IASG CTA Index For January 2020

Monthly Rankings

Rank CTA/Program Jan 2020 Min Inv Inception
191 Dreiss Research Corporation
Diversified Program
-11.02 1,000k 5/1/1991
190 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-10.56 25k 2/1/2016
189 Evergreen Commodity Advisors, LLC
Discretionary
-9.58 100k 1/1/2015
188 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-9.00 1,000k 5/1/2015
187 M&R Capital, LLC
Livestock Trading Program
-8.80 100k 1/1/2015
186 Silicon Valley Quantitative Advisors
UQP Large
-8.59 500k 1/1/2009
185 Emil van Essen
Spread Trading Program Limited
-8.56 5,000k 7/1/2013
184 Sandpiper Asset Management
Sandpiper Global Macro Program
-8.53 1,000k 8/1/2012
183 Vortex
Currency Program
-6.43 500k 1/1/2014
182 AP Futures, LLC
Volatility Trading Program
-5.78 100k 2/1/2017
181 Bulkara Capital
Bulkara Systematic Fund SP
-5.61 250k 4/1/2014
180 Automaton Trading LLC
Diversified
-4.78 500k 7/1/2014
179 Orion Asset Management
Algorithmic Trading Program
-4.74 10k 1/1/2013
178 Emil van Essen
Multi-Strategy Program
-4.46 6,000k 5/1/2014
177 Eclipse Capital Management
Alpha Asia
-4.31 25,000k 1/1/2015
176 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.87 500k 1/1/2015
175 Independent View
IV Quantitative Futures Fund
-3.08 100k 11/1/2012
174 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.06 1k 6/1/2009
173 dormouse Limited
dormouse Fund B Shares
-2.94 10,000k 8/1/2016
172 dormouse Limited
dormouse Fund A Shares
-2.94 1,000k 1/1/2017
171 dormouse Limited
dormouse - Managed Account
-2.91 10,000k 7/1/2011
170 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-2.72 500k 1/1/2011
169 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-2.57 500k 9/1/2015
168 Pinstripe Trading, LLC
Standard
-2.47 125k 8/1/2009
167 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-2.11 10,000k 4/1/2004
166 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-2.09 500k 1/1/2017
165 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-2.06 40k 1/1/2016
164 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.85 250k 11/1/2014
163 Alder Capital DAC
CALM Eurozone Equity Program
-1.79 100k 5/1/2015
162 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.78 500k 10/1/2015
161 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
160 Amapa Capital Advisors LLC
Energy Program
-1.60 1,000k 2/1/2015
159 Typhon Capital Management, LLC
Helios Deutsche
-1.59 250k 4/1/2014
158 Anderson Creek Trading
Standard Diversified Strategy
-1.59 250k 7/1/2014
157 Covenant Capital Management
Tactical Growth Program
-1.56 100k 1/1/2017
156 Ditsch Trading, LLC
Agricultural Trading Program
-1.55 100k 1/1/2011
155 361 Capital LLC
361 Global Managed Futures Strategy Fund
-1.45 2,000k 3/1/2014
154 Rosetta Capital Management
Macro Program
-1.19 50k 1/1/2009
153 Gregory P Asset Management LLC
Low Volatility Income Strategy
-1.02 100k 5/1/2015
152 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.89 50k 9/1/2009
151 Crabel Capital Management
WPD Crabel Futures Program
-0.86 1,000k 7/1/2008
150 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.80 2,000k 11/1/2011
149 Tomas Capital Pty Ltd
GCAF | USD
-0.78 1,500k 7/1/2011
148 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.73 3,000k 5/1/2014
147 Purple Valley Capital, Inc.
Diversified Trend 1
-0.69 100k 8/1/2008
146 County Cork LLC
RLA I
-0.61 500k 1/1/2009
145 Bocken Trading LLC
Discretionary Trading Program
-0.58 100k 7/1/2011
144 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.56 3,000k 5/1/2010
143 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.46 1,000k 5/1/2014
142 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.39 100k 2/1/2010
141 Carbide Capital Inc.
Carbide Absolute Return Program
-0.39 200k 9/1/2014
140 Future Trade AG
Thales Swing Trading Programme
-0.39 250k 6/1/2007
139 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.39 250k 4/1/2008
138 Emil van Essen
Long-Short Commodity Program
-0.36 1,000k 6/1/2013
137 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.36 100k 10/1/2011
136 Turk Capital LLC
US Equity Long/Short Strategy
-0.31 250k 4/1/2014
135 Greenwave Capital Management
Greenwave Flagship Plus
-0.29 1,000k 6/1/2008
134 Greenwave Capital Management
Greenwave Flagship Plus 2x
-0.26 1,500k 4/1/2016
133 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
132 Demeter Capital Management
Livestock & Grain Trading Program
-0.20 50k 3/1/2010
131 Turk Capital LLC
US Market Hedge Strategy
-0.19 250k 11/1/2015
130 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.16 50k 7/1/2011
129 EMC Capital Advisors, LLC
EMC Alpha Program
-0.16 5,000k 6/1/2013
128 Schindler Capital Management, LLC
Dairy Advantage Program
-0.15 200k 8/1/2005
127 Warrington Asset Management
Tactical Program Client
-0.11 500k 2/1/2015
126 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.10 250k 5/1/2013
125 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.09 100k 4/1/2015
124 Certeza Asset Management
Macro Vega
-0.09 1,000k 1/1/2012
123 Soaring Pelican, LLC
Diversified S&P Program
-0.04 100k 1/1/2011
122 Superfund Group
Superfund Red EUR SICAV
-0.03 10k 3/1/2013
121 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.01 250k 7/1/2015
105 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.00 1,000k 6/1/2014
106 QCAM Asset Management AG
SWARM 2XL
0.00 2,500k 1/1/2016
107 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.00 5,000k 12/1/2001
108 JTM Capital Management LLC
JTM Absolute Return Strategy
0.00 100k 10/1/2016
109 Aleph Strategies LLC
Aleph Options
0.00 100k 1/1/2016
110 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
111 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
112 ML Systems LLC
Sledon Classic (Client)
0.00 300k 8/1/2014
113 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
114 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
115 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
116 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
117 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
118 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
119 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
120 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
104 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.01 60k 9/1/2016
103 NickJen Capital Management & Consultants LLC
NRD-1
0.02 1,000k 4/1/2008
102 Carbide Capital Inc.
Carbide Hedge Progam
0.03 1,000k 9/1/2016
101 Blake Capital Management, Inc.
SRD Short Equities
0.03 100k 1/1/2011
100 County Cork LLC
County Cork Macro Equity Hedge
0.03 1,000k 2/1/2016
99 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
98 NuWave Investment Management, LLC
Commodity Value Portfolio
0.05 2,000k 10/1/2014
97 Jaguar Investments Ltd
Aegir Capital Strategy
0.10 1,000k 1/1/2012
96 Blake Capital Management, Inc.
SRD Currencies
0.10 100k 3/1/2013
95 Emil van Essen
Long-Short Commodity Program - Accelerated
0.13 200k 5/1/2014
94 Tianyou Asset Management, LLC
Tianyou Fund LP
0.18 100k 10/1/2012
93 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.19 1,000k 12/1/2014
92 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
91 Metolius Capital LLC
Metolius Enhanced Fund
0.24 40k 6/1/2015
90 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.29 500k 10/1/2014
89 Superfund Group
Superfund Red USD SICAV
0.31 10k 3/1/2013
88 Wharton Capital Management
Wharton AG Futures Program
0.34 100k 9/1/2011
87 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.40 100k 12/1/1998
86 Crediton Hill LLC
Crediton Hill Managed Account Program
0.46 250k 8/1/2013
85 Tlaloc Capital LLC
Grains Program
0.49 1,000k 4/1/2010
84 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.55 1,000k 10/1/2016
83 Sector Arc Advisors
Global Lean Hog Ag
0.56 250k 10/1/2015
82 Cauldron Investments, LLC
Cauldron Systematic
0.60 500k 1/1/2017
81 Garraway Capital Management LLP
Garraway Financial Trends
0.61 100k 9/1/2012
80 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.62 10,000k 3/1/1998
79 Superfund Group
Superfund Red One SP I - Class A EUR
0.65 10k 1/1/2017
78 Robust Methods LLC
Macro Managed Account
0.68 5,000k 1/1/2005
77 Buttonwood LLC
Energy Diversified 1
0.68 100k 7/1/2014
76 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.75 5,000k 11/1/2012
75 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.76 50k 10/1/2011
74 Buckingham Global Advisors, LLC
Weekly Emini Program
0.78 200k 3/1/2015
73 Quantica Capital AG
1X Quantica Managed Futures Fund
0.80 100k 1/1/2014
72 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.84 1,000k 4/1/2015
71 Gregory P Asset Management LLC
Alternative Multi Strategy
0.95 500k 11/1/2012
70 Superfund Group
Superfund Red One SP I - Class A USD
1.06 10k 1/1/2017
69 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.20 200k 2/1/2016
68 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
1.27 250k 2/1/2016
67 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.35 1,000k 3/1/2007
66 Aquantum
Aquantum Commodity Spread Program (ACS)
1.38 5,000k 7/1/2013
65 Melissinos Trading
Eupatrid Global Trends
1.40 50k 1/1/2011
64 R Best LLC
World Select Program
1.43 2,000k 4/1/2016
63 Quantica Capital AG
2X Quantica Managed Futures Fund
1.50 100k 1/1/2014
62 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.58 250k 10/1/2011
61 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.60 1,500k 10/1/2016
60 HPX Financial LLC
HPX Old School Program
1.60 200k 6/1/2006
59 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.61 5,000k 9/1/2013
58 Superfund Group
Superfund Red One SP I - Class A Silver
1.65 10k 1/1/2017
57 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
1.66 100k 1/1/2014
56 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.67 1,000k 1/1/2015
55 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
1.76 100k 2/1/2017
54 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.79 250k 11/1/1996
53 QTS Capital Management, LLC
QTS Partners, L.P.
1.97 100k 1/1/2011
52 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
1.97 10,000k 2/1/2008
51 Aquantum
ACS Energies
2.03 5,000k 1/1/2017
50 Crabel Capital Management
Crabel Multi-Product
2.09 1,000k 3/1/1998
49 Vivienne Investissement
OUESSANT UCITS FUND (A)
2.17 100k 5/1/2012
48 Welton Investment Partners
Welton Trend
2.22 25,000k 10/1/2012
47 Schot Capital
Multi Diversified Program
2.22 1,000k 1/1/2016
46 Red Rock Capital, LLC
Commodity Long-Short
2.23 500k 9/1/2013
45 ISAM
ISAM Systematic Trend (Levitas)
2.42 1,000k 5/1/2010
44 Seven Capital Management
Seven Absolute Return
2.43 100k 6/1/2009
43 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.68 5,000k 6/1/2010
42 RCMA Capital LLP
Merchant Commodity Fund
2.70 1,000k 6/1/2004
41 NuWave Investment Management, LLC
Short-Term Futures Portfolio
2.80 2,000k 7/1/2016
40 John Locke Investments
Cyril Systematic UCITS Fund
2.91 8,000k 7/1/2000
39 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.92 500k 1/1/2015
38 FORT LP
Fort Global Contrarian
2.98 2,000k 10/1/2002
37 AG Capital Investments, LLC
Discretionary Global Macro Program
3.09 500k 10/1/2014
36 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.09 100k 4/1/2014
35 FORT LP
Fort Global Diversified
3.12 2,000k 10/1/1993
34 Urban Tree Capital, LLC
UTC Plus (Client)
3.14 100k 3/1/2013
33 Chesapeake Capital
Diversified Plus (HV)
3.25 100k 4/1/1994
32 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.39 500k 6/1/2007
31 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
3.41 100k 3/1/2017
30 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.51 1,000k 3/1/2003
29 514 Capital Partners
514 Fund
3.57 100k 11/1/2013
28 QCAM Asset Management AG
Systematic Intelligence Vol 10
3.66 3,000k 8/1/2011
27 Worldwide Capital Strategies
Profit Quest Macro World
3.73 100k 1/1/2010
26 Estlander & Partners
Freedom
3.76 20,000k 8/1/2010
25 Davis Commodities, LLC
Davis Trading Program
3.83 250k 1/1/2016
24 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.85 3,000k 9/1/2015
23 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.86 250k 5/1/2011
22 Prolific Capital Markets, LLC
Prolific Swiss System
3.94 10,000k 1/1/2014
21 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.00 5,000k 9/1/2009
20 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
4.08 5,000k 9/1/2009
19 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
4.15 2,000k 7/1/2016
18 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.17 1,000k 1/1/2013
17 FORT LP
Global Futures Program (formerly Global Diversified Classic)
4.29 10,000k 10/1/1993
16 ProfitScore Capital Management
Long/Short US Treasury
4.30 10,000k 10/1/2015
15 QCAM Asset Management AG
SWARM
4.39 5,000k 1/1/2016
14 Superfund Group
Superfund Green EUR SICAV
4.57 5k 1/1/2017
13 Superfund Group
Superfund Green USD SICAV
4.72 5k 1/1/2017
12 Superfund Group
Superfund Red One SP I - Class A Gold
4.97 10k 1/1/2017
11 Superfund Group
Superfund Green SILVER SICAV
5.22 20k 1/1/2017
10 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
5.39 100k 12/1/2014
9 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
5.53 250k 10/1/2009
8 Vivienne Investissement
MACH 3
5.79 100k 6/1/2015
7 Eamon Capital
Zephyr Program
5.92 600k 1/1/2016
6 QCAM Asset Management AG
Enhanced Intelligence Strategy Vol 10
6.37 500k 1/1/2016
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.02 1,000k 3/1/2003
4 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.53 20,000k 5/1/2013
3 R Best LLC
R Best Private Client Program
7.72 50k 2/1/2010
2 Linnis
Linnis ONE, LP
8.16 100k 8/1/2014
1 Superfund Group
Superfund Green GOLD SICAV
8.70 20k 1/1/2017

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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