IASG CTA Index For May 2017

Monthly Rankings

Rank CTA/Program May 2017 Min Inv Inception
196 Ditsch Trading, LLC
Agricultural Trading Program
-10.92 100k 1/1/2011
195 Estlander & Partners
Alpha Trend II - Class P
-9.77 100k 12/1/2008
194 Future Trade AG
Thales Swing Trading Programme
-8.87 250k 6/1/2007
193 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-7.50 25k 1/1/2011
192 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-4.52 1,000k 3/1/2007
191 Angle Capital Management LLC
AIP Program
-4.38 100k 1/1/2010
190 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-4.33 50k 9/1/2009
189 Stable Asset Management LTD
Arctic Blue 3x Share Class
-3.91 100k 6/1/2014
188 Millburn Corporation
Commodity Program
-3.76 25,000k 3/1/2005
187 Purple Valley Capital, Inc.
Diversified Trend 1
-3.56 100k 8/1/2008
186 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-3.43 50k 10/1/2011
185 Candriam Investor Group
Alternative Return Systemat
-3.40 125k 1/1/2007
184 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.27 1,000k 8/1/2012
183 Eagle Trading Systems Inc.
Eagle Global Financials
-2.99 10,000k 1/1/1996
182 Alee Capital Management, LLC
Poniente Program
-2.96 2,500k 1/1/1999
181 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.92 100k 10/1/2011
180 Independent View
IV Quantitative Futures Fund
-2.84 100k 11/1/2012
179 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-2.78 100k 7/1/2013
178 Conquest Capital Group
Conquest Macro
-2.73 250k 5/1/1999
177 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-2.61 100k 4/1/2014
176 ROW Asset Managment
Row Diversified Fund, L.P.
-2.50 1,000k 11/1/2011
175 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.50 250k 5/1/2013
174 Sona Trading Strategies LLC.
Diversified Program
-2.47 1,000k 9/1/2006
173 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-2.29 2,000k 1/1/2013
172 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.28 500k 9/1/2013
171 Kopis Capital Management, LLC
Commodity Long Only
-2.19 500k 1/1/2014
170 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-2.10 1,000k 7/1/2007
169 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-2.06 10,000k 10/1/2006
168 Estlander & Partners
Freedom
-2.01 20,000k 8/1/2010
167 NordIX
NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors)
-1.83 1,000k 9/1/2011
166 Chesapeake Capital
Diversified Plus (HV)
-1.68 100k 4/1/1994
165 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.64 10,000k 8/1/2007
164 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.61 20,000k 5/1/2013
163 Red Rock Capital, LLC
Commodity Long-Short
-1.56 500k 9/1/2013
162 QTS Capital Management, LLC
FX Managed Account
-1.54 100k 1/1/2011
161 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.46 500k 7/1/2013
160 dormouse Limited
dormouse - Managed Account
-1.44 10,000k 7/1/2011
159 Stable Asset Management LTD
Arctic Blue 1x Share Class
-1.41 100k 6/1/2014
158 Qbasis Invest
Qbasis i Trend Fund
-1.41 1k 1/1/2014
157 Bluenose Capital Management, LLC
BNC CL
-1.37 15k 12/1/2013
156 Melissinos Trading
Eupatrid Program
-1.34 50k 1/1/2011
155 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.28 250k 5/1/2011
154 Emil van Essen
Long-Short Commodity Program
-1.21 1,000k 6/1/2013
153 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.21 200k 5/1/2014
152 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.17 5,000k 8/1/2000
151 Xenfin Capital Limited
XenfinCRT Prime FX
-1.11 1,000k 7/1/2014
150 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-1.10 100k 11/1/2013
149 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.09 3,000k 5/1/2010
148 Tyche Capital Advisors LLC
Institutional Spreads
-1.08 250k 3/1/2014
147 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.06 1,000k 3/1/2003
146 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.89 1,000k 1/1/2013
145 Emil van Essen
Multi-Strategy Program
-0.85 6,000k 5/1/2014
144 Crescendo Capital Management
Neutron Decay (Client)
-0.84 50k 7/1/2012
143 Amapa Capital Advisors LLC
Amapa Investment Fund
-0.83 100k 2/1/2007
142 Bluenose Capital Management, LLC
BNC EI
-0.82 15k 7/1/2010
141 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.82 100k 1/1/2000
140 Silicon Valley Quantitative Advisors
UQP Large
-0.77 500k 1/1/2009
139 QTS Capital Management, LLC
QTS Partners, L.P.
-0.77 100k 1/1/2011
138 Garraway Capital Management LLP
Garraway Financial Trends
-0.71 100k 9/1/2012
137 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.68 100k 2/1/2010
136 Global Wealth Analytics, Inc.
Triple M
-0.67 1,000k 6/1/2014
135 Millburn Corporation
Multi-Markets Program
-0.66 25,000k 10/1/2004
134 Turning Wheel Capital, Inc.
Pure Alpha
-0.64 10,000k 1/1/2012
133 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
132 NickJen Capital Management & Consultants LLC
NRD-1
-0.55 1,000k 4/1/2008
131 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.53 1,000k 5/1/2014
130 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.53 500k 5/1/2013
129 Hehmeyer Capital Management, LLC
HOGO
-0.46 1,000k 5/1/2013
128 Quantum Leap Capital Management
Managed Account Program
-0.44 300k 8/1/2006
127 Jaguar Investments Ltd
Aegir Capital Strategy
-0.41 1,000k 1/1/2012
126 SandPointe
SandPointe Opportunities Strategy
-0.39 5,000k 5/1/2014
125 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.37 10,000k 2/1/2008
124 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-0.34 25,000k 1/1/2014
123 Global Advisory Partners Zurich LLC
KONA - Global Macro
-0.33 100k 5/1/2013
122 Blake Capital Management, Inc.
SRD Currencies
-0.32 100k 3/1/2013
121 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.32 1,000k 1/1/2006
120 DUNN Capital Management
DUNN WMA Institutional Program
-0.30 100k 10/1/2011
119 Typhon Capital Management, LLC
Chiron Currency Program
-0.30 250k 2/1/2008
118 Emil van Essen
Spread Trading Program Limited
-0.26 5,000k 7/1/2013
117 WESTCAY LLC
Tropicals Program
-0.24 250k 1/1/2014
116 Seven Capital Management
Seven Fixed Income Fund
-0.22 100k 9/1/2010
115 ML Systems LLC
Sledon Classic (Client)
-0.22 300k 8/1/2014
114 ISAM
ISAM Systematic Trend Fund
-0.19 1,000k 6/1/2001
113 Ring Capital Management LLC
S&P E-Mini Select
-0.18 100k 1/1/2012
112 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
111 Doherty Advisors LLC
Grey Swan Hedge
-0.14 10,000k 4/1/2010
110 Novus Investments, LLC
Novus Precious Commodities
-0.13 200k 1/1/2007
109 Campbell & Company, LP
Trend Following Portfolio
-0.12 10,000k 10/1/2009
108 Crabel Capital Management
Crabel Multi-Product
-0.08 1,000k 3/1/1998
107 ROW Asset Managment
Row Currency Program
-0.06 1,000k 11/1/2010
106 Bocken Trading LLC
Discretionary Trading Program
-0.05 100k 7/1/2011
104 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
105 Piston Trading
The Piston
0.00 1,000k 1/1/2014
103 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
0.01 6/1/2012
102 Non Correlated Capital
Positive Theta Program
0.01 250k 10/1/2007
101 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.03 10,000k 11/1/2011
100 HPX Financial LLC
HPX Old School Program
0.03 200k 6/1/2006
99 Doherty Advisors LLC
Relative Value Plus
0.04 1,000k 7/1/2011
98 Dominion Capital
Diamond Program
0.05 3,000k 1/1/2011
97 Devet Capital Investments Ltd
Devet Capital Absolute Return Strategy
0.06 1,000k 8/1/2014
96 Witter & Lester, Inc.
Diversified Trading Program
0.07 100k 4/1/2013
95 Robust Methods LLC
Macro Managed Account
0.08 5,000k 1/1/2005
94 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.09 250k 10/1/2011
93 C-View Limited
Currency Managed Account Program
0.09 5,000k 10/1/1996
92 Bluegrass Capital Management
Cross Market Bias Model
0.10 3,000k 7/1/2014
91 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.13 100k 12/1/1998
90 Jaguar Investments Ltd
Ultro Capital Strategy
0.14 1,000k 1/1/2012
89 Doherty Advisors LLC
Relative Value Growth
0.15 1,000k 6/1/2003
88 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.17 50k 7/1/2011
87 Non Correlated Capital
Positive Theta Fund
0.25 50k 10/1/2007
86 Paradox Capital Management
Sentiment Program (1X)
0.25 1,000k 1/1/2013
85 Worldwide Capital Strategies
Profit Quest Macro World
0.30 100k 1/1/2010
84 FORT LP
Fort Global Diversified
0.32 2,000k 10/1/1993
83 Aquantum
Aquantum Commodity Spread Program (ACS)
0.32 5,000k 7/1/2013
82 Conquest Capital Group
Conquest Select
0.38 250k 6/1/2004
81 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.40 10,000k 10/1/1993
80 Witter & Lester, Inc.
Redstone
0.41 500k 9/1/1994
79 Wharton Capital Management
Wharton AG Futures Program
0.43 100k 9/1/2011
78 Three Rock Capital Management
Global Macro Program
0.46 1,000k 1/1/2009
77 Valia Capital Management
Global Tactical Program
0.46 200k 5/1/2014
76 Metolius Capital LLC
Metolius Diversified
0.47 100k 6/1/2010
75 Hehmeyer Capital Management, LLC
Chelsea Creek
0.52 100k 11/1/2013
74 Cauldron Investments, LLC
Stock Index Plus
0.52 1,000k 10/1/2009
73 Trading Study
SPK – E-Mini S&P 500 Option
0.53 15k 10/1/2009
72 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.55 500k 8/1/2012
71 County Cork LLC
RLA I
0.59 500k 1/1/2009
70 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.62 10,000k 2/1/2006
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.62 1k 10/1/2006
68 Greenwave Capital Management
Greenwave Flagship Plus
0.70 1,000k 6/1/2008
67 LJM Partners
LJM Preservation & Growth Strategy
0.71 250k 5/1/2006
66 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.71 250k 11/1/1996
65 Typhon Capital Management, LLC
Plutus Grain Strategy
0.73 250k 4/1/2008
64 Bulkara Capital
Bulkara Systematic Fund SP
0.74 250k 4/1/2014
63 Talenta Capital LLP
Diversified
0.79 950k 6/1/2014
62 FORT LP
Fort Global Contrarian
0.89 2,000k 10/1/2002
61 Certeza Asset Management
Macro Vega
0.93 200k 1/1/2012
60 Four Seasons Commodities Corp
Lone Star Program
1.00 300k 1/1/2005
59 Intex Capital
Covered Options Program
1.02 50k 1/1/2012
58 Warrington Asset Management
Warrington Strategic Program
1.04 50k 1/1/1997
57 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.15 10,000k 8/1/2009
56 Tlaloc Capital LLC
Grains Program
1.21 500k 4/1/2010
55 Bluenose Capital Management, LLC
BNC BI
1.22 30k 10/1/2008
54 1900 Investments Asset Management
Dynamic Oil Strategy Program
1.27 100k 1/1/2014
53 GammaQ
Commodity Program Managed Account
1.45 3,000k 4/1/2011
52 Quality Capital Management
Alpha Financials Program
1.46 10,000k 6/1/2012
51 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.47 5,000k 6/1/2010
50 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.49 1k 6/1/2009
49 EMC Capital Advisors, LLC
EMC Alpha Program
1.51 5,000k 6/1/2013
48 Vivienne Investissement
OUESSANT UCITS FUND
1.52 100k 5/1/2012
47 Turk Capital LLC
US Equity Long/Short Strategy
1.55 250k 4/1/2014
46 Commodities Analytics LLC
Daily Analytics
1.56 100k 1/1/2014
45 LJM Partners
LJM Moderately Aggressive Strategy
1.67 500k 4/1/2003
44 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
43 Soaring Pelican, LLC
Diversified S&P Program
1.69 100k 1/1/2011
42 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.69 200k 12/1/2013
41 Blackwater Capital Management
Tactical Equity
1.72 500k 12/1/2013
40 Prolific Capital Markets, LLC
Prolific Swiss System
1.73 10,000k 1/1/2014
39 County Cork LLC
County Cork Fusion Equity
1.78 1,000k 10/1/2013
38 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.86 10,000k 4/1/2004
37 Alee Capital Management, LLC
Mistral Program
1.87 2,500k 1/1/1999
36 Value & Growth CTA, LLC
Value & Growth Program
1.98 50k 6/1/2014
35 Hehmeyer Capital Management, LLC
R Best - Intraday Program
2.00 250k 3/1/2010
34 R Best LLC
R Best Private Client Program
2.01 50k 2/1/2010
33 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.07 3,000k 5/1/2014
32 Zoi Capital, LLC
Telio Program (Client)
2.16 200k 4/1/2010
31 M6 Capital Management LLC
Standard Program
2.19 300k 7/1/2005
30 Quantica Capital AG
1X Quantica Managed Futures Fund
2.20 100k 1/1/2014
29 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.30 1,000k 1/1/2013
28 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.32 2,000k 7/1/2013
27 Demeter Capital Management
Livestock & Grain Trading Program
2.33 50k 3/1/2010
26 Tianyou Asset Management, LLC
Tianyou Fund LP
2.34 100k 10/1/2012
25 Linnis
Linnis ONE, LP
2.42 100k 8/1/2014
24 Seven Capital Management
Seven Absolute Return
2.45 100k 6/1/2009
23 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.62 5,000k 11/1/2012
22 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
2.73 100k 8/1/2009
21 Whitmore Capital Management LLC
Whitmore Capital LP
2.91 250k 6/1/2012
20 Superfund Group
Superfund Red EUR SICAV
3.10 10k 3/1/2013
19 Crabel Capital Management
WPD Crabel Futures Program
3.14 1,000k 7/1/2008
18 Talenta Capital LLP
S&P 500 Momentum
3.15 950k 6/1/2014
17 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
3.15 50k 10/1/2011
16 Superfund Group
Superfund Red USD SICAV
3.23 10k 3/1/2013
15 Schindler Capital Management, LLC
Dairy Advantage Program
3.40 200k 8/1/2005
14 GammaQ
Breckhurst Commodity Fund
3.44 1,000k 10/1/2006
13 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.50 1,000k 3/1/2003
12 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
3.81 100k 7/1/2013
11 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.84 1,000k 10/1/2006
10 Aquantum
Aquantum Global Systematic Program (AGS)
3.88 5,000k 7/1/2013
9 Deep Field Capital AG
SINGULARITY Fund
3.91 100k 9/1/2011
8 Quantica Capital AG
2X Quantica Managed Futures Fund
4.20 100k 1/1/2014
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.70 10,000k 3/1/1998
6 Glenhaven Capital LLC
Glenhaven Global II LP
4.70 25k 4/1/2012
5 Rosetta Capital Management
Macro Program
6.36 50k 1/1/2009
4 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
6.53 100k 1/1/2014
3 Deep Field Capital AG
SINGULARITY Fund (2x)
7.89 100k 8/1/2014
2 Urban Tree Capital, LLC
UTC Plus (Client)
10.94 100k 3/1/2013
1 Covenant Capital Management
Optimal Program
21.09 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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