IASG CTA Index For August 2017

Monthly Rankings

Rank CTA/Program Aug 2017 Min Inv Inception
197 Covenant Capital Management
Optimal Program
-15.77 10k 2/1/2014
196 Trigon Investment Advisors, LLC
Foreign Exchange Program
-6.22 5,000k 8/1/2000
195 Glenhaven Capital LLC
Glenhaven Global II LP
-5.98 25k 4/1/2012
194 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-5.73 750k 5/1/2015
193 Alee Capital Management, LLC
Mistral Program
-5.50 2,500k 1/1/1999
192 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-5.39 25k 1/1/2011
191 Evergreen Commodity Advisors, LLC
Discretionary
-5.18 100k 1/1/2015
190 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.49 10,000k 3/1/1998
189 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-4.24 10,000k 2/1/2006
188 Schindler Capital Management, LLC
Dairy Advantage Program
-4.22 200k 8/1/2005
187 M6 Capital Management LLC
Standard Program
-4.05 300k 7/1/2005
186 Melissinos Trading
Eupatrid Program
-4.05 50k 1/1/2011
185 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.86 1,000k 10/1/2006
184 Estlander & Partners
Alpha Trend II - Class P
-3.35 100k 12/1/2008
183 Typhon Capital Management, LLC
Plutus Grain Strategy
-2.80 250k 4/1/2008
182 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.65 250k 11/1/2014
181 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.43 50k 10/1/2011
180 Turning Wheel Capital, Inc.
Pure Alpha
-2.29 10,000k 1/1/2012
179 GammaQ
Breckhurst Commodity Fund
-2.21 1,000k 10/1/2006
178 Superfund Group
Superfund Red EUR SICAV
-2.15 10k 3/1/2013
177 Vivienne Investissement
MACH 3
-2.09 100k 6/1/2015
176 Urban Tree Capital, LLC
UTC Plus (Client)
-1.97 100k 3/1/2013
175 Garraway Capital Management LLP
Garraway Financial Trends
-1.97 100k 9/1/2012
174 Superfund Group
Superfund Red USD SICAV
-1.83 10k 3/1/2013
173 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.77 40k 6/1/2015
172 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.69 10,000k 8/1/2007
171 Emil van Essen
Spread Trading Program Limited
-1.50 5,000k 7/1/2013
170 Worldwide Capital Strategies
Profit Quest Macro World
-1.45 100k 1/1/2010
169 Four Seasons Commodities Corp
Lone Star Program
-1.41 300k 1/1/2005
168 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
167 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-1.32 2,000k 7/1/2013
166 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.32 100k 1/1/2000
165 Tomas Capital Pty Ltd
GCAF | USD
-1.28 1,500k 7/1/2011
164 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
163 GammaQ
Commodity Program Managed Account
-1.23 3,000k 4/1/2011
162 Silicon Valley Quantitative Advisors
UQP Large
-1.19 500k 1/1/2009
161 Dreiss Research Corporation
Diversified Program
-1.18 1,000k 5/1/1991
160 ROW Asset Managment
Row Currency Program
-1.14 1,000k 11/1/2010
159 QTS Capital Management, LLC
FX Managed Account
-1.08 100k 1/1/2011
158 County Cork LLC
RLA I
-1.05 500k 1/1/2009
157 Prolific Capital Markets, LLC
Prolific Swiss System
-1.01 10,000k 1/1/2014
156 Tlaloc Capital LLC
Grains Program
-0.99 500k 4/1/2010
155 SandPointe
SandPointe All-Seasons Strategy
-0.97 5,000k 1/1/2015
154 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-0.90 1,000k 1/1/2015
153 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.88 1,000k 2/1/2015
152 Typhon Capital Management, LLC
Helios Deutsche
-0.88 250k 4/1/2014
151 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.87 100k 11/1/2013
150 Metolius Capital LLC
Metolius Diversified
-0.83 100k 6/1/2010
149 Vivienne Investissement
OUESSANT UCITS FUND
-0.79 100k 5/1/2012
148 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.76 500k 8/1/2012
147 Three Rock Capital Management
Global Macro Program
-0.72 1,000k 1/1/2009
146 Bocken Trading LLC
Discretionary Trading Program
-0.70 100k 7/1/2011
145 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.68 250k 5/1/2011
144 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
143 Ditsch Trading, LLC
Agricultural Trading Program
-0.63 100k 1/1/2011
142 M&R Capital, LLC
Livestock Trading Program
-0.56 100k 1/1/2015
141 QTS Capital Management, LLC
QTS Partners, L.P.
-0.52 100k 1/1/2011
140 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.51 100k 4/1/2015
139 Alee Capital Management, LLC
Poniente Program
-0.50 2,500k 1/1/1999
138 Warrington Asset Management
Warrington Strategic Program
-0.47 50k 1/1/1997
137 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.47 100k 11/1/2013
136 Jaguar Investments Ltd
Ultro Capital Strategy
-0.43 1,000k 1/1/2012
135 Purple Valley Capital, Inc.
Diversified Trend 1
-0.41 100k 8/1/2008
134 Trading Study
SPK – E-Mini S&P 500 Option
-0.32 15k 10/1/2009
133 Crabel Capital Management
Crabel Multi-Product
-0.32 1,000k 3/1/1998
132 Bulkara Capital
Bulkara Systematic Fund SP
-0.31 250k 4/1/2014
131 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.30 3,000k 5/1/2010
130 ML Systems LLC
Sledon Classic (Client)
-0.24 300k 8/1/2014
129 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.21 1,000k 7/1/2007
128 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.19 1,000k 3/1/2003
127 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
126 Doherty Advisors LLC
Grey Swan Hedge
-0.14 10,000k 4/1/2010
125 DUNN Capital Management
DUNN WMA Institutional Program
-0.13 100k 10/1/2011
124 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.12 1,000k 3/1/2007
123 Blake Capital Management, Inc.
SRD Currencies
-0.09 100k 3/1/2013
122 Angle Capital Management LLC
AIP Program
-0.09 100k 1/1/2010
121 SandPointe
SandPointe Opportunities Strategy
-0.09 5,000k 5/1/2014
120 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.08 1,000k 1/1/2006
119 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
118 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
117 Turk Capital LLC
US Equity Long/Short Strategy
0.01 250k 4/1/2014
116 Paradox Capital Management
Sentiment Program (1X)
0.05 1,000k 1/1/2013
115 Bluegrass Capital Management
Cross Market Bias Model
0.05 3,000k 7/1/2014
114 Typhon Capital Management, LLC
Chiron Currency Program
0.06 250k 2/1/2008
113 WESTCAY LLC
Tropicals Program
0.06 250k 1/1/2014
112 Tyche Capital Advisors LLC
Institutional Spreads
0.08 250k 3/1/2014
111 Linnis
Linnis ONE, LP
0.09 100k 8/1/2014
110 Sandpiper Asset Management
Sandpiper Global Macro Program
0.09 1,000k 8/1/2012
109 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.10 10,000k 11/1/2011
108 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.10 10,000k 7/1/2008
107 Doherty Advisors LLC
Orion
0.14 1,000k 6/1/2015
106 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.16 50k 10/1/2011
105 Orgone Commodity Management LLC
Orgone AG 1
0.16 250k 9/1/2011
104 QTS Capital Management, LLC
Futures Managed Account
0.17 100k 8/1/2012
103 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.18 100k 2/1/2010
102 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.31 50k 9/1/2009
101 Doherty Advisors LLC
Relative Value Plus
0.31 1,000k 7/1/2011
100 Witter & Lester, Inc.
Redstone
0.33 500k 9/1/1994
99 NickJen Capital Management & Consultants LLC
NRD-1
0.33 1,000k 4/1/2008
98 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
0.38 20,000k 5/1/2013
97 Witter & Lester, Inc.
Diversified Trading Program
0.40 100k 4/1/2013
96 Talenta Capital LLP
Diversified
0.40 950k 6/1/2014
95 Doherty Advisors LLC
Compass
0.41 1,000k 6/1/2015
94 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.43 10,000k 8/1/2009
93 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.44 5,000k 9/1/2009
92 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.45 1,000k 5/1/2014
91 Warrington Asset Management
Tactical Program Client
0.46 500k 2/1/2015
90 Doherty Advisors LLC
Relative Value Growth
0.46 1,000k 6/1/2003
89 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
0.47 1,000k 1/1/2013
88 Blackwater Capital Management
Tactical Equity
0.51 500k 12/1/2013
87 Qbasis Invest
Qbasis i Trend Fund
0.51 1k 1/1/2014
86 Future Trade AG
Thales Swing Trading Programme
0.54 250k 6/1/2007
85 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.60 250k 5/1/2013
84 Talenta Capital LLP
S&P 500 Momentum
0.62 950k 6/1/2014
83 HPX Financial LLC
HPX Old School Program
0.65 200k 6/1/2006
82 Valia Capital Management
Global Tactical Program
0.72 200k 5/1/2014
81 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.73 100k 5/1/2015
80 Carbide Capital Inc.
Carbide Absolute Return Program
0.74 200k 9/1/2014
79 Global Wealth Analytics, Inc.
Triple M
0.75 1,000k 6/1/2014
78 Certeza Asset Management
Macro Vega
0.80 200k 1/1/2012
77 Commodities Analytics LLC
Daily Analytics
0.82 100k 1/1/2014
76 Cauldron Investments, LLC
Stock Index Plus
0.84 1,000k 10/1/2009
75 Greenwave Capital Management
Greenwave Flagship Plus
0.93 1,000k 6/1/2008
74 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.95 1,000k 4/1/2015
73 Certeza Asset Management
Omni
0.95 500k 11/1/2014
72 Bluenose Capital Management, LLC
BNC BI
0.96 30k 10/1/2008
71 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.99 250k 10/1/2009
70 Crabel Capital Management
WPD Crabel Futures Program
1.03 1,000k 7/1/2008
69 Estlander & Partners
Freedom
1.16 20,000k 8/1/2010
68 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.22 100k 12/1/2014
67 Soaring Pelican, LLC
Diversified S&P Program
1.25 100k 1/1/2011
66 Demeter Capital Management
Livestock & Grain Trading Program
1.25 50k 3/1/2010
65 Bluenose Capital Management, LLC
BNC EI
1.28 15k 7/1/2010
64 EMC Capital Advisors, LLC
EMC Alpha Program
1.34 5,000k 6/1/2013
63 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.35 10,000k 2/1/2008
62 ROW Asset Managment
Row Diversified Fund, L.P.
1.43 1,000k 11/1/2011
61 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
1.46 250k 9/1/2014
60 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
1.46 1,000k 9/1/2012
59 Non Correlated Capital
Positive Theta Program
1.50 250k 10/1/2007
58 Rosetta Capital Management
Macro Program
1.52 50k 1/1/2009
57 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
1.57 500k 7/1/2013
56 Hehmeyer Capital Management, LLC
R Best - Intraday Program
1.70 250k 3/1/2010
55 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.98 250k 11/1/1996
54 dormouse Limited
dormouse - Managed Account
2.00 10,000k 7/1/2011
53 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.05 1,000k 1/1/2013
52 Independent View
IV Quantitative Futures Fund
2.11 100k 11/1/2012
51 Buckingham Global Advisors, LLC
Weekly Emini Program
2.12 200k 3/1/2015
50 Seven Capital Management
Seven Absolute Return
2.12 100k 6/1/2009
49 Robust Methods LLC
Macro Managed Account
2.23 5,000k 1/1/2005
48 Emil van Essen
Multi-Strategy Program
2.24 6,000k 5/1/2014
47 Automaton Trading LLC
Diversified
2.24 500k 7/1/2014
46 Jaguar Investments Ltd
Aegir Capital Strategy
2.25 1,000k 1/1/2012
45 Seven Capital Management
Seven Fixed Income Fund
2.31 100k 9/1/2010
44 Gregory P Asset Management LLC
Alternative Multi Strategy
2.34 500k 11/1/2012
43 Tianyou Asset Management, LLC
Tianyou Fund LP
2.39 100k 10/1/2012
42 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
2.40 2,000k 1/1/2013
41 Buttonwood LLC
Energy Diversified 1
2.41 100k 7/1/2014
40 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.45 10,000k 4/1/2004
39 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.48 250k 10/1/2011
38 R Best LLC
R Best Private Client Program
2.53 50k 2/1/2010
37 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
2.67 500k 6/1/2007
36 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
2.68 500k 5/1/2013
35 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.73 100k 10/1/2011
34 FORT LP
Fort Global Contrarian
2.73 2,000k 10/1/2002
33 Wharton Capital Management
Wharton AG Futures Program
2.78 100k 9/1/2011
32 Quantica Capital AG
1X Quantica Managed Futures Fund
2.80 100k 1/1/2014
31 FORT LP
Fort Global Diversified
2.82 2,000k 10/1/1993
30 Hehmeyer Capital Management, LLC
HOGO
2.86 1,000k 5/1/2013
29 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.88 5,000k 6/1/2010
28 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.00 100k 4/1/2014
27 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
3.23 100k 7/1/2013
26 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.29 100k 12/1/1998
25 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.56 3,000k 5/1/2014
23 Glider Trading LLP
Glider Trading Strategy (Class C)
3.74 500k 9/1/2013
22 Amapa Capital Advisors LLC
Amapa Investment Fund
3.89 100k 2/1/2007
21 Bluenose Capital Management, LLC
BNC CL
3.97 15k 12/1/2013
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.04 1,000k 3/1/2003
19 Millburn Corporation
Multi-Markets Program
4.09 25,000k 10/1/2004
18 Aquantum
Aquantum Global Systematic Program (AGS)
4.29 5,000k 7/1/2013
17 Candriam Investor Group
Alternative Return Systemat
4.62 125k 1/1/2007
16 Emil van Essen
Long-Short Commodity Program
4.66 1,000k 6/1/2013
15 Pinstripe Trading, LLC
Standard
4.80 125k 8/1/2009
14 FORT LP
Global Futures Program (formerly Global Diversified Classic)
5.08 10,000k 10/1/1993
13 Emil van Essen
Long-Short Commodity Program - Accelerated
5.24 200k 5/1/2014
12 ISAM
ISAM Systematic Trend Fund
5.30 1,000k 6/1/2001
11 Quantica Capital AG
2X Quantica Managed Futures Fund
5.70 100k 1/1/2014
10 NuWave Investment Management, LLC
Commodity Value Portfolio
5.71 2,000k 10/1/2014
9 Eclipse Capital Management
Alpha Asia
6.85 25,000k 1/1/2015
8 Red Rock Capital, LLC
Commodity Long-Short
7.32 500k 9/1/2013
7 Whitmore Capital Management LLC
Whitmore Capital LP
7.91 250k 6/1/2012
6 Millburn Corporation
Commodity Program
8.06 25,000k 3/1/2005
5 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
8.11 100k 7/1/2013
4 Aquantum
Aquantum Commodity Spread Program (ACS)
8.28 5,000k 7/1/2013
3 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
9.04 200k 2/1/2015
2 AG Capital Investments, LLC
Discretionary Global Macro Program
16.30 100k 10/1/2014
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
16.46 100k 1/1/2014

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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