IASG CTA Index For April 2017

Monthly Rankings

Rank CTA/Program Apr 2017 Min Inv Inception
190 Worldwide Capital Strategies
Profit Quest Macro World
-8.15 100k 1/1/2010
189 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-6.48 100k 11/1/2013
188 Aquantum
Aquantum Global Systematic Program (AGS)
-4.69 5,000k 7/1/2013
187 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-4.57 10,000k 10/1/2006
186 Zoi Capital, LLC
Telio Program (Client)
-4.10 200k 4/1/2010
185 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-3.22 100k 1/1/2014
184 Independent View
IV Quantitative Futures Fund
-3.21 100k 11/1/2012
183 Deep Field Capital AG
SINGULARITY Fund (2x)
-2.98 100k 8/1/2014
182 Alee Capital Management, LLC
Poniente Program
-2.72 2,500k 1/1/1999
181 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.62 5,000k 7/1/2013
180 Dominion Capital
Diamond Program
-2.61 3,000k 1/1/2011
179 Alee Capital Management, LLC
Mistral Program
-2.59 2,500k 1/1/1999
178 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
177 Urban Tree Capital, LLC
UTC Plus (Client)
-2.44 100k 3/1/2013
176 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.25 100k 10/1/2011
175 Eagle Trading Systems Inc.
Eagle Global Financials
-2.01 10,000k 1/1/1996
174 Kopis Capital Management, LLC
Commodity Long Only
-2.01 500k 1/1/2014
173 Stable Asset Management LTD
Arctic Blue 3x Share Class
-1.99 100k 6/1/2014
172 Conquest Capital Group
Conquest Macro
-1.90 250k 5/1/1999
171 Three Rock Capital Management
Global Macro Program
-1.82 1,000k 1/1/2009
170 County Cork LLC
County Cork Fusion Equity
-1.81 1,000k 10/1/2013
169 County Cork LLC
RLA I
-1.77 500k 1/1/2009
168 Superfund Group
Superfund Red EUR SICAV
-1.73 10k 3/1/2013
167 Covenant Capital Management
Optimal Program
-1.72 10k 2/1/2014
166 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
165 Robust Methods LLC
Macro Managed Account
-1.67 5,000k 1/1/2005
164 Superfund Group
Superfund Red USD SICAV
-1.62 10k 3/1/2013
163 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.56 1,000k 9/1/2011
162 Deep Field Capital AG
SINGULARITY Fund
-1.53 100k 9/1/2011
161 Red Rock Capital, LLC
Commodity Long-Short
-1.23 500k 9/1/2013
160 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-1.21 1,000k 7/1/2007
159 Seven Capital Management
Seven Fixed Income Fund
-1.11 100k 9/1/2010
158 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.11 5,000k 6/1/2010
157 Crabel Capital Management
Crabel Multi-Product
-1.03 1,000k 3/1/1998
156 Dreiss Research Corporation
Diversified Program
-1.02 1,000k 5/1/1991
155 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.01 1,000k 5/1/2014
154 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.95 10,000k 8/1/2007
153 Wharton Capital Management
Wharton AG Futures Program
-0.94 100k 9/1/2011
152 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-0.91 100k 4/1/2014
151 1900 Investments Asset Management
Dynamic Oil Strategy Program
-0.91 100k 1/1/2014
150 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
149 Turning Wheel Capital, Inc.
Pure Alpha
-0.89 10,000k 1/1/2012
148 Typhon Capital Management, LLC
Chiron Currency Program
-0.83 250k 2/1/2008
147 Bocken Trading LLC
Discretionary Trading Program
-0.81 100k 7/1/2011
146 Global Wealth Analytics, Inc.
Triple M
-0.80 1,000k 6/1/2014
145 Quality Capital Management
Alpha Financials Program
-0.78 10,000k 6/1/2012
144 Stable Asset Management LTD
Arctic Blue 1x Share Class
-0.75 100k 6/1/2014
143 R Best LLC
R Best Private Client Program
-0.74 50k 2/1/2010
142 Rosetta Capital Management
Macro Program
-0.72 50k 1/1/2009
141 Schindler Capital Management, LLC
Dairy Advantage Program
-0.72 200k 8/1/2005
140 Demeter Capital Management
Livestock & Grain Trading Program
-0.68 50k 3/1/2010
139 ROW Asset Managment
Row Currency Program
-0.62 1,000k 11/1/2010
138 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.58 100k 11/1/2013
137 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.58 20,000k 5/1/2013
136 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.53 100k 2/1/2010
135 Valia Capital Management
Global Tactical Program
-0.52 200k 5/1/2014
134 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.52 250k 3/1/2010
133 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.47 100k 12/1/1998
132 Jaguar Investments Ltd
Aegir Capital Strategy
-0.43 1,000k 1/1/2012
131 Future Trade AG
Thales Swing Trading Programme
-0.37 250k 6/1/2007
130 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.36 1,000k 3/1/2003
129 GammaQ
Commodity Program Managed Account
-0.35 3,000k 4/1/2011
128 Greenwave Capital Management
Greenwave Flagship Plus
-0.35 1,000k 6/1/2008
127 Estlander & Partners
Freedom
-0.34 20,000k 8/1/2010
126 Commodities Analytics LLC
Daily Analytics
-0.33 100k 1/1/2014
125 Soaring Pelican, LLC
Diversified S&P Program
-0.29 100k 1/1/2011
124 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.29 1,000k 3/1/2003
123 Blake Capital Management, Inc.
SRD Currencies
-0.27 100k 3/1/2013
122 Chesapeake Capital
Diversified Plus (HV)
-0.27 100k 4/1/1994
121 HPX Financial LLC
HPX Old School Program
-0.21 200k 6/1/2006
120 Devet Capital Investments Ltd
Devet Capital Absolute Return Strategy
-0.20 1,000k 8/1/2014
119 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.20 50k 9/1/2009
118 Melissinos Trading
Eupatrid Program
-0.18 50k 1/1/2011
117 Four Seasons Commodities Corp
Lone Star Program
-0.17 300k 1/1/2005
116 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
115 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.14 3,000k 5/1/2010
114 Jaguar Investments Ltd
Ultro Capital Strategy
-0.14 1,000k 1/1/2012
113 Conquest Capital Group
Conquest Select
-0.13 250k 6/1/2004
112 Novus Investments, LLC
Novus Precious Commodities
-0.13 200k 1/1/2007
111 ISAM
ISAM Systematic Trend Fund
-0.10 1,000k 6/1/2001
110 ROW Asset Managment
Row Diversified Fund, L.P.
-0.10 1,000k 11/1/2011
109 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.09 1,000k 1/1/2006
108 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
107 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.04 10,000k 3/1/1998
106 Trading Study
SPK – E-Mini S&P 500 Option
-0.02 15k 10/1/2009
105 Piston Trading
The Piston
0.00 1,000k 1/1/2014
104 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
0.02 2,000k 1/1/2013
103 Bluegrass Capital Management
Cross Market Bias Model
0.04 3,000k 7/1/2014
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.06 1k 10/1/2006
101 C-View Limited
Currency Managed Account Program
0.07 5,000k 10/1/1996
100 Witter & Lester, Inc.
Redstone
0.08 500k 9/1/1994
99 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.10 1,000k 1/1/2013
98 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.14 500k 8/1/2012
97 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.14 2,000k 7/1/2013
96 QTS Capital Management, LLC
QTS Partners, L.P.
0.14 100k 1/1/2011
95 Non Correlated Capital
Positive Theta Program
0.15 250k 10/1/2007
94 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.16 1,000k 10/1/2006
93 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.17 500k 5/1/2013
92 Hehmeyer Capital Management, LLC
HOGO
0.17 1,000k 5/1/2013
91 NickJen Capital Management & Consultants LLC
NRD-1
0.17 1,000k 4/1/2008
90 Talenta Capital LLP
S&P 500 Momentum
0.18 950k 6/1/2014
89 Warrington Asset Management
Warrington Strategic Program
0.18 50k 1/1/1997
88 Non Correlated Capital
Positive Theta Fund
0.18 50k 10/1/2007
87 Bulkara Capital
Bulkara Systematic Fund SP
0.21 250k 4/1/2014
86 Xenfin Capital Limited
XenfinCRT Prime FX
0.23 1,000k 7/1/2014
85 Estlander & Partners
Alpha Trend II - Class P
0.25 100k 12/1/2008
84 Certeza Asset Management
Macro Vega
0.27 200k 1/1/2012
83 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.27 1k 6/1/2009
82 Witter & Lester, Inc.
Diversified Trading Program
0.28 100k 4/1/2013
81 Tyche Capital Advisors LLC
Institutional Spreads
0.28 250k 3/1/2014
80 SandPointe
SandPointe Opportunities Strategy
0.28 5,000k 5/1/2014
79 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.31 10,000k 11/1/2011
78 Prolific Capital Markets, LLC
Prolific Swiss System
0.38 10,000k 1/1/2014
77 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.40 6/1/2012
76 GammaQ
Breckhurst Commodity Fund
0.41 1,000k 10/1/2006
75 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.43 250k 10/1/2011
74 Vivienne Investissement
OUESSANT UCITS FUND
0.44 100k 5/1/2012
73 Talenta Capital LLP
Diversified
0.45 950k 6/1/2014
72 Seven Capital Management
Seven Absolute Return
0.45 100k 6/1/2009
71 Crabel Capital Management
WPD Crabel Futures Program
0.49 1,000k 7/1/2008
70 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.56 10,000k 2/1/2006
69 Metolius Capital LLC
Metolius Diversified
0.56 100k 6/1/2010
68 Emil van Essen
Spread Trading Program Limited
0.60 5,000k 7/1/2013
67 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.64 100k 7/1/2013
66 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.67 10,000k 2/1/2008
65 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.72 3,000k 5/1/2014
64 Tlaloc Capital LLC
Grains Program
0.76 500k 4/1/2010
63 WESTCAY LLC
Tropicals Program
0.78 250k 1/1/2014
62 Cauldron Investments, LLC
Stock Index Plus
0.78 1,000k 10/1/2009
61 Paradox Capital Management
Sentiment Program (1X)
0.83 1,000k 1/1/2013
60 ML Systems LLC
Sledon Classic (Client)
0.83 300k 8/1/2014
59 Garraway Capital Management LLP
Garraway Financial Trends
0.86 100k 9/1/2012
58 Purple Valley Capital, Inc.
Diversified Trend 1
0.86 100k 8/1/2008
57 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
0.88 500k 7/1/2013
56 Campbell & Company, LP
Trend Following Portfolio
0.89 10,000k 10/1/2009
55 LJM Partners
LJM Preservation & Growth Strategy
0.95 250k 5/1/2006
54 Ditsch Trading, LLC
Agricultural Trading Program
0.96 100k 1/1/2011
53 Intex Capital
Covered Options Program
1.05 50k 1/1/2012
52 FORT LP
Fort Global Contrarian
1.07 2,000k 10/1/2002
51 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.11 100k 1/1/2000
50 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.16 250k 5/1/2011
49 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.19 10,000k 8/1/2009
48 Value & Growth CTA, LLC
Value & Growth Program
1.25 50k 6/1/2014
47 dormouse Limited
dormouse - Managed Account
1.27 10,000k 7/1/2011
46 Turk Capital LLC
US Equity Long/Short Strategy
1.30 250k 4/1/2014
45 QTS Capital Management, LLC
FX Managed Account
1.31 100k 1/1/2011
44 M6 Capital Management LLC
Standard Program
1.31 300k 7/1/2005
43 Millburn Corporation
Multi-Markets Program
1.32 25,000k 10/1/2004
42 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.35 50k 10/1/2011
41 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.38 1,000k 3/1/2007
40 Bluenose Capital Management, LLC
BNC BI
1.39 30k 10/1/2008
39 Tianyou Asset Management, LLC
Tianyou Fund LP
1.47 100k 10/1/2012
38 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.49 250k 11/1/1996
37 EMC Capital Advisors, LLC
EMC Alpha Program
1.49 5,000k 6/1/2013
36 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.50 50k 7/1/2011
35 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.52 200k 12/1/2013
34 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
1.52 25,000k 1/1/2014
33 Glider Trading LLP
Glider Trading Strategy (Class C)
1.53 500k 9/1/2013
32 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.54 10,000k 4/1/2004
31 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.57 250k 10/1/2009
30 Typhon Capital Management, LLC
Plutus Grain Strategy
1.58 250k 4/1/2008
29 Quantica Capital AG
1X Quantica Managed Futures Fund
1.60 100k 1/1/2014
28 Sona Trading Strategies LLC.
Diversified Program
1.71 1,000k 9/1/2006
27 LJM Partners
LJM Moderately Aggressive Strategy
1.77 500k 4/1/2003
26 Angle Capital Management LLC
AIP Program
1.78 100k 1/1/2010
25 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.78 5,000k 11/1/2012
24 Bluenose Capital Management, LLC
BNC EI
1.81 15k 7/1/2010
23 Bluenose Capital Management, LLC
BNC CL
1.93 15k 12/1/2013
22 Crescendo Capital Management
Neutron Decay (Client)
2.10 50k 7/1/2012
21 Amapa Capital Advisors LLC
Amapa Investment Fund
2.10 100k 2/1/2007
20 Blackwater Capital Management
Tactical Equity
2.30 500k 12/1/2013
19 Emil van Essen
Multi-Strategy Program
2.59 6,000k 5/1/2014
18 Pinstripe Trading, LLC
Standard
2.64 125k 8/1/2009
17 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.77 10,000k 10/1/1993
16 Sandpiper Asset Management
Sandpiper Global Macro Program
2.78 1,000k 8/1/2012
15 FORT LP
Fort Global Diversified
3.00 2,000k 10/1/1993
14 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
3.05 50k 10/1/2011
13 Ring Capital Management LLC
S&P E-Mini Select
3.23 100k 1/1/2012
12 Quantica Capital AG
2X Quantica Managed Futures Fund
3.30 100k 1/1/2014
11 Quantum Leap Capital Management
Managed Account Program
3.42 300k 8/1/2006
10 Whitmore Capital Management LLC
Whitmore Capital LP
3.49 250k 6/1/2012
9 Qbasis Invest
Qbasis i Trend Fund
4.07 1k 1/1/2014
8 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.13 5,000k 8/1/2000
7 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
4.42 100k 8/1/2009
6 Emil van Essen
Long-Short Commodity Program
5.20 1,000k 6/1/2013
5 Linnis
Linnis ONE, LP
5.33 100k 8/1/2014
4 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
5.53 100k 7/1/2013
3 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
7.29 25k 1/1/2011
2 Emil van Essen
Long-Short Commodity Program - Accelerated
7.48 200k 5/1/2014
1 Glenhaven Capital LLC
Glenhaven Global II LP
7.52 25k 4/1/2012

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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