IASG CTA Index For September 2018

Monthly Rankings

Rank CTA/Program Sep 2018 Min Inv Inception
204 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
202 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
201 Tomas Capital Pty Ltd
GCAF | USD
-10.45 1,500k 7/1/2011
203 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
200 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
202 Tomas Capital Pty Ltd
GCAF | USD
-10.14 1,500k 7/1/2011
201 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
199 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
200 Hartswell Capital Ltd
MP-1
-9.06 250k 1/1/2014
198 Hartswell Capital Ltd
MP-1
-9.06 250k 1/1/2014
199 Bighorn Capital Partners
Denali
-5.66 100k 8/1/2015
197 Bighorn Capital Partners
Denali
-5.66 100k 8/1/2015
198 Whitmore Capital Management LLC
Whitmore Capital LP
-5.46 250k 6/1/2012
196 Whitmore Capital Management LLC
Whitmore Capital LP
-5.46 250k 6/1/2012
195 GammaQ
Breckhurst Commodity Fund
-5.24 1,000k 10/1/2006
197 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
194 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
196 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
193 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
192 Tom Capital AG
Tom Capital Growth Fund
-5.00 5,000k 12/1/2015
195 Schindler Capital Management, LLC
Dairy Advantage Program
-4.87 200k 8/1/2005
191 Schindler Capital Management, LLC
Dairy Advantage Program
-4.87 200k 8/1/2005
190 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-4.57 10,000k 2/1/2008
194 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.98 200k 10/1/2014
189 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.98 200k 10/1/2014
188 Linnis
Linnis ONE, LP
-3.82 100k 8/1/2014
193 Global Wealth Analytics, Inc.
Triple M
-3.82 1,000k 6/1/2014
187 Global Wealth Analytics, Inc.
Triple M
-3.82 1,000k 6/1/2014
192 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.80 100k 1/1/2014
186 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.80 100k 1/1/2014
191 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.54 5,000k 8/1/2000
185 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.54 5,000k 8/1/2000
190 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-3.01 50k 10/1/2011
184 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-3.01 50k 10/1/2011
189 Rosetta Capital Management
Macro Program
-2.99 50k 1/1/2009
183 Rosetta Capital Management
Macro Program
-2.99 50k 1/1/2009
182 ProfitScore Capital Management
Long/Short US Treasury
-2.91 10,000k 10/1/2015
188 ProfitScore Capital Management
Long/Short US Treasury
-2.91 10,000k 10/1/2015
187 Wharton Capital Management
Wharton AG Futures Program
-2.89 100k 9/1/2011
181 Wharton Capital Management
Wharton AG Futures Program
-2.89 100k 9/1/2011
186 Estlander & Partners
Freedom
-2.80 20,000k 8/1/2010
180 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-2.80 10,000k 2/1/2006
185 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
179 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
178 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
177 ROW Asset Managment
Row Diversified Fund, L.P.
-2.64 1,000k 11/1/2011
184 Tlaloc Capital LLC
Grains Program
-2.47 1,000k 4/1/2010
176 Tlaloc Capital LLC
Grains Program
-2.47 1,000k 4/1/2010
183 Trading Study
SPK – E-Mini S&P 500 Option
-2.43 15k 10/1/2009
175 Trading Study
SPK – E-Mini S&P 500 Option
-2.43 15k 10/1/2009
182 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.40 1,000k 3/1/2003
174 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.40 1,000k 3/1/2003
181 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-2.36 100k 7/1/2013
173 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-2.36 100k 7/1/2013
180 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
172 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
179 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.29 250k 10/1/2009
171 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.29 250k 10/1/2009
170 GammaQ
Commodity Program Managed Account
-2.25 3,000k 4/1/2011
169 Eclipse Capital Management
Alpha Asia
-2.15 25,000k 1/1/2015
178 Eclipse Capital Management
Alpha Asia
-2.14 25,000k 1/1/2015
177 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.08 3,000k 5/1/2010
168 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.08 3,000k 5/1/2010
176 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.02 1,000k 10/1/2006
167 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.95 20,000k 5/1/2013
166 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-1.95 1,000k 10/1/2006
175 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.93 10,000k 10/1/1993
165 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-1.92 500k 10/1/2014
164 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.91 10,000k 10/1/1993
174 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-1.90 10,000k 3/1/1998
163 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-1.90 10,000k 3/1/1998
173 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.81 20,000k 5/1/2013
172 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.76 500k 10/1/2015
162 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.76 500k 10/1/2015
171 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
161 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
170 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
160 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
159 Blackwater Capital Management
Tactical Equity
-1.67 500k 12/1/2013
169 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.67 250k 11/1/1996
158 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.67 250k 11/1/1996
168 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.67 5,000k 11/1/2012
157 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.67 5,000k 11/1/2012
156 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-1.57 10,000k 4/1/2004
167 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
155 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
166 RCMA Capital LLP
Merchant Commodity Fund
-1.50 1,000k 6/1/2004
154 RCMA Capital LLP
Merchant Commodity Fund
-1.50 1,000k 6/1/2004
165 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
153 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
164 Orion Asset Management
Algorithmic Trading Program
-1.44 10k 1/1/2013
152 Orion Asset Management
Algorithmic Trading Program
-1.44 10k 1/1/2013
163 Bluenose Capital Management, LLC
BNC CL
-1.40 15k 12/1/2013
151 Bluenose Capital Management, LLC
BNC CL
-1.40 15k 12/1/2013
150 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.40 100k 2/1/2010
162 Ditsch Trading, LLC
Agricultural Trading Program
-1.38 100k 1/1/2011
149 Ditsch Trading, LLC
Agricultural Trading Program
-1.38 100k 1/1/2011
148 Robust Methods LLC
Macro Managed Account
-1.38 5,000k 1/1/2005
161 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
147 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
160 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.34 40k 6/1/2015
146 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.34 40k 6/1/2015
145 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-1.29 500k 8/1/2007
144 Jaguar Investments Ltd
Ultro Capital Strategy
-1.21 1,000k 1/1/2012
143 Kopis Capital Management, LLC
Commodity Long Only
-1.21 500k 1/1/2014
142 Automaton Trading LLC
Diversified
-1.18 500k 7/1/2014
159 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
141 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
158 Jaguar Investments Ltd
Ultro Capital Strategy
-1.12 1,000k 1/1/2012
140 ROW Asset Managment
Row Currency Program
-1.12 1,000k 11/1/2010
139 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.10 10,000k 8/1/2009
157 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
138 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
156 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.07 1,000k 5/1/2014
137 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.07 1,000k 5/1/2014
155 Vortex
Currency Program
-1.04 500k 1/1/2014
136 Vortex
Currency Program
-1.04 500k 1/1/2014
154 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
135 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
153 Urban Tree Capital, LLC
UTC Plus (Client)
-1.01 100k 3/1/2013
134 Urban Tree Capital, LLC
UTC Plus (Client)
-1.01 100k 3/1/2013
152 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.95 100k 12/1/1998
133 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.95 100k 12/1/1998
132 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.95 3,000k 8/1/2011
131 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.94 500k 9/1/2015
130 Melissinos Trading
Eupatrid Program
-0.92 50k 1/1/2011
151 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.91 10,000k 8/1/2009
129 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.91 3,000k 5/1/2014
150 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.90 3,000k 5/1/2014
149 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-0.80 1,000k 1/1/2015
128 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-0.80 1,000k 1/1/2015
148 Bocken Trading LLC
Discretionary Trading Program
-0.72 100k 7/1/2011
127 Bocken Trading LLC
Discretionary Trading Program
-0.72 100k 7/1/2011
147 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
126 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
146 Hehmeyer Capital Management, LLC
HOGO
-0.66 1,000k 5/1/2013
125 Hehmeyer Capital Management, LLC
HOGO
-0.66 1,000k 5/1/2013
145 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.66 500k 5/1/2013
124 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.66 500k 5/1/2013
144 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
123 Metolius Capital LLC
Metolius Diversified
-0.65 100k 6/1/2010
143 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.65 100k 11/1/2013
122 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.65 100k 11/1/2013
142 Future Trade AG
Thales Swing Trading Programme
-0.64 250k 6/1/2007
121 Future Trade AG
Thales Swing Trading Programme
-0.64 250k 6/1/2007
120 Four Seasons Commodities Corp
Lone Star Program
-0.62 300k 1/1/2005
141 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-0.61 1,000k 9/1/2012
119 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-0.61 1,000k 9/1/2012
140 Demeter Capital Management
Livestock & Grain Trading Program
-0.61 50k 3/1/2010
118 Demeter Capital Management
Livestock & Grain Trading Program
-0.61 50k 3/1/2010
117 Independent View
IV Quantitative Futures Fund
-0.61 100k 11/1/2012
139 FORT LP
Fort Global Diversified
-0.60 2,000k 10/1/1993
116 FORT LP
Fort Global Diversified
-0.60 2,000k 10/1/1993
138 Independent View
IV Quantitative Futures Fund
-0.56 100k 11/1/2012
137 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
115 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
114 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
136 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
135 Turning Wheel Capital, Inc.
Pure Alpha
-0.51 10,000k 1/1/2012
113 Turning Wheel Capital, Inc.
Pure Alpha
-0.51 10,000k 1/1/2012
134 Four Seasons Commodities Corp
Lone Star Program
-0.50 300k 1/1/2005
133 WESTCAY LLC
Tropicals Program
-0.47 250k 1/1/2014
112 WESTCAY LLC
Tropicals Program
-0.47 250k 1/1/2014
132 Value & Growth CTA, LLC
Value & Growth Program
-0.46 50k 6/1/2014
111 Value & Growth CTA, LLC
Value & Growth Program
-0.46 50k 6/1/2014
131 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.42 50k 10/1/2011
110 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.42 50k 10/1/2011
109 Dreiss Research Corporation
Diversified Program
-0.41 1,000k 5/1/1991
130 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.39 1,000k 1/1/2006
108 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.39 1,000k 1/1/2006
129 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.35 500k 8/1/2012
107 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.35 500k 8/1/2012
128 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
106 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
127 Jaguar Investments Ltd
Aegir Capital Strategy
-0.27 1,000k 1/1/2012
105 Jaguar Investments Ltd
Aegir Capital Strategy
-0.27 1,000k 1/1/2012
126 Crabel Capital Management
Crabel Multi-Product
-0.26 1,000k 3/1/1998
125 Doherty Advisors LLC
Grey Swan Hedge
-0.25 10,000k 4/1/2010
104 Doherty Advisors LLC
Grey Swan Hedge
-0.25 10,000k 4/1/2010
103 Crabel Capital Management
Crabel Multi-Product
-0.25 1,000k 3/1/1998
124 Blake Capital Management, Inc.
SRD Currencies
-0.25 100k 3/1/2013
102 Blake Capital Management, Inc.
SRD Currencies
-0.25 100k 3/1/2013
123 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.23 2,000k 10/1/2014
122 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
101 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
121 Valia Capital Management
Global Tactical Program
-0.22 200k 5/1/2014
100 Valia Capital Management
Global Tactical Program
-0.22 200k 5/1/2014
99 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.22 2,000k 10/1/2014
120 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
98 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
119 FORT LP
Fort Global Contrarian
-0.17 2,000k 10/1/2002
97 FORT LP
Fort Global Contrarian
-0.16 2,000k 10/1/2002
118 Typhon Capital Management, LLC
Chiron Currency Program
-0.13 250k 2/1/2008
96 Typhon Capital Management, LLC
Chiron Currency Program
-0.13 250k 2/1/2008
117 Greenwave Capital Management
Greenwave Flagship Plus
-0.11 1,000k 6/1/2008
95 Greenwave Capital Management
Greenwave Flagship Plus
-0.11 1,000k 6/1/2008
116 Blake Capital Management, Inc.
SRD Short Equities
-0.09 100k 1/1/2011
94 Blake Capital Management, Inc.
SRD Short Equities
-0.09 100k 1/1/2011
115 HPX Financial LLC
HPX Old School Program
-0.09 200k 6/1/2006
93 HPX Financial LLC
HPX Old School Program
-0.09 200k 6/1/2006
114 ML Systems LLC
Sledon Classic (Client)
-0.09 300k 8/1/2014
92 ML Systems LLC
Sledon Classic (Client)
-0.09 300k 8/1/2014
113 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.07 25k 1/1/2011
91 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-0.07 25k 1/1/2011
112 QTS Capital Management, LLC
QTS Partners, L.P.
-0.06 100k 1/1/2011
90 QTS Capital Management, LLC
QTS Partners, L.P.
-0.06 100k 1/1/2011
89 Bluegrass Capital Management
Cross Market Bias Model
-0.04 3,000k 7/1/2014
111 Three Rock Capital Management
Global Macro Program
-0.04 1,000k 1/1/2009
88 Three Rock Capital Management
Global Macro Program
-0.04 1,000k 1/1/2009
110 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.03 2,000k 11/1/2011
87 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.03 2,000k 11/1/2011
109 County Cork LLC
RLA I
-0.03 500k 1/1/2009
86 County Cork LLC
RLA I
-0.03 500k 1/1/2009
108 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.01 10,000k 7/1/2008
85 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.01 10,000k 7/1/2008
102 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.00 100k 2/1/2010
95 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
98 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
84 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
94 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
93 Robust Methods LLC
Macro Managed Account
0.00 5,000k 1/1/2005
105 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
89 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
106 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
96 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
99 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
97 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
81 QTS Capital Management, LLC
Futures Managed Account
0.00 500k 8/1/2012
83 QTS Capital Management, LLC
Futures Managed Account
0.00 500k 8/1/2012
104 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
91 SteppenWolf Capital LLC
Multi-Strategy Vol 10
0.00 3,000k 8/1/2011
90 Doherty Advisors LLC
Relative Value Plus
0.00 1,000k 7/1/2011
84 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
92 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
103 Linnis
Linnis ONE, LP
0.00 100k 8/1/2014
85 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
86 Commodities Analytics LLC
Daily Analytics
0.00 100k 1/1/2014
107 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
83 Blackwater Capital Management
Tactical Equity
0.00 500k 12/1/2013
100 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
88 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
82 Certeza Asset Management
Omni
0.00 500k 11/1/2014
87 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
101 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
0.00 500k 9/1/2015
80 Turk Capital LLC
US Market Hedge Strategy
0.02 250k 11/1/2015
82 Turk Capital LLC
US Market Hedge Strategy
0.02 250k 11/1/2015
79 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
81 R Best LLC
R Best Private Client Program
0.03 50k 2/1/2010
78 Sector Arc Advisors
Global Lean Hog Ag
0.04 250k 10/1/2015
80 Sector Arc Advisors
Global Lean Hog Ag
0.04 250k 10/1/2015
77 QTS Capital Management, LLC
FX Managed Account
0.04 100k 1/1/2011
79 QTS Capital Management, LLC
FX Managed Account
0.04 100k 1/1/2011
76 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
78 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
75 NickJen Capital Management & Consultants LLC
NRD-1
0.07 1,000k 4/1/2008
77 NickJen Capital Management & Consultants LLC
NRD-1
0.07 1,000k 4/1/2008
74 Typhon Capital Management, LLC
Helios Deutsche
0.11 250k 4/1/2014
76 Typhon Capital Management, LLC
Helios Deutsche
0.11 250k 4/1/2014
73 M6 Capital Management LLC
Standard Program
0.11 300k 7/1/2005
72 Centurion Investment Management Inc.
Composite
0.13 10,000k 8/1/2012
75 Centurion Investment Management Inc.
Composite
0.13 10,000k 8/1/2012
71 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
74 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
70 Purple Valley Capital, Inc.
Diversified Trend 1
0.14 100k 8/1/2008
69 Turk Capital LLC
US Equity Long/Short Strategy
0.14 250k 4/1/2014
73 Turk Capital LLC
US Equity Long/Short Strategy
0.14 250k 4/1/2014
72 Purple Valley Capital, Inc.
Diversified Trend 1
0.20 100k 8/1/2008
68 Vivienne Investissement
OUESSANT UCITS FUND
0.21 100k 5/1/2012
71 Vivienne Investissement
OUESSANT UCITS FUND
0.21 100k 5/1/2012
67 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
70 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
66 Melissinos Trading
Eupatrid Program
0.22 50k 1/1/2011
65 Witter & Lester, Inc.
Diversified Trading Program
0.22 100k 4/1/2013
69 Witter & Lester, Inc.
Diversified Trading Program
0.22 100k 4/1/2013
64 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.24 250k 3/1/2010
68 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.25 250k 3/1/2010
63 Doherty Advisors LLC
Relative Value Growth
0.28 1,000k 6/1/2003
67 Doherty Advisors LLC
Relative Value Growth
0.28 1,000k 6/1/2003
62 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.28 500k 1/1/2015
66 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.28 500k 1/1/2015
61 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.31 250k 7/1/2015
65 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.31 250k 7/1/2015
60 Bulkara Capital
Bulkara Systematic Fund SP
0.36 250k 4/1/2014
64 Bulkara Capital
Bulkara Systematic Fund SP
0.36 250k 4/1/2014
59 Alder Capital DAC
CALM Eurozone Equity Program
0.39 250k 5/1/2015
63 Alder Capital DAC
CALM Eurozone Equity Program
0.39 250k 5/1/2015
58 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.41 10,000k 8/1/2007
62 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.41 10,000k 8/1/2007
57 Bluenose Capital Management, LLC
BNC BI
0.41 30k 10/1/2008
61 Bluenose Capital Management, LLC
BNC BI
0.41 30k 10/1/2008
56 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.42 100k 5/1/2015
60 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.42 100k 5/1/2015
55 Crabel Capital Management
WPD Crabel Futures Program
0.43 1,000k 7/1/2008
59 Certeza Asset Management
Omni
0.44 500k 11/1/2014
58 Crabel Capital Management
WPD Crabel Futures Program
0.44 1,000k 7/1/2008
54 Certeza Asset Management
Macro Vega
0.46 200k 1/1/2012
57 Certeza Asset Management
Macro Vega
0.46 200k 1/1/2012
53 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
56 Witter & Lester, Inc.
Redstone
0.48 500k 9/1/1994
52 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.53 500k 1/1/2011
55 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.53 500k 1/1/2011
51 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.63 1,000k 4/1/2015
54 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.63 1,000k 4/1/2015
50 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.64 250k 10/1/2011
53 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.64 250k 10/1/2011
49 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.70 1,000k 6/1/2014
52 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.70 1,000k 6/1/2014
48 dormouse Limited
dormouse - Managed Account
0.72 10,000k 7/1/2011
51 dormouse Limited
dormouse - Managed Account
0.72 10,000k 7/1/2011
47 Doherty Advisors LLC
Compass
0.74 1,000k 6/1/2015
50 Doherty Advisors LLC
Compass
0.74 1,000k 6/1/2015
46 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.74 1,000k 1/1/2015
49 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.74 1,000k 1/1/2015
45 DeltaHedge
VIXVOX 2
0.76 250k 8/1/2015
48 DeltaHedge
VIXVOX 2
0.76 250k 8/1/2015
44 Carbide Capital Inc.
Carbide Absolute Return Program
0.78 200k 9/1/2014
47 Carbide Capital Inc.
Carbide Absolute Return Program
0.78 200k 9/1/2014
43 Vivienne Investissement
MACH 3
0.79 100k 6/1/2015
46 Vivienne Investissement
MACH 3
0.79 100k 6/1/2015
42 Emil van Essen
Multi-Strategy Program
0.80 6,000k 5/1/2014
45 Emil van Essen
Multi-Strategy Program
0.80 6,000k 5/1/2014
41 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.89 1,000k 3/1/2007
44 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.89 1,000k 3/1/2007
40 Emil van Essen
Long-Short Commodity Program - Accelerated
0.89 200k 5/1/2014
43 Emil van Essen
Long-Short Commodity Program - Accelerated
0.89 200k 5/1/2014
39 Warrington Asset Management
Tactical Program Client
1.00 500k 2/1/2015
42 Warrington Asset Management
Tactical Program Client
1.00 500k 2/1/2015
38 Doherty Advisors LLC
Orion
1.01 1,000k 6/1/2015
41 Doherty Advisors LLC
Orion
1.01 1,000k 6/1/2015
37 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.09 100k 10/1/2011
36 Soaring Pelican, LLC
Diversified S&P Program
1.10 100k 1/1/2011
40 Soaring Pelican, LLC
Diversified S&P Program
1.10 100k 1/1/2011
35 Talenta Capital LLP
S&P 500 Momentum
1.11 950k 6/1/2014
39 Talenta Capital LLP
S&P 500 Momentum
1.11 950k 6/1/2014
34 Warrington Asset Management
Warrington Strategic Program
1.14 50k 1/1/1997
38 Warrington Asset Management
Warrington Strategic Program
1.14 50k 1/1/1997
37 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.14 100k 10/1/2011
33 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
1.18 1,000k 2/1/2015
36 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
1.18 1,000k 2/1/2015
35 ITB Capital Advisors LLC
ITB Time Value Trading Program
1.26 5,000k 1/1/2009
32 Typhon Capital Management, LLC
Plutus Grain Strategy
1.30 250k 4/1/2008
34 Typhon Capital Management, LLC
Plutus Grain Strategy
1.30 250k 4/1/2008
31 Cauldron Investments, LLC
Stock Index Plus
1.33 1,000k 10/1/2009
33 Cauldron Investments, LLC
Stock Index Plus
1.33 1,000k 10/1/2009
30 Emil van Essen
Spread Trading Program Limited
1.34 5,000k 7/1/2013
32 Emil van Essen
Spread Trading Program Limited
1.34 5,000k 7/1/2013
29 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
31 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
28 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.42 500k 6/1/2007
30 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.42 500k 6/1/2007
27 DeltaHedge
VIXVOX 1
1.46 250k 8/1/2015
29 DeltaHedge
VIXVOX 1
1.46 250k 8/1/2015
26 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.50 250k 5/1/2013
28 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.50 250k 5/1/2013
25 Meliora Capital LLP
Commodity Absolute Return (1x)
1.51 250k 11/1/2014
27 Meliora Capital LLP
Commodity Absolute Return (1x)
1.51 250k 11/1/2014
24 Buckingham Global Advisors, LLC
Weekly Emini Program
1.65 200k 3/1/2015
26 Buckingham Global Advisors, LLC
Weekly Emini Program
1.65 200k 3/1/2015
25 Alee Capital Management, LLC
Mistral Program
1.73 2,500k 1/1/1999
23 Evergreen Commodity Advisors, LLC
Discretionary
1.78 100k 1/1/2015
24 Evergreen Commodity Advisors, LLC
Discretionary
1.78 100k 1/1/2015
22 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.79 100k 11/1/2013
23 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.79 100k 11/1/2013
21 Millburn Corporation
Multi-Markets Program
1.85 25,000k 10/1/2004
22 Millburn Corporation
Multi-Markets Program
1.85 25,000k 10/1/2004
20 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.93 1,000k 12/1/2014
21 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.93 1,000k 12/1/2014
19 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
1.97 100k 7/1/2013
20 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
1.97 100k 7/1/2013
18 Tianyou Asset Management, LLC
Tianyou Fund LP
2.06 100k 10/1/2012
19 Tianyou Asset Management, LLC
Tianyou Fund LP
2.06 100k 10/1/2012
17 Amapa Capital Advisors LLC
Energy Program
2.15 500k 2/1/2007
18 Amapa Capital Advisors LLC
Energy Program
2.15 500k 2/1/2007
16 Bluenose Capital Management, LLC
BNC EI
2.22 15k 7/1/2010
17 Bluenose Capital Management, LLC
BNC EI
2.22 15k 7/1/2010
16 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.49 3,000k 9/1/2015
15 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.52 3,000k 9/1/2015
14 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.63 100k 4/1/2014
15 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.63 100k 4/1/2014
14 Candriam Investor Group
Alternative Return Systemat
2.78 125k 1/1/2007
13 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
13 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
12 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.96 50k 9/1/2009
12 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.96 50k 9/1/2009
11 Aquantum
Aquantum Commodity Spread Program (ACS)
3.04 5,000k 7/1/2013
11 Aquantum
Aquantum Commodity Spread Program (ACS)
3.04 5,000k 7/1/2013
10 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.05 5,000k 9/1/2009
10 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
3.05 5,000k 9/1/2009
9 M&R Capital, LLC
Livestock Trading Program
3.56 100k 1/1/2015
9 M&R Capital, LLC
Livestock Trading Program
3.56 100k 1/1/2015
8 Gregory P Asset Management LLC
Alternative Multi Strategy
3.60 500k 11/1/2012
8 Gregory P Asset Management LLC
Alternative Multi Strategy
3.60 500k 11/1/2012
7 Sandpiper Asset Management
Sandpiper Global Macro Program
3.67 1,000k 8/1/2012
7 Sandpiper Asset Management
Sandpiper Global Macro Program
3.67 1,000k 8/1/2012
6 Millburn Corporation
Commodity Program
3.72 25,000k 3/1/2005
6 Millburn Corporation
Commodity Program
3.72 25,000k 3/1/2005
5 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.10 5,000k 9/1/2013
5 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.10 5,000k 9/1/2013
4 Red Rock Capital, LLC
Commodity Long-Short
4.28 500k 9/1/2013
4 Red Rock Capital, LLC
Commodity Long-Short
4.28 500k 9/1/2013
3 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.51 5,000k 6/1/2010
3 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.51 5,000k 6/1/2010
2 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.45 100k 1/1/2014
2 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.45 100k 1/1/2014
1 Kopis Capital Management, LLC
Commodity Long Short Separate Account
5.64 750k 5/1/2015
1 Kopis Capital Management, LLC
Commodity Long Short Separate Account
5.64 750k 5/1/2015

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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