IASG CTA Index For January 2017

Monthly Rankings

Rank CTA/Program Jan 2017 Min Inv Inception
191 Worldwide Capital Strategies
Profit Quest Macro World
-16.44 100k 1/1/2010
190 Covenant Capital Management
Optimal Program
-13.56 10k 2/1/2014
189 Quantum Leap Capital Management
Managed Account Program
-12.33 300k 8/1/2006
188 Whitmore Capital Management LLC
Whitmore Capital LP
-9.50 250k 6/1/2012
187 Estlander & Partners
Alpha Trend II - Class P
-8.48 100k 12/1/2008
186 Angle Capital Management LLC
AIP Program
-7.76 100k 1/1/2010
185 Conquest Capital Group
Conquest Macro
-6.76 250k 5/1/1999
184 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.27 20,000k 5/1/2013
183 Purple Valley Capital, Inc.
Diversified Trend 1
-6.14 100k 8/1/2008
182 Urban Tree Capital, LLC
UTC Plus (Client)
-5.77 100k 3/1/2013
181 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.30 250k 5/1/2011
180 Sona Trading Strategies LLC.
Diversified Program
-4.78 1,000k 9/1/2006
179 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-4.71 1,000k 1/1/2013
178 Conquest Capital Group
Conquest Select
-4.70 250k 6/1/2004
177 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.37 1,000k 8/1/2012
176 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-4.35 100k 8/1/2009
175 Qbasis Invest
Qbasis i Trend Fund
-4.08 1k 1/1/2014
174 Candriam Investor Group
Alternative Return Systemat
-4.08 125k 1/1/2007
173 Deep Field Capital AG
SINGULARITY Fund
-3.91 100k 9/1/2011
172 ROW Asset Managment
Row Diversified Fund, L.P.
-3.89 1,000k 11/1/2011
171 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.85 1,000k 5/1/2014
170 Mehnert Capital Management, LLC
DTP (Client)
-3.80 1,000k 3/1/2012
169 Crabel Capital Management
Crabel Multi-Product
-3.80 1,000k 3/1/1998
168 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.58 1k 6/1/2009
167 Three Rock Capital Management
Global Macro Program
-3.57 1,000k 1/1/2009
166 County Cork LLC
RLA I
-3.41 500k 1/1/2009
165 Quality Capital Management
Alpha Financials Program
-3.40 10,000k 6/1/2012
164 Dominion Capital
Diamond Program
-3.03 3,000k 1/1/2011
163 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.99 10,000k 10/1/1993
162 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-2.90 1,000k 7/1/2007
161 Estlander & Partners
Freedom
-2.84 20,000k 8/1/2010
160 Alee Capital Management, LLC
Poniente Program
-2.68 2,500k 1/1/1999
159 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.64 25,000k 1/1/2014
158 Trigon Investment Advisors, LLC
Discretionary Macro Program
-2.60 10,000k 8/1/2007
157 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-2.18 100k 5/1/2010
156 County Cork LLC
County Cork Fusion Equity
-2.05 1,000k 10/1/2013
155 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.95 1k 10/1/2006
154 Prolific Capital Markets, LLC
Prolific Swiss System
-1.89 10,000k 1/1/2014
153 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-1.85 10,000k 10/1/2006
152 Melissinos Trading
Eupatrid Program
-1.79 50k 1/1/2011
151 FORT LP
Fort Global Diversified
-1.79 2,000k 10/1/1993
150 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-1.74 100k 4/1/2014
149 Sugar Creek Investment Management, LLC
Cotton RV
-1.70 1,000k 2/1/2014
148 Seven Capital Management
Seven Fixed Income Fund
-1.68 100k 9/1/2010
147 Schindler Capital Management, LLC
Dairy Advantage Program
-1.61 200k 8/1/2005
146 Orgone Commodity Management LLC
Orgone AG 1
-1.57 250k 9/1/2011
145 ROW Asset Managment
Row Currency Program
-1.56 1,000k 11/1/2010
144 Metolius Capital LLC
Metolius Diversified
-1.53 100k 6/1/2010
143 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.42 250k 11/1/1996
142 3D
S&P Program (Client)
-1.38 100k 11/1/2010
141 ISAM
ISAM Systematic Trend Fund
-1.38 1,000k 6/1/2001
140 Kopis Capital Management, LLC
Commodity Long Only
-1.24 500k 1/1/2014
139 Blackwater Capital Management
Tactical Equity
-1.17 500k 12/1/2013
138 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.16 250k 10/1/2009
137 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.13 250k 4/1/2008
136 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.12 100k 1/1/2000
135 Piston Trading
The Piston
-1.12 1,000k 1/1/2014
134 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.00 100k 1/1/2014
133 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.94 100k 11/1/2013
132 3D
3D Intraday Breakout Program
-0.87 225k 4/1/2014
131 Eagle Trading Systems Inc.
Eagle Global Financials
-0.87 10,000k 1/1/1996
130 1OAK Capital Limited
ACORN Commodity
-0.86 5,000k 5/1/2012
129 3D
Intraday Program (Client)
-0.81 100k 2/1/2012
128 GammaQ
Breckhurst Commodity Fund
-0.80 1,000k 10/1/2006
127 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.79 10,000k 11/1/2011
126 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.77 200k 5/1/2014
125 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.72 100k 8/1/2011
124 Sophic Associates, LLC
Sophic Macro
-0.72 250k 1/1/2013
123 Typhon Capital Management, LLC
Chiron Currency Program
-0.67 250k 2/1/2008
122 Soaring Pelican, LLC
Diversified S&P Program
-0.61 100k 1/1/2011
121 Amapa Capital Advisors LLC
Amapa Investment Fund
-0.61 100k 2/1/2007
120 Red Rock Capital, LLC
Commodity Long-Short
-0.61 500k 9/1/2013
119 Tyche Capital Advisors LLC
Institutional Spreads
-0.57 250k 3/1/2014
118 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.57 50k 7/1/2011
117 FORT LP
Fort Global Contrarian
-0.57 2,000k 10/1/2002
116 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-0.53 50k 10/1/2011
115 3D
Bull Program (Client)
-0.48 10k 11/1/2010
114 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.46 1,000k 3/1/2003
113 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.45 10,000k 4/1/2004
112 Millburn Corporation
Multi-Markets Program
-0.41 25,000k 10/1/2004
111 Pinstripe Trading, LLC
Standard
-0.40 125k 8/1/2009
110 Glider Trading LLP
Glider Trading Strategy (Class C)
-0.37 500k 9/1/2013
109 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-0.36 1,000k 9/1/2011
108 Blake Capital Management, Inc.
SRD Currencies
-0.35 100k 3/1/2013
107 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.34 3,000k 5/1/2010
106 QTS Capital Management, LLC
Futures Managed Account
-0.31 100k 8/1/2012
105 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.31 10,000k 2/1/2006
104 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
103 Bocken Trading LLC
Discretionary Trading Program
-0.25 100k 7/1/2011
102 DUNN Capital Management
DUNN WMA Institutional Program
-0.24 100k 10/1/2011
101 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.22 10,000k 8/1/2009
100 Greenwave Capital Management
Greenwave Flagship Plus
-0.21 1,000k 6/1/2008
99 Garraway Capital Management LLP
Garraway Financial Trends
-0.20 100k 9/1/2012
98 Seven Capital Management
Seven Absolute Return
-0.18 100k 6/1/2009
97 Jaguar Investments Ltd
Aegir Capital Strategy
-0.17 1,000k 1/1/2012
96 Trading Study
SPK – E-Mini S&P 500 Option
-0.16 15k 10/1/2009
95 Alee Capital Management, LLC
Mistral Program
-0.15 2,500k 1/1/1999
94 QTS Capital Management, LLC
QTS Partners, L.P.
-0.11 100k 1/1/2011
93 Dreiss Research Corporation
Diversified Program
-0.07 1,000k 5/1/1991
92 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.06 1,000k 1/1/2006
91 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.02 6/1/2012
87 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.00 100k 3/1/2013
88 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
0.00 200k 12/1/2013
89 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.00 500k 8/1/2012
90 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.00 1/1/1989
86 C-View Limited
Currency Managed Account Program
0.01 5,000k 10/1/1996
85 Sugar Creek Investment Management, LLC
Dairy Arbitrage
0.03 1,000k 5/1/2014
84 Demeter Capital Management
Livestock & Grain Trading Program
0.03 50k 3/1/2010
83 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
82 Four Seasons Commodities Corp
Lone Star Program
0.05 300k 1/1/2005
81 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.06 5,000k 8/1/2000
80 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.10 250k 10/1/2011
79 Turk Capital LLC
US Equity Long/Short Strategy
0.11 250k 4/1/2014
78 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.12 2,000k 7/1/2013
77 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.13 250k 3/1/2010
76 Certeza Asset Management
Macro Vega
0.16 200k 1/1/2012
75 GammaQ
Commodity Program Managed Account
0.17 3,000k 4/1/2011
74 HPX Financial LLC
HPX Old School Program
0.20 200k 6/1/2006
73 Emil van Essen
Long-Short Commodity Program
0.21 1,000k 6/1/2013
72 Witter & Lester, Inc.
Redstone
0.26 500k 9/1/1994
71 NickJen Capital Management & Consultants LLC
NRD-1
0.28 1,000k 4/1/2008
70 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.31 10,000k 2/1/2008
69 Dix Hills Partners
DHP Absolute Return Strategies
0.37 500k 7/1/2003
68 QTS Capital Management, LLC
FX Managed Account
0.37 100k 1/1/2011
67 M6 Capital Management LLC
Standard Program
0.44 300k 7/1/2005
66 Bulkara Capital
Bulkara Systematic Fund SP
0.49 250k 4/1/2014
65 Turning Wheel Capital, Inc.
Pure Alpha
0.52 10,000k 1/1/2012
64 Tlaloc Capital LLC
Grains Program
0.53 500k 4/1/2010
63 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.57 100k 2/1/2010
62 Warrington Asset Management
Warrington Strategic Program
0.59 50k 1/1/1997
61 Zoi Capital, LLC
Telio Program (Client)
0.61 200k 4/1/2010
60 Rosetta Capital Management
Macro Program
0.78 50k 1/1/2009
59 Aquantum
Aquantum Global Systematic Program (AGS)
0.84 5,000k 7/1/2013
58 Intex Capital
Covered Options Program
0.85 50k 1/1/2012
57 EMC Capital Advisors, LLC
EMC Alpha Program
0.86 5,000k 6/1/2013
56 Paradox Capital Management
Sentiment Program (1X)
0.88 1,000k 1/1/2013
55 Witter & Lester, Inc.
Diversified Trading Program
0.91 100k 4/1/2013
54 Ditsch Trading, LLC
Agricultural Trading Program
0.96 100k 1/1/2011
53 Wharton Capital Management
Wharton AG Futures Program
0.97 100k 9/1/2011
52 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.99 3,000k 5/1/2014
51 Commodities Analytics LLC
Daily Analytics
1.07 100k 1/1/2014
50 Sugar Creek Investment Management, LLC
Stockyards
1.10 1,000k 4/1/2014
49 Jaguar Investments Ltd
Ultro Capital Strategy
1.11 1,000k 1/1/2012
48 Protec Energy Partners LLC
ET1
1.12 500k 4/1/2010
47 Non Correlated Capital
Positive Theta Program
1.14 250k 10/1/2007
46 Non Correlated Capital
Positive Theta Fund
1.14 50k 10/1/2007
45 Crabel Capital Management
WPD Crabel Futures Program
1.16 1,000k 7/1/2008
44 Hehmeyer Capital Management, LLC
Chelsea Creek
1.17 100k 11/1/2013
43 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
42 Valia Capital Management
Global Tactical Program
1.24 200k 5/1/2014
41 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
1.24 2,000k 1/1/2013
40 Superfund Group
Superfund Red EUR SICAV
1.27 10k 3/1/2013
39 Vivienne Investissement
OUESSANT UCITS FUND
1.31 100k 5/1/2012
38 Crescendo Capital Management
Neutron Decay (Client)
1.31 50k 7/1/2012
37 Bluenose Capital Management, LLC
BNC BI
1.43 30k 10/1/2008
36 LJM Partners
LJM Preservation & Growth Strategy
1.49 250k 5/1/2006
35 Superfund Group
Superfund Red USD SICAV
1.51 10k 3/1/2013
34 1900 Investments Asset Management
Dynamic Oil Strategy Program
1.63 100k 1/1/2014
33 Tianyou Asset Management, LLC
Tianyou Fund LP
1.66 100k 10/1/2012
32 Emil van Essen
Multi-Strategy Program
1.79 6,000k 5/1/2014
31 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.93 100k 10/1/2011
30 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.96 50k 9/1/2009
29 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.96 1,000k 3/1/2003
28 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.97 5,000k 6/1/2010
27 Novus Investments, LLC
Novus Precious Commodities
2.00 200k 1/1/2007
26 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.13 1,000k 3/1/2007
25 Bluenose Capital Management, LLC
BNC EI
2.14 15k 7/1/2010
24 LJM Partners
LJM Moderately Aggressive Strategy
2.16 500k 4/1/2003
23 Millburn Corporation
Commodity Program
2.20 25,000k 3/1/2005
22 Bluenose Capital Management, LLC
BNC CL
2.48 15k 12/1/2013
21 dormouse Limited
dormouse - Managed Account
2.53 10,000k 7/1/2011
20 Sugar Creek Investment Management, LLC
WestCay Tropicals
2.56 1,000k 2/1/2014
19 GNE Management, LLC
S&P Futures and Options Strategy (Client)
2.84 200k 12/1/2013
18 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.93 5,000k 11/1/2012
17 SandPointe
SandPointe Opportunities Strategy
2.95 5,000k 5/1/2014
16 Future Trade AG
Thales Swing Trading Programme
2.96 250k 6/1/2007
15 Emil van Essen
Spread Trading Program Limited
3.13 5,000k 7/1/2013
14 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.40 250k 5/1/2013
13 Independent View
IV Quantitative Futures Fund
3.46 100k 11/1/2012
12 Aquantum
Aquantum Commodity Spread Program (ACS)
3.49 5,000k 7/1/2013
11 Robust Methods LLC
Macro Managed Account
3.99 5,000k 1/1/2005
10 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
4.27 100k 7/1/2013
9 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.77 100k 1/1/2014
8 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
4.97 50k 10/1/2011
7 Hehmeyer Capital Management, LLC
HOGO
5.46 1,000k 5/1/2013
6 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
5.46 500k 5/1/2013
5 Vision Capital Management
Global Futures
5.47 500k 2/1/2012
4 Ring Capital Management LLC
S&P E-Mini Select
6.79 100k 1/1/2012
3 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
6.90 500k 7/1/2013
2 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
11.43 25k 1/1/2011
1 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
17.46 100k 7/1/2013

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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