IASG CTA Index For April 2016 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Apr 2016 Min Inv Inception 163 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -23.88 25k 1/1/2011 162 Golden Point Capital Management, LLC Global Systematic -14.99 250k 7/1/2012 161 County Cork LLC RLA I -12.53 500k 1/1/2009 160 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -10.70 50k 10/1/2011 159 Vision Capital Management Global Futures -8.50 500k 2/1/2012 158 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -7.62 50k 7/1/2011 157 Pacific Capital Advisors Agilis Program -7.47 100k 12/1/2012 156 ISAM ISAM Systematic Trend Fund -5.91 1,000k 6/1/2001 155 GammaQ Breckhurst Commodity Fund -5.36 1,000k 10/1/2006 154 Typhon Capital Management, LLC Plutus Grain Strategy -5.18 250k 4/1/2008 153 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy -5.10 10,000k 5/1/2009 152 Estlander & Partners Alpha Trend II - Class P -4.74 100k 12/1/2008 151 Superfund Group Superfund Red EUR SICAV -4.59 10k 3/1/2013 150 Superfund Group Superfund Red USD SICAV -4.56 10k 3/1/2013 149 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -3.79 100k 7/1/2013 148 FORT LP Fort Global Diversified -3.76 2,000k 10/1/1993 147 GammaQ Commodity Program Managed Account -3.54 3,000k 4/1/2011 146 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -3.35 1,500k 7/1/2005 145 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.28 250k 11/1/1996 144 Paradox Capital Management Sentiment Program (1X) -3.04 1,000k 1/1/2013 143 Aquantum Aquantum Commodity Spread Program (ACS) -2.61 5,000k 7/1/2013 142 Garraway Capital Management LLP Garraway Financial Trends -2.54 100k 9/1/2012 141 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -2.53 1,000k 3/1/2007 140 FORT LP Fort Global Contrarian -2.53 2,000k 10/1/2002 139 Global Advisory Partners Zurich LLC International Algo Trading -2.49 50k 10/1/2009 138 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.48 250k 10/1/2011 137 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.34 5,000k 6/1/2010 136 Principle Capital Management LLC Principle Commodity Futures (Prop) -2.31 100k 5/1/2010 135 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.27 100k 8/1/2009 134 Deep Field Capital AG SINGULARITY Fund -2.27 100k 9/1/2011 133 3D S&P Program (Client) -2.20 100k 11/1/2010 132 Seven Capital Management Seven Absolute Return -2.18 100k 6/1/2009 131 Millburn Ridgefield Corporation Multi-Markets Program -2.13 25,000k 10/1/2004 130 Melissinos Trading Eupatrid Global Trends -2.08 50k 1/1/2011 129 Angle Capital Management LLC AIP Program -2.07 100k 1/1/2010 128 Wharton Capital Management Wharton AG Futures Program -2.06 100k 9/1/2011 127 3D Intraday Program (Client) -2.00 100k 2/1/2012 126 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.99 20,000k 5/1/2013 125 Vivienne Investissement OUESSANT UCITS FUND (A) -1.93 100k 5/1/2012 124 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.92 1/1/1989 123 Emil van Essen Long-Short Commodity Program -1.87 1,000k 6/1/2013 122 Millburn Ridgefield Corporation Commodity Program -1.79 25,000k 3/1/2005 121 Typhon Capital Management, LLC Chiron Currency Program -1.74 250k 2/1/2008 120 Estlander & Partners Freedom -1.65 20,000k 8/1/2010 119 ROW Asset Managment Row Diversified Fund, L.P. -1.61 1,000k 11/1/2011 118 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.61 1k 6/1/2009 117 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.58 1,000k 3/1/2003 116 Hehmeyer Capital Management, LLC HOGO -1.47 1,000k 5/1/2013 115 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -1.47 500k 5/1/2013 114 Demeter Capital Management Livestock & Grain Trading Program -1.42 50k 3/1/2010 113 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 112 Kottke Associates MV Program -1.40 1,000k 8/1/2010 111 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.39 10,000k 2/1/2006 110 Trigon Investment Advisors, LLC Discretionary Macro Program -1.31 10,000k 8/1/2007 109 Aquantum Aquantum Global Systematic Program (AGS) -1.28 5,000k 7/1/2013 108 EMC Capital Advisors, LLC EMC Alpha Program -1.25 5,000k 6/1/2013 107 Rosetta Capital Management Macro Program -1.18 50k 1/1/2009 106 ALFAKRAFT ALFA Edge Fund -1.14 16k 12/1/2011 105 Certeza Asset Management Macro Vega -1.13 1,000k 1/1/2012 104 3D Bull Program (Client) -1.00 10k 11/1/2010 103 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.00 250k 5/1/2013 102 JKI-Futures, LLC ETIRON Large 2x (Client) -0.92 1,000k 8/1/2012 101 Typhon Capital Management, LLC Trevinci Liquid Ag Program -0.90 250k 2/1/2012 100 OptHedge Advisors LLC Diversified Options & Futures Program -0.84 250k 10/1/2008 99 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.84 1k 10/1/2006 98 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.83 10,000k 8/1/2009 97 Greenwave Capital Management Greenwave Flagship Plus -0.78 1,000k 6/1/2008 96 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.73 3,000k 5/1/2010 95 QTS Capital Management, LLC FX Managed Account -0.71 100k 1/1/2011 94 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.67 500k 8/1/2012 93 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.65 1,000k 7/1/2007 92 The Tidal Group M2 SP500 Emini Futures Program -0.63 50k 1/1/2013 91 QCM Alpha Financials Program -0.58 10,000k 6/1/2012 90 QTS Capital Management, LLC Tail Reaper -0.51 500k 8/1/2012 89 Non Correlated Capital Positive Theta Program -0.45 250k 10/1/2007 88 C-View Limited Emerging & Minor Currency Program -0.38 5,000k 4/1/2008 87 Kottke Associates Lark - Cattle Program -0.35 500k 2/1/2008 86 Metolius Capital LLC Metolius Diversified -0.33 100k 6/1/2010 85 M6 Capital Management LLC Standard Program -0.33 300k 7/1/2005 84 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.32 250k 10/1/2009 83 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.32 6/1/2012 82 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.30 100k 3/1/2013 81 Zoi Capital, LLC Telio Program (Client) -0.22 200k 4/1/2010 80 Soaring Pelican, LLC Diversified S&P Program -0.21 100k 1/1/2011 79 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 78 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.20 1,000k 1/1/2005 77 C-View Limited Currency Managed Account Program -0.19 5,000k 10/1/1996 76 Three Rock Capital Management Global Macro Program -0.18 1,000k 1/1/2009 75 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 74 Kottke Associates Stockton Fundamental Ag -0.15 500k 1/1/2006 73 Ritenour Investment Group, LLC RIG_ES_Client -0.13 25k 3/1/2013 72 ITB Capital Advisors LLC ITB Time Value Trading Program -0.11 5,000k 1/1/2009 71 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.11 100k 8/1/2011 70 Witter & Lester, Inc. Diversified Trading Program -0.01 100k 4/1/2013 69 Witter & Lester, Inc. Redstone -0.01 500k 9/1/1994 67 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.00 250k 1/1/2009 68 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 66 NickJen Capital Management & Consultants LLC NRD-1 0.07 1,000k 4/1/2008 65 ROW Asset Managment Row Currency Program 0.10 1,000k 11/1/2010 64 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.12 10,000k 10/1/2006 63 Trigon Investment Advisors, LLC Foreign Exchange Program 0.12 5,000k 8/1/2000 62 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.13 1,000k 1/1/2006 61 Candriam Investor Group Alternative Return Systemat 0.16 125k 1/1/2007 60 Jaguar Investments Ltd Aegir Capital Strategy 0.17 1,000k 1/1/2012 59 Cauldron Investments, LLC Stock Index Plus 0.18 1,000k 10/1/2009 58 Stenger Capital Management, LLC Diversified Trading Program 0.19 200k 4/1/2010 57 Non Correlated Capital Positive Theta Fund 0.20 50k 10/1/2007 56 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.22 1,000k 3/1/2003 55 Alee Capital Management, LLC Mistral Program 0.22 2,500k 1/1/1999 54 Turning Wheel Capital, Inc. Pure Alpha 0.25 10,000k 1/1/2012 53 Jaguar Investments Ltd Ultro Capital Strategy 0.25 1,000k 1/1/2012 52 Tlaloc Capital LLC Grains Program 0.26 1,000k 4/1/2010 51 Warrington Asset Management Warrington Strategic Program 0.32 50k 1/1/1997 50 Bluenose Capital Management, LLC BNC BI 0.37 30k 10/1/2008 49 LJM Partners LJM Preservation & Growth Strategy 0.45 250k 5/1/2006 48 Alee Capital Management, LLC Poniente Program 0.46 2,500k 1/1/1999 47 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.52 250k 3/1/2010 46 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.52 10,000k 2/1/2008 45 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.57 10,000k 4/1/2004 44 Dix Hills Partners DHP Absolute Return Strategies 0.58 500k 7/1/2003 43 Tianyou Asset Management, LLC Tianyou Fund LP 0.59 100k 10/1/2012 42 Intex Capital Covered Options Program 0.59 50k 1/1/2012 41 Sandpiper Asset Management Sandpiper Global Macro Program 0.59 1,000k 8/1/2012 40 Conquest Capital Group Conquest Select 0.60 250k 6/1/2004 39 Four Seasons Commodities Corp Lone Star Program 0.63 300k 1/1/2005 38 R Best LLC R Best Private Client Program 0.64 50k 2/1/2010 37 LJM Partners LJM Moderately Aggressive Strategy 0.71 500k 4/1/2003 36 Bluenose Capital Management, LLC BNC EI 0.75 15k 7/1/2010 35 Whitmore Capital Management LLC Whitmore Capital LP 0.82 250k 6/1/2012 34 HPX Financial LLC HPX Old School Program 0.90 200k 6/1/2006 33 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.99 4,000k 11/1/2008 32 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 1.24 1,000k 7/1/2009 31 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.31 100k 10/1/2011 30 ADG Capital Management ADG Systematic Macro Fund 1.46 1,000k 4/1/2013 29 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.55 50k 10/1/2010 28 Schindler Capital Management, LLC Dairy Advantage Program 1.59 400k 8/1/2005 27 Cambridge Capital Management UK LLP CCM Program 1.60 2,000k 11/1/2012 26 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.62 100k 1/1/2000 25 Crabel Capital Management Crabel Multi-Product 1.76 1,000k 3/1/1998 24 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 2.41 50k 9/1/2009 23 Typhon Capital Management, LLC Metis Momentum Macro Program 2.52 500k 4/1/2013 22 Novus Investments, LLC Novus Precious Commodities 2.56 200k 1/1/2007 21 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 2.64 1,000k 1/1/2013 20 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 2.80 4,000k 2/1/2011 19 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.83 250k 5/1/2011 18 Eagle Trading Systems Inc. Eagle Global Financials 2.84 10,000k 1/1/1996 17 Urban Tree Capital, LLC UTC Plus (Client) 2.87 100k 3/1/2013 16 Protec Energy Partners LLC ET1 2.99 500k 4/1/2010 15 ALFAKRAFT ALFA Commodity Fund 3.10 16k 6/1/2010 14 Conquest Capital Group Conquest Macro 3.13 250k 5/1/1999 13 Sona Trading Strategies LLC. Diversified Program 3.44 1,000k 9/1/2006 12 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 3.66 2,000k 7/1/2013 11 dormouse Limited dormouse - Managed Account 4.02 10,000k 7/1/2011 10 Dreiss Research Corporation Diversified Program 4.12 1,000k 5/1/1991 9 Future Trade AG Thales Swing Trading Programme 5.41 250k 6/1/2007 8 Bocken Trading LLC Discretionary Trading Program 7.05 100k 7/1/2011 7 Dairy Opportunities LLC Dairy Opportunities 7.96 100k 4/1/2014 6 Robust Methods LLC Macro Managed Account 8.38 5,000k 1/1/2005 5 Ditsch Trading, LLC Agricultural Trading Program 8.44 100k 1/1/2011 4 Abraham Investment Management Formula 72 H 10.04 150k 8/1/2012 3 Mehnert Capital Management, LLC DTP (Client) 11.57 1,000k 3/1/2012 2 Quantum Leap Capital Management Managed Account Program 17.70 300k 8/1/2006 1 Purple Valley Capital, Inc. Diversified Trend 1 18.18 100k 8/1/2008 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.