IASG CTA Index For August 2016

Monthly Rankings

Rank CTA/Program Aug 2016 Min Inv Inception
177 Deep Field Capital AG
SINGULARITY Fund
-17.28 100k 9/1/2011
176 Purple Valley Capital, Inc.
Diversified Trend 1
-12.34 100k 8/1/2008
175 Estlander & Partners
Alpha Trend II - Class P
-11.20 100k 12/1/2008
174 Ritenour Investment Group, LLC
RIG_ES_Client
-11.14 25k 3/1/2013
173 Global Advisory Partners Zurich LLC
International Algo Trading
-9.99 50k 10/1/2009
172 Qbasis Invest
Qbasis i Trend Fund
-9.32 1k 1/1/2014
171 Eagle Trading Systems Inc.
Eagle Global Financials
-8.28 10,000k 1/1/1996
170 Conquest Capital Group
Conquest Macro
-7.86 250k 5/1/1999
169 Mehnert Capital Management, LLC
DTP (Client)
-7.23 1,000k 3/1/2012
168 Angle Capital Management LLC
AIP Program
-6.63 100k 1/1/2010
167 Future Trade AG
Thales Swing Trading Programme
-6.51 250k 6/1/2007
166 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.23 20,000k 5/1/2013
165 Quantica Capital AG
2X Quantica Managed Futures Fund
-5.60 100k 1/1/2014
164 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.52 10,000k 10/1/2006
163 Dreiss Research Corporation
Diversified Program
-5.45 1,000k 5/1/1991
162 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.11 50k 7/1/2011
161 Robust Methods LLC
Macro Managed Account
-4.98 5,000k 1/1/2005
160 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-4.75 5,000k 11/1/2012
159 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-4.55 25,000k 1/1/2014
158 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
157 Estlander & Partners
Freedom
-4.32 20,000k 8/1/2010
156 Prolific Capital Markets, LLC
Prolific Swiss System
-4.31 10,000k 1/1/2014
155 Conquest Capital Group
Conquest Select
-4.27 250k 6/1/2004
154 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.25 100k 8/1/2009
153 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.15 1,000k 8/1/2012
152 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.09 1,000k 3/1/2003
151 Crabel Capital Management
Crabel Multi-Product
-3.95 1,000k 3/1/1998
150 Urban Tree Capital, LLC
UTC Plus (Client)
-3.95 100k 3/1/2013
149 Sona Trading Strategies LLC.
Diversified Program
-3.88 1,000k 9/1/2006
148 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
147 Independent View
IV Quantitative Futures Fund
-3.69 100k 11/1/2012
146 Kopis Capital Management, LLC
Commodity Long Only
-3.66 500k 1/1/2014
145 Aquantum
Aquantum Global Systematic Program (AGS)
-3.60 5,000k 7/1/2013
144 Whitmore Capital Management LLC
Whitmore Capital LP
-3.30 250k 6/1/2012
143 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.13 500k 9/1/2013
142 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-2.99 1,000k 1/1/2013
141 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-2.95 2,000k 7/1/2013
140 Zoi Capital, LLC
Telio Program (Client)
-2.92 200k 4/1/2010
139 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
138 Protec Energy Partners LLC
ET1
-2.81 500k 4/1/2010
137 FORT LP
Fort Global Diversified
-2.59 2,000k 10/1/1993
136 EMC Capital Advisors, LLC
EMC Alpha Program
-2.58 5,000k 6/1/2013
135 Rosetta Capital Management
Macro Program
-2.57 50k 1/1/2009
134 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.55 5,000k 6/1/2010
133 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
132 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
131 Novus Investments, LLC
Novus Precious Commodities
-2.51 200k 1/1/2007
130 Dominion Capital
Diamond Program
-2.49 3,000k 1/1/2011
129 Bocken Trading LLC
Discretionary Trading Program
-2.49 100k 7/1/2011
128 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.35 5,000k 7/1/2013
127 Soaring Pelican, LLC
Diversified S&P Program
-2.26 100k 1/1/2011
126 County Cork LLC
County Cork Fusion Equity
-2.26 1,000k 10/1/2013
125 ROW Asset Managment
Row Currency Program
-2.13 1,000k 11/1/2010
124 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.13 10,000k 2/1/2008
123 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.03 100k 11/1/2013
122 Vision Capital Management
Global Futures
-2.02 500k 2/1/2012
121 Adamah Capital LLC
Asset Allocator Program
-2.00 50k 3/1/2011
120 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.98 250k 4/1/2008
119 Ditsch Trading, LLC
Agricultural Trading Program
-1.82 100k 1/1/2011
118 Garraway Capital Management LLP
Garraway Financial Trends
-1.80 100k 9/1/2012
117 Millburn Corporation
Commodity Program
-1.70 25,000k 3/1/2005
116 Seven Capital Management
Seven Absolute Return
-1.63 100k 6/1/2009
115 Capricorn Strategies Limited
Capricorn FX Core
-1.58 500k 1/1/2013
114 Metolius Capital LLC
Metolius Diversified
-1.53 100k 6/1/2010
113 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-1.50 100k 7/1/2013
112 DUNN Capital Management
DUNN WMA Institutional Program
-1.48 100k 10/1/2011
111 Tlaloc Capital LLC
Grains Program
-1.47 500k 4/1/2010
110 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.47 250k 10/1/2009
109 dormouse Limited
dormouse - Managed Account
-1.44 10,000k 7/1/2011
108 Quality Capital Management
Alpha Financials Program
-1.43 10,000k 6/1/2012
107 Orgone Commodity Management LLC
Orgone AG 1
-1.42 250k 9/1/2011
106 Millburn Corporation
Multi-Markets Program
-1.37 25,000k 10/1/2004
105 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.99 100k 11/1/2013
104 Alee Capital Management, LLC
Mistral Program
-0.96 2,500k 1/1/1999
103 Schindler Capital Management, LLC
Dairy Advantage Program
-0.92 200k 8/1/2005
102 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.91 1,000k 3/1/2007
101 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.89 1k 6/1/2009
100 FORT LP
Fort Global Contrarian
-0.87 2,000k 10/1/2002
99 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.86 1,000k 7/1/2007
98 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.84 10,000k 8/1/2009
97 Superfund Group
Superfund Red EUR SICAV
-0.80 10k 3/1/2013
96 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
95 Melissinos Trading
Eupatrid Program
-0.70 50k 1/1/2011
94 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.67 1k 10/1/2006
93 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.62 10,000k 2/1/2006
92 ROW Asset Managment
Row Diversified Fund, L.P.
-0.60 1,000k 11/1/2011
91 Amapa Capital Advisors LLC
Amapa Investment Fund
-0.60 100k 2/1/2007
90 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-0.57 1/1/1989
89 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
-0.53 250k 2/1/2012
88 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.53 250k 11/1/1996
87 Piquant Technologies LLP
Pegasus Fund
-0.46 1,000k 9/1/2013
86 Hehmeyer Capital Management, LLC
HOGO
-0.45 1,000k 5/1/2013
85 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.45 500k 5/1/2013
84 1OAK Capital Limited
ACORN Commodity
-0.41 5,000k 5/1/2012
83 C-View Limited
Emerging & Minor Currency Program
-0.40 5,000k 4/1/2008
82 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.36 250k 10/1/2011
81 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.33 1,000k 3/1/2003
80 Stenger Capital Management, LLC
Diversified Trading Program
-0.29 200k 4/1/2010
79 Typhon Capital Management, LLC
Metis Momentum Macro Program
-0.28 500k 4/1/2013
78 Blake Capital Management, Inc.
SRD Currencies
-0.27 100k 3/1/2013
77 Four Seasons Commodities Corp
Lone Star Program
-0.25 300k 1/1/2005
76 Three Rock Capital Management
Global Macro Program
-0.25 1,000k 1/1/2009
75 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.22 500k 8/1/2012
74 QTS Capital Management, LLC
Futures Managed Account
-0.21 100k 8/1/2012
73 Vivienne Investissement
OUESSANT UCITS FUND
-0.19 100k 5/1/2012
72 R Best LLC
R Best Private Client Program
-0.18 50k 2/1/2010
71 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
70 HPX Financial LLC
HPX Old School Program
-0.14 200k 6/1/2006
69 Demeter Capital Management
Livestock & Grain Trading Program
-0.13 50k 3/1/2010
68 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.11 1,000k 1/1/2006
67 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.11 200k 12/1/2013
66 Red Rock Capital, LLC
Commodity Long-Short
-0.09 500k 9/1/2013
65 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.08 100k 3/1/2013
64 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
63 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.07 250k 3/1/2010
62 Typhon Capital Management, LLC
Chiron Currency Program
-0.04 250k 2/1/2008
61 Piston Trading
The Piston
0.00 1,000k 1/1/2014
60 Greenwave Capital Management
Greenwave Flagship Plus
0.03 1,000k 6/1/2008
59 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
0.05 100k 8/1/2011
58 Jaguar Investments Ltd
Ultro Capital Strategy
0.06 1,000k 1/1/2012
57 QTS Capital Management, LLC
FX Managed Account
0.08 100k 1/1/2011
56 3D
Bull Program (Client)
0.10 10k 11/1/2010
55 Witter & Lester, Inc.
Redstone
0.13 500k 9/1/1994
54 Turning Wheel Capital, Inc.
Pure Alpha
0.17 10,000k 1/1/2012
53 C-View Limited
Currency Managed Account Program
0.18 5,000k 10/1/1996
52 Emil van Essen
Long-Short Commodity Program
0.19 1,000k 6/1/2013
51 Dix Hills Partners
DHP Absolute Return Strategies
0.19 500k 7/1/2003
50 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.27 10,000k 4/1/2004
49 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.27 3,000k 5/1/2010
48 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.28 10,000k 11/1/2011
47 Wharton Capital Management
Wharton AG Futures Program
0.34 100k 9/1/2011
46 NickJen Capital Management & Consultants LLC
NRD-1
0.41 1,000k 4/1/2008
45 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
0.45 1,000k 7/1/2009
44 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.48 1,000k 1/1/2005
43 Pinstripe Trading, LLC
Standard
0.53 125k 8/1/2009
42 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.55 10,000k 8/1/2007
41 Crabel Capital Management
WPD Crabel Futures Program
0.56 1,000k 7/1/2008
40 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.72 5,000k 8/1/2000
39 3D
Intraday Program (Client)
0.77 100k 2/1/2012
38 Blackwater Capital Management
Tactical Equity
0.83 500k 12/1/2013
37 Tianyou Asset Management, LLC
Tianyou Fund LP
0.87 100k 10/1/2012
36 Quantum Leap Capital Management
Managed Account Program
0.89 300k 8/1/2006
35 Certeza Asset Management
Macro Vega
0.95 200k 1/1/2012
34 Warrington Asset Management
Warrington Strategic Program
1.01 50k 1/1/1997
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.01 100k 1/1/2000
32 Cauldron Investments, LLC
Stock Index Plus
1.02 1,000k 10/1/2009
31 Diversified Capital Management
Alpha Index
1.03 50k 8/1/2013
30 Jaguar Investments Ltd
Aegir Capital Strategy
1.05 1,000k 1/1/2012
29 Kottke Associates
MV Program
1.06 1,000k 8/1/2010
28 Intex Capital
Covered Options Program
1.09 50k 1/1/2012
27 Worldwide Capital Strategies
Profit Quest Strategies
1.11 200k 9/1/2013
26 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.14 100k 10/1/2011
25 Non Correlated Capital
Positive Theta Program
1.20 250k 10/1/2007
24 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
1.22 1,000k 9/1/2011
23 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.32 5,000k 1/1/2009
22 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.35 50k 9/1/2009
21 Bluenose Capital Management, LLC
BNC EI
1.42 15k 7/1/2010
20 Worldwide Capital Strategies
Profit Quest Macro World
1.43 100k 1/1/2010
19 Witter & Lester, Inc.
Diversified Trading Program
1.50 100k 4/1/2013
18 Non Correlated Capital
Positive Theta Fund
1.53 50k 10/1/2007
17 Paradox Capital Management
Sentiment Program (1X)
1.67 1,000k 1/1/2013
16 Bluenose Capital Management, LLC
BNC BI
1.82 30k 10/1/2008
15 GammaQ
Commodity Program Managed Account
2.36 3,000k 4/1/2011
14 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.65 100k 1/1/2014
13 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.70 250k 5/1/2013
12 LJM Partners
LJM Preservation & Growth Strategy
2.94 250k 5/1/2006
11 County Cork LLC
RLA I
3.04 500k 1/1/2009
10 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
3.20 100k 7/1/2013
9 Bluenose Capital Management, LLC
BNC CL
3.48 15k 12/1/2013
8 LJM Partners
LJM Moderately Aggressive Strategy
3.71 500k 4/1/2003
7 Crescendo Capital Management
Neutron Decay (Client)
3.89 50k 7/1/2012
6 GNE Management, LLC
S&P Futures and Options Strategy (Client)
3.99 200k 12/1/2013
5 GammaQ
Breckhurst Commodity Fund
4.81 1,000k 10/1/2006
4 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
5.33 50k 10/1/2011
3 M6 Capital Management LLC
Standard Program
5.55 300k 7/1/2005
2 Principle Capital Management LLC
Principle Commodity Futures (Prop)
5.79 100k 5/1/2010
1 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
9.50 25k 1/1/2011

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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