IASG CTA Index For October 2017

Monthly Rankings

Rank CTA/Program Oct 2017 Min Inv Inception
198 Rosetta Capital Management
Macro Program
-10.04 50k 1/1/2009
197 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-5.37 200k 2/1/2015
196 Qbasis Invest
Qbasis i Trend Fund
-4.72 1k 1/1/2014
195 Wharton Capital Management
Wharton AG Futures Program
-4.40 100k 9/1/2011
194 Trading Study
SPK – E-Mini S&P 500 Option
-4.20 15k 10/1/2009
193 Amapa Capital Advisors LLC
Amapa Investment Fund
-3.82 100k 2/1/2007
192 Demeter Capital Management
Livestock & Grain Trading Program
-3.81 50k 3/1/2010
191 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-3.65 10,000k 2/1/2006
190 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.53 500k 7/1/2013
189 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.96 100k 11/1/2013
188 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-2.89 100k 4/1/2014
187 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-2.72 1,000k 9/1/2012
186 Witter & Lester, Inc.
Diversified Trading Program
-2.53 100k 4/1/2013
185 dormouse Limited
dormouse - Managed Account
-2.11 10,000k 7/1/2011
184 Evergreen Commodity Advisors, LLC
Discretionary
-1.81 100k 1/1/2015
183 Alee Capital Management, LLC
Poniente Program
-1.77 2,500k 1/1/1999
182 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.46 1,000k 1/1/2013
181 County Cork LLC
RLA I
-1.45 500k 1/1/2009
180 GammaQ
Breckhurst Commodity Fund
-1.35 1,000k 10/1/2006
179 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.31 100k 10/1/2011
178 Alee Capital Management, LLC
Mistral Program
-1.28 2,500k 1/1/1999
177 ROW Asset Managment
Row Currency Program
-1.19 1,000k 11/1/2010
176 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-1.14 250k 9/1/2014
175 Emil van Essen
Long-Short Commodity Program
-0.86 1,000k 6/1/2013
174 Bocken Trading LLC
Discretionary Trading Program
-0.82 100k 7/1/2011
173 Worldwide Capital Strategies
Profit Quest Macro World
-0.75 100k 1/1/2010
172 Certeza Asset Management
Omni
-0.72 500k 11/1/2014
171 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.72 500k 8/1/2012
170 GammaQ
Commodity Program Managed Account
-0.65 3,000k 4/1/2011
169 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.64 3,000k 5/1/2010
168 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.57 1,000k 2/1/2015
167 Certeza Asset Management
Macro Vega
-0.54 200k 1/1/2012
166 Robust Methods LLC
Macro Managed Account
-0.54 5,000k 1/1/2005
165 Urban Tree Capital, LLC
UTC Plus (Client)
-0.51 100k 3/1/2013
164 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-0.50 100k 7/1/2013
163 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.49 100k 5/1/2015
162 HPX Financial LLC
HPX Old School Program
-0.49 200k 6/1/2006
161 Emil van Essen
Multi-Strategy Program
-0.48 6,000k 5/1/2014
160 NickJen Capital Management & Consultants LLC
NRD-1
-0.48 1,000k 4/1/2008
159 Three Rock Capital Management
Global Macro Program
-0.43 1,000k 1/1/2009
158 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.41 1,000k 7/1/2007
157 Jaguar Investments Ltd
Aegir Capital Strategy
-0.40 1,000k 1/1/2012
156 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-0.39 750k 5/1/2015
155 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.38 1,000k 1/1/2006
154 Valia Capital Management
Global Tactical Program
-0.37 200k 5/1/2014
153 Four Seasons Commodities Corp
Lone Star Program
-0.36 300k 1/1/2005
152 Greenwave Capital Management
Greenwave Flagship Plus
-0.32 1,000k 6/1/2008
151 Tyche Capital Advisors LLC
Institutional Spreads
-0.30 250k 3/1/2014
150 Soaring Pelican, LLC
Diversified S&P Program
-0.26 100k 1/1/2011
149 Tlaloc Capital LLC
Grains Program
-0.23 500k 4/1/2010
148 Blake Capital Management, Inc.
SRD Currencies
-0.20 100k 3/1/2013
147 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-0.19 10,000k 4/1/2004
146 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-0.18 1,000k 1/1/2015
145 Eclipse Capital Management
Alpha Asia
-0.18 25,000k 1/1/2015
144 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
143 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
142 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
141 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.13 100k 11/1/2013
140 Doherty Advisors LLC
Grey Swan Hedge
-0.11 10,000k 4/1/2010
139 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.08 10,000k 11/1/2011
138 Seven Capital Management
Seven Fixed Income Fund
-0.07 100k 9/1/2010
137 Bluegrass Capital Management
Cross Market Bias Model
-0.05 3,000k 7/1/2014
136 Jaguar Investments Ltd
Ultro Capital Strategy
-0.05 1,000k 1/1/2012
135 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.04 10,000k 7/1/2008
134 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.03 500k 5/1/2013
133 Hehmeyer Capital Management, LLC
HOGO
-0.03 1,000k 5/1/2013
132 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.03 5,000k 8/1/2000
131 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.01 2,000k 10/1/2014
129 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
130 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
128 R Best LLC
R Best Private Client Program
0.01 50k 2/1/2010
127 Orgone Commodity Management LLC
Orgone AG 1
0.03 250k 9/1/2011
126 Buttonwood LLC
Energy Diversified 1
0.04 100k 7/1/2014
125 Typhon Capital Management, LLC
Helios Deutsche
0.05 250k 4/1/2014
124 QTS Capital Management, LLC
QTS Partners, L.P.
0.05 100k 1/1/2011
123 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.07 250k 3/1/2010
122 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.09 100k 1/1/2000
121 QTS Capital Management, LLC
FX Managed Account
0.11 100k 1/1/2011
120 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.12 1,000k 3/1/2007
119 Non Correlated Capital
Positive Theta Program
0.14 250k 10/1/2007
118 Doherty Advisors LLC
Relative Value Plus
0.18 1,000k 7/1/2011
117 Blake Capital Management, Inc.
SRD Short Equities
0.19 100k 1/1/2011
116 Warrington Asset Management
Warrington Strategic Program
0.19 50k 1/1/1997
115 Doherty Advisors LLC
Relative Value Growth
0.24 1,000k 6/1/2003
114 Ditsch Trading, LLC
Agricultural Trading Program
0.25 100k 1/1/2011
113 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.30 500k 6/1/2007
112 WESTCAY LLC
Tropicals Program
0.30 250k 1/1/2014
111 Typhon Capital Management, LLC
Chiron Currency Program
0.31 250k 2/1/2008
110 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.38 250k 10/1/2009
109 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
108 Bluenose Capital Management, LLC
BNC EI
0.42 15k 7/1/2010
107 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.43 10,000k 8/1/2007
106 Commodities Analytics LLC
Daily Analytics
0.43 100k 1/1/2014
105 Paradox Capital Management
Sentiment Program (1X)
0.48 1,000k 1/1/2013
104 Typhon Capital Management, LLC
Plutus Grain Strategy
0.50 250k 4/1/2008
103 Millburn Corporation
Commodity Program
0.54 25,000k 3/1/2005
102 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.58 20,000k 5/1/2013
101 Schindler Capital Management, LLC
Dairy Advantage Program
0.60 200k 8/1/2005
100 Emil van Essen
Spread Trading Program Limited
0.63 5,000k 7/1/2013
99 Metolius Capital LLC
Metolius Diversified
0.66 100k 6/1/2010
98 Bluenose Capital Management, LLC
BNC BI
0.69 30k 10/1/2008
97 Future Trade AG
Thales Swing Trading Programme
0.69 250k 6/1/2007
96 Witter & Lester, Inc.
Redstone
0.73 500k 9/1/1994
95 Automaton Trading LLC
Diversified
0.78 500k 7/1/2014
94 Global Wealth Analytics, Inc.
Triple M
0.83 1,000k 6/1/2014
93 Emil van Essen
Long-Short Commodity Program - Accelerated
0.83 200k 5/1/2014
92 Meliora Capital LLP
Commodity Absolute Return (1x)
0.88 250k 11/1/2014
91 SandPointe
SandPointe Opportunities Strategy
0.89 5,000k 5/1/2014
90 ML Systems LLC
Sledon Classic (Client)
0.90 300k 8/1/2014
89 Warrington Asset Management
Tactical Program Client
0.92 500k 2/1/2015
88 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.96 1,000k 4/1/2015
87 Talenta Capital LLP
S&P 500 Momentum
0.99 950k 6/1/2014
86 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.00 100k 12/1/2014
85 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
1.00 100k 2/1/2010
84 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.01 50k 9/1/2009
83 Carbide Capital Inc.
Carbide Absolute Return Program
1.01 200k 9/1/2014
82 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.05 10,000k 8/1/2009
81 Cauldron Investments, LLC
Stock Index Plus
1.09 1,000k 10/1/2009
80 FORT LP
Fort Global Diversified
1.12 2,000k 10/1/1993
79 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.19 250k 10/1/2011
78 Blackwater Capital Management
Tactical Equity
1.30 500k 12/1/2013
77 Red Rock Capital, LLC
Commodity Long-Short
1.31 500k 9/1/2013
76 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.32 5,000k 6/1/2010
75 SandPointe
SandPointe All-Seasons Strategy
1.34 5,000k 1/1/2015
74 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.38 2,000k 7/1/2013
73 Tianyou Asset Management, LLC
Tianyou Fund LP
1.56 100k 10/1/2012
72 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.60 250k 5/1/2013
71 Buckingham Global Advisors, LLC
Weekly Emini Program
1.63 200k 3/1/2015
70 Doherty Advisors LLC
Compass
1.64 1,000k 6/1/2015
69 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
1.70 50k 10/1/2011
68 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.81 100k 4/1/2015
67 Crabel Capital Management
Crabel Multi-Product
1.94 1,000k 3/1/1998
66 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
1.96 40k 6/1/2015
65 Doherty Advisors LLC
Orion
1.96 1,000k 6/1/2015
64 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.97 10,000k 2/1/2008
63 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.00 1,000k 3/1/2003
62 Independent View
IV Quantitative Futures Fund
2.02 100k 11/1/2012
61 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.06 1k 10/1/2006
60 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
2.08 50k 10/1/2011
59 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
2.12 100k 7/1/2013
58 Gregory P Asset Management LLC
Alternative Multi Strategy
2.17 500k 11/1/2012
57 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
2.23 2,000k 1/1/2013
56 Prolific Capital Markets, LLC
Prolific Swiss System
2.24 10,000k 1/1/2014
55 Bluenose Capital Management, LLC
BNC CL
2.25 15k 12/1/2013
54 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.29 250k 5/1/2011
53 EMC Capital Advisors, LLC
EMC Alpha Program
2.33 5,000k 6/1/2013
52 Candriam Investor Group
Alternative Return Systemat
2.59 125k 1/1/2007
51 M6 Capital Management LLC
Standard Program
2.59 300k 7/1/2005
50 Turk Capital LLC
US Equity Long/Short Strategy
2.60 250k 4/1/2014
49 Linnis
Linnis ONE, LP
2.64 100k 8/1/2014
48 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.65 100k 1/1/2014
47 Bulkara Capital
Bulkara Systematic Fund SP
2.66 250k 4/1/2014
46 FORT LP
Fort Global Contrarian
3.02 2,000k 10/1/2002
45 FORT LP
Global Futures Program (formerly Global Diversified Classic)
3.13 10,000k 10/1/1993
44 Melissinos Trading
Eupatrid Program
3.17 50k 1/1/2011
43 Aquantum
Aquantum Commodity Spread Program (ACS)
3.38 5,000k 7/1/2013
42 Talenta Capital LLP
Diversified
3.46 950k 6/1/2014
41 Millburn Corporation
Multi-Markets Program
3.57 25,000k 10/1/2004
40 Conquest Capital Group
Conquest Select
3.69 250k 6/1/2004
39 Chesapeake Capital
Diversified Plus (HV)
3.70 100k 4/1/1994
38 Vivienne Investissement
OUESSANT UCITS FUND
3.71 100k 5/1/2012
37 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
3.78 25k 1/1/2011
36 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.89 1k 6/1/2009
35 M&R Capital, LLC
Livestock Trading Program
4.08 100k 1/1/2015
34 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.09 5,000k 9/1/2009
33 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.12 1,000k 1/1/2013
32 ROW Asset Managment
Row Diversified Fund, L.P.
4.19 1,000k 11/1/2011
31 Angle Capital Management LLC
AIP Program
4.60 100k 1/1/2010
30 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
29 Silicon Valley Quantitative Advisors
UQP Large
4.82 500k 1/1/2009
28 Garraway Capital Management LLP
Garraway Financial Trends
4.94 100k 9/1/2012
27 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.10 1,000k 3/1/2003
26 EMC Capital Advisors, LLC
EMC Alpha Plus Program
5.24 3,000k 5/1/2014
25 Estlander & Partners
Freedom
5.51 20,000k 8/1/2010
24 AG Capital Investments, LLC
Discretionary Global Macro Program
5.84 100k 10/1/2014
23 Sandpiper Asset Management
Sandpiper Global Macro Program
5.94 1,000k 8/1/2012
22 Seven Capital Management
Seven Absolute Return
6.07 100k 6/1/2009
21 Glider Trading LLP
Glider Trading Strategy (Class C)
6.48 500k 9/1/2013
20 Aquantum
Aquantum Global Systematic Program (AGS)
6.74 5,000k 7/1/2013
19 DUNN Capital Management
DUNN WMA Institutional Program
6.93 100k 10/1/2011
18 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
7.26 1,000k 5/1/2014
17 Superfund Group
Superfund Red EUR SICAV
7.31 10k 3/1/2013
16 Superfund Group
Superfund Red USD SICAV
7.37 10k 3/1/2013
15 Purple Valley Capital, Inc.
Diversified Trend 1
7.44 100k 8/1/2008
14 Aspect Capital
Aspect Diversified Fund - Class A (USD)
8.24 100k 12/1/1998
13 Glenhaven Capital LLC
Glenhaven Global II LP
8.45 25k 4/1/2012
12 Estlander & Partners
Alpha Trend II - Class P
9.14 100k 12/1/2008
11 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
9.32 10,000k 3/1/1998
10 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
9.36 1,000k 10/1/2006
9 Quantica Capital AG
2X Quantica Managed Futures Fund
9.40 100k 1/1/2014
8 ISAM
ISAM Systematic Trend Fund
9.53 1,000k 6/1/2001
7 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
9.56 250k 11/1/1996
6 Vivienne Investissement
MACH 3
11.03 100k 6/1/2015
5 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.12 50k 7/1/2011
4 Tomas Capital Pty Ltd
GCAF | USD
13.72 1,500k 7/1/2011
3 Whitmore Capital Management LLC
Whitmore Capital LP
15.33 250k 6/1/2012
2 Dreiss Research Corporation
Diversified Program
16.57 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
44.92 10k 2/1/2014

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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