IASG CTA Index For June 2017

Monthly Rankings

Rank CTA/Program Jun 2017 Min Inv Inception
194 Quantica Capital AG
2X Quantica Managed Futures Fund
-9.30 100k 1/1/2014
193 Angle Capital Management LLC
AIP Program
-9.21 100k 1/1/2010
192 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-9.05 5,000k 6/1/2010
191 Whitmore Capital Management LLC
Whitmore Capital LP
-8.78 250k 6/1/2012
190 Global Advisory Partners Zurich LLC
KONA - Global Macro
-8.20 100k 5/1/2013
189 Eagle Trading Systems Inc.
Eagle Global Financials
-7.12 10,000k 1/1/1996
188 Glenhaven Capital LLC
Glenhaven Global II LP
-6.98 25k 4/1/2012
187 Estlander & Partners
Alpha Trend II - Class P
-6.93 100k 12/1/2008
186 Deep Field Capital AG
SINGULARITY Fund (2x)
-6.76 100k 8/1/2014
185 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-6.51 10,000k 10/1/1993
184 Quality Capital Management
Alpha Financials Program
-5.89 10,000k 6/1/2012
183 Schindler Capital Management, LLC
Dairy Advantage Program
-5.36 200k 8/1/2005
182 Campbell & Company, LP
Trend Following Portfolio
-5.09 10,000k 10/1/2009
181 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.00 1,000k 1/1/2013
180 Conquest Capital Group
Conquest Macro
-4.79 250k 5/1/1999
179 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.50 100k 1/1/2014
178 Millburn Corporation
Multi-Markets Program
-4.37 25,000k 10/1/2004
177 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.32 1,000k 5/1/2014
176 Independent View
IV Quantitative Futures Fund
-4.19 100k 11/1/2012
175 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
174 ISAM
ISAM Systematic Trend Fund
-4.09 1,000k 6/1/2001
173 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.98 1k 6/1/2009
172 Aquantum
Aquantum Global Systematic Program (AGS)
-3.97 5,000k 7/1/2013
171 Seven Capital Management
Seven Absolute Return
-3.69 100k 6/1/2009
170 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-3.60 3,000k 5/1/2014
169 FORT LP
Fort Global Contrarian
-3.60 2,000k 10/1/2002
168 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.54 50k 7/1/2011
167 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.52 100k 10/1/2014
166 Talenta Capital LLP
S&P 500 Momentum
-3.47 950k 6/1/2014
165 Deep Field Capital AG
SINGULARITY Fund
-3.43 100k 9/1/2011
164 Eagle Trading Systems Inc.
Eagle Quantitative Macro
-3.18 10,000k 10/1/2006
163 ROW Asset Managment
Row Diversified Fund, L.P.
-3.15 1,000k 11/1/2011
162 Beann Capital
Honeybee Fund LP
-3.10 100k 9/1/2014
161 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.05 250k 11/1/1996
160 JLC Futures Management Company
JLC Managed Futures Fund I, LP.
-2.87 100k 8/1/2009
159 Robust Methods LLC
Macro Managed Account
-2.82 5,000k 1/1/2005
158 Purple Valley Capital, Inc.
Diversified Trend 1
-2.78 100k 8/1/2008
157 Seven Capital Management
Seven Fixed Income Fund
-2.73 100k 9/1/2010
156 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.67 100k 12/1/1998
155 FORT LP
Fort Global Diversified
-2.60 2,000k 10/1/1993
154 Linnis
Linnis ONE, LP
-2.59 100k 8/1/2014
153 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.51 5,000k 9/1/2009
152 Turning Wheel Capital, Inc.
Pure Alpha
-2.51 10,000k 1/1/2012
151 Prolific Capital Markets, LLC
Prolific Swiss System
-2.48 10,000k 1/1/2014
150 Future Trade AG
Thales Swing Trading Programme
-2.45 250k 6/1/2007
149 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-2.45 10,000k 3/1/1998
148 Three Rock Capital Management
Global Macro Program
-2.41 1,000k 1/1/2009
147 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.40 250k 5/1/2013
146 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.22 1,000k 3/1/2003
145 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.18 1k 10/1/2006
144 Garraway Capital Management LLP
Garraway Financial Trends
-2.13 100k 9/1/2012
143 Talenta Capital LLP
Diversified
-2.10 950k 6/1/2014
142 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.91 1,000k 3/1/2003
141 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-1.88 1,000k 10/1/2006
140 Chesapeake Capital
Diversified Plus (HV)
-1.83 100k 4/1/1994
139 Rosetta Capital Management
Macro Program
-1.83 50k 1/1/2009
138 Vivienne Investissement
OUESSANT UCITS FUND
-1.67 100k 5/1/2012
137 Crescendo Capital Management
Neutron Decay (Client)
-1.60 50k 7/1/2012
136 DUNN Capital Management
DUNN WMA Institutional Program
-1.50 100k 10/1/2011
135 EMC Capital Advisors, LLC
EMC Alpha Program
-1.48 5,000k 6/1/2013
134 Estlander & Partners
Freedom
-1.40 20,000k 8/1/2010
133 Conquest Capital Group
Conquest Select
-1.33 250k 6/1/2004
132 Zoi Capital, LLC
Telio Program (Client)
-1.21 200k 4/1/2010
131 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-1.19 1,000k 7/1/2007
130 ML Systems LLC
Sledon Classic (Client)
-1.18 300k 8/1/2014
129 Soaring Pelican, LLC
Diversified S&P Program
-1.13 100k 1/1/2011
128 dormouse Limited
dormouse - Managed Account
-1.04 10,000k 7/1/2011
127 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.95 10,000k 8/1/2009
126 Amapa Capital Advisors LLC
Amapa Investment Fund
-0.92 100k 2/1/2007
125 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.92 250k 5/1/2011
124 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
123 Valia Capital Management
Global Tactical Program
-0.88 200k 5/1/2014
122 Bluenose Capital Management, LLC
BNC CL
-0.86 15k 12/1/2013
121 Non Correlated Capital
Positive Theta Program
-0.85 250k 10/1/2007
120 Silicon Valley Quantitative Advisors
UQP Large
-0.78 500k 1/1/2009
119 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.78 20,000k 5/1/2013
118 Worldwide Capital Strategies
Profit Quest Macro World
-0.68 100k 1/1/2010
117 QTS Capital Management, LLC
Futures Managed Account
-0.66 100k 8/1/2012
116 Urban Tree Capital, LLC
UTC Plus (Client)
-0.64 100k 3/1/2013
115 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
114 Dreiss Research Corporation
Diversified Program
-0.60 1,000k 5/1/1991
113 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.58 100k 11/1/2013
112 Whitman Asset Management
WAM Global Macro 2X Program
-0.58 2,500k 10/1/2014
111 Jaguar Investments Ltd
Ultro Capital Strategy
-0.54 1,000k 1/1/2012
110 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
109 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.52 500k 5/1/2013
108 Covenant Capital Management
Optimal Program
-0.49 10k 2/1/2014
107 WESTCAY LLC
Tropicals Program
-0.46 250k 1/1/2014
106 Whitman Asset Management
WAM Global Macro Program
-0.45 5,000k 10/1/2014
105 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.45 50k 9/1/2009
104 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.41 200k 5/1/2014
103 R Best LLC
R Best Private Client Program
-0.41 50k 2/1/2010
102 QTS Capital Management, LLC
FX Managed Account
-0.38 100k 1/1/2011
101 QTS Capital Management, LLC
QTS Partners, L.P.
-0.35 100k 1/1/2011
100 Hehmeyer Capital Management, LLC
HOGO
-0.32 1,000k 5/1/2013
99 Emil van Essen
Long-Short Commodity Program
-0.30 1,000k 6/1/2013
98 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.24 250k 10/1/2011
97 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.24 10,000k 2/1/2008
96 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.24 10,000k 11/1/2011
95 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.24 250k 3/1/2010
94 Blackwater Capital Management
Tactical Equity
-0.24 500k 12/1/2013
93 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.23 3,000k 5/1/2010
92 Four Seasons Commodities Corp
Lone Star Program
-0.20 300k 1/1/2005
91 NovoDyn Advisors LLC
NDC Mean Reversion FT - A
-0.20 100k 3/1/2013
90 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
89 Devet Capital Investments Ltd
Devet Capital Absolute Return Strategy
-0.15 1,000k 8/1/2014
88 SandPointe
SandPointe Opportunities Strategy
-0.14 5,000k 5/1/2014
87 Novus Investments, LLC
Novus Precious Commodities
-0.13 200k 1/1/2007
86 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.12 1,000k 1/1/2006
85 Emil van Essen
Spread Trading Program Limited
-0.11 5,000k 7/1/2013
84 Doherty Advisors LLC
Grey Swan Hedge
-0.09 10,000k 4/1/2010
83 NovoDyn Advisors LLC
NDC Mean Reversion FT - A (Extended Markets)
-0.07 200k 12/1/2013
82 Commodities Analytics LLC
Daily Analytics
-0.06 100k 1/1/2014
81 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-0.02 100k 7/1/2013
78 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
79 Doherty Advisors LLC
Relative Value Plus
0.00 1,000k 7/1/2011
80 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
77 Automaton Trading LLC
Diversified
0.01 500k 7/1/2014
76 Witter & Lester, Inc.
Diversified Trading Program
0.02 100k 4/1/2013
75 HPX Financial LLC
HPX Old School Program
0.04 200k 6/1/2006
74 Metolius Capital LLC
Metolius Diversified
0.04 100k 6/1/2010
73 Blake Capital Management, Inc.
SRD Currencies
0.05 100k 3/1/2013
72 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.05 10,000k 8/1/2007
71 C-View Limited
Currency Managed Account Program
0.07 5,000k 10/1/1996
70 Melissinos Trading
Eupatrid Program
0.09 50k 1/1/2011
69 Bluegrass Capital Management
Cross Market Bias Model
0.10 3,000k 7/1/2014
68 Doherty Advisors LLC
Relative Value Growth
0.15 1,000k 6/1/2003
67 Witter & Lester, Inc.
Redstone
0.28 500k 9/1/1994
66 Buttonwood LLC
Energy Diversified 1
0.35 100k 7/1/2014
65 Intex Capital
Covered Options Program
0.40 50k 1/1/2012
64 Sandpiper Asset Management
Sandpiper Global Macro Program
0.42 1,000k 8/1/2012
63 Certeza Asset Management
Macro Vega
0.43 200k 1/1/2012
62 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.45 10,000k 4/1/2004
61 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.47 500k 8/1/2012
60 Alee Capital Management, LLC
Mistral Program
0.49 2,500k 1/1/1999
59 Alee Capital Management, LLC
Poniente Program
0.51 2,500k 1/1/1999
58 Greenwave Capital Management
Greenwave Flagship Plus
0.52 1,000k 6/1/2008
57 Turk Capital LLC
US Equity Long/Short Strategy
0.54 250k 4/1/2014
56 Jaguar Investments Ltd
Aegir Capital Strategy
0.56 1,000k 1/1/2012
55 Superfund Group
Superfund Red EUR SICAV
0.65 10k 3/1/2013
54 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.66 25k 1/1/2011
53 Superfund Group
Superfund Red USD SICAV
0.70 10k 3/1/2013
52 Cauldron Investments, LLC
Stock Index Plus
0.73 1,000k 10/1/2009
51 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.80 10,000k 2/1/2006
50 NickJen Capital Management & Consultants LLC
NRD-1
0.83 1,000k 4/1/2008
49 Tyche Capital Advisors LLC
Institutional Spreads
0.84 250k 3/1/2014
48 M6 Capital Management LLC
Standard Program
0.85 300k 7/1/2005
47 ROW Asset Managment
Row Currency Program
0.88 1,000k 11/1/2010
46 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
0.95 2,000k 7/1/2013
45 Warrington Asset Management
Warrington Strategic Program
0.96 50k 1/1/1997
44 Crabel Capital Management
Crabel Multi-Product
0.98 1,000k 3/1/1998
43 Trading Study
SPK – E-Mini S&P 500 Option
1.03 15k 10/1/2009
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.03 100k 1/1/2000
41 GNE Management, LLC
S&P Futures and Options Strategy (Client)
1.07 200k 12/1/2013
40 Value & Growth CTA, LLC
Value & Growth Program
1.08 50k 6/1/2014
39 LJM Partners
LJM Preservation & Growth Strategy
1.11 250k 5/1/2006
38 Wharton Capital Management
Wharton AG Futures Program
1.14 100k 9/1/2011
37 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.18 5,000k 8/1/2000
36 Bluenose Capital Management, LLC
BNC BI
1.18 30k 10/1/2008
35 Tlaloc Capital LLC
Grains Program
1.24 500k 4/1/2010
34 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.29 50k 10/1/2011
33 Bluenose Capital Management, LLC
BNC EI
1.31 15k 7/1/2010
32 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
1.50 1,000k 1/1/2013
31 Carbide Capital Inc.
Carbide Absolute Return Program
1.53 200k 9/1/2014
30 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.60 100k 11/1/2013
29 LJM Partners
LJM Moderately Aggressive Strategy
1.64 500k 4/1/2003
28 Tianyou Asset Management, LLC
Tianyou Fund LP
1.70 100k 10/1/2012
27 Paradox Capital Management
Sentiment Program (1X)
1.71 1,000k 1/1/2013
26 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.74 100k 10/1/2011
25 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
1.80 2,000k 1/1/2013
24 Global Wealth Analytics, Inc.
Triple M
1.80 1,000k 6/1/2014
23 Sona Trading Strategies LLC.
Diversified Program
1.81 1,000k 9/1/2006
22 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.87 1,000k 3/1/2007
21 NuWave Investment Management, LLC
Commodity Value Portfolio
1.88 2,000k 10/1/2014
20 Qbasis Invest
Qbasis i Trend Fund
1.96 1k 1/1/2014
19 Crabel Capital Management
WPD Crabel Futures Program
1.96 1,000k 7/1/2008
18 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
2.29 250k 9/1/2014
17 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.35 250k 10/1/2009
16 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.43 50k 10/1/2011
15 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
2.73 100k 7/1/2013
14 Bulkara Capital
Bulkara Systematic Fund SP
2.80 250k 4/1/2014
13 County Cork LLC
RLA I
2.91 500k 1/1/2009
12 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.98 100k 4/1/2014
11 Quantum Leap Capital Management
Managed Account Program
3.30 300k 8/1/2006
10 Demeter Capital Management
Livestock & Grain Trading Program
3.75 50k 3/1/2010
9 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
4.04 500k 7/1/2013
8 Ditsch Trading, LLC
Agricultural Trading Program
4.28 100k 1/1/2011
7 Bocken Trading LLC
Discretionary Trading Program
4.34 100k 7/1/2011
6 Typhon Capital Management, LLC
Plutus Grain Strategy
4.41 250k 4/1/2008
5 Red Rock Capital, LLC
Commodity Long-Short
4.65 500k 9/1/2013
4 Aquantum
Aquantum Commodity Spread Program (ACS)
4.94 5,000k 7/1/2013
3 GammaQ
Commodity Program Managed Account
5.31 3,000k 4/1/2011
2 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
10.59 100k 1/1/2014
1 GammaQ
Breckhurst Commodity Fund
12.40 1,000k 10/1/2006

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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