IASG CTA Index For March 2017

Monthly Rankings

Rank CTA/Program Mar 2017 Min Inv Inception
187 Covenant Capital Management
Optimal Program
-21.59 10k 2/1/2014
186 Future Trade AG
Thales Swing Trading Programme
-9.91 250k 6/1/2007
185 Eagle Trading Systems Inc.
Eagle Global Financials
-9.67 10,000k 1/1/1996
184 Estlander & Partners
Alpha Trend II - Class P
-8.07 100k 12/1/2008
183 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-7.28 10,000k 10/1/2006
182 Sona Trading Strategies LLC.
Diversified Program
-6.70 1,000k 9/1/2006
181 Stable Asset Management LTD
Arctic Blue 3x Share Class
-6.51 100k 6/1/2014
180 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-6.35 25k 1/1/2011
179 Angle Capital Management LLC
AIP Program
-6.26 100k 1/1/2010
178 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.84 1,000k 8/1/2012
177 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
176 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.96 5,000k 8/1/2000
175 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-4.60 1,000k 9/1/2011
174 Chesapeake Capital
Diversified Plus (HV)
-4.56 100k 4/1/1994
173 Alee Capital Management, LLC
Mistral Program
-4.24 2,500k 1/1/1999
172 Linnis
Linnis ONE, LP
-3.94 100k 8/1/2014
171 Melissinos Trading
Eupatrid Program
-3.77 50k 1/1/2011
170 Qbasis Invest
Qbasis i Trend Fund
-3.72 1k 1/1/2014
169 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.58 500k 9/1/2013
168 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-3.28 5,000k 6/1/2010
167 ISAM
ISAM Systematic Trend Fund
-3.23 1,000k 6/1/2001
166 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.22 50k 10/1/2011
165 Garraway Capital Management LLP
Garraway Financial Trends
-3.04 100k 9/1/2012
164 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.04 20,000k 5/1/2013
163 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.00 250k 11/1/1996
162 Purple Valley Capital, Inc.
Diversified Trend 1
-2.93 100k 8/1/2008
161 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-2.73 1,000k 7/1/2007
160 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-2.66 10,000k 10/1/1993
159 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.61 100k 12/1/1998
158 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.59 500k 7/1/2013
157 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
156 Independent View
IV Quantitative Futures Fund
-2.46 100k 11/1/2012
155 Conquest Capital Group
Conquest Select
-2.33 250k 6/1/2004
154 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-2.32 50k 10/1/2011
153 Stable Asset Management LTD
Arctic Blue 1x Share Class
-2.30 100k 6/1/2014
152 dormouse Limited
dormouse - Managed Account
-2.27 10,000k 7/1/2011
151 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.03 1,000k 3/1/2003
150 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-1.86 3,000k 5/1/2014
149 Red Rock Capital, LLC
Commodity Long-Short
-1.84 500k 9/1/2013
148 Campbell & Company, LP
Trend Following Portfolio
-1.82 10,000k 10/1/2009
147 ROW Asset Managment
Row Diversified Fund, L.P.
-1.64 1,000k 11/1/2011
146 Seven Capital Management
Seven Fixed Income Fund
-1.63 100k 9/1/2010
145 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.60 25,000k 1/1/2014
144 Conquest Capital Group
Conquest Macro
-1.53 250k 5/1/1999
143 Soaring Pelican, LLC
Diversified S&P Program
-1.37 100k 1/1/2011
142 FORT LP
Fort Global Diversified
-1.29 2,000k 10/1/1993
141 EMC Capital Advisors, LLC
EMC Alpha Program
-1.27 5,000k 6/1/2013
140 Robust Methods LLC
Macro Managed Account
-1.23 5,000k 1/1/2005
139 Bocken Trading LLC
Discretionary Trading Program
-1.21 100k 7/1/2011
138 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.10 50k 9/1/2009
137 Candriam Investor Group
Alternative Return Systemat
-1.03 125k 1/1/2007
136 Aquantum
Aquantum Global Systematic Program (AGS)
-1.01 5,000k 7/1/2013
135 Metolius Capital LLC
Metolius Diversified
-0.99 100k 6/1/2010
134 Kopis Capital Management, LLC
Commodity Long Only
-0.98 500k 1/1/2014
133 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.95 100k 1/1/2014
132 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.94 100k 10/1/2011
131 QTS Capital Management, LLC
FX Managed Account
-0.91 100k 1/1/2011
130 Commodities Analytics LLC
Daily Analytics
-0.90 100k 1/1/2014
129 Three Rock Capital Management
Global Macro Program
-0.90 1,000k 1/1/2009
128 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.86 1k 6/1/2009
127 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.82 6/1/2012
126 Quality Capital Management
Alpha Financials Program
-0.79 10,000k 6/1/2012
125 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.73 1k 10/1/2006
124 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.70 250k 5/1/2011
123 Non Correlated Capital
Positive Theta Fund
-0.70 50k 10/1/2007
122 Non Correlated Capital
Positive Theta Program
-0.69 250k 10/1/2007
121 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.61 3,000k 5/1/2010
120 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
119 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.58 100k 2/1/2010
118 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.52 250k 10/1/2009
117 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-0.50 100k 8/1/2009
116 Talenta Capital LLP
Diversified
-0.48 950k 6/1/2014
115 DUNN Capital Management
DUNN WMA Institutional Program
-0.42 100k 10/1/2011
114 Novus Investments, LLC
Novus Precious Commodities
-0.42 200k 1/1/2007
113 FORT LP
Fort Global Contrarian
-0.40 2,000k 10/1/2002
112 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.38 2,000k 7/1/2013
111 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.37 1,000k 5/1/2014
110 ML Systems LLC
Sledon Classic (Client)
-0.30 300k 8/1/2014
109 Turk Capital LLC
US Equity Long/Short Strategy
-0.28 250k 4/1/2014
108 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.24 10,000k 8/1/2007
107 QTS Capital Management, LLC
QTS Partners, L.P.
-0.23 100k 1/1/2011
106 Talenta Capital LLP
S&P 500 Momentum
-0.22 950k 6/1/2014
105 Tyche Capital Advisors LLC
Institutional Spreads
-0.21 250k 3/1/2014
104 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
103 Jaguar Investments Ltd
Ultro Capital Strategy
-0.13 1,000k 1/1/2012
102 Schindler Capital Management, LLC
Dairy Advantage Program
-0.12 200k 8/1/2005
101 Typhon Capital Management, LLC
Chiron Currency Program
-0.11 250k 2/1/2008
100 C-View Limited
Currency Managed Account Program
-0.11 5,000k 10/1/1996
99 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.06 100k 11/1/2013
98 Millburn Corporation
Commodity Program
-0.06 25,000k 3/1/2005
97 Bluegrass Capital Management
Cross Market Bias Model
-0.04 3,000k 7/1/2014
96 Piston Trading
The Piston
0.00 1,000k 1/1/2014
95 Blake Capital Management, Inc.
SRD Currencies
0.01 100k 3/1/2013
94 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.02 250k 3/1/2010
93 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
0.08 2,000k 1/1/2013
92 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.09 1,000k 1/1/2006
91 HPX Financial LLC
HPX Old School Program
0.12 200k 6/1/2006
90 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.14 10,000k 8/1/2009
89 Bulkara Capital
Bulkara Systematic Fund SP
0.22 250k 4/1/2014
88 R Best LLC
R Best Private Client Program
0.23 50k 2/1/2010
87 Tlaloc Capital LLC
Grains Program
0.24 500k 4/1/2010
86 Witter & Lester, Inc.
Diversified Trading Program
0.26 100k 4/1/2013
85 NickJen Capital Management & Consultants LLC
NRD-1
0.26 1,000k 4/1/2008
84 Emil van Essen
Multi-Strategy Program
0.28 6,000k 5/1/2014
83 Quantica Capital AG
1X Quantica Managed Futures Fund
0.30 100k 1/1/2014
82 Quantica Capital AG
2X Quantica Managed Futures Fund
0.30 100k 1/1/2014
81 Hehmeyer Capital Management, LLC
HOGO
0.34 1,000k 5/1/2013
80 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.34 500k 5/1/2013
79 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.40 100k 4/1/2014
78 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.41 50k 7/1/2011
77 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
76 Seven Capital Management
Seven Absolute Return
0.43 100k 6/1/2009
75 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
74 Wharton Capital Management
Wharton AG Futures Program
0.48 100k 9/1/2011
73 Emil van Essen
Spread Trading Program Limited
0.50 5,000k 7/1/2013
72 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.51 5,000k 11/1/2012
71 Valia Capital Management
Global Tactical Program
0.66 200k 5/1/2014
70 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.67 250k 10/1/2011
69 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.72 100k 7/1/2013
68 Value & Growth CTA, LLC
Value & Growth Program
0.73 50k 6/1/2014
67 Intex Capital
Covered Options Program
0.75 50k 1/1/2012
66 Demeter Capital Management
Livestock & Grain Trading Program
0.75 50k 3/1/2010
65 Greenwave Capital Management
Greenwave Flagship Plus
0.75 1,000k 6/1/2008
64 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.76 1,000k 3/1/2007
63 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.78 100k 11/1/2013
62 Typhon Capital Management, LLC
Plutus Grain Strategy
0.79 250k 4/1/2008
61 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.81 10,000k 3/1/1998
60 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.82 1,000k 10/1/2006
59 Superfund Group
Superfund Red EUR SICAV
0.85 10k 3/1/2013
58 M6 Capital Management LLC
Standard Program
0.87 300k 7/1/2005
57 Global Wealth Analytics, Inc.
Triple M
0.88 1,000k 6/1/2014
56 Crabel Capital Management
Crabel Multi-Product
0.92 1,000k 3/1/1998
55 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.95 500k 8/1/2012
54 Millburn Corporation
Multi-Markets Program
0.96 25,000k 10/1/2004
53 Estlander & Partners
Freedom
0.99 20,000k 8/1/2010
52 Superfund Group
Superfund Red USD SICAV
1.00 10k 3/1/2013
51 Cauldron Investments, LLC
Stock Index Plus
1.01 1,000k 10/1/2009
50 Paradox Capital Management
Sentiment Program (1X)
1.04 1,000k 1/1/2013
49 County Cork LLC
County Cork Fusion Equity
1.04 1,000k 10/1/2013
48 Emil van Essen
Long-Short Commodity Program - Accelerated
1.06 200k 5/1/2014
47 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.07 10,000k 2/1/2008
46 Four Seasons Commodities Corp
Lone Star Program
1.10 300k 1/1/2005
45 Tianyou Asset Management, LLC
Tianyou Fund LP
1.16 100k 10/1/2012
44 Jaguar Investments Ltd
Aegir Capital Strategy
1.17 1,000k 1/1/2012
43 Deep Field Capital AG
SINGULARITY Fund
1.19 100k 9/1/2011
42 Amapa Capital Advisors LLC
Amapa Investment Fund
1.23 100k 2/1/2007
41 Rosetta Capital Management
Macro Program
1.28 50k 1/1/2009
40 County Cork LLC
RLA I
1.36 500k 1/1/2009
39 Trading Study
SPK – E-Mini S&P 500 Option
1.37 15k 10/1/2009
38 Turning Wheel Capital, Inc.
Pure Alpha
1.39 10,000k 1/1/2012
37 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.44 100k 1/1/2000
36 Bluenose Capital Management, LLC
BNC BI
1.44 30k 10/1/2008
35 Ditsch Trading, LLC
Agricultural Trading Program
1.49 100k 1/1/2011
34 Typhon Capital Management, LLC
Vulcan Metals Strategy
1.49 10,000k 11/1/2011
33 ROW Asset Managment
Row Currency Program
1.57 1,000k 11/1/2010
32 GammaQ
Commodity Program Managed Account
1.63 3,000k 4/1/2011
31 Dominion Capital
Diamond Program
1.65 3,000k 1/1/2011
30 LJM Partners
LJM Preservation & Growth Strategy
1.67 250k 5/1/2006
29 Xenfin Capital Limited
XenfinCRT Prime FX
1.67 1,000k 7/1/2014
28 Aquantum
Aquantum Commodity Spread Program (ACS)
1.72 5,000k 7/1/2013
27 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.78 10,000k 2/1/2006
26 Pinstripe Trading, LLC
Standard
1.81 125k 8/1/2009
25 Warrington Asset Management
Warrington Strategic Program
1.86 50k 1/1/1997
24 Ring Capital Management LLC
S&P E-Mini Select
1.87 100k 1/1/2012
23 Bluenose Capital Management, LLC
BNC CL
1.89 15k 12/1/2013
22 Bluenose Capital Management, LLC
BNC EI
1.93 15k 7/1/2010
21 Crescendo Capital Management
Neutron Decay (Client)
1.99 50k 7/1/2012
20 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
19 SandPointe
SandPointe Opportunities Strategy
2.22 5,000k 5/1/2014
18 Vivienne Investissement
OUESSANT UCITS FUND
2.24 100k 5/1/2012
17 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.30 250k 5/1/2013
16 Quantum Leap Capital Management
Managed Account Program
2.39 300k 8/1/2006
15 Deep Field Capital AG
SINGULARITY Fund (2x)
2.45 100k 8/1/2014
14 Crabel Capital Management
WPD Crabel Futures Program
2.47 1,000k 7/1/2008
13 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
2.53 1,000k 1/1/2013
12 Blackwater Capital Management
Tactical Equity
2.53 500k 12/1/2013
11 LJM Partners
LJM Moderately Aggressive Strategy
2.63 500k 4/1/2003
10 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.71 1,000k 3/1/2003
9 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
3.29 100k 1/1/2014
8 Urban Tree Capital, LLC
UTC Plus (Client)
3.88 100k 3/1/2013
7 Prolific Capital Markets, LLC
Prolific Swiss System
3.93 10,000k 1/1/2014
6 Zoi Capital, LLC
Telio Program (Client)
4.11 200k 4/1/2010
5 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
4.28 10,000k 4/1/2004
4 GNE Management, LLC
S&P Futures and Options Strategy (Client)
5.11 200k 12/1/2013
3 GammaQ
Breckhurst Commodity Fund
6.05 1,000k 10/1/2006
2 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
13.57 100k 7/1/2013
1 Whitmore Capital Management LLC
Whitmore Capital LP
14.28 250k 6/1/2012

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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