IASG CTA Index For December 2019

Monthly Rankings

Rank CTA/Program Dec 2019 Min Inv Inception
192 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-5.62 10,000k 2/1/2008
191 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-5.25 1,000k 12/1/2014
190 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.63 20,000k 5/1/2013
189 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.34 5,000k 6/1/2010
188 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-4.14 3,000k 9/1/2015
187 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-3.95 1,000k 1/1/2015
186 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.93 5,000k 9/1/2013
185 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-3.45 1,500k 10/1/2016
184 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-3.26 10,000k 2/1/2006
183 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-3.01 10,000k 4/1/2004
182 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-2.76 250k 10/1/2010
181 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.54 3,000k 5/1/2010
180 Vivienne Investissement
MACH 3
-2.47 100k 6/1/2015
179 Covenant Capital Management
Tactical Growth Program
-2.34 100k 1/1/2017
178 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.12 1,000k 3/1/2003
177 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.02 1,000k 1/1/2013
176 Welton Investment Partners
Welton Trend
-1.99 25,000k 10/1/2012
175 Evergreen Commodity Advisors, LLC
Discretionary
-1.91 100k 1/1/2015
174 Amapa Capital Advisors LLC
Energy Program
-1.90 1,000k 2/1/2015
173 Seven Capital Management
Seven Absolute Return
-1.84 100k 6/1/2009
172 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.60 100k 1/1/2014
171 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-1.60 250k 2/1/2016
170 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-1.58 100k 2/1/2010
169 Eamon Capital
Zephyr Program
-1.48 600k 1/1/2016
168 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
167 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.21 200k 5/1/2014
166 M&R Capital, LLC
Livestock Trading Program
-1.17 100k 1/1/2015
165 Sector Arc Advisors
Global Lean Hog Ag
-1.15 250k 10/1/2015
164 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
163 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.09 1,000k 5/1/2014
162 Urban Tree Capital, LLC
UTC Plus (Client)
-1.06 100k 3/1/2013
161 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.06 100k 5/1/2012
160 Demeter Capital Management
Livestock & Grain Trading Program
-1.00 50k 3/1/2010
159 John Locke Investments
Cyril Systematic UCITS Fund
-0.96 8,000k 7/1/2000
158 FORT LP
Fort Global Contrarian
-0.83 2,000k 10/1/2002
157 County Cork LLC
RLA I
-0.81 500k 1/1/2009
156 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.78 100k 12/1/2014
155 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.77 2,000k 7/1/2016
154 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.74 100k 12/1/1998
153 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.70 100k 1/1/2014
152 Certeza Asset Management
Macro Vega
-0.67 1,000k 1/1/2012
151 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
150 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.60 250k 11/1/2014
149 Typhon Capital Management, LLC
Helios Deutsche
-0.59 250k 4/1/2014
148 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.56 250k 11/1/1996
147 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.39 2,000k 3/1/2014
146 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.37 10,000k 10/1/1993
145 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.37 500k 6/1/2007
144 FORT LP
Fort Global Diversified
-0.36 2,000k 10/1/1993
143 Soaring Pelican, LLC
Diversified S&P Program
-0.35 100k 1/1/2011
142 Eclipse Capital Management
Alpha Asia
-0.26 25,000k 1/1/2015
141 Carbide Capital Inc.
Carbide Hedge Progam
-0.25 1,000k 9/1/2016
140 Anderson Creek Trading
Standard Diversified Strategy
-0.24 250k 7/1/2014
139 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
138 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.16 100k 10/1/2011
137 DUNN Capital Management
DUNN WMA Institutional Program
-0.15 100k 10/1/2011
136 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-0.14 500k 1/1/2017
135 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.12 100k 10/1/2016
134 HPX Financial LLC
HPX Old School Program
-0.03 200k 6/1/2006
133 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.02 250k 7/1/2015
132 Crabel Capital Management
WPD Crabel Futures Program
-0.01 1,000k 7/1/2008
107 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
108 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
109 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
110 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
111 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
112 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
113 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
114 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
115 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
116 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
117 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
118 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
119 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
120 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
121 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
122 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
123 Blake Capital Management, Inc.
SRD Currencies
0.00 100k 3/1/2013
124 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.00 100k 11/1/2013
125 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
126 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
127 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.00 1,500k 4/1/2016
128 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
129 QCAM Asset Management AG
SWARM 2XL
0.00 2,500k 1/1/2016
130 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.00 5,000k 12/1/2001
131 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
106 Warrington Asset Management
Warrington Strategic Program
0.02 50k 1/1/1997
105 R Best LLC
R Best Private Client Program
0.05 50k 2/1/2010
104 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.06 500k 10/1/2014
103 Emil van Essen
Long-Short Commodity Program
0.07 1,000k 6/1/2013
102 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.07 1,000k 10/1/2016
101 ML Systems LLC
Sledon Classic (Client)
0.08 300k 8/1/2014
100 Crabel Capital Management
Crabel Multi-Product
0.08 1,000k 3/1/1998
99 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.13 10,000k 3/1/1998
98 ISAM
ISAM Systematic Trend (Levitas)
0.15 1,000k 5/1/2010
97 Chesapeake Capital
Diversified Plus (HV)
0.23 100k 4/1/1994
96 Melissinos Trading
Eupatrid Global Trends
0.26 50k 1/1/2011
95 QCAM Asset Management AG
Systematic Intelligence Vol 10
0.26 3,000k 8/1/2011
94 Schindler Capital Management, LLC
Dairy Advantage Program
0.28 200k 8/1/2005
93 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.39 250k 10/1/2009
92 Warrington Asset Management
Tactical Program Client
0.39 500k 2/1/2015
91 NickJen Capital Management & Consultants LLC
NRD-1
0.43 1,000k 4/1/2008
90 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.45 100k 4/1/2014
89 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.51 50k 10/1/2011
88 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.58 2,000k 7/1/2016
87 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.58 10,000k 8/1/2007
86 AP Futures, LLC
Volatility Trading Program
0.61 100k 2/1/2017
85 Alder Capital DAC
CALM Eurozone Equity Program
0.62 100k 5/1/2015
84 Estlander & Partners
Alpha Trend II - Class P
0.64 100k 12/1/2008
83 Greenwave Capital Management
Greenwave Flagship Plus
0.66 1,000k 6/1/2008
82 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.67 1,000k 4/1/2015
81 NuWave Investment Management, LLC
Commodity Value Portfolio
0.69 2,000k 10/1/2014
80 Crediton Hill LLC
Crediton Hill Managed Account Program
0.70 250k 8/1/2013
79 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.81 500k 1/1/2011
78 Jaguar Investments Ltd
Aegir Capital Strategy
0.83 1,000k 1/1/2012
77 Carbide Capital Inc.
Carbide Absolute Return Program
0.83 200k 9/1/2014
76 Tlaloc Capital LLC
Grains Program
0.86 1,000k 4/1/2010
75 QTS Capital Management, LLC
QTS Partners, L.P.
0.87 100k 1/1/2011
74 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
73 R Best LLC
World Select Program
0.91 2,000k 4/1/2016
72 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
71 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
1.04 100k 7/1/2013
70 Turk Capital LLC
US Market Hedge Strategy
1.05 250k 11/1/2015
69 Worldwide Capital Strategies
Profit Quest Macro World
1.11 100k 1/1/2010
68 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.12 100k 5/1/2015
67 Buckingham Global Advisors, LLC
Weekly Emini Program
1.13 200k 3/1/2015
66 Independent View
IV Quantitative Futures Fund
1.23 100k 11/1/2012
65 Aquantum
ACS Energies
1.25 5,000k 1/1/2017
64 514 Capital Partners
514 Fund
1.25 100k 11/1/2013
63 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.31 500k 1/1/2015
62 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.32 5,000k 9/1/2009
61 RCMA Capital LLP
Merchant Commodity Fund
1.47 1,000k 6/1/2004
60 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
1.48 5,000k 9/1/2009
59 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.52 1,000k 3/1/2007
58 EMC Capital Advisors, LLC
EMC Alpha Program
1.54 5,000k 6/1/2013
57 Typhon Capital Management, LLC
Vulcan Metals Strategy
1.55 2,000k 11/1/2011
56 Davis Commodities, LLC
Davis Trading Program
1.57 250k 1/1/2016
55 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.59 250k 10/1/2011
54 Aquantum
Aquantum Commodity Spread Program (ACS)
1.59 5,000k 7/1/2013
53 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
1.70 1,000k 6/1/2014
52 Tianyou Asset Management, LLC
Tianyou Fund LP
1.74 100k 10/1/2012
51 Emil van Essen
Multi-Strategy Program
1.79 6,000k 5/1/2014
50 Tom Capital AG
Tom Capital Growth Fund
1.80 5,000k 12/1/2015
49 Metolius Capital LLC
Metolius Diversified
1.84 100k 6/1/2010
48 dormouse Limited
dormouse - Managed Account
1.90 10,000k 7/1/2011
47 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.02 3,000k 5/1/2014
46 County Cork LLC
County Cork Macro Equity Hedge
2.05 1,000k 2/1/2016
45 Buttonwood LLC
Energy Diversified 1
2.12 100k 7/1/2014
44 Bulkara Capital
Bulkara Systematic Fund SP
2.14 250k 4/1/2014
43 Bocken Trading LLC
Discretionary Trading Program
2.15 100k 7/1/2011
42 Emil van Essen
Spread Trading Program Limited
2.17 5,000k 7/1/2013
41 QCAM Asset Management AG
Enhanced Intelligence Strategy Vol 10
2.26 500k 1/1/2016
40 Turk Capital LLC
US Equity Long/Short Strategy
2.29 250k 4/1/2014
39 Aleph Strategies LLC
Aleph Options
2.33 100k 1/1/2016
38 dormouse Limited
dormouse Fund B Shares
2.36 10,000k 8/1/2016
37 dormouse Limited
dormouse Fund A Shares
2.36 1,000k 1/1/2017
36 AG Capital Investments, LLC
Discretionary Global Macro Program
2.44 500k 10/1/2014
35 Typhon Capital Management, LLC
Plutus Grain Strategy
2.50 250k 4/1/2008
34 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.51 200k 2/1/2016
33 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.56 1,000k 3/1/2003
32 Cauldron Investments, LLC
Cauldron Systematic
2.60 500k 1/1/2017
31 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
2.63 60k 9/1/2016
30 Schot Capital
Multi Diversified Program
2.72 1,000k 1/1/2016
29 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.73 5,000k 11/1/2012
28 Silicon Valley Quantitative Advisors
UQP Large
2.74 500k 1/1/2009
27 Prolific Capital Markets, LLC
Prolific Swiss System
2.78 10,000k 1/1/2014
26 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
2.79 40k 1/1/2016
25 Dynamica Global Investments
Dynamica Commodity Trading Strategy
2.91 500k 9/1/2015
24 J8 Capital Management LLP
J8 Global Absolute Return Strategy
3.06 500k 1/1/2015
23 Pearl Capital Advisors, LLC
Hedged VIX Program
3.10 500k 10/1/2015
22 Ditsch Trading, LLC
Agricultural Trading Program
3.28 100k 1/1/2011
21 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.30 250k 5/1/2013
20 Estlander & Partners
Freedom
3.37 20,000k 8/1/2010
19 Gregory P Asset Management LLC
Alternative Multi Strategy
3.54 500k 11/1/2012
18 Sandpiper Asset Management
Sandpiper Global Macro Program
3.71 1,000k 8/1/2012
17 Pinstripe Trading, LLC
Standard
3.88 125k 8/1/2009
16 Robust Methods LLC
Macro Managed Account
3.90 5,000k 1/1/2005
15 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.96 50k 9/1/2009
14 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.09 5,000k 8/1/2000
13 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.22 100k 1/1/2014
12 Linnis
Linnis ONE, LP
4.25 100k 8/1/2014
11 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
4.28 100k 2/1/2017
10 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.66 50k 7/1/2011
9 Metolius Capital LLC
Metolius Enhanced Fund
4.91 40k 6/1/2015
8 Tomas Capital Pty Ltd
GCAF | USD
5.19 1,500k 7/1/2011
7 Red Rock Capital, LLC
Commodity Long-Short
5.24 500k 9/1/2013
6 Vortex
Currency Program
5.53 500k 1/1/2014
5 QCAM Asset Management AG
SWARM
5.55 5,000k 1/1/2016
4 Future Trade AG
Thales Swing Trading Programme
8.46 250k 6/1/2007
3 Purple Valley Capital, Inc.
Diversified Trend 1
10.08 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
12.09 1,000k 5/1/1991
1 Glenhaven Capital LLC
Glenhaven Global II LP
13.35 25k 4/1/2012

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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