Stock Index Trader Index For August 2015

Monthly Rankings

Rank CTA/Program Aug 2015 Min Inv Inception
45 ITB Capital Advisors LLC
ITB Time Value Trading Program
-25.58 5,000k 1/1/2009
44 QQFund.com
Investment Program 1
-15.11 300k 9/1/2008
43 LJM Partners
LJM Aggressive Strategy
-14.14 500k 7/1/1998
42 Ansbacher Investment Management
Market Neutral Put Skew Program
-12.75 250k 1/1/1996
41 Pacific Capital Advisors
Vanguard Program
-12.09 100k 4/1/2007
40 Cauldron Investments, LLC
Stock Index Plus
-9.55 1,000k 10/1/2009
39 Double Helix Capital Management
Double Helix
-9.33 50k 1/1/2012
38 LJM Partners
LJM Moderately Aggressive Strategy
-8.58 500k 4/1/2003
37 Global Sigma Group, LLC
Global Sigma Plus
-7.56 3,000k 11/1/2009
36 White River Group
Stock Index Option Writing Strategy
-7.37 10k 11/1/2008
35 Ritenour Investment Group, LLC
RIG_ES_Client
-6.96 25k 3/1/2013
34 Bluenose Capital Management, LLC
BNC EI
-6.84 15k 7/1/2010
33 LJM Partners
LJM Preservation & Growth Strategy
-6.71 250k 5/1/2006
32 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-5.83 20k 2/1/2013
31 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-5.79 20k 9/1/2013
30 Esulep LLC MAX
Esulep LLC MAX
-5.58 500k 5/1/2008
29 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-5.34 500k 12/1/2003
28 Diamond Capital Management
Enhanced S&P Program
-5.33 100k 10/1/2009
27 The Tidal Group
M2 SP500 Emini Futures Program
-4.55 50k 1/1/2013
26 Goldman Management, Inc
Stock Index Futures
-4.34 450k 1/1/2012
25 Camkay Capital Management LLC
Stock Indices Short-Term
-3.71 100k 3/1/2012
24 County Cork LLC
County Cork Fusion Equity
-2.83 1,000k 10/1/2013
23 Bluenose Capital Management, LLC
BNC BI
-2.81 30k 10/1/2008
22 Witter & Lester, Inc.
Redstone
-2.58 500k 9/1/1994
21 Warrington Asset Management
Warrington Strategic Program
-2.11 50k 1/1/1997
20 ALFAKRAFT
ALFA Rubicon Fund
-2.08 16k 8/1/2011
19 Pinstripe Trading, LLC
Standard
-1.40 125k 8/1/2009
18 UNISystems Research Inc.
ODINET
-1.36 10k 12/1/2012
17 3D
S&P Program (Client)
-0.83 100k 11/1/2010
16 Hansa Capital Management, LLC
Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy
-0.83 6/1/2012
15 Blackwater Capital Management
Tactical Equity
-0.75 500k 12/1/2013
14 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.47 10,000k 4/1/2003
13 3D
Bull Program (Client)
-0.45 10k 11/1/2010
12 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
11 Diversified Capital Management
Delta Omega Alpha Model
0.00 5k 10/1/2013
10 3D
Intraday Program (Client)
0.53 100k 2/1/2012
9 Diversified Capital Management
Alpha Index
0.62 50k 8/1/2013
8 Tianyou Asset Management, LLC
Tianyou Fund LP
1.03 100k 10/1/2012
7 Pacific Capital Advisors
Agilis Program
2.73 100k 12/1/2012
6 Soaring Pelican, LLC
Diversified S&P Program
3.66 100k 1/1/2011
5 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.54 400k 1/1/1988
4 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.65 250k 10/1/2009
3 Systematic Alpha Management
Systematic Alpha Futures Program
5.20 100k 6/1/2004
2 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
8.50 250k 5/1/2013
1 Kinkopf Capital Management
KCM S&P (Proprietary)
14.72 100k 1/1/1999

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan