IASG CTA Index For June 2016

Monthly Rankings

Rank CTA/Program Jun 2016 Min Inv Inception
165 Dairy Opportunities LLC
Dairy Opportunities
-14.30 100k 4/1/2014
164 Tlaloc Capital LLC
Grains Program
-9.81 500k 4/1/2010
163 Purple Valley Capital, Inc.
Diversified Trend 1
-6.89 100k 8/1/2008
162 Global Advisory Partners Zurich LLC
International Algo Trading
-6.66 50k 10/1/2009
161 Zoi Capital, LLC
Telio Program (Client)
-6.35 200k 4/1/2010
160 Urban Tree Capital, LLC
UTC Plus (Client)
-5.42 100k 3/1/2013
159 Rosetta Capital Management
Macro Program
-5.38 50k 1/1/2009
158 Whitmore Capital Management LLC
Whitmore Capital LP
-5.00 250k 6/1/2012
157 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.70 250k 5/1/2013
156 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-4.52 100k 10/1/2011
155 Trigon Investment Advisors, LLC
Discretionary Macro Program
-4.10 10,000k 8/1/2007
154 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.84 5,000k 7/1/2013
153 Kottke Associates
MV Program
-3.67 1,000k 8/1/2010
152 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.65 3,000k 5/1/2010
151 Mehnert Capital Management, LLC
DTP (Client)
-3.63 1,000k 3/1/2012
150 Superfund Group
Superfund Red EUR SICAV
-3.54 10k 3/1/2013
149 Ritenour Investment Group, LLC
RIG_ES_Client
-3.53 25k 3/1/2013
148 Superfund Group
Superfund Red USD SICAV
-3.53 10k 3/1/2013
147 Sona Trading Strategies LLC.
Diversified Program
-3.41 1,000k 9/1/2006
146 Paradox Capital Management
Sentiment Program (1X)
-3.31 1,000k 1/1/2013
145 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.76 100k 1/1/2000
144 QTS Capital Management, LLC
FX Managed Account
-2.54 100k 1/1/2011
143 ALFAKRAFT
ALFA Commodity Fund
-2.37 16k 6/1/2010
142 Crescendo Capital Management
Neutron Decay (Client)
-2.05 50k 7/1/2012
141 R Best LLC
R Best Private Client Program
-1.98 50k 2/1/2010
140 Emil van Essen
Long-Short Commodity Program
-1.92 1,000k 6/1/2013
139 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.90 1,000k 9/1/2011
138 Estlander & Partners
Freedom
-1.89 20,000k 8/1/2010
137 LJM Partners
LJM Moderately Aggressive Strategy
-1.78 500k 4/1/2003
136 Turning Wheel Capital, Inc.
Pure Alpha
-1.71 10,000k 1/1/2012
135 ALFAKRAFT
ALFA Edge Fund
-1.62 16k 12/1/2011
134 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.48 250k 3/1/2010
133 Independent View
IV Quantitative Futures Fund
-1.46 100k 11/1/2012
132 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.37 1/1/1989
131 LJM Partners
LJM Preservation & Growth Strategy
-1.36 250k 5/1/2006
130 Wharton Capital Management
Wharton AG Futures Program
-1.33 100k 9/1/2011
129 Quantum Leap Capital Management
Managed Account Program
-1.21 300k 8/1/2006
128 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
-1.13 1,000k 1/1/2005
127 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.08 50k 9/1/2009
126 Typhon Capital Management, LLC
Chiron Currency Program
-1.04 250k 2/1/2008
125 3D
Intraday Program (Client)
-1.00 100k 2/1/2012
124 3D
S&P Program (Client)
-1.00 100k 11/1/2010
123 Bluenose Capital Management, LLC
BNC BI
-0.96 30k 10/1/2008
122 Worldwide Capital Strategies
Profit Quest Strategies
-0.96 200k 9/1/2013
121 Witter & Lester, Inc.
Diversified Trading Program
-0.81 100k 4/1/2013
120 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.80 100k 8/1/2011
119 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.75 1,000k 1/1/2013
118 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-0.71 100k 5/1/2010
117 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.71 5,000k 8/1/2000
116 Vivienne Investissement
OUESSANT UCITS FUND
-0.67 100k 5/1/2012
115 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.67 10,000k 2/1/2008
114 C-View Limited
Emerging & Minor Currency Program
-0.64 5,000k 4/1/2008
113 OptHedge Advisors LLC
Diversified Options & Futures Program
-0.56 250k 10/1/2008
112 Bluenose Capital Management, LLC
BNC EI
-0.51 15k 7/1/2010
111 Cambridge Capital Management UK LLP
CCM Program
-0.50 2,000k 11/1/2012
110 Deep Field Capital AG
SINGULARITY Fund
-0.49 100k 9/1/2011
109 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.46 1,000k 7/1/2007
108 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.44 500k 8/1/2012
107 Novus Investments, LLC
Novus Precious Commodities
-0.40 200k 1/1/2007
106 3D
Bull Program (Client)
-0.37 10k 11/1/2010
105 Hehmeyer Capital Management, LLC
HOGO
-0.34 1,000k 5/1/2013
104 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.34 500k 5/1/2013
103 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.33 2,000k 7/1/2013
102 Demeter Capital Management
Livestock & Grain Trading Program
-0.21 50k 3/1/2010
101 C-View Limited
Currency Managed Account Program
-0.19 5,000k 10/1/1996
100 NickJen Capital Management & Consultants LLC
NRD-1
-0.16 1,000k 4/1/2008
99 Kottke Associates
Stockton Fundamental Ag
-0.15 500k 1/1/2006
98 Millburn Corporation
Commodity Program
-0.09 25,000k 3/1/2005
97 Four Seasons Commodities Corp
Lone Star Program
-0.03 300k 1/1/2005
96 SMILe Global Management Limited
SMILe Managed Currency Account (JD Standard)
0.00 250k 1/1/2009
95 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.06 10,000k 2/1/2006
94 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.06 500k 4/1/2013
93 Worldwide Capital Strategies
Profit Quest Macro World
0.08 100k 1/1/2010
92 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.12 100k 3/1/2013
91 HPX Financial LLC
HPX Old School Program
0.13 200k 6/1/2006
90 Greenwave Capital Management
Greenwave Flagship Plus
0.26 1,000k 6/1/2008
89 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.30 250k 10/1/2009
88 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.31 10,000k 11/1/2011
87 Certeza Asset Management
Macro Vega
0.33 200k 1/1/2012
86 Typhon Capital Management, LLC
Plutus Grain Strategy
0.35 250k 4/1/2008
85 Stenger Capital Management, LLC
Diversified Trading Program
0.39 200k 4/1/2010
84 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
83 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
82 Alee Capital Management, LLC
Mistral Program
0.42 2,500k 1/1/1999
81 Blake Capital Management, Inc.
SRD Currencies
0.48 100k 3/1/2013
80 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.49 1,000k 3/1/2007
79 Jaguar Investments Ltd
Ultro Capital Strategy
0.50 1,000k 1/1/2012
78 Intex Capital
Covered Options Program
0.50 50k 1/1/2012
77 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.59 100k 7/1/2013
76 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.63 1,000k 1/1/2006
75 Three Rock Capital Management
Global Macro Program
0.76 1,000k 1/1/2009
74 Non Correlated Capital
Positive Theta Fund
0.94 50k 10/1/2007
73 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.97 10,000k 8/1/2009
72 ADG Capital Management
ADG Systematic Macro Fund
0.97 1,000k 4/1/2013
71 Jaguar Investments Ltd
Aegir Capital Strategy
0.99 1,000k 1/1/2012
70 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.36 10,000k 4/1/2004
69 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.36 100k 2/1/2010
68 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
67 Adamah Capital LLC
Asset Allocator Program
1.40 50k 3/1/2011
66 Non Correlated Capital
Positive Theta Program
1.45 250k 10/1/2007
65 Soaring Pelican, LLC
Diversified S&P Program
1.48 100k 1/1/2011
64 Cauldron Investments, LLC
Stock Index Plus
1.52 1,000k 10/1/2009
63 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.54 5,000k 1/1/2009
62 QTS Capital Management, LLC
Futures Managed Account
1.64 100k 8/1/2012
61 Aquantum
Aquantum Global Systematic Program (AGS)
1.69 5,000k 7/1/2013
60 Protec Energy Partners LLC
ET1
1.70 500k 4/1/2010
59 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.77 250k 10/1/2011
58 GammaQ
Commodity Program Managed Account
1.90 3,000k 4/1/2011
57 Piquant Technologies LLP
Pegasus Fund
2.06 1,000k 9/1/2013
56 Warrington Asset Management
Warrington Strategic Program
2.06 50k 1/1/1997
55 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
2.12 250k 2/1/2012
54 Metolius Capital LLC
Metolius Diversified
2.15 100k 6/1/2010
53 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.29 1,000k 3/1/2003
52 Tianyou Asset Management, LLC
Tianyou Fund LP
2.31 100k 10/1/2012
51 Crabel Capital Management
Crabel Multi-Product
2.47 1,000k 3/1/1998
50 GammaQ
Breckhurst Commodity Fund
2.54 1,000k 10/1/2006
49 Alee Capital Management, LLC
Poniente Program
2.55 2,500k 1/1/1999
48 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.82 50k 10/1/2011
47 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.16 5,000k 11/1/2012
46 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.30 250k 5/1/2011
45 Pinstripe Trading, LLC
Standard
3.84 125k 8/1/2009
44 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.86 250k 11/1/1996
43 Seven Capital Management
Seven Absolute Return
3.91 100k 6/1/2009
42 EMC Capital Advisors, LLC
EMC Alpha Program
3.95 5,000k 6/1/2013
41 Molinero Capital Management LLP
Briarwood Molinero Combined Futures Program
3.96 1,500k 7/1/2005
40 ISAM
ISAM Systematic Trend Fund
3.98 1,000k 6/1/2001
39 Glider Trading LLP
Glider Trading Strategy (Class C)
4.00 500k 9/1/2013
38 Ring Capital Management LLC
S&P E-Mini Select
4.07 100k 1/1/2012
37 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.12 100k 8/1/2009
36 Melissinos Trading
Eupatrid Program
4.24 50k 1/1/2011
35 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.55 1k 10/1/2006
34 Sandpiper Asset Management
Sandpiper Global Macro Program
4.72 1,000k 8/1/2012
33 Quality Capital Management
Alpha Financials Program
4.74 10,000k 6/1/2012
32 ROW Asset Managment
Row Diversified Fund, L.P.
4.75 1,000k 11/1/2011
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.96 1,000k 3/1/2003
30 FORT LP
Fort Global Contrarian
4.97 2,000k 10/1/2002
29 Dominion Capital
Diamond Program
5.10 3,000k 1/1/2011
28 Red Rock Capital, LLC
Commodity Long-Short
5.87 500k 9/1/2013
27 ROW Asset Managment
Row Currency Program
5.89 1,000k 11/1/2010
26 Eagle Trading Systems Inc.
Eagle Quantitative Macro
6.05 10,000k 10/1/2006
25 Schindler Capital Management, LLC
Dairy Advantage Program
6.13 200k 8/1/2005
24 M6 Capital Management LLC
Standard Program
6.35 300k 7/1/2005
23 Bocken Trading LLC
Discretionary Trading Program
6.56 100k 7/1/2011
22 JKI-Futures, LLC
ETIRON Large 2x (Client)
6.66 1,000k 8/1/2012
21 Millburn Corporation
Multi-Markets Program
6.69 25,000k 10/1/2004
20 dormouse Limited
dormouse - Managed Account
6.72 10,000k 7/1/2011
19 FORT LP
Fort Global Diversified
6.86 2,000k 10/1/1993
18 QMS Capital Management LP
QMS Diversified Global Macro Strategy
7.03 5,000k 6/1/2010
17 Candriam Investor Group
Alternative Return Systemat
7.36 125k 1/1/2007
16 Ditsch Trading, LLC
Agricultural Trading Program
7.75 100k 1/1/2011
15 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
8.11 25k 1/1/2011
14 Angle Capital Management LLC
AIP Program
8.44 100k 1/1/2010
13 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.48 1k 6/1/2009
12 Robust Methods LLC
Macro Managed Account
8.60 5,000k 1/1/2005
11 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
8.81 20,000k 5/1/2013
10 Abraham Investment Management
Formula 72 H
9.05 150k 8/1/2012
9 Garraway Capital Management LLP
Garraway Financial Trends
9.20 100k 9/1/2012
8 County Cork LLC
RLA I
9.72 500k 1/1/2009
7 Conquest Capital Group
Conquest Macro
9.93 250k 5/1/1999
6 Vision Capital Management
Global Futures
10.21 500k 2/1/2012
5 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
10.37 50k 7/1/2011
4 Estlander & Partners
Alpha Trend II - Class P
13.09 100k 12/1/2008
3 Eagle Trading Systems Inc.
Eagle Global Financials
13.27 10,000k 1/1/1996
2 Dreiss Research Corporation
Diversified Program
18.56 1,000k 5/1/1991
1 Future Trade AG
Thales Swing Trading Programme
20.97 250k 6/1/2007

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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