IASG CTA Index For December 2017

Monthly Rankings

Rank CTA/Program Dec 2017 Min Inv Inception
201 Covenant Capital Management
Optimal Program
-9.66 10k 2/1/2014
200 Future Trade AG
Thales Swing Trading Programme
-5.15 250k 6/1/2007
199 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-4.60 25k 1/1/2011
198 Hartswell Capital Ltd
MP-1
-3.83 250k 1/1/2014
197 dormouse Limited
dormouse - Managed Account
-3.58 10,000k 7/1/2011
196 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.51 10,000k 2/1/2008
195 Silicon Valley Quantitative Advisors
UQP Large
-2.96 500k 1/1/2009
194 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.96 5,000k 9/1/2009
193 Aquantum
Aquantum Global Systematic Program (AGS)
-2.77 5,000k 7/1/2013
192 Angle Capital Management LLC
AIP Program
-2.60 100k 1/1/2010
191 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-2.37 50k 9/1/2009
190 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.25 50k 10/1/2011
189 Garraway Capital Management LLP
Garraway Financial Trends
-2.20 100k 9/1/2012
188 M6 Capital Management LLC
Standard Program
-2.17 300k 7/1/2005
187 Vivienne Investissement
MACH 3
-2.07 100k 6/1/2015
186 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.04 1k 6/1/2009
185 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.85 5,000k 8/1/2000
184 Eclipse Capital Management
Alpha Asia
-1.77 25,000k 1/1/2015
183 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.57 1,000k 8/1/2012
182 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-1.44 1,000k 9/1/2012
181 Whitmore Capital Management LLC
Whitmore Capital LP
-1.43 250k 6/1/2012
180 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.40 100k 1/1/2000
179 Estlander & Partners
Freedom
-1.33 20,000k 8/1/2010
178 Conquest Capital Group
Conquest Select
-1.29 250k 6/1/2004
177 Three Rock Capital Management
Global Macro Program
-1.18 1,000k 1/1/2009
176 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.14 1k 10/1/2006
175 Ditsch Trading, LLC
Agricultural Trading Program
-1.14 100k 1/1/2011
174 Seven Capital Management
Seven Fixed Income Fund
-1.11 100k 9/1/2010
173 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-1.08 1,000k 7/1/2007
172 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.07 250k 5/1/2011
171 Bocken Trading LLC
Discretionary Trading Program
-1.03 100k 7/1/2011
170 Worldwide Capital Strategies
Profit Quest Macro World
-0.99 100k 1/1/2010
169 Independent View
IV Quantitative Futures Fund
-0.98 100k 11/1/2012
168 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.90 100k 10/1/2011
167 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.87 10,000k 3/1/1998
166 Gregory P Asset Management LLC
Alternative Multi Strategy
-0.83 500k 11/1/2012
165 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.80 20,000k 5/1/2013
164 Seven Capital Management
Seven Absolute Return
-0.77 100k 6/1/2009
163 County Cork LLC
RLA I
-0.77 500k 1/1/2009
162 Soaring Pelican, LLC
Diversified S&P Program
-0.77 100k 1/1/2011
161 Paradox Capital Management
Sentiment Program (1X)
-0.76 1,000k 1/1/2013
160 Greenwave Capital Management
Greenwave Flagship Plus
-0.74 1,000k 6/1/2008
159 Amapa Capital Advisors LLC
Amapa Investment Fund
-0.73 100k 2/1/2007
158 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.71 100k 1/1/2014
157 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.70 1,000k 10/1/2006
156 ROW Asset Managment
Row Currency Program
-0.68 1,000k 11/1/2010
155 Demeter Capital Management
Livestock & Grain Trading Program
-0.66 50k 3/1/2010
154 QTS Capital Management, LLC
QTS Partners, L.P.
-0.64 100k 1/1/2011
153 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.61 100k 2/1/2010
152 Vivienne Investissement
OUESSANT UCITS FUND
-0.59 100k 5/1/2012
151 Talenta Capital LLP
S&P 500 Momentum
-0.58 950k 6/1/2014
150 Typhon Capital Management, LLC
Chiron Currency Program
-0.57 250k 2/1/2008
149 Tlaloc Capital LLC
Grains Program
-0.56 500k 4/1/2010
148 Non Correlated Capital
Positive Theta Program
-0.55 250k 10/1/2007
147 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.54 1,000k 1/1/2013
146 Schindler Capital Management, LLC
Dairy Advantage Program
-0.49 200k 8/1/2005
145 Alee Capital Management, LLC
Poniente Program
-0.48 2,500k 1/1/1999
144 Buttonwood LLC
Energy Diversified 1
-0.47 100k 7/1/2014
143 Global Sigma Group, LLC
Global Sigma BondVOL LP
-0.40 1,000k 4/1/2015
142 Millburn Corporation
Multi-Markets Program
-0.40 25,000k 10/1/2004
141 NickJen Capital Management & Consultants LLC
NRD-1
-0.35 1,000k 4/1/2008
140 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.27 10,000k 8/1/2009
139 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-0.25 2,000k 1/1/2013
138 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.23 100k 11/1/2013
137 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.19 500k 6/1/2007
136 Warrington Asset Management
Tactical Program Client
-0.19 500k 2/1/2015
135 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
134 Typhon Capital Management, LLC
Helios Deutsche
-0.17 250k 4/1/2014
133 Blake Capital Management, Inc.
SRD Short Equities
-0.16 100k 1/1/2011
132 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.16 200k 5/1/2014
131 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
130 Jaguar Investments Ltd
Aegir Capital Strategy
-0.15 1,000k 1/1/2012
129 Warrington Asset Management
Warrington Strategic Program
-0.14 50k 1/1/1997
128 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.13 1,000k 1/1/2006
127 Certeza Asset Management
Omni
-0.11 500k 11/1/2014
126 R Best LLC
R Best Private Client Program
-0.11 50k 2/1/2010
125 Certeza Asset Management
Macro Vega
-0.09 200k 1/1/2012
124 Tyche Capital Advisors LLC
Institutional Spreads
-0.09 250k 3/1/2014
123 Jaguar Investments Ltd
Ultro Capital Strategy
-0.09 1,000k 1/1/2012
122 Doherty Advisors LLC
Grey Swan Hedge
-0.08 10,000k 4/1/2010
121 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.07 10,000k 7/1/2008
120 QTS Capital Management, LLC
FX Managed Account
-0.07 100k 1/1/2011
119 Bluenose Capital Management, LLC
BNC CL
-0.06 15k 12/1/2013
118 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.05 250k 9/1/2014
117 Valia Capital Management
Global Tactical Program
-0.03 200k 5/1/2014
116 Superfund Group
Superfund Red EUR SICAV
-0.02 10k 3/1/2013
115 Superfund Group
Superfund Red USD SICAV
-0.01 10k 3/1/2013
112 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
113 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
114 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
111 Crabel Capital Management
WPD Crabel Futures Program
0.04 1,000k 7/1/2008
110 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.06 250k 3/1/2010
109 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.09 3,000k 5/1/2010
108 Bluenose Capital Management, LLC
BNC BI
0.11 30k 10/1/2008
107 Four Seasons Commodities Corp
Lone Star Program
0.12 300k 1/1/2005
106 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.13 1,000k 3/1/2007
105 Emil van Essen
Spread Trading Program Limited
0.14 5,000k 7/1/2013
104 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.15 10,000k 11/1/2011
103 Witter & Lester, Inc.
Redstone
0.18 500k 9/1/1994
102 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.19 500k 1/1/2015
101 Blake Capital Management, Inc.
SRD Currencies
0.19 100k 3/1/2013
100 Trading Study
SPK – E-Mini S&P 500 Option
0.20 15k 10/1/2009
99 Orgone Commodity Management LLC
Orgone AG 1
0.24 250k 9/1/2011
98 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.24 500k 8/1/2012
97 Purple Valley Capital, Inc.
Diversified Trend 1
0.25 100k 8/1/2008
96 HPX Financial LLC
HPX Old School Program
0.26 200k 6/1/2006
95 Typhon Capital Management, LLC
Plutus Grain Strategy
0.30 250k 4/1/2008
94 Bluegrass Capital Management
Cross Market Bias Model
0.30 3,000k 7/1/2014
93 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.32 100k 12/1/1998
92 Bluenose Capital Management, LLC
BNC EI
0.33 15k 7/1/2010
91 Doherty Advisors LLC
Relative Value Plus
0.38 1,000k 7/1/2011
90 Glenhaven Capital LLC
Glenhaven Global II LP
0.38 25k 4/1/2012
89 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
88 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.41 50k 10/1/2011
87 FORT LP
Fort Global Diversified
0.41 2,000k 10/1/1993
86 Doherty Advisors LLC
Relative Value Growth
0.42 1,000k 6/1/2003
85 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.43 100k 5/1/2015
84 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.43 3,000k 8/1/2011
83 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.43 1,000k 3/1/2003
82 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.43 10,000k 4/1/2004
81 Commodities Analytics LLC
Daily Analytics
0.44 100k 1/1/2014
80 WESTCAY LLC
Tropicals Program
0.44 250k 1/1/2014
79 ML Systems LLC
Sledon Classic (Client)
0.47 300k 8/1/2014
78 NuWave Investment Management, LLC
Commodity Value Portfolio
0.48 2,000k 10/1/2014
77 Blackwater Capital Management
Tactical Equity
0.48 500k 12/1/2013
76 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
75 Evergreen Commodity Advisors, LLC
Discretionary
0.50 100k 1/1/2015
74 Turk Capital LLC
US Equity Long/Short Strategy
0.52 250k 4/1/2014
73 Crabel Capital Management
Crabel Multi-Product
0.52 1,000k 3/1/1998
72 Alee Capital Management, LLC
Mistral Program
0.53 2,500k 1/1/1999
71 Talenta Capital LLP
Diversified
0.54 950k 6/1/2014
70 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.54 750k 5/1/2015
69 Linnis
Linnis ONE, LP
0.58 100k 8/1/2014
68 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.68 1,000k 2/1/2015
67 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.72 10,000k 8/1/2007
66 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.76 10,000k 10/1/1993
65 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.78 1,000k 1/1/2015
64 SandPointe
SandPointe Opportunities Strategy
0.82 5,000k 5/1/2014
63 Witter & Lester, Inc.
Diversified Trading Program
0.86 100k 4/1/2013
62 Doherty Advisors LLC
Orion
0.88 1,000k 6/1/2015
61 Robust Methods LLC
Macro Managed Account
0.93 5,000k 1/1/2005
60 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.97 250k 10/1/2011
59 Doherty Advisors LLC
Compass
0.98 1,000k 6/1/2015
58 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
57 Wharton Capital Management
Wharton AG Futures Program
1.00 100k 9/1/2011
56 FORT LP
Fort Global Contrarian
1.04 2,000k 10/1/2002
55 Metolius Capital LLC
Metolius Diversified
1.14 100k 6/1/2010
54 Aquantum
Aquantum Commodity Spread Program (ACS)
1.17 5,000k 7/1/2013
53 Carbide Capital Inc.
Carbide Absolute Return Program
1.21 200k 9/1/2014
52 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.22 250k 11/1/1996
51 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.24 10,000k 2/1/2006
50 Automaton Trading LLC
Diversified
1.28 500k 7/1/2014
49 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
1.32 100k 7/1/2013
48 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.39 2,000k 7/1/2013
47 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.43 100k 11/1/2013
46 ROW Asset Managment
Row Diversified Fund, L.P.
1.47 1,000k 11/1/2011
45 Buckingham Global Advisors, LLC
Weekly Emini Program
1.50 200k 3/1/2015
44 Urban Tree Capital, LLC
UTC Plus (Client)
1.51 100k 3/1/2013
43 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.54 100k 12/1/2014
42 SandPointe
SandPointe All-Seasons Strategy
1.58 5,000k 1/1/2015
41 Tianyou Asset Management, LLC
Tianyou Fund LP
1.58 100k 10/1/2012
40 GammaQ
Commodity Program Managed Account
1.60 3,000k 4/1/2011
39 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.68 50k 7/1/2011
38 EMC Capital Advisors, LLC
EMC Alpha Program
1.77 5,000k 6/1/2013
37 Tomas Capital Pty Ltd
GCAF | USD
1.80 1,500k 7/1/2011
36 Emil van Essen
Multi-Strategy Program
1.84 6,000k 5/1/2014
35 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.89 1,000k 5/1/2014
34 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.93 3,000k 5/1/2014
33 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.97 1,000k 1/1/2013
32 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.00 250k 5/1/2013
31 AG Capital Investments, LLC
Discretionary Global Macro Program
2.16 100k 10/1/2014
30 Prolific Capital Markets, LLC
Prolific Swiss System
2.18 10,000k 1/1/2014
29 Bulkara Capital
Bulkara Systematic Fund SP
2.19 250k 4/1/2014
28 Global Wealth Analytics, Inc.
Triple M
2.20 1,000k 6/1/2014
27 ISAM
ISAM Systematic Trend Fund
2.28 1,000k 6/1/2001
26 Quantica Capital AG
2X Quantica Managed Futures Fund
2.30 100k 1/1/2014
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.39 250k 10/1/2009
24 M&R Capital, LLC
Livestock Trading Program
2.39 100k 1/1/2015
23 Melissinos Trading
Eupatrid Program
2.41 50k 1/1/2011
22 Glider Trading LLP
Glider Trading Strategy (Class C)
2.46 500k 9/1/2013
21 DUNN Capital Management
DUNN WMA Institutional Program
2.66 100k 10/1/2011
20 Hehmeyer Capital Management, LLC
HOGO
2.79 1,000k 5/1/2013
19 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
2.82 500k 5/1/2013
18 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.92 5,000k 6/1/2010
17 Emil van Essen
Long-Short Commodity Program
3.04 1,000k 6/1/2013
16 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.16 40k 6/1/2015
15 Meliora Capital LLP
Commodity Absolute Return (1x)
3.27 250k 11/1/2014
14 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
13 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
3.63 500k 7/1/2013
12 GammaQ
Breckhurst Commodity Fund
4.47 1,000k 10/1/2006
11 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
4.69 1,000k 1/1/2015
10 Qbasis Invest
Qbasis i Trend Fund
4.84 1k 1/1/2014
9 Candriam Investor Group
Alternative Return Systemat
4.89 125k 1/1/2007
8 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
4.98 100k 4/1/2014
7 Chesapeake Capital
Diversified Plus (HV)
5.36 100k 4/1/1994
6 Millburn Corporation
Commodity Program
5.45 25,000k 3/1/2005
5 Red Rock Capital, LLC
Commodity Long-Short
5.62 500k 9/1/2013
4 Rosetta Capital Management
Macro Program
6.34 50k 1/1/2009
3 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
7.64 100k 7/1/2013
2 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
7.90 200k 2/1/2015
1 Dreiss Research Corporation
Diversified Program
7.90 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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