IASG CTA Index For February 2017

Monthly Rankings

Rank CTA/Program Feb 2017 Min Inv Inception
193 Quantum Leap Capital Management
Managed Account Program
-6.42 300k 8/1/2006
192 Dreiss Research Corporation
Diversified Program
-5.82 1,000k 5/1/1991
191 Mehnert Capital Management, LLC
DTP (Client)
-5.80 1,000k 3/1/2012
190 Red Rock Capital, LLC
Commodity Long-Short
-5.78 500k 9/1/2013
189 Qbasis Invest
Qbasis i Trend Fund
-5.28 1k 1/1/2014
188 Urban Tree Capital, LLC
UTC Plus (Client)
-5.17 100k 3/1/2013
187 Worldwide Capital Strategies
Profit Quest Macro World
-4.44 100k 1/1/2010
186 Estlander & Partners
Alpha Trend II - Class P
-4.18 100k 12/1/2008
185 dormouse Limited
dormouse - Managed Account
-4.14 10,000k 7/1/2011
184 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.76 2,000k 7/1/2013
183 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.62 20,000k 5/1/2013
182 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-3.61 1,000k 1/1/2013
181 Crabel Capital Management
WPD Crabel Futures Program
-3.56 1,000k 7/1/2008
180 Future Trade AG
Thales Swing Trading Programme
-3.53 250k 6/1/2007
179 Sugar Creek Investment Management, LLC
Dairy Arbitrage
-3.33 1,000k 5/1/2014
178 GNE Management, LLC
S&P Futures and Options Strategy (Client)
-3.24 200k 12/1/2013
177 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.20 100k 1/1/2000
176 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.66 25k 1/1/2011
175 Turning Wheel Capital, Inc.
Pure Alpha
-2.62 10,000k 1/1/2012
174 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
173 Alee Capital Management, LLC
Mistral Program
-2.55 2,500k 1/1/1999
172 Dominion Capital
Diamond Program
-2.53 3,000k 1/1/2011
171 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.42 3,000k 5/1/2010
170 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.30 1,000k 8/1/2012
169 Crabel Capital Management
Crabel Multi-Product
-2.20 1,000k 3/1/1998
168 Kopis Capital Management, LLC
Commodity Long Only
-2.10 500k 1/1/2014
167 County Cork LLC
County Cork Fusion Equity
-1.93 1,000k 10/1/2013
166 Piston Trading
The Piston
-1.92 1,000k 1/1/2014
165 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.91 100k 1/1/2014
164 Jaguar Investments Ltd
Aegir Capital Strategy
-1.89 1,000k 1/1/2012
163 Candriam Investor Group
Alternative Return Systemat
-1.85 125k 1/1/2007
162 Amapa Capital Advisors LLC
Amapa Investment Fund
-1.70 100k 2/1/2007
161 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.65 100k 10/1/2011
160 Sugar Creek Investment Management, LLC
WestCay Tropicals
-1.64 1,000k 2/1/2014
159 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-1.56 1,000k 7/1/2007
158 Protec Energy Partners LLC
ET1
-1.52 500k 4/1/2010
157 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
-1.52 100k 7/1/2013
156 Metolius Capital LLC
Metolius Diversified
-1.50 100k 6/1/2010
155 Sophic Associates, LLC
Sophic Macro
-1.49 250k 1/1/2013
154 Greenwave Capital Management
Greenwave Flagship Plus
-1.48 1,000k 6/1/2008
153 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-1.47 100k 8/1/2009
152 Three Rock Capital Management
Global Macro Program
-1.46 1,000k 1/1/2009
151 Millburn Corporation
Commodity Program
-1.41 25,000k 3/1/2005
150 Principle Capital Management LLC
Principle Commodity Futures (Prop)
-1.41 100k 5/1/2010
149 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-1.29 2,000k 1/1/2013
148 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.27 200k 5/1/2014
147 3D
S&P Program (Client)
-1.25 100k 11/1/2010
146 3D
Intraday Program (Client)
-1.24 100k 2/1/2012
145 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.19 50k 10/1/2011
144 Bocken Trading LLC
Discretionary Trading Program
-1.14 100k 7/1/2011
143 LJM Partners
LJM Moderately Aggressive Strategy
-1.14 500k 4/1/2003
142 Valia Capital Management
Global Tactical Program
-1.10 200k 5/1/2014
141 1OAK Capital Limited
ACORN Commodity
-1.09 5,000k 5/1/2012
140 Deep Field Capital AG
SINGULARITY Fund
-1.09 100k 9/1/2011
139 GammaQ
Breckhurst Commodity Fund
-1.01 1,000k 10/1/2006
138 Independent View
IV Quantitative Futures Fund
-1.01 100k 11/1/2012
137 Trading Study
SPK – E-Mini S&P 500 Option
-0.98 15k 10/1/2009
136 Tyche Capital Advisors LLC
Institutional Spreads
-0.88 250k 3/1/2014
135 Conquest Capital Group
Conquest Macro
-0.78 250k 5/1/1999
134 Hoss Capital Management, LLC
Hoss Agricultural Futures Program
-0.75 100k 8/1/2011
133 Soaring Pelican, LLC
Diversified S&P Program
-0.72 100k 1/1/2011
132 Purple Valley Capital, Inc.
Diversified Trend 1
-0.70 100k 8/1/2008
131 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.68 5,000k 7/1/2013
130 LJM Partners
LJM Preservation & Growth Strategy
-0.65 250k 5/1/2006
129 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
128 3D
3D Intraday Breakout Program
-0.63 225k 4/1/2014
127 Commodities Analytics LLC
Daily Analytics
-0.61 100k 1/1/2014
126 3D
Bull Program (Client)
-0.57 10k 11/1/2010
125 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
124 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-0.52 100k 4/1/2014
123 Sugar Creek Investment Management, LLC
Cotton RV
-0.51 1,000k 2/1/2014
122 Four Seasons Commodities Corp
Lone Star Program
-0.40 300k 1/1/2005
121 HPX Financial LLC
HPX Old School Program
-0.39 200k 6/1/2006
120 Dix Hills Partners
DHP Absolute Return Strategies
-0.36 500k 7/1/2003
119 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.32 1,000k 1/1/2006
118 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.29 200k 12/1/2013
117 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.27 50k 9/1/2009
116 Conquest Capital Group
Conquest Select
-0.25 250k 6/1/2004
115 Prolific Capital Markets, LLC
Prolific Swiss System
-0.21 10,000k 1/1/2014
114 GammaQ
Commodity Program Managed Account
-0.21 3,000k 4/1/2011
113 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.19 100k 1/1/2014
112 QTS Capital Management, LLC
Futures Managed Account
-0.19 100k 8/1/2012
111 Witter & Lester, Inc.
Diversified Trading Program
-0.18 100k 4/1/2013
110 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
109 Schindler Capital Management, LLC
Dairy Advantage Program
-0.15 200k 8/1/2005
108 C-View Limited
Currency Managed Account Program
-0.12 5,000k 10/1/1996
107 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.09 100k 11/1/2013
106 Warrington Asset Management
Warrington Strategic Program
-0.02 50k 1/1/1997
105 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.01 500k 8/1/2012
103 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
104 Sunrise Capital Partners
Sunrise Expanded Diversified Program
0.00 1/1/1989
102 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.02 5,000k 8/1/2000
101 Hehmeyer Capital Management, LLC
Chelsea Creek
0.02 100k 11/1/2013
100 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
99 Blake Capital Management, Inc.
SRD Currencies
0.05 100k 3/1/2013
98 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.10 100k 2/1/2010
97 Bulkara Capital
Bulkara Systematic Fund SP
0.10 250k 4/1/2014
96 Zoi Capital, LLC
Telio Program (Client)
0.10 200k 4/1/2010
95 Witter & Lester, Inc.
Redstone
0.12 500k 9/1/1994
94 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.14 250k 3/1/2010
93 Wharton Capital Management
Wharton AG Futures Program
0.14 100k 9/1/2011
92 Emil van Essen
Multi-Strategy Program
0.15 6,000k 5/1/2014
91 Ditsch Trading, LLC
Agricultural Trading Program
0.15 100k 1/1/2011
90 Sugar Creek Investment Management, LLC
Stockyards
0.16 1,000k 4/1/2014
89 Emil van Essen
Long-Short Commodity Program
0.16 1,000k 6/1/2013
88 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
0.19 100k 3/1/2013
87 Bluenose Capital Management, LLC
BNC EI
0.20 15k 7/1/2010
86 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.20 250k 5/1/2013
85 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.20 6/1/2012
84 Emil van Essen
Spread Trading Program Limited
0.20 5,000k 7/1/2013
83 M6 Capital Management LLC
Standard Program
0.22 300k 7/1/2005
82 NickJen Capital Management & Consultants LLC
NRD-1
0.24 1,000k 4/1/2008
81 Jaguar Investments Ltd
Ultro Capital Strategy
0.26 1,000k 1/1/2012
80 QTS Capital Management, LLC
QTS Partners, L.P.
0.33 100k 1/1/2011
79 Crescendo Capital Management
Neutron Decay (Client)
0.35 50k 7/1/2012
78 Estlander & Partners
Freedom
0.38 20,000k 8/1/2010
77 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.43 10,000k 8/1/2007
76 SandPointe
SandPointe Opportunities Strategy
0.44 5,000k 5/1/2014
75 Turk Capital LLC
US Equity Long/Short Strategy
0.53 250k 4/1/2014
74 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.56 10,000k 11/1/2011
73 Tlaloc Capital LLC
Grains Program
0.57 500k 4/1/2010
72 Orgone Commodity Management LLC
Orgone AG 1
0.58 250k 9/1/2011
71 Certeza Asset Management
Macro Vega
0.64 200k 1/1/2012
70 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.65 250k 10/1/2011
69 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.66 50k 10/1/2011
68 Seven Capital Management
Seven Fixed Income Fund
0.77 100k 9/1/2010
67 Bluenose Capital Management, LLC
BNC BI
0.83 30k 10/1/2008
66 Paradox Capital Management
Sentiment Program (1X)
0.83 1,000k 1/1/2013
65 Intex Capital
Covered Options Program
0.84 50k 1/1/2012
64 Garraway Capital Management LLP
Garraway Financial Trends
0.85 100k 9/1/2012
63 Cauldron Investments, LLC
Stock Index Plus
0.86 1,000k 10/1/2009
62 Glider Trading LLP
Glider Trading Strategy (Class C)
0.92 500k 9/1/2013
61 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
60 Typhon Capital Management, LLC
Plutus Grain Strategy
1.03 250k 4/1/2008
59 QTS Capital Management, LLC
FX Managed Account
1.03 100k 1/1/2011
58 Blackwater Capital Management
Tactical Equity
1.07 500k 12/1/2013
57 Rosetta Capital Management
Macro Program
1.17 50k 1/1/2009
56 Vision Capital Management
Global Futures
1.19 500k 2/1/2012
55 ISAM
ISAM Systematic Trend Fund
1.21 1,000k 6/1/2001
54 Hehmeyer Capital Management, LLC
HOGO
1.24 1,000k 5/1/2013
53 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
1.24 500k 5/1/2013
52 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.40 250k 5/1/2011
51 Eagle Trading Systems Inc.
Eagle Global Financials
1.53 10,000k 1/1/1996
50 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.57 1,000k 3/1/2003
49 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.68 1k 10/1/2006
48 Non Correlated Capital
Positive Theta Program
1.79 250k 10/1/2007
47 Superfund Group
Superfund Red EUR SICAV
1.81 10k 3/1/2013
46 Superfund Group
Superfund Red USD SICAV
1.86 10k 3/1/2013
45 Non Correlated Capital
Positive Theta Fund
1.89 50k 10/1/2007
44 Melissinos Trading
Eupatrid Program
1.93 50k 1/1/2011
43 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
2.12 100k 7/1/2013
42 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.15 1,000k 3/1/2007
41 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
2.17 10,000k 2/1/2006
40 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
2.20 500k 7/1/2013
39 Sona Trading Strategies LLC.
Diversified Program
2.23 1,000k 9/1/2006
38 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.31 5,000k 6/1/2010
37 County Cork LLC
RLA I
2.37 500k 1/1/2009
36 Robust Methods LLC
Macro Managed Account
2.38 5,000k 1/1/2005
35 Eagle Trading Systems Inc.
Eagle Quantitative Macro
2.41 10,000k 10/1/2006
34 Millburn Corporation
Multi-Markets Program
2.44 25,000k 10/1/2004
33 ROW Asset Managment
Row Currency Program
2.49 1,000k 11/1/2010
32 Bluenose Capital Management, LLC
BNC CL
2.57 15k 12/1/2013
31 Vivienne Investissement
OUESSANT UCITS FUND
2.60 100k 5/1/2012
30 Angle Capital Management LLC
AIP Program
2.69 100k 1/1/2010
29 DUNN Capital Management
DUNN WMA Institutional Program
2.88 100k 10/1/2011
28 EMC Capital Advisors, LLC
EMC Alpha Program
2.89 5,000k 6/1/2013
27 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
2.96 1,000k 9/1/2011
26 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.96 1k 6/1/2009
25 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
2.99 10,000k 3/1/1998
24 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.00 1,000k 10/1/2006
23 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.07 10,000k 8/1/2009
22 ROW Asset Managment
Row Diversified Fund, L.P.
3.24 1,000k 11/1/2011
21 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
3.25 10,000k 4/1/2004
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
19 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
3.40 10,000k 2/1/2008
18 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
3.68 250k 11/1/1996
17 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.71 5,000k 11/1/2012
16 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.78 3,000k 5/1/2014
15 FORT LP
Fort Global Diversified
3.88 2,000k 10/1/1993
14 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
4.01 1,000k 5/1/2014
13 Novus Investments, LLC
Novus Precious Commodities
4.01 200k 1/1/2007
12 Quality Capital Management
Alpha Financials Program
4.06 10,000k 6/1/2012
11 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.18 50k 7/1/2011
10 Quantica Capital AG
1X Quantica Managed Futures Fund
4.20 100k 1/1/2014
9 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
4.34 25,000k 1/1/2014
8 FORT LP
Fort Global Contrarian
4.40 2,000k 10/1/2002
7 Demeter Capital Management
Livestock & Grain Trading Program
4.52 50k 3/1/2010
6 Aquantum
Aquantum Global Systematic Program (AGS)
4.85 5,000k 7/1/2013
5 Whitmore Capital Management LLC
Whitmore Capital LP
5.90 250k 6/1/2012
4 Seven Capital Management
Seven Absolute Return
6.27 100k 6/1/2009
3 FORT LP
Global Futures Program (formerly Global Diversified Classic)
6.93 10,000k 10/1/1993
2 Quantica Capital AG
2X Quantica Managed Futures Fund
8.30 100k 1/1/2014
1 Covenant Capital Management
Optimal Program
9.81 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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