50k 1/1/2012
74 Orgone Commodity Management LLC
Orgone AG 1
0.58 250k 9/1/2011
73 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
0.59 1,000k 7/1/2007
72 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
0.61 1,000k 9/1/2011
71 Dix Hills Partners
DHP Absolute Return Strategies
0.61 500k 7/1/2003
70 Cauldron Investments, LLC
Stock Index Plus
0.61 1,000k 10/1/2009
69 Warrington Asset Management
Warrington Strategic Program
0.62 50k 1/1/1997
68 Deep Field Capital AG
SINGULARITY Fund
0.63 100k 9/1/2011
67 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.64 500k 8/1/2012
66 Commodities Analytics LLC
Daily Analytics
0.67 100k 1/1/2014
65 Alee Capital Management, LLC
Mistral Program
0.68 2,500k 1/1/1999
64 Typhon Capital Management, LLC
Plutus Grain Strategy
0.71 250k 4/1/2008
63 Worldwide Capital Strategies
Profit Quest Macro World
0.73 100k 1/1/2010
62 Angle Capital Management LLC
AIP Program
0.76 100k 1/1/2010
61 EMC Capital Advisors, LLC
EMC Alpha Program
0.80 5,000k 6/1/2013
60 Sugar Creek Investment Management, LLC
Dairy Arbitrage
0.80 1,000k 5/1/2014
59 Tlaloc Capital LLC
Grains Program
0.85 500k 4/1/2010
58 1OAK Capital Limited
ACORN Commodity
0.86 5,000k 5/1/2012
57 Protec Energy Partners LLC
ET1
0.89 500k 4/1/2010
56 3D
3D Intraday Breakout Program
0.90 225k 4/1/2014
55 Eagle Trading Systems Inc.
Eagle Quantitative Macro
0.93 10,000k 10/1/2006
54 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.96 1,000k 3/1/2003
53 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.05 250k 10/1/2009
52 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
51 FORT LP
Fort Global Contrarian
1.09 2,000k 10/1/2002
50 DUNN Capital Management
DUNN WMA Institutional Program
1.20 100k 10/1/2011
49 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.21 100k 2/1/2010
48 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.21 1/1/1989
47 Schindler Capital Management, LLC
Dairy Advantage Program
1.22 200k 8/1/2005
46 Millburn Corporation
Multi-Markets Program
1.23 25,000k 10/1/2004
45 Candriam Investor Group
Alternative Return Systemat
1.30 125k 1/1/2007
44 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.35 10,000k 8/1/2007
43 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.36 3,000k 5/1/2014
42 C-View Limited
Currency Managed Account Program
1.38 5,000k 10/1/1996
41 Conquest Capital Group
Conquest Select
1.40 250k 6/1/2004
40 Wharton Capital Management
Wharton AG Futures Program
1.42 100k 9/1/2011
39 Non Correlated Capital
Positive Theta Program
1.46 250k 10/1/2007
38 Metolius Capital LLC
Metolius Diversified
1.49 100k 6/1/2010
37 Sugar Creek Investment Management, LLC
Stockyards
1.50 1,000k 4/1/2014
36 Non Correlated Capital
Positive Theta Fund
1.56 50k 10/1/2007
35 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.56 10,000k 8/1/2009
34 FORT LP
Fort Global Diversified
1.74 2,000k 10/1/1993
33 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.82 250k 5/1/2011
32 Crescendo Capital Management
Neutron Decay (Client)
1.93 50k 7/1/2012
31 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.96 1k 10/1/2006
30 Jaguar Investments Ltd
Aegir Capital Strategy
1.96 1,000k 1/1/2012
29 Crabel Capital Management
Crabel Multi-Product
1.96 1,000k 3/1/1998
28 Vivienne Investissement
OUESSANT UCITS FUND
2.02 100k 5/1/2012
27 Quantica Capital AG
1X Quantica Managed Futures Fund
2.10 100k 1/1/2014
26 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.23 50k 7/1/2011
25 Sona Trading Strategies LLC.
Diversified Program
2.29 1,000k 9/1/2006
24 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
23 GammaQ
Breckhurst Commodity Fund
2.64 1,000k 10/1/2006
22 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
2.77 1,000k 5/1/2014
21 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.92 10,000k 10/1/1993
20 Seven Capital Management
Seven Absolute Return
2.98 100k 6/1/2009
19 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
3.05 250k 10/1/2011
18 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
3.13 100k 7/1/2013
17 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
3.39 50k 10/1/2011
16 Quality Capital Management
Alpha Financials Program
3.42 10,000k 6/1/2012
15 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
14 Garraway Capital Management LLP
Garraway Financial Trends
3.93 100k 9/1/2012
13 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.98 1k 6/1/2009
12 Estlander & Partners
Alpha Trend II - Class P
4.30 100k 12/1/2008
11 Bluenose Capital Management, LLC
BNC CL
4.38 15k 12/1/2013
10 Aquantum
Aquantum Global Systematic Program (AGS)
4.69 5,000k 7/1/2013
9 Qbasis Invest
Qbasis i Trend Fund
4.78 1k 1/1/2014
8 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
5.00 2,000k 7/1/2013
7 Bulkara Capital
Bulkara Systematic Fund SP
5.11 250k 4/1/2014
6 Amapa Capital Advisors LLC
Amapa Investment Fund
5.18 100k 2/1/2007
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.72 1,000k 3/1/2003
4 Zoi Capital, LLC
Telio Program (Client)
5.94 200k 4/1/2010
3 Prolific Capital Markets, LLC
Prolific Swiss System
6.60 10,000k 1/1/2014
2 Whitmore Capital Management LLC
Whitmore Capital LP
6.78 250k 6/1/2012
1 Covenant Capital Management
Optimal Program
14.42 10k 2/1/2014

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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