IASG CTA Index For October 2019

Monthly Rankings

Rank CTA/Program Oct 2019 Min Inv Inception
181 Eamon Capital
Zephyr Program
-12.85 600k 1/1/2016
180 Estlander & Partners
Alpha Trend II - Class P
-10.98 100k 12/1/2008
179 Worldwide Capital Strategies
Profit Quest Macro World
-8.62 100k 1/1/2010
178 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-8.60 250k 10/1/2010
177 Silicon Valley Quantitative Advisors
UQP Large
-8.11 500k 1/1/2009
176 Tomas Capital Pty Ltd
GCAF | USD
-6.91 1,500k 7/1/2011
175 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.65 1k 6/1/2009
174 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-6.63 50k 7/1/2011
173 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-6.38 250k 11/1/1996
172 514 Capital Partners
514 Fund
-5.16 100k 11/1/2013
171 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.05 1,000k 8/1/2012
170 Alee Capital Management, LLC
Mistral Program
-4.59 2,500k 1/1/1999
169 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.52 20,000k 5/1/2013
168 Emil van Essen
Spread Trading Program Limited
-4.49 5,000k 7/1/2013
167 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-4.48 10,000k 2/1/2008
166 Garraway Capital Management LLP
Garraway Financial Trends
-4.02 100k 9/1/2012
165 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.74 10,000k 10/1/1993
164 Meliora Capital LLP
Commodity Absolute Return (1x)
-3.70 250k 11/1/2014
163 Vivienne Investissement
MACH 3
-3.69 100k 6/1/2015
162 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.64 1k 10/1/2006
161 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.52 100k 12/1/1998
160 Pinstripe Trading, LLC
Standard
-3.50 125k 8/1/2009
159 RCMA Capital LLP
Merchant Commodity Fund
-3.40 1,000k 6/1/2004
158 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.39 1,000k 1/1/2013
157 ISAM
ISAM Systematic Trend (Levitas)
-3.35 1,000k 5/1/2010
156 Melissinos Trading
Eupatrid Global Trends
-3.31 50k 1/1/2011
155 Emil van Essen
Multi-Strategy Program
-3.27 6,000k 5/1/2014
154 Red Rock Capital, LLC
Commodity Long-Short
-3.17 500k 9/1/2013
153 Welton Investment Partners
Welton Trend
-3.11 25,000k 10/1/2012
152 FORT LP
Fort Global Diversified
-3.08 2,000k 10/1/1993
151 DUNN Capital Management
DUNN WMA Institutional Program
-3.02 100k 10/1/2011
150 Chesapeake Capital
Diversified Plus (HV)
-2.99 100k 4/1/1994
149 Evergreen Commodity Advisors, LLC
Discretionary
-2.98 100k 1/1/2015
148 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-2.94 10,000k 2/1/2006
147 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-2.89 10,000k 4/1/2004
146 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-2.74 1,000k 1/1/2015
145 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.73 200k 5/1/2014
144 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
143 John Locke Investments
Cyril Systematic UCITS Fund
-2.69 8,000k 7/1/2000
142 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.65 500k 10/1/2015
141 QCAM Asset Management AG
Systematic Intelligence Vol 10
-2.60 3,000k 8/1/2011
140 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-2.60 500k 1/1/2015
139 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.40 100k 1/1/2014
138 FORT LP
Fort Global Contrarian
-2.39 2,000k 10/1/2002
137 Urban Tree Capital, LLC
UTC Plus (Client)
-2.31 100k 3/1/2013
136 Bocken Trading LLC
Discretionary Trading Program
-2.30 100k 7/1/2011
135 Estlander & Partners
Freedom
-2.28 20,000k 8/1/2010
134 Seven Capital Management
Seven Absolute Return
-2.27 100k 6/1/2009
133 AG Capital Investments, LLC
Discretionary Global Macro Program
-2.26 500k 10/1/2014
132 Dreiss Research Corporation
Diversified Program
-2.20 1,000k 5/1/1991
131 ProfitScore Capital Management
Long/Short US Treasury
-2.19 10,000k 10/1/2015
130 dormouse Limited
dormouse - Managed Account
-2.16 10,000k 7/1/2011
129 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-2.15 1,500k 10/1/2016
128 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-2.10 1,000k 6/1/2014
127 dormouse Limited
dormouse Fund B Shares
-2.02 10,000k 8/1/2016
126 Tom Capital AG
Tom Capital Growth Fund
-2.00 5,000k 12/1/2015
125 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-1.98 100k 2/1/2010
124 Metolius Capital LLC
Metolius Enhanced Fund
-1.96 40k 6/1/2015
123 Amapa Capital Advisors LLC
Energy Program
-1.90 1,000k 2/1/2015
122 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.86 1,000k 3/1/2003
121 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.75 50k 10/1/2011
120 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-1.74 3,000k 5/1/2014
119 Wharton Capital Management
Wharton AG Futures Program
-1.64 100k 9/1/2011
118 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.63 5,000k 9/1/2009
117 Superfund Group
Superfund Red EUR SICAV
-1.54 10k 3/1/2013
116 Rosetta Capital Management
Macro Program
-1.53 50k 1/1/2009
115 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-1.49 2,000k 7/1/2016
114 Rivoli Fund Management
Long/Short Bond Fund (Class P)
-1.49 5,000k 12/1/2001
113 Eclipse Capital Management
Alpha Asia
-1.48 25,000k 1/1/2015
112 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.42 5,000k 9/1/2009
111 Ditsch Trading, LLC
Agricultural Trading Program
-1.40 100k 1/1/2011
110 Emil van Essen
Long-Short Commodity Program
-1.38 1,000k 6/1/2013
109 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.32 100k 5/1/2012
108 Greenwave Capital Management
Greenwave Flagship Plus 2x
-1.29 1,500k 4/1/2016
107 Superfund Group
Superfund Red USD SICAV
-1.28 10k 3/1/2013
106 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-1.27 250k 2/1/2016
105 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.24 250k 5/1/2011
104 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-1.22 500k 9/1/2015
103 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.20 100k 1/1/2014
102 Typhon Capital Management, LLC
Helios Deutsche
-1.18 250k 4/1/2014
101 Demeter Capital Management
Livestock & Grain Trading Program
-1.16 50k 3/1/2010
100 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.15 3,000k 9/1/2015
99 EMC Capital Advisors, LLC
EMC Alpha Program
-1.13 5,000k 6/1/2013
98 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.03 1,000k 5/1/2014
97 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
96 R Best LLC
World Select Program
-1.03 2,000k 4/1/2016
95 Metolius Capital LLC
Metolius Diversified
-0.90 100k 6/1/2010
94 Vortex
Currency Program
-0.86 500k 1/1/2014
93 Greenwave Capital Management
Greenwave Flagship Plus
-0.60 1,000k 6/1/2008
92 ML Systems LLC
Sledon Classic (Client)
-0.56 300k 8/1/2014
91 Soaring Pelican, LLC
Diversified S&P Program
-0.49 100k 1/1/2011
90 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.49 250k 10/1/2011
89 Alder Capital DAC
CALM Eurozone Equity Program
-0.41 100k 5/1/2015
88 County Cork LLC
RLA I
-0.40 500k 1/1/2009
87 Certeza Asset Management
Macro Vega
-0.35 1,000k 1/1/2012
86 Independent View
IV Quantitative Futures Fund
-0.34 100k 11/1/2012
85 QTS Capital Management, LLC
Tail Reaper
-0.34 100k 8/1/2012
84 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.33 500k 9/1/2015
83 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.31 10,000k 8/1/2007
82 Certeza Asset Management
4x Omni
-0.14 1,000k 11/1/2014
81 NickJen Capital Management & Consultants LLC
NRD-1
-0.13 1,000k 4/1/2008
80 Carbide Capital Inc.
Carbide Hedge Progam
-0.12 1,000k 9/1/2016
79 Blake Capital Management, Inc.
SRD Short Equities
-0.11 100k 1/1/2011
78 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.11 100k 11/1/2013
77 HPX Financial LLC
HPX Old School Program
-0.10 200k 6/1/2006
76 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
75 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.09 1,000k 10/1/2016
74 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.06 5,000k 8/1/2000
73 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.04 250k 4/1/2008
72 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.04 3,000k 5/1/2010
71 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.02 2,000k 7/1/2016
62 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
63 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
64 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
65 Three Rock Capital Management
Global Macro Program
0.00 1,000k 1/1/2009
66 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
67 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
68 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
69 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
70 Doherty Advisors LLC
Orion
0.00 1,000k 6/1/2015
61 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.02 60k 9/1/2016
60 Blake Capital Management, Inc.
SRD Currencies
0.04 100k 3/1/2013
59 Warrington Asset Management
Tactical Program Client
0.05 500k 2/1/2015
58 Crediton Hill LLC
Crediton Hill Managed Account Program
0.19 250k 8/1/2013
57 Sector Arc Advisors
Global Lean Hog Ag
0.20 250k 10/1/2015
56 Jaguar Investments Ltd
Aegir Capital Strategy
0.20 1,000k 1/1/2012
55 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.21 2,000k 11/1/2011
54 Warrington Asset Management
Warrington Strategic Program
0.21 50k 1/1/1997
53 Purple Valley Capital, Inc.
Diversified Trend 1
0.23 100k 8/1/2008
52 Prolific Capital Markets, LLC
Prolific Swiss System
0.27 10,000k 1/1/2014
51 QCAM Asset Management AG
Enhanced Intelligence Strategy Vol 10
0.29 500k 1/1/2016
50 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.30 50k 9/1/2009
49 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.33 500k 1/1/2015
48 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.38 1,000k 3/1/2003
47 JTM Capital Management LLC
JTM Absolute Return Strategy
0.40 100k 10/1/2016
46 Crabel Capital Management
WPD Crabel Futures Program
0.41 1,000k 7/1/2008
45 NuWave Investment Management, LLC
Commodity Value Portfolio
0.55 2,000k 10/1/2014
44 Turk Capital LLC
US Market Hedge Strategy
0.58 250k 11/1/2015
43 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.66 100k 10/1/2011
42 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.68 1,000k 4/1/2015
41 Schot Capital
Multi Diversified Program
0.69 1,000k 1/1/2016
40 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.71 5,000k 11/1/2012
39 Tlaloc Capital LLC
Grains Program
0.81 1,000k 4/1/2010
38 Orion Asset Management
Algorithmic Trading Program
0.82 10k 1/1/2013
37 Carbide Capital Inc.
Carbide Absolute Return Program
0.88 200k 9/1/2014
36 Bulkara Capital
Bulkara Systematic Fund SP
0.91 250k 4/1/2014
35 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.98 100k 5/1/2015
34 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
33 GammaQ
Breckhurst Commodity Fund
1.07 1,000k 10/1/2006
32 County Cork LLC
County Cork Macro Equity Hedge
1.12 1,000k 2/1/2016
31 Buckingham Global Advisors, LLC
Weekly Emini Program
1.13 200k 3/1/2015
30 Tianyou Asset Management, LLC
Tianyou Fund LP
1.25 100k 10/1/2012
29 QCAM Asset Management AG
SWARM
1.26 5,000k 1/1/2016
28 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
1.29 40k 1/1/2016
27 Turk Capital LLC
US Equity Long/Short Strategy
1.34 250k 4/1/2014
26 Aquantum
Aquantum Commodity Spread Program (ACS)
1.35 5,000k 7/1/2013
25 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.54 1,000k 3/1/2007
24 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.72 500k 10/1/2014
23 Gregory P Asset Management LLC
Alternative Multi Strategy
1.86 500k 11/1/2012
22 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
2.10 500k 1/1/2011
21 QTS Capital Management, LLC
QTS Partners, L.P.
2.10 100k 1/1/2011
20 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.24 200k 2/1/2016
19 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.32 100k 1/1/2014
18 Robust Methods LLC
Macro Managed Account
2.42 5,000k 1/1/2005
17 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.43 5,000k 9/1/2013
16 M&R Capital, LLC
Livestock Trading Program
2.48 100k 1/1/2015
15 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.51 2,000k 3/1/2014
14 QCAM Asset Management AG
SWARM 2XL
2.52 2,500k 1/1/2016
13 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.59 5,000k 6/1/2010
12 Buttonwood LLC
Energy Diversified 1
2.72 100k 7/1/2014
11 Crabel Capital Management
Crabel Multi-Product
2.88 1,000k 3/1/1998
10 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.00 250k 5/1/2013
9 R Best LLC
R Best Private Client Program
3.02 50k 2/1/2010
8 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
3.14 1,000k 2/1/2015
7 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
3.21 1,000k 12/1/2014
6 Davis Commodities, LLC
Davis Trading Program
3.41 250k 1/1/2016
5 Linnis
Linnis ONE, LP
3.93 100k 8/1/2014
4 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
4.87 100k 12/1/2014
3 Schindler Capital Management, LLC
Dairy Advantage Program
8.37 200k 8/1/2005
2 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
10.49 25k 2/1/2016
1 Future Trade AG
Thales Swing Trading Programme
13.44 250k 6/1/2007

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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