IASG CTA Index For March 2016

Monthly Rankings

Rank CTA/Program Mar 2016 Min Inv Inception
162 Ring Capital Management LLC
S&P E-Mini Select
-22.98 100k 1/1/2012
161 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-18.24 50k 7/1/2011
160 Golden Point Capital Management, LLC
Global Systematic
-17.02 250k 7/1/2012
159 Purple Valley Capital, Inc.
Diversified Trend 1
-16.59 100k 8/1/2008
158 Vision Capital Management
Global Futures
-16.33 500k 2/1/2012
157 Estlander & Partners
Alpha Trend II - Class P
-11.88 100k 12/1/2008
156 Conquest Capital Group
Conquest Macro
-11.61 250k 5/1/1999
155 Dreiss Research Corporation
Diversified Program
-9.19 1,000k 5/1/1991
154 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-8.78 20,000k 5/1/2013
153 Whitmore Capital Management LLC
Whitmore Capital LP
-7.35 250k 6/1/2012
152 Candriam Investor Group
Alternative Return Systemat
-7.34 125k 1/1/2007
151 ISAM
ISAM Systematic Trend Fund
-7.23 1,000k 6/1/2001
150 M6 Capital Management LLC
Standard Program
-6.83 300k 7/1/2005
149 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.61 1,000k 3/1/2003
148 Angle Capital Management LLC
AIP Program
-6.38 100k 1/1/2010
147 Conquest Capital Group
Conquest Select
-6.19 250k 6/1/2004
146 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-6.17 1,500k 7/1/2005
145 Global Advisory Partners Zurich LLC
International Algo Trading
-6.13 50k 10/1/2009
144 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-6.10 250k 2/1/2012
143 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-6.01 250k 11/1/1996
142 Rosetta Capital Management
Macro Program
-5.91 50k 1/1/2009
141 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-5.53 5,000k 6/1/2010
140 Deep Field Capital AG
SINGULARITY Fund
-5.16 100k 9/1/2011
139 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.10 250k 5/1/2011
138 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.08 1k 6/1/2009
137 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.82 100k 8/1/2009
136 Garraway Capital Management LLP
Garraway Financial Trends
-4.42 100k 9/1/2012
135 Abraham Investment Management
Formula 72 H
-4.38 150k 8/1/2012
134 Quality Capital Management
Alpha Financials Program
-4.09 10,000k 6/1/2012
133 Mehnert Capital Management, LLC
DTP (Client)
-3.93 1,000k 3/1/2012
132 Melissinos Trading
Eupatrid Program
-3.81 50k 1/1/2011
131 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-3.73 1,000k 7/1/2007
130 Eagle Trading Systems Inc.
Eagle Global Financials
-3.53 10,000k 1/1/1996
129 Estlander & Partners
Freedom
-3.49 20,000k 8/1/2010
128 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
-3.43 10,000k 5/1/2009
127 FORT LP
Fort Global Contrarian
-3.39 2,000k 10/1/2002
126 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.17 100k 1/1/2000
125 Dairy Opportunities LLC
Dairy Opportunities
-3.06 100k 4/1/2014
124 Bocken Trading LLC
Discretionary Trading Program
-2.98 100k 7/1/2011
123 Cambridge Capital Management UK LLP
CCM Program
-2.90 2,000k 11/1/2012
122 Alee Capital Management, LLC
Poniente Program
-2.87 2,500k 1/1/1999
121 Aquantum
Aquantum Global Systematic Program (AGS)
-2.85 5,000k 7/1/2013
120 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.79 2,000k 7/1/2013
119 The Tidal Group
M2 SP500 Emini Futures Program
-2.78 50k 1/1/2013
118 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.77 1k 10/1/2006
117 Bluenose Capital Management, LLC
BNC BI
-2.75 30k 10/1/2008
116 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-2.67 10,000k 10/1/2006
115 Ditsch Trading, LLC
Agricultural Trading Program
-2.67 100k 1/1/2011
114 Metolius Capital LLC
Metolius Diversified
-2.52 100k 6/1/2010
113 County Cork LLC
RLA I
-2.48 500k 1/1/2009
112 Sona Trading Strategies LLC.
Diversified Program
-2.33 1,000k 9/1/2006
111 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-2.25 10,000k 2/1/2006
110 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.25 10,000k 4/1/2004
109 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.01 1,000k 8/1/2012
108 Wharton Capital Management
Wharton AG Futures Program
-1.99 100k 9/1/2011
107 Bluenose Capital Management, LLC
BNC EI
-1.97 15k 7/1/2010
106 FORT LP
Fort Global Diversified
-1.84 2,000k 10/1/1993
105 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.74 1,000k 1/1/2013
104 ADG Capital Management
ADG Systematic Macro Fund
-1.63 1,000k 4/1/2013
103 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-1.59 100k 8/1/2011
102 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.57 10,000k 8/1/2007
101 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-1.52 1,000k 7/1/2009
100 Millburn Corporation
Commodity Program
-1.51 25,000k 3/1/2005
99 ALFAKRAFT
ALFA Commodity Fund
-1.44 16k 6/1/2010
98 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-1.37 25k 1/1/2011
97 Quantum Leap Capital Management
Managed Account Program
-1.31 300k 8/1/2006
96 Seven Capital Management
Seven Absolute Return
-1.29 100k 6/1/2009
95 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-1.18 100k 5/1/2010
94 Paradox Capital Management
Sentiment Program (1X)
-1.17 1,000k 1/1/2013
93 Demeter Capital Management
Livestock & Grain Trading Program
-1.09 50k 3/1/2010
92 Certeza Asset Management
Macro Vega
-1.06 200k 1/1/2012
91 Three Rock Capital Management
Global Macro Program
-1.05 1,000k 1/1/2009
90 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-0.89 100k 7/1/2013
89 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.87 500k 4/1/2013
88 Schindler Capital Management, LLC
Dairy Advantage Program
-0.85 200k 8/1/2005
87 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.69 5,000k 7/1/2013
86 Greenwave Capital Management
Greenwave Flagship Plus
-0.60 1,000k 6/1/2008
85 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
84 Warrington Asset Management
Warrington Strategic Program
-0.58 50k 1/1/1997
83 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.49 250k 10/1/2009
82 NickJen Capital Management & Consultants LLC
NRD-1
-0.41 1,000k 4/1/2008
81 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.36 50k 10/1/2011
80 Novus Investments, LLC
Novus Precious Commodities
-0.34 200k 1/1/2007
79 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.31 250k 10/1/2008
78 3D
S&P Program (Client)
-0.30 100k 11/1/2010
77 Kottke Associates
MV Program
-0.26 1,000k 8/1/2010
76 R Best LLC
R Best Private Client Program
-0.19 50k 2/1/2010
75 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.19 1,000k 1/1/2006
74 EMC Capital Advisors, LLC
EMC Alpha Program
-0.14 5,000k 6/1/2013
73 Kottke Associates
Stockton Fundamental Ag
-0.14 500k 1/1/2006
72 3D
Intraday Program (Client)
-0.10 100k 2/1/2012
71 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.10 250k 3/1/2010
70 Millburn Corporation
Multi-Markets Program
-0.06 25,000k 10/1/2004
69 Jaguar Investments Ltd
Ultro Capital Strategy
-0.06 1,000k 1/1/2012
68 Stenger Capital Management, LLC
Diversified Trading Program
-0.05 200k 4/1/2010
67 dormouse Limited
dormouse - Managed Account
-0.03 10,000k 7/1/2011
66 Tlaloc Capital LLC
Grains Program
-0.03 500k 4/1/2010
65 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.02 6/1/2012
64 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-0.02 1,000k 1/1/2005
61 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
0.00 250k 1/1/2009
62 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
63 QTS Capital Management, LLC
FX Managed Account
0.00 100k 1/1/2011
60 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.03 500k 5/1/2013
59 Hehmeyer Capital Management, LLC
HOGO
0.03 1,000k 5/1/2013
58 Kottke Associates
Lark - Cattle Program
0.04 500k 2/1/2008
57 HPX Financial LLC
HPX Old School Program
0.05 200k 6/1/2006
56 Alee Capital Management, LLC
Mistral Program
0.11 2,500k 1/1/1999
55 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.13 100k 3/1/2013
54 C-View Limited
Currency Managed Account Program
0.19 5,000k 10/1/1996
53 Jaguar Investments Ltd
Aegir Capital Strategy
0.23 1,000k 1/1/2012
52 Blake Capital Management, Inc.
SRD Currencies
0.32 100k 3/1/2013
51 Witter & Lester, Inc.
Redstone
0.42 500k 9/1/1994
50 QTS Capital Management, LLC
Futures Managed Account
0.43 100k 8/1/2012
49 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.45 500k 8/1/2012
48 Soaring Pelican, LLC
Diversified S&P Program
0.46 100k 1/1/2011
47 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.46 5,000k 8/1/2000
46 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.49 50k 9/1/2009
45 Typhon Capital Management, LLC
Plutus Grain Strategy
0.50 250k 4/1/2008
44 ROW Asset Managment
Row Diversified Fund, L.P.
0.53 1,000k 11/1/2011
43 GammaQ
Commodity Program Managed Account
0.61 3,000k 4/1/2011
42 Four Seasons Commodities Corp
Lone Star Program
0.65 300k 1/1/2005
41 Pacific Capital Advisors
Agilis Program
0.70 100k 12/1/2012
40 Tianyou Asset Management, LLC
Tianyou Fund LP
0.71 100k 10/1/2012
39 LJM Partners
LJM Preservation & Growth Strategy
0.89 250k 5/1/2006
38 Crabel Capital Management
Crabel Multi-Product
0.91 1,000k 3/1/1998
37 Typhon Capital Management, LLC
Chiron Currency Program
0.95 250k 2/1/2008
36 ALFAKRAFT
ALFA Edge Fund
1.00 16k 12/1/2011
35 3D
Bull Program (Client)
1.15 10k 11/1/2010
34 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.19 5,000k 1/1/2009
33 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.26 10,000k 8/1/2009
32 Intex Capital
Covered Options Program
1.28 50k 1/1/2012
31 Adamah Capital LLC
Asset Allocator Program
1.30 50k 3/1/2011
30 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.30 1,000k 3/1/2003
29 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.30 250k 5/1/2013
28 Turning Wheel Capital, Inc.
Pure Alpha
1.33 10,000k 1/1/2012
27 LJM Partners
LJM Moderately Aggressive Strategy
1.39 500k 4/1/2003
26 GammaQ
Breckhurst Commodity Fund
1.54 1,000k 10/1/2006
25 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.66 1/1/1989
24 Vivienne Investissement
OUESSANT UCITS FUND
1.67 100k 5/1/2012
23 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
1.82 4,000k 11/1/2008
22 Robust Methods LLC
Macro Managed Account
1.96 5,000k 1/1/2005
21 Superfund Group
Superfund Red EUR SICAV
2.12 10k 3/1/2013
20 Superfund Group
Superfund Red USD SICAV
2.17 10k 3/1/2013
19 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.28 250k 10/1/2011
18 C-View Limited
Emerging & Minor Currency Program
2.32 5,000k 4/1/2008
17 Cauldron Investments, LLC
Stock Index Plus
2.84 1,000k 10/1/2009
16 Witter & Lester, Inc.
Diversified Trading Program
2.86 100k 4/1/2013
15 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.14 10,000k 2/1/2008
14 Urban Tree Capital, LLC
UTC Plus (Client)
3.53 100k 3/1/2013
13 Non Correlated Capital
Positive Theta Program
3.58 250k 10/1/2007
12 Protec Energy Partners LLC
ET1
3.67 500k 4/1/2010
11 Non Correlated Capital
Positive Theta Fund
3.67 50k 10/1/2007
10 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
3.73 1,000k 3/1/2007
9 ROW Asset Managment
Row Currency Program
3.88 1,000k 11/1/2010
8 Future Trade AG
Thales Swing Trading Programme
4.44 250k 6/1/2007
7 Paskewitz Asset Management LLC
Multi-strategy Futures Program
5.45 3,000k 5/1/2010
6 Ritenour Investment Group, LLC
RIG_ES_Client
6.03 25k 3/1/2013
5 Global Vista Advisors, LLC
Global Vista Options ("GVO")
6.06 50k 10/1/2010
4 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
6.17 4,000k 2/1/2011
3 Zoi Capital, LLC
Telio Program (Client)
6.47 200k 4/1/2010
2 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
6.74 100k 10/1/2011
1 JKI-Futures, LLC
ETIRON Large 2x (Client)
13.88 1,000k 8/1/2012

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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