IASG CTA Index For May 2016

Monthly Rankings

Rank CTA/Program May 2016 Min Inv Inception
164 Future Trade AG
Thales Swing Trading Programme
-15.69 250k 6/1/2007
163 Estlander & Partners
Alpha Trend II - Class P
-14.65 100k 12/1/2008
162 Eagle Trading Systems Inc.
Eagle Global Financials
-13.07 10,000k 1/1/1996
161 Purple Valley Capital, Inc.
Diversified Trend 1
-10.02 100k 8/1/2008
160 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-8.53 100k 7/1/2013
159 Sandpiper Asset Management
Sandpiper Global Macro Program
-8.40 1,000k 8/1/2012
158 Deep Field Capital AG
SINGULARITY Fund
-7.86 100k 9/1/2011
157 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-7.63 10,000k 10/1/2006
156 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
-7.44 1,500k 7/1/2005
155 JKI-Futures, LLC
ETIRON Large 2x (Client)
-7.23 1,000k 8/1/2012
154 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-6.86 25k 1/1/2011
153 Robust Methods LLC
Macro Managed Account
-6.81 5,000k 1/1/2005
152 Dreiss Research Corporation
Diversified Program
-6.34 1,000k 5/1/1991
151 ROW Asset Managment
Row Currency Program
-5.96 1,000k 11/1/2010
150 Angle Capital Management LLC
AIP Program
-5.81 100k 1/1/2010
149 Conquest Capital Group
Conquest Select
-5.76 250k 6/1/2004
148 ROW Asset Managment
Row Diversified Fund, L.P.
-4.74 1,000k 11/1/2011
147 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.61 5,000k 6/1/2010
146 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.44 20,000k 5/1/2013
145 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.35 250k 5/1/2011
144 Melissinos Trading
Eupatrid Program
-4.22 50k 1/1/2011
143 Zoi Capital, LLC
Telio Program (Client)
-4.16 200k 4/1/2010
142 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-4.12 1k 6/1/2009
141 Novus Investments, LLC
Novus Precious Commodities
-4.12 200k 1/1/2007
140 Superfund Group
Superfund Red EUR SICAV
-3.91 10k 3/1/2013
139 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-3.79 100k 8/1/2009
138 Superfund Group
Superfund Red USD SICAV
-3.74 10k 3/1/2013
137 Sona Trading Strategies LLC.
Diversified Program
-3.72 1,000k 9/1/2006
136 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-3.42 500k 5/1/2013
135 Hehmeyer Capital Management, LLC
HOGO
-3.42 1,000k 5/1/2013
134 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.39 50k 7/1/2011
133 ISAM
ISAM Systematic Trend Fund
-3.38 1,000k 6/1/2001
132 Quality Capital Management
Alpha Financials Program
-3.31 10,000k 6/1/2012
131 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-3.17 250k 2/1/2012
130 Estlander & Partners
Freedom
-3.02 20,000k 8/1/2010
129 Global Advisory Partners Zurich LLC
International Algo Trading
-2.86 50k 10/1/2009
128 County Cork LLC
RLA I
-2.83 500k 1/1/2009
127 Emil van Essen
Long-Short Commodity Program
-2.79 1,000k 6/1/2013
126 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.79 50k 10/1/2011
125 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.68 250k 10/1/2009
124 Metolius Capital LLC
Metolius Diversified
-2.42 100k 6/1/2010
123 Garraway Capital Management LLP
Garraway Financial Trends
-2.42 100k 9/1/2012
122 Pacific Capital Advisors
Agilis Program
-2.26 100k 12/1/2012
121 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.25 100k 1/1/2000
120 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.22 10,000k 4/1/2004
119 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.16 1k 10/1/2006
118 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-2.04 10,000k 2/1/2006
117 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.00 1/1/1989
116 Alee Capital Management, LLC
Poniente Program
-1.72 2,500k 1/1/1999
115 Turning Wheel Capital, Inc.
Pure Alpha
-1.41 10,000k 1/1/2012
114 Vision Capital Management
Global Futures
-1.24 500k 2/1/2012
113 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.23 250k 4/1/2008
112 R Best LLC
R Best Private Client Program
-1.20 50k 2/1/2010
111 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.16 250k 3/1/2010
110 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.06 250k 11/1/1996
109 Cambridge Capital Management UK LLP
CCM Program
-1.00 2,000k 11/1/2012
108 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.96 1,000k 3/1/2007
107 EMC Capital Advisors, LLC
EMC Alpha Program
-0.96 5,000k 6/1/2013
106 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.93 1,000k 3/1/2003
105 3D
S&P Program (Client)
-0.87 100k 11/1/2010
104 Quantum Leap Capital Management
Managed Account Program
-0.87 300k 8/1/2006
103 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.87 500k 4/1/2013
102 Typhon Capital Management, LLC
Chiron Currency Program
-0.78 250k 2/1/2008
101 QTS Capital Management, LLC
Futures Managed Account
-0.78 100k 8/1/2012
100 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.73 5,000k 8/1/2000
99 FORT LP
Fort Global Diversified
-0.65 2,000k 10/1/1993
98 Jaguar Investments Ltd
Aegir Capital Strategy
-0.63 1,000k 1/1/2012
97 Mehnert Capital Management, LLC
DTP (Client)
-0.59 1,000k 3/1/2012
96 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.57 50k 9/1/2009
95 3D
Intraday Program (Client)
-0.57 100k 2/1/2012
94 Kottke Associates
MV Program
-0.55 1,000k 8/1/2010
93 M6 Capital Management LLC
Standard Program
-0.53 300k 7/1/2005
92 Alee Capital Management, LLC
Mistral Program
-0.42 2,500k 1/1/1999
91 C-View Limited
Currency Managed Account Program
-0.37 5,000k 10/1/1996
90 Dix Hills Partners
DHP Absolute Return Strategies
-0.33 500k 7/1/2003
89 Demeter Capital Management
Livestock & Grain Trading Program
-0.32 50k 3/1/2010
88 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.30 10,000k 8/1/2009
87 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-0.30 50k 10/1/2010
86 Witter & Lester, Inc.
Diversified Trading Program
-0.30 100k 4/1/2013
85 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.30 5,000k 7/1/2013
84 C-View Limited
Emerging & Minor Currency Program
-0.28 5,000k 4/1/2008
83 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.27 1,000k 1/1/2006
82 ALFAKRAFT
ALFA Edge Fund
-0.25 16k 12/1/2011
81 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.24 10,000k 2/1/2008
80 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.21 1,000k 3/1/2003
79 Blake Capital Management, Inc.
SRD Currencies
-0.20 100k 3/1/2013
78 Schindler Capital Management, LLC
Dairy Advantage Program
-0.17 200k 8/1/2005
77 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
76 Kottke Associates
Stockton Fundamental Ag
-0.15 500k 1/1/2006
75 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.12 100k 8/1/2011
74 HPX Financial LLC
HPX Old School Program
-0.07 200k 6/1/2006
73 Jaguar Investments Ltd
Ultro Capital Strategy
-0.02 1,000k 1/1/2012
64 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.00 1,000k 7/1/2009
65 Cardwell Investment Technologies
Cardwell Investment Technologies 1x Program
0.00 4,000k 11/1/2008
66 Cambridge Strategy Asset Management LTD
Apollo Absolute Return Strategy
0.00 10,000k 5/1/2009
67 Cardwell Investment Technologies
Cardwell Investment Technologies 3x Program
0.00 4,000k 2/1/2011
68 The Tidal Group
M2 SP500 Emini Futures Program
0.00 50k 1/1/2013
69 Golden Point Capital Management, LLC
Global Systematic
0.00 250k 7/1/2012
70 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
0.00 250k 1/1/2009
71 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
72 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.00 6/1/2012
63 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.03 100k 3/1/2013
62 NickJen Capital Management & Consultants LLC
NRD-1
0.03 1,000k 4/1/2008
61 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.04 1,000k 1/1/2005
60 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.07 500k 8/1/2012
59 QTS Capital Management, LLC
FX Managed Account
0.09 100k 1/1/2011
58 Four Seasons Commodities Corp
Lone Star Program
0.10 300k 1/1/2005
57 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.19 1,000k 1/1/2013
56 Three Rock Capital Management
Global Macro Program
0.20 1,000k 1/1/2009
55 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.22 250k 10/1/2011
54 Crabel Capital Management
Crabel Multi-Product
0.26 1,000k 3/1/1998
53 GammaQ
Commodity Program Managed Account
0.27 3,000k 4/1/2011
52 Stenger Capital Management, LLC
Diversified Trading Program
0.28 200k 4/1/2010
51 Kottke Associates
Lark - Cattle Program
0.29 500k 2/1/2008
50 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
0.33 1,000k 7/1/2007
49 3D
Bull Program (Client)
0.37 10k 11/1/2010
48 Witter & Lester, Inc.
Redstone
0.38 500k 9/1/1994
47 OptHedge Advisors LLC
Diversified Options & Futures Program
0.45 250k 10/1/2008
46 Wharton Capital Management
Wharton AG Futures Program
0.50 100k 9/1/2011
45 Adamah Capital LLC
Asset Allocator Program
0.50 50k 3/1/2011
44 Seven Capital Management
Seven Absolute Return
0.53 100k 6/1/2009
43 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.67 2,000k 7/1/2013
42 ALFAKRAFT
ALFA Commodity Fund
0.68 16k 6/1/2010
41 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
0.74 1,000k 9/1/2011
40 Paradox Capital Management
Sentiment Program (1X)
0.76 1,000k 1/1/2013
39 Certeza Asset Management
Macro Vega
0.79 200k 1/1/2012
38 Conquest Capital Group
Conquest Macro
0.94 250k 5/1/1999
37 Greenwave Capital Management
Greenwave Flagship Plus
1.04 1,000k 6/1/2008
36 Warrington Asset Management
Warrington Strategic Program
1.06 50k 1/1/1997
35 ADG Capital Management
ADG Systematic Macro Fund
1.10 1,000k 4/1/2013
34 Millburn Corporation
Multi-Markets Program
1.13 25,000k 10/1/2004
33 Tianyou Asset Management, LLC
Tianyou Fund LP
1.15 100k 10/1/2012
32 Protec Energy Partners LLC
ET1
1.19 500k 4/1/2010
31 Aquantum
Aquantum Global Systematic Program (AGS)
1.31 5,000k 7/1/2013
30 FORT LP
Fort Global Contrarian
1.34 2,000k 10/1/2002
29 GammaQ
Breckhurst Commodity Fund
1.35 1,000k 10/1/2006
28 Intex Capital
Covered Options Program
1.38 50k 1/1/2012
27 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.42 10,000k 8/1/2007
26 Millburn Corporation
Commodity Program
1.47 25,000k 3/1/2005
25 dormouse Limited
dormouse - Managed Account
1.61 10,000k 7/1/2011
24 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.67 5,000k 1/1/2009
23 Abraham Investment Management
Formula 72 H
1.67 150k 8/1/2012
22 Pinstripe Trading, LLC
Standard
1.82 125k 8/1/2009
21 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.03 3,000k 5/1/2010
20 Ritenour Investment Group, LLC
RIG_ES_Client
2.08 25k 3/1/2013
19 Bluenose Capital Management, LLC
BNC EI
2.37 15k 7/1/2010
18 Vivienne Investissement
OUESSANT UCITS FUND
2.45 100k 5/1/2012
17 Bluenose Capital Management, LLC
BNC BI
2.60 30k 10/1/2008
16 Soaring Pelican, LLC
Diversified S&P Program
2.71 100k 1/1/2011
15 Dairy Opportunities LLC
Dairy Opportunities
2.79 100k 4/1/2014
14 Rosetta Capital Management
Macro Program
2.84 50k 1/1/2009
13 LJM Partners
LJM Preservation & Growth Strategy
2.88 250k 5/1/2006
12 Tlaloc Capital LLC
Grains Program
2.92 500k 4/1/2010
11 Whitmore Capital Management LLC
Whitmore Capital LP
2.94 250k 6/1/2012
10 Bocken Trading LLC
Discretionary Trading Program
3.01 100k 7/1/2011
9 Urban Tree Capital, LLC
UTC Plus (Client)
3.09 100k 3/1/2013
8 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.10 250k 5/1/2013
7 Non Correlated Capital
Positive Theta Fund
3.15 50k 10/1/2007
6 Cauldron Investments, LLC
Stock Index Plus
3.19 1,000k 10/1/2009
5 Ditsch Trading, LLC
Agricultural Trading Program
3.20 100k 1/1/2011
4 Non Correlated Capital
Positive Theta Program
3.38 250k 10/1/2007
3 LJM Partners
LJM Moderately Aggressive Strategy
3.65 500k 4/1/2003
2 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
4.49 100k 10/1/2011
1 Principle Capital Management LLC
Principle Commodity Futures (Prop)
4.53 100k 5/1/2010

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.

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