IASG CTA Index For July 2016

Monthly Rankings

Rank CTA/Program Jul 2016 Min Inv Inception
175 Ditsch Trading, LLC
Agricultural Trading Program
-14.50 100k 1/1/2011
174 Bocken Trading LLC
Discretionary Trading Program
-9.88 100k 7/1/2011
173 Ritenour Investment Group, LLC
RIG_ES_Client
-9.35 25k 3/1/2013
172 Vision Capital Management
Global Futures
-8.16 500k 2/1/2012
171 County Cork LLC
RLA I
-7.09 500k 1/1/2009
170 Rosetta Capital Management
Macro Program
-5.38 50k 1/1/2009
169 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.76 25k 1/1/2011
168 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-3.90 100k 8/1/2009
167 Eagle Trading Systems Inc.
Eagle Global Financials
-3.89 10,000k 1/1/1996
166 Kopis Capital Management, LLC
Commodity Long Only
-3.17 500k 1/1/2014
165 Piquant Technologies LLP
Pegasus Fund
-3.02 1,000k 9/1/2013
164 M6 Capital Management LLC
Standard Program
-2.94 300k 7/1/2005
163 Turning Wheel Capital, Inc.
Pure Alpha
-2.91 10,000k 1/1/2012
162 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.41 500k 9/1/2013
161 Mehnert Capital Management, LLC
DTP (Client)
-2.30 1,000k 3/1/2012
160 County Cork LLC
County Cork Fusion Equity
-2.21 1,000k 10/1/2013
159 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.20 5,000k 8/1/2000
158 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-2.17 200k 12/1/2013
157 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.99 50k 10/1/2011
156 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-1.95 250k 2/1/2012
155 Future Trade AG
Thales Swing Trading Programme
-1.95 250k 6/1/2007
154 ISAM
ISAM Systematic Trend Fund
-1.70 1,000k 6/1/2001
153 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-1.64 10,000k 10/1/2006
152 Dominion Capital
Diamond Program
-1.62 3,000k 1/1/2011
151 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.47 10,000k 2/1/2008
150 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-1.35 1,000k 7/1/2007
149 C-View Limited
Emerging & Minor Currency Program
-1.34 5,000k 4/1/2008
148 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
-1.31 1,000k 7/1/2009
147 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-1.24 100k 5/1/2010
146 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.22 10,000k 4/1/2004
145 Novus Investments, LLC
Novus Precious Commodities
-1.14 200k 1/1/2007
144 Blackwater Capital Management
Tactical Equity
-1.10 500k 12/1/2013
143 Zoi Capital, LLC
Telio Program (Client)
-1.10 200k 4/1/2010
142 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.09 10,000k 8/1/2007
141 Hehmeyer Capital Management, LLC
Chelsea Creek
-1.05 100k 11/1/2013
140 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.93 10,000k 2/1/2006
139 1OAK Capital Limited
ACORN Commodity
-0.86 5,000k 5/1/2012
138 Orgone Commodity Management LLC
Orgone AG 1
-0.85 250k 9/1/2011
137 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.80 100k 1/1/2000
136 Stenger Capital Management, LLC
Diversified Trading Program
-0.78 200k 4/1/2010
135 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.72 250k 10/1/2011
134 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.66 250k 10/1/2009
133 Four Seasons Commodities Corp
Lone Star Program
-0.62 300k 1/1/2005
132 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.60 500k 4/1/2013
131 Warrington Asset Management
Warrington Strategic Program
-0.54 50k 1/1/1997
130 3D
Bull Program (Client)
-0.47 10k 11/1/2010
129 Worldwide Capital Strategies
Profit Quest Macro World
-0.42 100k 1/1/2010
128 QTS Capital Management, LLC
Futures Managed Account
-0.42 100k 8/1/2012
127 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.33 20,000k 5/1/2013
126 Typhon Capital Management, LLC
Chiron Currency Program
-0.31 250k 2/1/2008
125 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.31 100k 11/1/2013
124 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
123 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.28 1,000k 1/1/2006
122 Diversified Capital Management
Alpha Index
-0.25 50k 8/1/2013
121 Jaguar Investments Ltd
Ultro Capital Strategy
-0.20 1,000k 1/1/2012
120 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
119 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.14 200k 12/1/2013
118 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.10 100k 1/1/2014
117 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
116 QTS Capital Management, LLC
FX Managed Account
-0.06 100k 1/1/2011
115 NickJen Capital Management & Consultants LLC
NRD-1
-0.05 1,000k 4/1/2008
114 Dix Hills Partners
DHP Absolute Return Strategies
-0.05 500k 7/1/2003
113 Blake Capital Management, Inc.
SRD Currencies
-0.04 100k 3/1/2013
112 C-View Limited
Currency Managed Account Program
-0.04 5,000k 10/1/1996
111 Seven Capital Management
Seven Absolute Return
-0.02 100k 6/1/2009
109 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
110 Piston Trading
The Piston
0.00 1,000k 1/1/2014
108 Witter & Lester, Inc.
Redstone
0.02 500k 9/1/1994
107 dormouse Limited
dormouse - Managed Account
0.05 10,000k 7/1/2011
106 Greenwave Capital Management
Greenwave Flagship Plus
0.07 1,000k 6/1/2008
105 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.08 3,000k 5/1/2010
104 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.10 250k 5/1/2011
103 Certeza Asset Management
Macro Vega
0.13 200k 1/1/2012
102 Worldwide Capital Strategies
Profit Quest Strategies
0.16 200k 9/1/2013
101 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.17 1,000k 1/1/2005
100 Tianyou Asset Management, LLC
Tianyou Fund LP
0.22 100k 10/1/2012
99 Crabel Capital Management
Crabel Multi-Product
0.23 1,000k 3/1/1998
98 3D
Intraday Program (Client)
0.27 100k 2/1/2012
97 GammaQ
Commodity Program Managed Account
0.28 3,000k 4/1/2011
96 Kottke Associates
MV Program
0.29 1,000k 8/1/2010
95 Millburn Corporation
Commodity Program
0.33 25,000k 3/1/2005
94 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.35 100k 8/1/2011
93 Pinstripe Trading, LLC
Standard
0.41 125k 8/1/2009
92 Jaguar Investments Ltd
Aegir Capital Strategy
0.41 1,000k 1/1/2012
91 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.43 10,000k 11/1/2011
90 ROW Asset Managment
Row Currency Program
0.44 1,000k 11/1/2010
89 Global Advisory Partners Zurich LLC
International Algo Trading
0.49 50k 10/1/2009
88 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.49 250k 3/1/2010
87 Conquest Capital Group
Conquest Macro
0.61 250k 5/1/1999
86 R Best LLC
R Best Private Client Program
0.61 50k 2/1/2010
85 Crabel Capital Management
WPD Crabel Futures Program
0.65 1,000k 7/1/2008
84 Melissinos Trading
Eupatrid Program
0.67 50k 1/1/2011
83 Angle Capital Management LLC
AIP Program
0.69 100k 1/1/2010
82 Estlander & Partners
Alpha Trend II - Class P
0.74 100k 12/1/2008
81 Deep Field Capital AG
SINGULARITY Fund
0.85 100k 9/1/2011
80 Paradox Capital Management
Sentiment Program (1X)
0.87 1,000k 1/1/2013
79 Soaring Pelican, LLC
Diversified S&P Program
0.91 100k 1/1/2011
78 Non Correlated Capital
Positive Theta Program
0.91 250k 10/1/2007
77 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.93 250k 11/1/1996
76 Non Correlated Capital
Positive Theta Fund
0.93 50k 10/1/2007
75 Conquest Capital Group
Conquest Select
0.96 250k 6/1/2004
74 Wharton Capital Management
Wharton AG Futures Program
0.97 100k 9/1/2011
73 Hehmeyer Capital Management, LLC
HOGO
0.98 1,000k 5/1/2013
72 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.98 500k 5/1/2013
71 Alee Capital Management, LLC
Poniente Program
0.98 2,500k 1/1/1999
70 Three Rock Capital Management
Global Macro Program
0.98 1,000k 1/1/2009
69 Metolius Capital LLC
Metolius Diversified
0.99 100k 6/1/2010
68 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.03 1k 10/1/2006
67 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.04 10,000k 8/1/2009
66 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.06 5,000k 11/1/2012
65 Typhon Capital Management, LLC
Plutus Grain Strategy
1.09 250k 4/1/2008
64 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
1.11 1,000k 9/1/2011
63 LJM Partners
LJM Preservation & Growth Strategy
1.12 250k 5/1/2006
62 Bluenose Capital Management, LLC
BNC CL
1.13 15k 12/1/2013
61 FORT LP
Fort Global Contrarian
1.15 2,000k 10/1/2002
60 Quality Capital Management
Alpha Financials Program
1.17 10,000k 6/1/2012
59 Intex Capital
Covered Options Program
1.18 50k 1/1/2012
58 Millburn Corporation
Multi-Markets Program
1.25 25,000k 10/1/2004
57 HPX Financial LLC
HPX Old School Program
1.26 200k 6/1/2006
56 LJM Partners
LJM Moderately Aggressive Strategy
1.31 500k 4/1/2003
55 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.35 50k 9/1/2009
54 Aquantum
Aquantum Global Systematic Program (AGS)
1.37 5,000k 7/1/2013
53 Schindler Capital Management, LLC
Dairy Advantage Program
1.37 200k 8/1/2005
52 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
1.39 500k 8/1/2012
51 Aquantum
Aquantum Commodity Spread Program (ACS)
1.43 5,000k 7/1/2013
50 Cauldron Investments, LLC
Stock Index Plus
1.44 1,000k 10/1/2009
49 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.46 50k 7/1/2011
48 Bluenose Capital Management, LLC
BNC EI
1.48 15k 7/1/2010
47 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.50 5,000k 1/1/2009
46 FORT LP
Fort Global Diversified
1.51 2,000k 10/1/1993
45 Garraway Capital Management LLP
Garraway Financial Trends
1.52 100k 9/1/2012
44 ROW Asset Managment
Row Diversified Fund, L.P.
1.54 1,000k 11/1/2011
43 Sunrise Capital Partners
Sunrise Expanded Diversified Program
1.55 1/1/1989
42 Tlaloc Capital LLC
Grains Program
1.60 500k 4/1/2010
41 Capricorn Strategies Limited
Capricorn FX Core
1.60 500k 1/1/2013
40 Estlander & Partners
Freedom
1.65 20,000k 8/1/2010
39 Sona Trading Strategies LLC.
Diversified Program
1.72 1,000k 9/1/2006
38 Candriam Investor Group
Alternative Return Systemat
1.89 125k 1/1/2007
37 Bluenose Capital Management, LLC
BNC BI
1.98 30k 10/1/2008
36 Crescendo Capital Management
Neutron Decay (Client)
2.04 50k 7/1/2012
35 Superfund Group
Superfund Red EUR SICAV
2.11 10k 3/1/2013
34 Whitmore Capital Management LLC
Whitmore Capital LP
2.16 250k 6/1/2012
33 GammaQ
Breckhurst Commodity Fund
2.18 1,000k 10/1/2006
32 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.22 1,000k 3/1/2003
31 Superfund Group
Superfund Red USD SICAV
2.22 10k 3/1/2013
30 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.26 1k 6/1/2009
29 EMC Capital Advisors, LLC
EMC Alpha Program
2.39 5,000k 6/1/2013
28 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.39 100k 10/1/2011
27 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
2.43 100k 7/1/2013
26 Vivienne Investissement
OUESSANT UCITS FUND
2.64 100k 5/1/2012
25 Alee Capital Management, LLC
Mistral Program
2.71 2,500k 1/1/1999
24 Independent View
IV Quantitative Futures Fund
2.87 100k 11/1/2012
23 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.92 1,000k 3/1/2007
22 Purple Valley Capital, Inc.
Diversified Trend 1
3.01 100k 8/1/2008
21 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.10 250k 5/1/2013
20 Adamah Capital LLC
Asset Allocator Program
3.10 50k 3/1/2011
19 Prolific Capital Markets, LLC
Prolific Swiss System
3.23 10,000k 1/1/2014
18 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.29 5,000k 6/1/2010
17 Red Rock Capital, LLC
Commodity Long-Short
3.38 500k 9/1/2013
16 Protec Energy Partners LLC
ET1
3.55 500k 4/1/2010
15 Emil van Essen
Long-Short Commodity Program
3.56 1,000k 6/1/2013
14 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.91 1,000k 1/1/2013
13 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
3.96 25,000k 1/1/2014
12 Demeter Capital Management
Livestock & Grain Trading Program
4.20 50k 3/1/2010
11 Sandpiper Asset Management
Sandpiper Global Macro Program
4.21 1,000k 8/1/2012
10 Urban Tree Capital, LLC
UTC Plus (Client)
4.31 100k 3/1/2013
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.84 1,000k 3/1/2003
8 Witter & Lester, Inc.
Diversified Trading Program
5.00 100k 4/1/2013
7 Robust Methods LLC
Macro Managed Account
5.39 5,000k 1/1/2005
6 Dreiss Research Corporation
Diversified Program
5.96 1,000k 5/1/1991
5 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
6.18 2,000k 7/1/2013
4 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
6.55 100k 7/1/2013
3 Quantum Leap Capital Management
Managed Account Program
6.59 300k 8/1/2006
2 Qbasis Invest
Qbasis i Trend Fund
11.15 1k 1/1/2014
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
13.27 100k 1/1/2014

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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