IASG CTA Index For February 2016

Monthly Rankings

Rank CTA/Program Feb 2016 Min Inv Inception
161 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-15.80 25k 1/1/2011
160 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-7.86 50k 10/1/2011
159 Quantum Leap Capital Management
Managed Account Program
-5.13 300k 8/1/2006
158 Global Advisory Partners Zurich LLC
International Algo Trading
-5.00 50k 10/1/2009
157 Witter & Lester, Inc.
Diversified Trading Program
-4.87 100k 4/1/2013
156 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-4.73 250k 10/1/2009
155 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-4.38 10,000k 5/1/2009
154 Ring Capital Management LLC
S&P E-Mini Select
-4.28 100k 1/1/2012
153 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-3.91 1,000k 7/1/2009
152 Bluenose Capital Management, LLC
BNC EI
-3.69 15k 7/1/2010
151 QTS Capital Management, LLC
FX Managed Account
-3.46 100k 1/1/2011
150 Pinstripe Trading, LLC
Standard
-2.79 125k 8/1/2009
149 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.79 5,000k 7/1/2013
148 Ritenour Investment Group, LLC
RIG_ES_Client
-2.49 25k 3/1/2013
147 ALFAKRAFT
ALFA Edge Fund
-2.07 16k 12/1/2011
146 Kottke Associates
Lark - Cattle Program
-1.87 500k 2/1/2008
145 Protec Energy Partners LLC
ET1
-1.81 500k 4/1/2010
144 Cauldron Investments, LLC
Stock Index Plus
-1.77 1,000k 10/1/2009
143 OptHedge Advisors LLC
Diversified Options & Futures Program
-1.58 250k 10/1/2008
142 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.58 10,000k 8/1/2007
141 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.56 250k 10/1/2011
140 Soaring Pelican, LLC
Diversified S&P Program
-1.56 100k 1/1/2011
139 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.37 3,000k 5/1/2010
138 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.03 50k 9/1/2009
137 Bocken Trading LLC
Discretionary Trading Program
-0.85 100k 7/1/2011
136 Demeter Capital Management
Livestock & Grain Trading Program
-0.78 50k 3/1/2010
135 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.70 100k 8/1/2011
134 Four Seasons Commodities Corp
Lone Star Program
-0.67 300k 1/1/2005
133 M6 Capital Management LLC
Standard Program
-0.64 300k 7/1/2005
132 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
131 Witter & Lester, Inc.
Redstone
-0.45 500k 9/1/1994
130 Schindler Capital Management, LLC
Dairy Advantage Program
-0.40 200k 8/1/2005
129 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.36 100k 3/1/2013
128 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.34 10,000k 2/1/2006
127 3D
Bull Program (Client)
-0.34 10k 11/1/2010
126 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.30 100k 1/1/2000
125 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.29 1,000k 3/1/2003
124 Deep Field Capital AG
SINGULARITY Fund
-0.29 100k 9/1/2011
123 Blake Capital Management, Inc.
SRD Currencies
-0.26 100k 3/1/2013
122 Zoi Capital, LLC
Telio Program (Client)
-0.26 200k 4/1/2010
121 Turning Wheel Capital, Inc.
Pure Alpha
-0.25 10,000k 1/1/2012
120 Tlaloc Capital LLC
Grains Program
-0.24 500k 4/1/2010
119 JKI-Futures, LLC
ETIRON Large 2x (Client)
-0.24 1,000k 8/1/2012
118 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.19 1,000k 1/1/2006
117 Stenger Capital Management, LLC
Diversified Trading Program
-0.18 200k 4/1/2010
116 Warrington Asset Management
Warrington Strategic Program
-0.18 50k 1/1/1997
115 Emil van Essen
Long-Short Commodity Program
-0.17 1,000k 6/1/2013
114 Jaguar Investments Ltd
Ultro Capital Strategy
-0.15 1,000k 1/1/2012
113 Kottke Associates
MV Program
-0.14 1,000k 8/1/2010
112 Paradox Capital Management
Sentiment Program (1X)
-0.11 1,000k 1/1/2013
111 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.07 5,000k 8/1/2000
110 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.05 6/1/2012
109 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
-0.04 4,000k 11/1/2008
108 Mehnert Capital Management, LLC
DTP (Client)
-0.01 1,000k 3/1/2012
107 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
0.00 250k 1/1/2009
106 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.01 500k 5/1/2013
105 Hehmeyer Capital Management, LLC
HOGO
0.01 1,000k 5/1/2013
104 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.01 1,000k 1/1/2005
103 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
0.18 4,000k 2/1/2011
102 HPX Financial LLC
HPX Old School Program
0.23 200k 6/1/2006
101 Kottke Associates
Stockton Fundamental Ag
0.25 500k 1/1/2006
100 NickJen Capital Management & Consultants LLC
NRD-1
0.26 1,000k 4/1/2008
99 Jaguar Investments Ltd
Aegir Capital Strategy
0.30 1,000k 1/1/2012
98 Typhon Capital Management, LLC
Plutus Grain Strategy
0.40 250k 4/1/2008
97 C-View Limited
Currency Managed Account Program
0.40 5,000k 10/1/1996
96 Urban Tree Capital, LLC
UTC Plus (Client)
0.40 100k 3/1/2013
95 Certeza Asset Management
Macro Vega
0.45 200k 1/1/2012
94 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.46 500k 8/1/2012
93 Cambridge Capital Management UK LLP
CCM Program
0.50 2,000k 11/1/2012
92 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
0.56 1,000k 7/1/2007
91 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.60 250k 5/1/2013
90 Tianyou Asset Management, LLC
Tianyou Fund LP
0.66 100k 10/1/2012
89 Bluenose Capital Management, LLC
BNC BI
0.67 30k 10/1/2008
88 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.68 100k 7/1/2013
87 Global Vista Advisors, LLC
Global Vista Options ("GVO")
0.69 50k 10/1/2010
86 Alee Capital Management, LLC
Poniente Program
0.72 2,500k 1/1/1999
85 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.72 10,000k 4/1/2004
84 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.78 500k 4/1/2013
83 QTS Capital Management, LLC
Futures Managed Account
0.84 100k 8/1/2012
82 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.92 250k 3/1/2010
81 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.19 1,000k 3/1/2003
80 Intex Capital
Covered Options Program
1.29 50k 1/1/2012
79 C-View Limited
Emerging & Minor Currency Program
1.30 5,000k 4/1/2008
78 Metolius Capital LLC
Metolius Diversified
1.30 100k 6/1/2010
77 GammaQ
Commodity Program Managed Account
1.35 3,000k 4/1/2011
76 Alee Capital Management, LLC
Mistral Program
1.35 2,500k 1/1/1999
75 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.36 1/1/1989
74 The Tidal Group
M2 SP500 Emini Futures Program
1.40 50k 1/1/2013
73 R Best LLC
R Best Private Client Program
1.45 50k 2/1/2010
72 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.56 10,000k 2/1/2008
71 3D
S&P Program (Client)
1.61 100k 11/1/2010
70 dormouse Limited
dormouse - Managed Account
1.67 10,000k 7/1/2011
69 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.69 2,000k 7/1/2013
68 GammaQ
Breckhurst Commodity Fund
1.72 1,000k 10/1/2006
67 Greenwave Capital Management
Greenwave Flagship Plus
1.74 1,000k 6/1/2008
66 Vivienne Investissement
OUESSANT UCITS FUND
1.83 100k 5/1/2012
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.84 1k 10/1/2006
64 Quality Capital Management
Alpha Financials Program
1.88 10,000k 6/1/2012
63 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
1.90 250k 2/1/2012
62 LJM Partners
LJM Preservation & Growth Strategy
1.95 250k 5/1/2006
61 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.00 1,000k 3/1/2007
60 Non Correlated Capital
Positive Theta Program
2.05 250k 10/1/2007
59 Wharton Capital Management
Wharton AG Futures Program
2.08 100k 9/1/2011
58 Three Rock Capital Management
Global Macro Program
2.08 1,000k 1/1/2009
57 3D
Intraday Program (Client)
2.12 100k 2/1/2012
56 Golden Point Capital Management, LLC
Global Systematic
2.21 250k 7/1/2012
55 Millburn Corporation
Commodity Program
2.24 25,000k 3/1/2005
54 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.25 10,000k 8/1/2009
53 Non Correlated Capital
Positive Theta Fund
2.32 50k 10/1/2007
52 ROW Asset Managment
Row Currency Program
2.33 1,000k 11/1/2010
51 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.43 5,000k 6/1/2010
50 Rosetta Capital Management
Macro Program
2.43 50k 1/1/2009
49 LJM Partners
LJM Moderately Aggressive Strategy
2.55 500k 4/1/2003
48 Melissinos Trading
Eupatrid Program
2.76 50k 1/1/2011
47 Typhon Capital Management, LLC
Chiron Currency Program
2.82 250k 2/1/2008
46 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.93 250k 5/1/2011
45 Millburn Corporation
Multi-Markets Program
3.05 25,000k 10/1/2004
44 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.13 1k 6/1/2009
43 Dairy Opportunities LLC
Dairy Opportunities
3.34 100k 4/1/2014
42 County Cork LLC
RLA I
3.42 500k 1/1/2009
41 Crabel Capital Management
Crabel Multi-Product
3.50 1,000k 3/1/1998
40 Estlander & Partners
Freedom
3.52 20,000k 8/1/2010
39 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.56 1,000k 1/1/2013
38 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
3.58 1,500k 7/1/2005
37 Aquantum
Aquantum Global Systematic Program (AGS)
3.60 5,000k 7/1/2013
36 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.66 5,000k 1/1/2009
35 ROW Asset Managment
Row Diversified Fund, L.P.
3.66 1,000k 11/1/2011
34 Sandpiper Asset Management
Sandpiper Global Macro Program
3.74 1,000k 8/1/2012
33 ALFAKRAFT
ALFA Commodity Fund
3.74 16k 6/1/2010
32 EMC Capital Advisors, LLC
EMC Alpha Program
3.76 5,000k 6/1/2013
31 FORT LP
Fort Global Contrarian
3.78 2,000k 10/1/2002
30 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.95 100k 10/1/2011
29 Novus Investments, LLC
Novus Precious Commodities
4.02 200k 1/1/2007
28 Sona Trading Strategies LLC.
Diversified Program
4.10 1,000k 9/1/2006
27 Superfund Group
Superfund Red EUR SICAV
4.13 10k 3/1/2013
26 Eagle Trading Systems Inc.
Eagle Quantitative Macro
4.25 10,000k 10/1/2006
25 Seven Capital Management
Seven Absolute Return
4.27 100k 6/1/2009
24 Purple Valley Capital, Inc.
Diversified Trend 1
4.33 100k 8/1/2008
23 ADG Capital Management
ADG Systematic Macro Fund
4.38 1,000k 4/1/2013
22 Adamah Capital LLC
Asset Allocator Program
4.40 50k 3/1/2011
21 Superfund Group
Superfund Red USD SICAV
4.40 10k 3/1/2013
20 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
4.43 250k 11/1/1996
19 ISAM
ISAM Systematic Trend Fund
4.46 1,000k 6/1/2001
18 Eagle Trading Systems Inc.
Eagle Global Financials
4.64 10,000k 1/1/1996
17 Pacific Capital Advisors
Agilis Program
4.67 100k 12/1/2012
16 Whitmore Capital Management LLC
Whitmore Capital LP
4.97 250k 6/1/2012
15 Robust Methods LLC
Macro Managed Account
5.01 5,000k 1/1/2005
14 Conquest Capital Group
Conquest Select
5.04 250k 6/1/2004
13 Vision Capital Management
Global Futures
5.14 500k 2/1/2012
12 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
5.22 100k 8/1/2009
11 Angle Capital Management LLC
AIP Program
5.32 100k 1/1/2010
10 Principle Capital Management LLC
Principle Commodity Futures (Prop)
6.47 100k 5/1/2010
9 Candriam Investor Group
Alternative Return Systemat
6.57 125k 1/1/2007
8 FORT LP
Fort Global Diversified
7.61 2,000k 10/1/1993
7 Garraway Capital Management LLP
Garraway Financial Trends
7.64 100k 9/1/2012
6 Conquest Capital Group
Conquest Macro
8.00 250k 5/1/1999
5 Abraham Investment Management
Formula 72 H
8.39 150k 8/1/2012
4 Dreiss Research Corporation
Diversified Program
8.66 1,000k 5/1/1991
3 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
10.53 20,000k 5/1/2013
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
11.63 50k 7/1/2011
1 Estlander & Partners
Alpha Trend II - Class P
13.94 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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