IASG CTA Index For January 2009 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jan 2009 Min Inv Inception 235 AIS Capital Management, L.P. MAAP (3x-6x) Composite -12.39 2,000k 7/1/1992 234 Purple Valley Capital, Inc. Diversified Trend 1 -12.39 100k 8/1/2008 233 Neural Capital Ltd Sentinel Trading Program -10.41 2,000k 1/1/2006 232 Estlander & Partners Alpha Trend II - Class P -9.53 100k 12/1/2008 231 RAM Management Group MRTP Aggressive -8.48 1,000k 2/1/1998 230 Clarke Capital Management FX Plus -8.03 1,000k 5/1/2004 229 Quantum Leap Capital Management Managed Account Program -8.00 300k 8/1/2006 228 Revolution Capital Management Mosaic Program -7.91 10,000k 10/1/2006 227 Future Trade AG Thales Swing Trading Programme -7.68 250k 6/1/2007 226 AIS Capital Management, L.P. MAAP (2x-4x) Composite -7.43 3,000k 10/1/1992 225 Kelly Angle Inc. Genesis Program -6.68 2,000k 4/1/2000 224 DUNN Capital Management D'Best Futures Fund, L.P. -6.27 100k 6/1/1994 223 QCM Global Diversified Programme -6.15 500k 12/1/1995 222 Cypress Energy Capital Management, LP Cypress Energy, LP -5.97 50k 7/1/2008 221 Heyden & Steindl GmbH TOMAC2 -5.97 5,000k 3/1/2003 220 Southwest Managed Investments, LLC Global Diversified -5.54 200k 1/1/2002 219 Clarke Capital Management Millennium -5.20 1,000k 1/1/1998 218 Mark J. Walsh Company Standard Program -5.07 2,000k 9/1/1985 217 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.60 100k 3/1/2003 216 Alee Capital Management, LLC Poniente Program -4.49 2,500k 1/1/1999 215 DUNN Capital Management DUNN Combined Fund (DCF) -4.26 100k 5/1/1989 214 M6 Capital Management LLC Standard Program -4.25 300k 7/1/2005 213 Clarke Capital Management Worldwide -4.22 250k 1/1/1996 212 Alee Capital Management, LLC Mistral Program -4.15 2,500k 1/1/1999 211 Eclipse Capital Management Global Monetary -3.82 5,000k 8/1/1990 210 Clarke Capital Management Jupiter -3.77 3,000k 5/1/2005 209 Claughton Capital ARP Institutional Program -3.77 1,000k 10/1/2005 208 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.71 100k 1/1/2000 207 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.60 100k 1/1/2005 206 Parizek Capital Futures Trading Program -3.53 500k 4/1/2000 205 Somers Brothers Capital Diversified Futures Program #1 -3.48 100k 1/1/2005 204 Di Tomasso Group Inc. Equilibrium Program -3.23 5,000k 1/1/2002 203 John Locke Investments JL Commodity Long Flat Program -3.21 5,000k 12/1/2007 202 Robust Methods LLC Macro Managed Account -3.09 5,000k 1/1/2005 201 Estlander & Partners Alpha Trend -3.02 30,000k 10/1/1991 200 RAM Management Group RAM MRTP 1X-Conservative -2.81 1,000k 9/1/1993 199 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.79 0k 11/1/1996 198 Xplor Capital Management, LLC Global CTA Program -2.49 1,500k 7/1/2004 197 FORT LP Fort Global Contrarian -2.48 2,000k 10/1/2002 196 Rho Asset Management Rho Altius 1XL Program -2.41 5,000k 11/1/2007 195 Systematic Alpha Management Systematic Alpha Futures Program -2.38 100k 6/1/2004 194 HPX Financial LLC HPX Old School Program -2.32 200k 6/1/2006 193 Conquest Capital Group Conquest Select -2.30 250k 6/1/2004 192 Welton Investment Partners Welton Global -2.30 10,000k 6/1/2004 191 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.25 5,000k 11/1/2012 190 Robinson-Langley Capital Management, LLC Managed Account Program -2.05 200k 1/1/2007 189 EMC Capital Advisors, LLC Classic -1.90 5,000k 1/1/1985 188 Lynx Asset Management AB Lynx Program -1.90 75k 5/1/2000 187 Drury Capital Diversified Trend-Following Program -1.82 5,000k 5/1/1997 186 Eckhardt Trading Company Evolution Strategies 1.2X -1.60 10,000k 10/1/1991 185 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -1.56 1,000k 1/1/2006 184 QCAM Currency Asset Management AG QCAM v-Pro -1.56 1,000k 7/1/2007 183 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.41 1/1/1989 182 Eckhardt Trading Company Evolution Strategies -1.38 20,000k 8/1/1991 181 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.28 200k 11/1/1999 180 Revolution Capital Management Alpha Program -1.27 5,000k 6/1/2007 179 Shield Plus LLC Shield Plus Natural Gas -1.26 50k 1/1/2004 178 ISAM ISAM Systematic Trend Fund -1.25 1,000k 6/1/2001 177 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.25 4,000k 11/1/2008 176 Ancile Capital Management Global Markets Program -1.23 2,000k 4/1/2005 175 Rabar Market Research Diversified Program -1.20 2,000k 1/1/1989 174 AllMountain Capital AG Mount Denali Global Trends -1.17 160k 7/1/2007 173 Manning & Napier MN Xenon Global Fixed Income Program -1.14 2,000k 8/1/2004 172 Jaguar Investments Ltd Vario Capital Strategy -1.14 1,000k 5/1/2016 171 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -1.10 75k 6/1/2007 170 Rhicon Currency Management Rhicon Strategic Program -1.08 500k 1/1/2004 169 Gladius Asset Management Fulham Program -1.07 2,000k 1/1/2008 168 FORT LP Fort Global Diversified -1.00 2,000k 10/1/1993 167 John Locke Investments Cyril Systematic Program -0.96 8,000k 7/1/2000 166 Wavefront Global Asset Management IMFC Global Investment Program -0.88 2,000k 2/1/2007 165 Range Wise Investment Program -0.87 250k 2/1/1991 164 MERIT Alternative Investments GmbH Futures Portfolio -0.82 2,000k 6/1/1998 163 Mobius Asset Management Custom Trading Program -0.79 100k 1/1/2002 162 Dreiss Research Corporation Diversified Program -0.76 1,000k 5/1/1991 161 Quantica Capital AG Quantica Managed Futures -0.74 5,000k 1/1/2005 160 Abraham Trading Company Diversified Program -0.74 10,000k 1/1/1988 159 Trigon Investment Advisors, LLC Discretionary Macro Program -0.69 10,000k 8/1/2007 158 Blackwater Capital Management Global Program -0.67 5,000k 7/1/2005 157 Four Seasons Commodities Corp Lone Star Program -0.65 300k 1/1/2005 156 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -0.65 10,000k 1/1/2001 155 Revolution Capital Management Alpha Fund -0.62 50k 1/1/2005 154 Auspice Capital Advisors Ltd Auspice Diversified Program -0.61 1,500k 4/1/2006 153 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.58 1k 10/1/2006 152 Rosetta Capital Management Rosetta Trading Program -0.57 100k 4/1/2000 151 Hawksbill Capital Management Global Diversified -0.53 5,000k 11/1/1988 150 Briarwood Capital Management, Inc. Diversified 2XL -0.50 250k 11/1/2004 149 Haar Capital Management Discretionary Commodity Trading Program -0.42 250k 12/1/2005 148 Millburn Ridgefield Corporation Commodity Program -0.42 25,000k 3/1/2005 147 C-View Limited Currency Managed Account Program -0.36 5,000k 10/1/1996 146 Briarwood Capital Management, Inc. Diversified Trading Program -0.29 3,000k 7/1/2001 145 Transtrend B.V. DTP – Enhanced Risk (USD) -0.27 10,000k 1/1/1995 144 Quantmetrics Capital Management LLP Directional 10V Strategy -0.27 10,000k 1/1/2007 143 Quantica Capital AG Quantica Diversified FX -0.26 5,000k 3/1/2007 142 Superfund Group Superfund Blue SPC Class A (EUR) -0.24 50k 4/1/2005 141 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.24 10,000k 8/1/1999 140 Transtrend B.V. DTP – Standard Risk (EUR) -0.21 10,000k 2/1/1999 139 QQFund.com QQFund.com Alpha Beta Program -0.20 100k 9/1/2008 138 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.18 10,000k 8/1/2004 137 Spectrum Asset Management LLC Global Diversified -0.13 2,000k 1/1/2001 136 Kottke Associates Stockton Fundamental Ag -0.11 500k 1/1/2006 135 NuWave Investment Management, LLC NuWave Investment Partners LP -0.06 250k 6/1/2001 134 Vergho Asset Management LLC Kinematics -0.05 1,000k 11/1/2008 133 Rivoli Fund Management Rivoli International Fund (E) -0.05 5,000k 10/1/1996 132 NuWave Investment Management, LLC Combined Futures Portfolio -0.02 5,000k 6/1/2001 125 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.00 750k 1/1/2009 128 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 127 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 0.00 1,500k 1/1/2009 126 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 123 Gables Capital Management, Inc. GCM Global FX 0.00 1,000k 1/1/2009 124 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 121 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 122 Mondiale Asset Management Mondiale Trading Program 0.00 0k 9/1/1997 131 FRP CAPITAL LLC FRP125+ 0.00 125k 1/1/2010 130 ITB Capital Advisors LLC ITB Time Value Trading Program 0.00 5,000k 1/1/2009 129 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 0.00 250k 1/1/2009 120 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 0.02 50k 10/1/2007 119 Pacific Capital Advisors Vanguard Program 0.02 100k 4/1/2007 118 Rivoli Fund Management Rivoli International Fund (V9) 0.04 5,000k 1/1/2002 117 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.04 1,000k 1/1/2005 116 Commodity Strategies AG CSAG Active Long Short Commodity Program 0.04 5,000k 10/1/2007 115 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.09 1,000k 3/1/2003 114 KMJ Investments KMJ Investments 0.10 1,000k 8/1/1994 113 Quantmetrics Capital Management LLP Premier 12V Strategy 0.11 10,000k 4/1/2003 112 Hyman Beck and Company Global Portfolio 0.15 1,000k 3/1/1991 111 Tanyard Creek Capital Livestock Program 0.16 200k 6/1/2008 110 Millburn Ridgefield Corporation Multi-Markets Program 0.20 25,000k 10/1/2004 109 Rotella Capital Management Rotella Polaris Program (Diversified) 0.20 10,000k 1/1/1991 108 Millburn Ridgefield Corporation Diversified Program 0.20 20,000k 2/1/1977 107 Trigon Investment Advisors, LLC Foreign Exchange Program 0.26 5,000k 8/1/2000 106 Tactical Investment Management Tactical Institutional Commodity Program 0.30 10,000k 4/1/1993 105 Superfund Group Superfund Green L.P. Series A 0.35 5k 10/1/2002 104 Clarke Capital Management Global Magnum 0.41 100k 8/1/1997 103 Strategic Ag Trading Chatham 0.41 100k 1/1/2005 102 Witter & Lester, Inc. Redstone 0.48 500k 9/1/1994 101 Northfield Trading Diversified 0.50 2,000k 7/1/1989 100 Chesapeake Capital Diversified (LV) 0.50 100k 2/1/1988 99 Endeavour Capital LLP Endeavour Pembroke 0.50 2,000k 7/1/2007 98 Auctos Capital Management Auctos Global Diversified 0.52 3,000k 11/1/2007 97 Saxon Investment Corporation Diversified Program 0.55 3,000k 9/1/1988 96 Keck Capital Management LLC The Keck Program 0.55 2,000k 12/1/2003 95 OptHedge Advisors LLC Diversified Options & Futures Program 0.63 250k 10/1/2008 94 Wimmer Horizon LLP Managed Account 0.66 5,000k 5/1/2005 93 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.69 10,000k 7/1/2008 92 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 0.74 1,000k 9/1/1997 91 Superfund Group Superfund Green GCT USD 0.76 15k 1/1/2000 90 Mobius Asset Management Diversified Program 0.80 250k 3/1/2004 89 Superfund Group Superfund Green Q-AG 0.82 2k 3/1/1996 88 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.85 1,000k 1/1/2006 87 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.89 100k 11/1/1984 86 Kaiser Trading Group Kaiser Global Diversified Program - Class B 0.92 1,000k 3/1/1998 85 Four Seasons Commodities Corp Hawkeye Spread Program 0.98 500k 3/1/2005 84 Winton Capital Management Diversified 0.99 50,000k 10/1/1997 83 Estlander & Partners Global Markets 0.99 10,000k 8/1/1999 82 Superfund Group Superfund Green L.P. Series B 1.01 5k 10/1/2002 81 Molinero Capital Management LLP Global Markets Program 1.02 2,000k 7/1/2005 80 Saxon Investment Corporation Aggressive Diversified Program 1.08 2,000k 11/1/1993 79 Clarke Capital Management Global Basic 1.11 50k 2/1/1996 78 Esulep LLC MAX Esulep LLC MAX 1.13 500k 5/1/2008 77 Greenwave Capital Management Greenwave Flagship 1.29 10,000k 6/1/2008 76 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.31 200k 1/1/2007 75 Typhon Capital Management, LLC Plutus Grain Strategy 1.32 250k 4/1/2008 74 Superfund Group Superfund Green Master 1.35 2,000k 5/1/2001 73 LJM Partners LJM Preservation & Growth Strategy 1.35 250k 5/1/2006 72 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.45 10,000k 2/1/2006 71 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B 1.58 1,000k 10/1/2006 70 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.60 100k 5/1/1999 69 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 1.72 1,000k 5/1/2006 68 Rhicon Currency Management Rhicon Systematic Currency Program 1.75 3,000k 1/1/2004 67 Manning & Napier MN Xenon Managed Futures (2x) Program 1.78 5,000k 6/1/2006 66 Red Rock Capital, LLC Systematic Global Macro 1.88 500k 9/1/2003 65 Covenant Capital Management Original Program 1.93 5,000k 9/1/1999 64 Estlander & Partners Global XL 1.97 5,000k 8/1/1991 63 Altradis Capital AG AlphAlgo 2.03 100k 5/1/2007 62 Crescent Bay Capital Management Premium Stock Index Program 2.04 10k 10/1/2005 61 White River Group Stock Index Option Writing Strategy 2.06 10k 11/1/2008 60 Global Domain Partners, LLC Global Domain Vector Fund - Series A 2.08 500k 1/1/2006 59 Kottke Associates Lark - Cattle Program 2.22 500k 2/1/2008 58 Strategic Capital Advisors LLC Contrarian 500 2.25 500k 12/1/2003 57 Red Oak Commodity Advisors Investment Program 2.25 5,000k 12/1/1989 56 Bluenose Capital Management, LLC BNC BI 2.26 30k 10/1/2008 55 Warrington Asset Management Warrington Strategic Program 2.34 50k 1/1/1997 54 Amplitude Capital International Limited Dynamic Strategy 2.35 6/1/2005 53 Ansbacher Investment Management Market Neutral Put Skew Program 2.35 250k 1/1/1996 52 Rotella Capital Management Rotella Orion (Short-Term) Program 2.35 10,000k 3/1/2006 51 Global AG LLC Global Ag LLC 2.35 1,000k 12/1/2008 50 Tyche Capital Advisors LLC TCA Energy Spreads 2.40 100k 8/1/2008 49 Paramount Capital Management LLC Commodity Trading Program 2.40 100k 7/1/2008 48 Strategic Ag Trading SAT HEARTLAND 2.43 100k 12/1/2008 47 White River Group Diversified Option Writing Strategy 2.60 20k 11/1/2008 46 Crabel Capital Management Crabel Multi-Product 2.74 1,000k 3/1/1998 45 Witter & Lester, Inc. Stock Index Futures Trading Program 2.88 400k 1/1/1988 44 Emil van Essen EvE Systematic Global Opportunities 2.90 1,000k 9/1/2007 43 Strategic Ag Trading SAT GRAINS 2.91 100k 4/1/2002 42 LJM Partners LJM Moderately Aggressive Strategy 2.93 500k 4/1/2003 41 Alder Capital DAC Alder Global 10 3.00 250k 10/1/2000 40 Ion Asset Architecture (Fund Program) Ion Fund 3.10 100k 11/1/2007 39 Ion Asset Architecture Ion Fund Program 3.10 10,000k 11/1/2007 38 Mobius Asset Management Energy Weighted Program 3.16 250k 1/1/2005 37 Capricorn Strategies Limited Capricorn fxST (Lev1) 3.16 1,000k 1/1/1999 36 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.21 10,000k 2/1/2008 35 IKOS The IKOS Hedge Fund 3.25 10,000k 7/1/1998 34 Covenant Capital Management Aggressive Program 3.27 3,000k 2/1/2004 33 Futures Truth Company, FTC-CTA MS4 3.48 250k 10/1/2007 32 Beryl Investment Group LLC Nominal Discretionary System 3.52 50k 7/1/2007 31 IKOS IKOS FX Fund 3.79 1,000k 3/1/2008 30 Third Street Ag Investments, LLC Fundamental Discretionary Ag 3.83 500k 8/1/2012 29 Crabel Capital Management WPD Crabel Futures Program 3.87 1,000k 7/1/2008 28 HB Capital Management Inc. Diversified Program 4.11 50k 3/1/2008 27 LJM Partners LJM Aggressive Strategy 4.14 500k 7/1/1998 26 Kinkopf Capital Management KCM S&P (Proprietary) 4.23 100k 1/1/1999 24 Cranwood Capital Management Cranwood International Fund 4.30 250k 4/1/2008 25 Cranwood Capital Management Fixed Income Arbitrage Fund 4.30 250k 4/1/2008 23 PRIM' Alternative Investment PRIM Gold 4.65 10k 11/1/2005 22 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.71 10,000k 4/1/2004 21 Dominion Capital Sapphire Program 4.85 3,000k 5/1/2005 20 Superfund Group Superfund Green Gold A (SPC) 4.98 5k 10/1/2005 19 Romanesco Capital Management B.V Persistence Program 5.01 5,000k 9/1/2005 18 Dendrich Ltd QEP 5.16 50k 12/1/2005 17 Alder Capital DAC Alder Global 20 5.20 250k 2/1/2001 16 Superfund Group Superfund Green Gold B (SPC) 5.32 50k 10/1/2005 15 Superfund Group Superfund Green Gold C (SPC) 5.62 100k 10/1/2005 14 Arcanum Asset Management Equity Index Option Program (Prop) 5.67 500k 7/1/2006 13 Quantitative Investment Management Quantitative Global Program 5.99 20,000k 10/1/2003 12 Parizek Capital Currency Program 6.19 1,000k 4/1/2006 11 Conquest Capital Group Conquest Macro 6.20 250k 5/1/1999 10 Bluenose Capital Management, LLC BNC EI 7.07 15k 7/1/2010 9 HiProb Trading Technology LLC HiProb-I 7.90 5,000k 7/1/2008 8 Emil van Essen Spread Trading Program 9.33 5,000k 12/1/2006 7 Diamond Peak Capital LLC Northstar (2x) program 10.05 250k 10/1/2008 6 Schindler Capital Management, LLC Dairy Advantage Program 12.34 400k 8/1/2005 5 Superfund Group Superfund Blue SPC Class A (Gold) 13.85 50k 12/1/2007 4 Novus Investments, LLC Novus Precious Commodities 15.70 200k 1/1/2007 3 Non Correlated Capital Positive Theta Program 18.40 250k 10/1/2007 2 White Indian Trading Co. STAIRS - Futures Program (Client) 19.02 250k 10/1/2008 1 Non Correlated Capital Positive Theta Fund 22.89 50k 10/1/2007 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.