IASG CTA Index For September 2016

Monthly Rankings

Rank CTA/Program Sep 2016 Min Inv Inception
178 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-11.79 100k 1/1/2014
177 Purple Valley Capital, Inc.
Diversified Trend 1
-10.60 100k 8/1/2008
176 Quantum Leap Capital Management
Managed Account Program
-10.03 300k 8/1/2006
175 Estlander & Partners
Alpha Trend II - Class P
-9.65 100k 12/1/2008
174 Eagle Trading Systems Inc.
Eagle Global Financials
-9.46 10,000k 1/1/1996
173 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-7.85 25k 1/1/2011
172 Prolific Capital Markets, LLC
Prolific Swiss System
-7.23 10,000k 1/1/2014
171 Worldwide Capital Strategies
Profit Quest Macro World
-6.71 100k 1/1/2010
170 Conquest Capital Group
Conquest Select
-5.71 250k 6/1/2004
169 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-5.49 10,000k 10/1/2006
168 Rosetta Capital Management
Macro Program
-5.32 50k 1/1/2009
167 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.12 20,000k 5/1/2013
166 Deep Field Capital AG
SINGULARITY Fund
-3.92 100k 9/1/2011
165 Mehnert Capital Management, LLC
DTP (Client)
-3.81 1,000k 3/1/2012
164 Bluenose Capital Management, LLC
BNC BI
-3.78 30k 10/1/2008
163 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.76 50k 10/1/2011
162 Alee Capital Management, LLC
Poniente Program
-3.67 2,500k 1/1/1999
161 Worldwide Capital Strategies
Profit Quest Strategies
-3.56 200k 9/1/2013
160 Alee Capital Management, LLC
Mistral Program
-3.23 2,500k 1/1/1999
159 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.92 25,000k 1/1/2014
158 Three Rock Capital Management
Global Macro Program
-2.90 1,000k 1/1/2009
157 Trigon Investment Advisors, LLC
Foreign Exchange Program
-2.86 5,000k 8/1/2000
156 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-2.81 100k 7/1/2013
155 Candriam Investor Group
Alternative Return Systemat
-2.76 125k 1/1/2007
154 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.74 100k 1/1/2000
153 Angle Capital Management LLC
AIP Program
-2.74 100k 1/1/2010
152 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.68 5,000k 6/1/2010
151 Witter & Lester, Inc.
Diversified Trading Program
-2.49 100k 4/1/2013
150 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-2.44 1/1/1989
149 Sona Trading Strategies LLC.
Diversified Program
-2.29 1,000k 9/1/2006
148 Bocken Trading LLC
Discretionary Trading Program
-2.23 100k 7/1/2011
147 Non Correlated Capital
Positive Theta Fund
-2.18 50k 10/1/2007
146 Conquest Capital Group
Conquest Macro
-2.07 250k 5/1/1999
145 Metolius Capital LLC
Metolius Diversified
-2.07 100k 6/1/2010
144 Novus Investments, LLC
Novus Precious Commodities
-1.93 200k 1/1/2007
143 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.76 10,000k 8/1/2007
142 Greenwave Capital Management
Greenwave Flagship Plus
-1.76 1,000k 6/1/2008
141 Dominion Capital
Diamond Program
-1.65 3,000k 1/1/2011
140 Qbasis Invest
Qbasis i Trend Fund
-1.56 1k 1/1/2014
139 Cauldron Investments, LLC
Stock Index Plus
-1.51 1,000k 10/1/2009
138 Zoi Capital, LLC
Telio Program (Client)
-1.43 200k 4/1/2010
137 Ditsch Trading, LLC
Agricultural Trading Program
-1.38 100k 1/1/2011
136 Millburn Corporation
Commodity Program
-1.36 25,000k 3/1/2005
135 Seven Capital Management
Seven Absolute Return
-1.32 100k 6/1/2009
134 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.28 10,000k 2/1/2008
133 Estlander & Partners
Freedom
-1.02 20,000k 8/1/2010
132 Non Correlated Capital
Positive Theta Program
-0.99 250k 10/1/2007
131 Capricorn Strategies Limited
Capricorn FX Core
-0.97 500k 1/1/2013
130 Crabel Capital Management
Crabel Multi-Product
-0.97 1,000k 3/1/1998
129 C-View Limited
Emerging & Minor Currency Program
-0.90 5,000k 4/1/2008
128 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.88 10,000k 4/1/2004
127 Soaring Pelican, LLC
Diversified S&P Program
-0.84 100k 1/1/2011
126 Kottke Associates
MV Program
-0.81 1,000k 8/1/2010
125 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.79 250k 5/1/2011
124 ISAM
ISAM Systematic Trend Fund
-0.74 1,000k 6/1/2001
123 C-View Limited
Currency Managed Account Program
-0.72 5,000k 10/1/1996
122 R Best LLC
R Best Private Client Program
-0.65 50k 2/1/2010
121 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.59 500k 5/1/2013
120 Hehmeyer Capital Management, LLC
HOGO
-0.59 1,000k 5/1/2013
119 QTS Capital Management, LLC
FX Managed Account
-0.58 100k 1/1/2011
118 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.57 1,000k 7/1/2007
117 3D
Bull Program (Client)
-0.55 10k 11/1/2010
116 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.52 10,000k 2/1/2006
115 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.47 1,000k 1/1/2006
114 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.44 500k 9/1/2013
113 Emil van Essen
Long-Short Commodity Program
-0.44 1,000k 6/1/2013
112 Vivienne Investissement
OUESSANT UCITS FUND
-0.39 100k 5/1/2012
111 ROW Asset Managment
Row Diversified Fund, L.P.
-0.38 1,000k 11/1/2011
110 Paradox Capital Management
Sentiment Program (1X)
-0.37 1,000k 1/1/2013
109 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.32 100k 8/1/2011
108 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.32 1,000k 3/1/2007
107 Adamah Capital LLC
Asset Allocator Program
-0.30 50k 3/1/2011
106 Independent View
IV Quantitative Futures Fund
-0.27 100k 11/1/2012
105 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.26 250k 3/1/2010
104 Witter & Lester, Inc.
Redstone
-0.24 500k 9/1/1994
103 Quality Capital Management
Alpha Financials Program
-0.18 10,000k 6/1/2012
102 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.16 500k 8/1/2012
101 Schindler Capital Management, LLC
Dairy Advantage Program
-0.16 200k 8/1/2005
100 Sophic Associates, LLC
Sophic Macro
-0.08 250k 1/1/2013
99 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-0.07 1,000k 9/1/2011
98 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.05 10,000k 8/1/2009
96 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
97 Four Seasons Commodities Corp
Lone Star Program
0.00 300k 1/1/2005
95 QTS Capital Management, LLC
QTS Partners, L.P.
0.01 100k 1/1/2011
94 FORT LP
Fort Global Diversified
0.01 2,000k 10/1/1993
93 Midwest Trading Partners, LLC
Micro-Arbitrage Program (MAP)
0.01 1,000k 1/1/2005
92 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.02 200k 12/1/2013
91 Blake Capital Management, Inc.
SRD Currencies
0.02 100k 3/1/2013
90 Piston Trading
The Piston
0.02 1,000k 1/1/2014
89 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.04 1k 6/1/2009
88 Dix Hills Partners
DHP Absolute Return Strategies
0.04 500k 7/1/2003
87 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
86 HPX Financial LLC
HPX Old School Program
0.05 200k 6/1/2006
85 ROW Asset Managment
Row Currency Program
0.07 1,000k 11/1/2010
84 Superfund Group
Superfund Red USD SICAV
0.10 10k 3/1/2013
83 Typhon Capital Management, LLC
Plutus Grain Strategy
0.13 250k 4/1/2008
82 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.13 1k 10/1/2006
81 Tianyou Asset Management, LLC
Tianyou Fund LP
0.14 100k 10/1/2012
80 Jaguar Investments Ltd
Ultro Capital Strategy
0.15 1,000k 1/1/2012
79 Bluenose Capital Management, LLC
BNC CL
0.16 15k 12/1/2013
78 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.20 10,000k 11/1/2011
77 Bluenose Capital Management, LLC
BNC EI
0.25 15k 7/1/2010
76 EMC Capital Advisors, LLC
EMC Alpha Program
0.26 5,000k 6/1/2013
75 Typhon Capital Management, LLC
Chiron Currency Program
0.27 250k 2/1/2008
74 Stenger Capital Management, LLC
Diversified Trading Program
0.27 200k 4/1/2010
73 Jaguar Investments Ltd
Aegir Capital Strategy
0.28 1,000k 1/1/2012
72 Turning Wheel Capital, Inc.
Pure Alpha
0.29 10,000k 1/1/2012
71 Typhon Capital Management, LLC
Metis Momentum Macro Program
0.33 500k 4/1/2013
70 Wharton Capital Management
Wharton AG Futures Program
0.34 100k 9/1/2011
69 QTS Capital Management, LLC
Futures Managed Account
0.34 100k 8/1/2012
68 Quantica Capital AG
1X Quantica Managed Futures Fund
0.40 100k 1/1/2014
67 NickJen Capital Management & Consultants LLC
NRD-1
0.45 1,000k 4/1/2008
66 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.46 50k 9/1/2009
65 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.47 1,000k 3/1/2003
64 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.47 250k 10/1/2009
63 dormouse Limited
dormouse - Managed Account
0.48 10,000k 7/1/2011
62 Certeza Asset Management
Macro Vega
0.51 200k 1/1/2012
61 Intex Capital
Covered Options Program
0.52 50k 1/1/2012
60 Orgone Commodity Management LLC
Orgone AG 1
0.56 250k 9/1/2011
59 Typhon Capital Management, LLC
Trevinci Liquid Ag Program
0.57 250k 2/1/2012
58 Red Rock Capital, LLC
Commodity Long-Short
0.64 500k 9/1/2013
57 Sandpiper Asset Management
Sandpiper Global Macro Program
0.65 1,000k 8/1/2012
56 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.66 5,000k 11/1/2012
55 1OAK Capital Limited
ACORN Commodity
0.68 5,000k 5/1/2012
54 GammaQ
Commodity Program Managed Account
0.81 3,000k 4/1/2011
53 Protec Energy Partners LLC
ET1
0.81 500k 4/1/2010
52 DUNN Capital Management
DUNN WMA Institutional Program
0.90 100k 10/1/2011
51 3D
Intraday Program (Client)
0.90 100k 2/1/2012
50 Diversified Capital Management
Alpha Index
0.99 50k 8/1/2013
49 Quantica Capital AG
2X Quantica Managed Futures Fund
1.00 100k 1/1/2014
48 Piquant Technologies LLP
Pegasus Fund
1.01 1,000k 9/1/2013
47 Hehmeyer Capital Management, LLC
Chelsea Creek
1.05 100k 11/1/2013
46 Garraway Capital Management LLP
Garraway Financial Trends
1.09 100k 9/1/2012
45 Principle Capital Management LLC
Principle Commodity Futures (Prop)
1.12 100k 5/1/2010
44 Aquantum
Aquantum Global Systematic Program (AGS)
1.14 5,000k 7/1/2013
43 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.15 5,000k 1/1/2009
42 FORT LP
Fort Global Contrarian
1.20 2,000k 10/1/2002
41 M6 Capital Management LLC
Standard Program
1.22 300k 7/1/2005
40 Millburn Corporation
Multi-Markets Program
1.24 25,000k 10/1/2004
39 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.24 250k 11/1/1996
38 Crabel Capital Management
WPD Crabel Futures Program
1.36 1,000k 7/1/2008
37 Aquantum
Aquantum Commodity Spread Program (ACS)
1.38 5,000k 7/1/2013
36 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.40 250k 10/1/2011
35 Crescendo Capital Management
Neutron Decay (Client)
1.46 50k 7/1/2012
34 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.47 2,000k 7/1/2013
33 Warrington Asset Management
Warrington Strategic Program
1.52 50k 1/1/1997
32 Melissinos Trading
Eupatrid Program
1.56 50k 1/1/2011
31 Robust Methods LLC
Macro Managed Account
1.67 5,000k 1/1/2005
30 LJM Partners
LJM Preservation & Growth Strategy
1.90 250k 5/1/2006
29 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
2.06 100k 11/1/2013
28 GammaQ
Breckhurst Commodity Fund
2.07 1,000k 10/1/2006
27 Tlaloc Capital LLC
Grains Program
2.26 500k 4/1/2010
26 DynexCorp Ltd
Dynex Regular - Tetra FX Macro High Beta
2.33 1,000k 7/1/2009
25 LJM Partners
LJM Moderately Aggressive Strategy
2.33 500k 4/1/2003
24 Amapa Capital Advisors LLC
Amapa Investment Fund
2.50 100k 2/1/2007
23 Pinstripe Trading, LLC
Standard
2.62 125k 8/1/2009
22 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.67 200k 12/1/2013
21 Kopis Capital Management, LLC
Commodity Long Only
2.85 500k 1/1/2014
20 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
2.94 100k 7/1/2013
19 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
3.03 1,000k 1/1/2013
18 County Cork LLC
County Cork Fusion Equity
3.17 1,000k 10/1/2013
17 Blackwater Capital Management
Tactical Equity
3.23 500k 12/1/2013
16 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.26 1,000k 3/1/2003
15 Global Advisory Partners Zurich LLC
International Algo Trading
3.32 50k 10/1/2009
14 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.62 100k 10/1/2011
13 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.68 50k 7/1/2011
12 Urban Tree Capital, LLC
UTC Plus (Client)
3.88 100k 3/1/2013
11 Paskewitz Asset Management LLC
Multi-strategy Futures Program
3.98 3,000k 5/1/2010
10 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.17 100k 8/1/2009
9 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
4.30 250k 5/1/2013
8 Demeter Capital Management
Livestock & Grain Trading Program
4.43 50k 3/1/2010
7 Ring Capital Management LLC
S&P E-Mini Select
5.77 100k 1/1/2012
6 Whitmore Capital Management LLC
Whitmore Capital LP
6.56 250k 6/1/2012
5 Future Trade AG
Thales Swing Trading Programme
7.33 250k 6/1/2007
4 Ritenour Investment Group, LLC
RIG_ES_Client
8.03 25k 3/1/2013
3 Vision Capital Management
Global Futures
8.32 500k 2/1/2012
2 County Cork LLC
RLA I
8.91 500k 1/1/2009
1 Dreiss Research Corporation
Diversified Program
12.20 1,000k 5/1/1991

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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