IASG CTA Index For July 2017

Monthly Rankings

Rank CTA/Program Jul 2017 Min Inv Inception
197 Whitmore Capital Management LLC
Whitmore Capital LP
-9.40 250k 6/1/2012
196 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-8.42 100k 7/1/2013
195 Red Rock Capital, LLC
Commodity Long-Short
-7.67 500k 9/1/2013
194 Angle Capital Management LLC
AIP Program
-6.59 100k 1/1/2010
193 Qbasis Invest
Qbasis i Trend Fund
-6.17 1k 1/1/2014
192 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
-5.46 100k 12/1/2014
191 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-4.87 1,000k 1/1/2015
190 Hehmeyer Capital Management, LLC
HOGO
-3.54 1,000k 5/1/2013
189 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-3.54 500k 5/1/2013
188 Evergreen Commodity Advisors, LLC
Discretionary
-3.22 100k 1/1/2015
187 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-3.10 2,000k 7/1/2013
186 Silicon Valley Quantitative Advisors
UQP Large
-2.60 500k 1/1/2009
185 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.33 10,000k 2/1/2008
184 Typhon Capital Management, LLC
Plutus Grain Strategy
-2.28 250k 4/1/2008
183 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-2.26 25k 1/1/2011
182 Turning Wheel Capital, Inc.
Pure Alpha
-2.20 10,000k 1/1/2012
181 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-2.00 750k 5/1/2015
180 Dreiss Research Corporation
Diversified Program
-1.97 1,000k 5/1/1991
179 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.95 100k 10/1/2011
178 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.94 20,000k 5/1/2013
177 Tyche Capital Advisors LLC
Institutional Spreads
-1.77 250k 3/1/2014
176 Non Correlated Capital
Positive Theta Program
-1.74 250k 10/1/2007
175 SandPointe
SandPointe All-Seasons Strategy
-1.61 5,000k 1/1/2015
174 Jaguar Investments Ltd
Aegir Capital Strategy
-1.50 1,000k 1/1/2012
173 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.49 500k 7/1/2013
172 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.46 5,000k 6/1/2010
171 Bocken Trading LLC
Discretionary Trading Program
-1.44 100k 7/1/2011
170 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-1.35 2,000k 1/1/2013
169 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.32 250k 5/1/2011
168 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.32 10,000k 4/1/2004
167 DUNN Capital Management
DUNN WMA Institutional Program
-1.20 100k 10/1/2011
166 Millburn Corporation
Commodity Program
-1.20 25,000k 3/1/2005
165 Melissinos Trading
Eupatrid Program
-1.17 50k 1/1/2011
164 Soaring Pelican, LLC
Diversified S&P Program
-1.13 100k 1/1/2011
163 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.10 50k 10/1/2011
162 Bluenose Capital Management, LLC
BNC CL
-1.08 15k 12/1/2013
161 R Best LLC
R Best Private Client Program
-0.94 50k 2/1/2010
160 Glenhaven Capital LLC
Glenhaven Global II LP
-0.88 25k 4/1/2012
159 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.86 10,000k 8/1/2007
158 Seven Capital Management
Seven Fixed Income Fund
-0.86 100k 9/1/2010
157 Valia Capital Management
Global Tactical Program
-0.85 200k 5/1/2014
156 Chesapeake Capital
Diversified Plus (HV)
-0.77 100k 4/1/1994
155 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.71 250k 3/1/2010
154 Four Seasons Commodities Corp
Lone Star Program
-0.68 300k 1/1/2005
153 Emil van Essen
Spread Trading Program Limited
-0.64 5,000k 7/1/2013
152 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.46 100k 1/1/2000
151 Buttonwood LLC
Energy Diversified 1
-0.46 100k 7/1/2014
150 Jaguar Investments Ltd
Ultro Capital Strategy
-0.45 1,000k 1/1/2012
149 NickJen Capital Management & Consultants LLC
NRD-1
-0.40 1,000k 4/1/2008
148 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.38 1,000k 7/1/2007
147 Doherty Advisors LLC
Relative Value Plus
-0.36 1,000k 7/1/2011
146 Certeza Asset Management
Omni
-0.34 500k 11/1/2014
145 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.32 100k 5/1/2015
144 Certeza Asset Management
Macro Vega
-0.31 200k 1/1/2012
143 Doherty Advisors LLC
Grey Swan Hedge
-0.29 10,000k 4/1/2010
142 SandPointe
SandPointe Opportunities Strategy
-0.25 5,000k 5/1/2014
141 Trading Study
SPK – E-Mini S&P 500 Option
-0.21 15k 10/1/2009
140 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.21 1,000k 2/1/2015
139 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
138 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.14 500k 8/1/2012
137 Bulkara Capital
Bulkara Systematic Fund SP
-0.12 250k 4/1/2014
136 Blake Capital Management, Inc.
SRD Currencies
-0.09 100k 3/1/2013
135 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.07 1,000k 5/1/2014
134 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.01 10,000k 2/1/2006
133 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
132 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
131 ISAM
ISAM Systematic Trend Fund
0.01 1,000k 6/1/2001
130 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.02 10,000k 7/1/2008
129 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.06 50k 10/1/2011
128 Warrington Asset Management
Warrington Strategic Program
0.07 50k 1/1/1997
127 WESTCAY LLC
Tropicals Program
0.07 250k 1/1/2014
126 Bluegrass Capital Management
Cross Market Bias Model
0.08 3,000k 7/1/2014
125 Doherty Advisors LLC
Relative Value Growth
0.08 1,000k 6/1/2003
124 HPX Financial LLC
HPX Old School Program
0.09 200k 6/1/2006
123 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.10 500k 6/1/2007
122 Aquantum
Aquantum Global Systematic Program (AGS)
0.13 5,000k 7/1/2013
121 Global Wealth Analytics, Inc.
Triple M
0.13 1,000k 6/1/2014
120 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.15 250k 9/1/2014
119 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.15 5,000k 9/1/2009
118 Tlaloc Capital LLC
Grains Program
0.17 500k 4/1/2010
117 FORT LP
Fort Global Diversified
0.19 2,000k 10/1/1993
116 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.19 10,000k 8/1/2009
115 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.20 1,000k 1/1/2006
114 QTS Capital Management, LLC
QTS Partners, L.P.
0.21 100k 1/1/2011
113 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.22 50k 9/1/2009
112 Greenwave Capital Management
Greenwave Flagship Plus
0.30 1,000k 6/1/2008
111 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.34 100k 4/1/2014
110 QTS Capital Management, LLC
FX Managed Account
0.36 100k 1/1/2011
109 Sandpiper Asset Management
Sandpiper Global Macro Program
0.36 1,000k 8/1/2012
108 Paradox Capital Management
Sentiment Program (1X)
0.36 1,000k 1/1/2013
107 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.36 250k 10/1/2011
106 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.40 250k 5/1/2013
105 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.41 1,000k 1/1/2013
104 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.45 100k 2/1/2010
103 Gregory P Asset Management LLC
Alternative Multi Strategy
0.48 500k 11/1/2012
102 Hehmeyer Capital Management, LLC
Chelsea Creek
0.49 100k 11/1/2013
101 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
100 Warrington Asset Management
Tactical Program Client
0.58 500k 2/1/2015
99 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.59 100k 12/1/1998
98 Typhon Capital Management, LLC
Chiron Currency Program
0.60 250k 2/1/2008
97 Witter & Lester, Inc.
Redstone
0.60 500k 9/1/1994
96 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.64 10,000k 11/1/2011
95 Purple Valley Capital, Inc.
Diversified Trend 1
0.68 100k 8/1/2008
94 Ditsch Trading, LLC
Agricultural Trading Program
0.70 100k 1/1/2011
93 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.72 3,000k 5/1/2010
92 Schindler Capital Management, LLC
Dairy Advantage Program
0.74 200k 8/1/2005
91 Independent View
IV Quantitative Futures Fund
0.77 100k 11/1/2012
90 Millburn Corporation
Multi-Markets Program
0.81 25,000k 10/1/2004
89 Prolific Capital Markets, LLC
Prolific Swiss System
0.82 10,000k 1/1/2014
88 County Cork LLC
RLA I
0.83 500k 1/1/2009
87 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.90 1,000k 3/1/2007
86 Doherty Advisors LLC
Compass
0.94 1,000k 6/1/2015
85 Wharton Capital Management
Wharton AG Futures Program
0.96 100k 9/1/2011
84 Commodities Analytics LLC
Daily Analytics
0.96 100k 1/1/2014
83 Emil van Essen
Multi-Strategy Program
0.96 6,000k 5/1/2014
82 Cauldron Investments, LLC
Stock Index Plus
1.00 1,000k 10/1/2009
81 Carbide Capital Inc.
Carbide Absolute Return Program
1.03 200k 9/1/2014
80 Candriam Investor Group
Alternative Return Systemat
1.05 125k 1/1/2007
79 Seven Capital Management
Seven Absolute Return
1.09 100k 6/1/2009
78 Robust Methods LLC
Macro Managed Account
1.10 5,000k 1/1/2005
77 Quantica Capital AG
1X Quantica Managed Futures Fund
1.10 100k 1/1/2014
76 Three Rock Capital Management
Global Macro Program
1.10 1,000k 1/1/2009
75 Bluenose Capital Management, LLC
BNC EI
1.14 15k 7/1/2010
74 Tianyou Asset Management, LLC
Tianyou Fund LP
1.15 100k 10/1/2012
73 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.23 250k 10/1/2009
72 Talenta Capital LLP
S&P 500 Momentum
1.24 950k 6/1/2014
71 Bluenose Capital Management, LLC
BNC BI
1.24 30k 10/1/2008
70 Superfund Group
Superfund Red EUR SICAV
1.25 10k 3/1/2013
69 Conquest Capital Group
Conquest Select
1.27 250k 6/1/2004
68 Crabel Capital Management
Crabel Multi-Product
1.28 1,000k 3/1/1998
67 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
1.30 1,000k 9/1/2012
66 FORT LP
Fort Global Contrarian
1.32 2,000k 10/1/2002
65 Superfund Group
Superfund Red USD SICAV
1.34 10k 3/1/2013
64 Future Trade AG
Thales Swing Trading Programme
1.35 250k 6/1/2007
63 Metolius Capital LLC
Metolius Diversified
1.39 100k 6/1/2010
62 NuWave Investment Management, LLC
Commodity Value Portfolio
1.41 2,000k 10/1/2014
61 Amapa Capital Advisors LLC
Amapa Investment Fund
1.42 100k 2/1/2007
60 M&R Capital, LLC
Livestock Trading Program
1.49 100k 1/1/2015
59 Blackwater Capital Management
Tactical Equity
1.51 500k 12/1/2013
58 Doherty Advisors LLC
Orion
1.52 1,000k 6/1/2015
57 Emil van Essen
Long-Short Commodity Program - Accelerated
1.53 200k 5/1/2014
56 Buckingham Global Advisors, LLC
Weekly Emini Program
1.54 200k 3/1/2015
55 GammaQ
Commodity Program Managed Account
1.55 3,000k 4/1/2011
54 Vivienne Investissement
OUESSANT UCITS FUND
1.57 100k 5/1/2012
53 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.59 1,000k 4/1/2015
52 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.64 250k 11/1/1996
51 GammaQ
Breckhurst Commodity Fund
1.68 1,000k 10/1/2006
50 Crabel Capital Management
WPD Crabel Futures Program
1.69 1,000k 7/1/2008
49 ML Systems LLC
Sledon Classic (Client)
1.70 300k 8/1/2014
48 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.79 10,000k 10/1/1993
47 Talenta Capital LLP
Diversified
1.89 950k 6/1/2014
46 Garraway Capital Management LLP
Garraway Financial Trends
1.94 100k 9/1/2012
45 Typhon Capital Management, LLC
Helios Deutsche
1.95 250k 4/1/2014
44 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.00 1,000k 10/1/2006
43 Automaton Trading LLC
Diversified
2.04 500k 7/1/2014
42 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.09 1,000k 1/1/2013
41 Glider Trading LLP
Glider Trading Strategy (Class C)
2.23 500k 9/1/2013
40 ROW Asset Managment
Row Diversified Fund, L.P.
2.26 1,000k 11/1/2011
39 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
2.29 100k 11/1/2013
38 Quantica Capital AG
2X Quantica Managed Futures Fund
2.30 100k 1/1/2014
37 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.32 1,000k 3/1/2003
36 Aquantum
Aquantum Commodity Spread Program (ACS)
2.35 5,000k 7/1/2013
35 Turk Capital LLC
US Equity Long/Short Strategy
2.36 250k 4/1/2014
34 Witter & Lester, Inc.
Diversified Trading Program
2.37 100k 4/1/2013
33 EMC Capital Advisors, LLC
EMC Alpha Program
2.40 5,000k 6/1/2013
32 ROW Asset Managment
Row Currency Program
2.40 1,000k 11/1/2010
31 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
2.41 10,000k 3/1/1998
30 Orgone Commodity Management LLC
Orgone AG 1
2.47 250k 9/1/2011
29 Alee Capital Management, LLC
Poniente Program
2.49 2,500k 1/1/1999
28 Demeter Capital Management
Livestock & Grain Trading Program
2.51 50k 3/1/2010
27 Estlander & Partners
Freedom
2.55 20,000k 8/1/2010
26 Meliora Capital LLP
Commodity Absolute Return (1x)
2.69 250k 11/1/2014
25 Rosetta Capital Management
Macro Program
2.70 50k 1/1/2009
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.73 3,000k 5/1/2014
23 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.74 1k 10/1/2006
22 Emil van Essen
Long-Short Commodity Program
2.85 1,000k 6/1/2013
21 dormouse Limited
dormouse - Managed Account
2.88 10,000k 7/1/2011
20 Linnis
Linnis ONE, LP
3.78 100k 8/1/2014
19 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.78 40k 6/1/2015
18 Ring Capital Management LLC
S&P E-Mini Select
3.82 100k 1/1/2012
17 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
3.98 200k 2/1/2015
16 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.43 5,000k 8/1/2000
15 Vivienne Investissement
MACH 3
4.54 100k 6/1/2015
14 Urban Tree Capital, LLC
UTC Plus (Client)
4.83 100k 3/1/2013
13 M6 Capital Management LLC
Standard Program
5.00 300k 7/1/2005
12 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
5.27 100k 7/1/2013
11 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.67 100k 1/1/2014
10 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
5.71 1k 6/1/2009
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.84 1,000k 3/1/2003
8 Tomas Capital Pty Ltd
GCAF | USD
6.00 1,500k 7/1/2011
7 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.38 50k 7/1/2011
6 Eclipse Capital Management
Alpha Asia
6.74 25,000k 1/1/2015
5 AG Capital Investments, LLC
Discretionary Global Macro Program
6.97 100k 10/1/2014
4 Estlander & Partners
Alpha Trend II - Class P
7.31 100k 12/1/2008
3 Alee Capital Management, LLC
Mistral Program
8.21 2,500k 1/1/1999
2 Worldwide Capital Strategies
Profit Quest Macro World
8.83 100k 1/1/2010
1 Covenant Capital Management
Optimal Program
19.60 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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