IASG CTA Index For June 2009 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Jun 2009 Min Inv Inception 246 Novus Investments, LLC Novus Precious Commodities -20.64 200k 1/1/2007 245 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -16.10 200k 11/1/1999 244 AIS Capital Management, L.P. MAAP (3x-6x) Composite -12.99 2,000k 7/1/1992 243 Amplitude Capital International Limited Dynamic Strategy -11.29 6/1/2005 242 Kelly Angle Inc. Genesis Program -11.19 2,000k 4/1/2000 241 Purple Valley Capital, Inc. Diversified Trend 1 -10.88 100k 8/1/2008 240 Paramount Capital Management LLC Commodity Trading Program -10.85 100k 7/1/2008 239 Estlander & Partners Alpha Trend II - Class P -10.69 100k 12/1/2008 238 Clarke Capital Management Millennium -10.41 1,000k 1/1/1998 237 Superfund Group Superfund Green Gold C (SPC) -10.07 100k 10/1/2005 236 Clarke Capital Management Jupiter -9.53 3,000k 5/1/2005 235 Superfund Group Superfund Green Gold B (SPC) -9.02 50k 10/1/2005 234 AIS Capital Management, L.P. MAAP (2x-4x) Composite -8.60 3,000k 10/1/1992 233 DUNN Capital Management D'Best Futures Fund, L.P. -8.04 100k 6/1/1994 232 Superfund Group Superfund Green Gold A (SPC) -7.88 5k 10/1/2005 231 Briarwood Capital Management, Inc. Diversified 2XL -7.86 250k 11/1/2004 230 Revolution Capital Management Mosaic Program -7.85 10,000k 10/1/2006 229 DUNN Capital Management DUNN Combined Fund (DCF) -7.63 100k 5/1/1989 228 ISAM ISAM Systematic Trend Fund -7.08 1,000k 6/1/2001 227 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.03 100k 1/1/2000 226 Somers Brothers Capital Diversified Futures Program #1 -7.00 100k 1/1/2005 225 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.81 100k 5/1/1999 224 Di Tomasso Group Inc. Equilibrium Program -6.64 5,000k 1/1/2002 223 Parizek Capital Futures Trading Program -6.58 500k 4/1/2000 222 Hawksbill Capital Management Global Diversified -6.58 5,000k 11/1/1988 221 Superfund Group Superfund Green Gold L.P. Series B-1 -6.36 5k 4/1/2009 220 Superfund Group Superfund Green Gold L.P. Series A-1 -6.18 5k 4/1/2009 219 EMC Capital Advisors, LLC Classic -6.00 5,000k 1/1/1985 218 Superfund Group Superfund Green Master -5.93 2,000k 5/1/2001 217 Eckhardt Trading Company Evolution Strategies 1.2X -5.85 10,000k 10/1/1991 216 Clarke Capital Management FX Plus -5.63 1,000k 5/1/2004 215 Superfund Group Superfund Green GCT USD -5.62 15k 1/1/2000 214 PRIM' Alternative Investment PRIM Gold -5.57 10k 11/1/2005 213 Future Trade AG Thales Swing Trading Programme -5.46 250k 6/1/2007 212 Superfund Group Superfund Blue SPC Class A (Gold) -5.21 50k 12/1/2007 211 Eckhardt Trading Company Evolution Strategies -5.06 20,000k 8/1/1991 210 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.98 100k 11/1/1984 209 FRP CAPITAL LLC FRP125+ -4.97 125k 1/1/2010 208 Schindler Capital Management, LLC Dairy Advantage Program -4.81 400k 8/1/2005 207 Alder Capital DAC Alder Global 20 -4.80 250k 2/1/2001 206 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -4.74 5,000k 11/1/2012 205 Clarke Capital Management Worldwide -4.46 250k 1/1/1996 204 Beryl Investment Group LLC Nominal Discretionary System -4.44 50k 7/1/2007 203 Alee Capital Management, LLC Poniente Program -4.36 2,500k 1/1/1999 202 Keck Capital Management LLC The Keck Program -4.29 2,000k 12/1/2003 201 Mark J. Walsh Company Standard Program -4.27 2,000k 9/1/1985 200 Commodity Strategies AG CSAG Active Long Short Commodity Program -4.22 5,000k 10/1/2007 199 Rho Asset Management Rho Altius 1XL Program -4.18 5,000k 11/1/2007 198 Lynx Asset Management AB Lynx Program -4.06 75k 5/1/2000 197 Eclipse Capital Management Global Monetary -3.97 5,000k 8/1/1990 196 Covenant Capital Management Aggressive Program -3.96 3,000k 2/1/2004 195 Xplor Capital Management, LLC Global CTA Program -3.76 1,500k 7/1/2004 194 Briarwood Capital Management, Inc. Diversified Trading Program -3.73 3,000k 7/1/2001 193 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.67 0k 11/1/1996 192 Rabar Market Research Diversified Program -3.55 2,000k 1/1/1989 191 Superfund Group Superfund Green L.P. Series B -3.52 5k 10/1/2002 190 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma -3.41 500k 4/1/2009 189 Tactical Investment Management Tactical Institutional Commodity Program -3.40 10,000k 4/1/1993 188 Manning & Napier MN Xenon Managed Futures (2x) Program -3.39 5,000k 6/1/2006 187 Mobius Asset Management Custom Trading Program -3.31 100k 1/1/2002 186 QCM Global Diversified Programme -3.30 500k 12/1/1995 185 Hyman Beck and Company Global Portfolio -3.29 1,000k 3/1/1991 184 Parizek Capital Currency Program -3.27 1,000k 4/1/2006 183 Quantica Capital AG Quantica Managed Futures -3.11 10,000k 1/1/2005 182 Haar Capital Management Discretionary Commodity Trading Program -3.08 250k 12/1/2005 181 Trigon Investment Advisors, LLC Foreign Exchange Program -3.04 5,000k 8/1/2000 180 Estlander & Partners Alpha Trend -2.87 30,000k 10/1/1991 179 FORT LP Fort Global Diversified -2.85 2,000k 3/1/2002 178 Robinson-Langley Capital Management, LLC Managed Account Program -2.84 200k 1/1/2007 177 Gladius Asset Management Fulham Program -2.80 2,000k 1/1/2008 176 Rivoli Fund Management Rivoli International Fund (E) -2.72 5,000k 10/1/1996 175 Crabel Capital Management WPD Crabel Futures Program -2.63 1,000k 7/1/2008 174 Covenant Capital Management Original Program -2.56 5,000k 9/1/1999 173 Wimmer Horizon LLP Managed Account -2.53 5,000k 5/1/2005 172 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -2.47 1,000k 10/1/2006 171 Altradis Capital AG AlphAlgo -2.41 100k 5/1/2007 170 Superfund Group Superfund Green Q-AG -2.39 2k 3/1/1996 169 Superfund Group Superfund Green L.P. Series A -2.39 5k 10/1/2002 168 Ancile Capital Management Global Markets Program -2.38 2,000k 4/1/2005 167 Red Oak Commodity Advisors Investment Program -2.34 5,000k 12/1/1989 166 Millburn Ridgefield Corporation Multi-Markets Program -2.32 25,000k 10/1/2004 165 Rotella Capital Management Rotella Polaris Program (Diversified) -2.31 10,000k 1/1/1991 164 Southwest Managed Investments, LLC Global Diversified -2.27 200k 1/1/2002 163 Northfield Trading Diversified -2.20 2,000k 7/1/1989 162 Millburn Ridgefield Corporation Diversified Program -2.14 20,000k 2/1/1977 161 Alder Capital DAC Alder Global 10 -2.00 250k 10/1/2000 160 M.S. Capital Management Global Diversified Program -1.98 2,000k 11/1/1998 159 Conquest Capital Group Conquest Select -1.90 250k 6/1/2004 158 Global Domain Partners, LLC Global Domain Vector Fund - Series A -1.75 500k 1/1/2006 157 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.72 10,000k 4/1/2004 156 Rivoli Fund Management Rivoli International Fund (V9) -1.69 5,000k 1/1/2002 155 Claughton Capital ARP Institutional Program -1.58 1,000k 10/1/2005 154 IKOS IKOS FX Fund -1.58 1,000k 3/1/2008 153 Mondiale Asset Management Mondiale Trading Program -1.55 0k 9/1/1997 152 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) -1.54 10,000k 1/1/2001 151 Revolution Capital Management Alpha Fund -1.51 50k 1/1/2005 150 Chesapeake Capital Diversified (LV) -1.38 100k 2/1/1988 149 HPX Financial LLC HPX Old School Program -1.34 200k 6/1/2006 148 Winton Capital Management Diversified -1.26 50,000k 10/1/1997 147 Blackwater Capital Management Global Program -1.23 5,000k 7/1/2005 146 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.18 1k 10/1/2006 145 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.18 1,000k 3/1/1998 144 Revolution Capital Management Alpha Program -1.11 5,000k 6/1/2007 143 Transtrend B.V. DTP – Enhanced Risk (USD) -1.10 10,000k 1/1/1995 142 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) -1.09 1,500k 1/1/2009 141 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.06 10,000k 8/1/2004 140 Endeavour Capital LLP Endeavour Pembroke -1.05 2,000k 7/1/2007 139 Rhicon Currency Management Rhicon Strategic Program -1.03 500k 1/1/2004 138 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.95 10,000k 8/1/1999 137 Red Rock Capital, LLC Systematic Global Macro -0.90 500k 9/1/2003 136 Welton Investment Partners Welton Global -0.89 10,000k 6/1/2004 135 KMJ Investments KMJ Investments -0.85 1,000k 8/1/1994 134 FORT LP Fort Global Contrarian -0.83 2,000k 10/1/2002 133 Millburn Ridgefield Corporation Commodity Program -0.82 25,000k 3/1/2005 132 Quantum Leap Capital Management Managed Account Program -0.81 300k 8/1/2006 131 Mobius Asset Management Diversified Program -0.78 250k 3/1/2004 130 C-View Limited Currency Managed Account Program -0.76 5,000k 10/1/1996 129 Trigon Investment Advisors, LLC Discretionary Macro Program -0.72 10,000k 8/1/2007 128 Spectrum Asset Management LLC Global Diversified -0.67 2,000k 1/1/2001 127 Transtrend B.V. DTP – Standard Risk (EUR) -0.65 10,000k 2/1/1999 126 MERIT Alternative Investments GmbH Futures Portfolio -0.63 2,000k 6/1/1998 125 Jaguar Investments Ltd Vario Capital Strategy -0.63 1,000k 5/1/2016 124 Estlander & Partners Global XL -0.61 5,000k 8/1/1991 123 Capricorn Strategies Limited Capricorn fxST (Lev1) -0.60 1,000k 1/1/1999 122 Clarke Capital Management Global Basic -0.59 50k 2/1/1996 121 Alee Capital Management, LLC Mistral Program -0.58 2,500k 1/1/1999 120 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -0.56 1,000k 9/1/1997 119 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.56 100k 1/1/2005 118 Saxon Investment Corporation Aggressive Diversified Program -0.56 2,000k 11/1/1993 117 Molinero Capital Management LLP Global Markets Program -0.55 2,000k 7/1/2005 116 Quantitative Investment Management Quantitative Global Program -0.52 20,000k 10/1/2003 115 Emil van Essen EvE Systematic Global Opportunities -0.51 1,000k 9/1/2007 114 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.50 10,000k 7/1/2008 113 Robust Methods LLC Macro Managed Account -0.46 5,000k 1/1/2005 112 Saxon Investment Corporation Diversified Program -0.43 3,000k 9/1/1988 111 Shield Plus LLC Shield Plus Natural Gas -0.38 50k 1/1/2004 110 John Locke Investments JL Commodity Long Flat Program -0.37 5,000k 12/1/2007 109 Clarke Capital Management Global Magnum -0.35 100k 8/1/1997 108 Superfund Group Superfund Blue SPC Class A (EUR) -0.31 50k 4/1/2005 107 Dreiss Research Corporation Diversified Program -0.29 1,000k 5/1/1991 106 Sunrise Capital Partners Sunrise Expanded Diversified Program -0.28 1/1/1989 105 Estlander & Partners Global Markets -0.28 10,000k 8/1/1999 104 Four Seasons Commodities Corp Lone Star Program -0.27 300k 1/1/2005 103 John Locke Investments Cyril Systematic Program -0.27 8,000k 7/1/2000 101 Cranwood Capital Management Cranwood International Fund -0.25 250k 4/1/2008 102 Cranwood Capital Management Fixed Income Arbitrage Fund -0.25 250k 4/1/2008 100 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -0.24 75k 6/1/2007 99 Manning & Napier MN Xenon Global Fixed Income Program -0.23 2,000k 8/1/2004 98 Drury Capital Diversified Trend-Following Program -0.23 5,000k 5/1/1997 97 Mobius Asset Management Energy Weighted Program -0.15 250k 1/1/2005 96 QQFund.com QQFund.com Alpha Beta Program -0.14 100k 9/1/2008 95 Quantmetrics Capital Management LLP Directional 10V Strategy -0.08 10,000k 1/1/2007 94 Liberty Funds Group, Inc Liberty Diversified Option Strategy -0.05 750k 1/1/2009 93 Witter & Lester, Inc. Stock Index Futures Trading Program -0.03 400k 1/1/1988 92 Greenwave Capital Management Greenwave Flagship -0.02 10,000k 6/1/2008 91 Rotella Capital Management Rotella Orion (Short-Term) Program -0.01 10,000k 3/1/2006 88 GT CAPITAL CTA GT Dynamic Trading Program 0.00 150k 6/1/2009 90 Seven Capital Management Seven Absolute Return 0.00 100k 6/1/2009 89 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 87 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 86 Heyden & Steindl GmbH TOMAC2 0.02 5,000k 3/1/2003 85 Witter & Lester, Inc. Redstone 0.04 500k 9/1/1994 84 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.07 10,000k 3/1/2003 83 Auspice Auspice Diversified Program 0.15 1,500k 6/1/2007 82 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.16 10,000k 2/1/2006 81 Four Seasons Commodities Corp Hawkeye Spread Program 0.17 500k 3/1/2005 80 Strategic Capital Advisors LLC Contrarian 500 0.22 250k 12/1/2003 79 Quantmetrics Capital Management LLP Premier 12V Strategy 0.25 10,000k 4/1/2003 78 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 0.25 10,000k 5/1/2009 77 Wavefront Global Asset Management IMFC Global Investment Program 0.27 2,000k 2/1/2007 76 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.31 100k 3/1/2003 75 NuWave Investment Management, LLC Combined Futures Portfolio 0.32 5,000k 6/1/2001 74 NuWave Investment Management, LLC NuWave Investment Partners LP 0.36 250k 6/1/2001 73 Rosetta Capital Management Rosetta Trading Program 0.37 100k 4/1/2000 72 Tyche Capital Advisors LLC TCA Energy Spreads 0.39 100k 8/1/2008 71 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) 0.44 1,000k 1/1/2005 70 IKOS The IKOS Hedge Fund 0.48 10,000k 7/1/1998 69 AllMountain Capital AG Mount Denali Global Trends 0.49 160k 7/1/2007 68 HiProb Trading Technology LLC HiProb-I 0.50 5,000k 7/1/2008 67 Romanesco Capital Management B.V Persistence Program 0.52 5,000k 9/1/2005 66 Abraham Trading Company Diversified Program 0.53 10,000k 1/1/1988 65 Crabel Capital Management Crabel Multi-Product 0.53 1,000k 3/1/1998 64 Systematic Alpha Management Systematic Alpha Futures Program 0.58 100k 6/1/2004 63 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.63 1,000k 1/1/2006 62 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 0.65 1,000k 5/1/2006 61 Kinkopf Capital Management KCM S&P (Proprietary) 0.71 100k 1/1/1999 60 Futures Truth Company, FTC-CTA MS4 0.77 250k 10/1/2007 59 ITB Capital Management, LLC ITB Premium Fund I, LTD 0.81 1,000k 1/1/2006 58 RAM Management Group RAM MRTP 1X-Conservative 0.87 1,000k 9/1/1993 57 Strategic Ag Trading Chatham 0.95 100k 1/1/2005 56 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.00 10,000k 2/1/2008 55 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 1.03 200k 1/1/2007 54 Wavefront Global Asset Management IMFC Global Concentrated 1.07 500k 4/1/2009 53 Dominion Capital Sapphire Program 1.11 3,000k 5/1/2005 52 Crescent Bay Capital Management Premium Stock Index Program 1.21 10k 10/1/2005 51 Quantica Capital AG Quantica Diversified FX 1.22 5,000k 3/1/2007 50 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals 1.26 50k 10/1/2007 49 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.27 4,000k 11/1/2008 48 Pacific Capital Advisors Vanguard Program 1.30 100k 4/1/2007 47 Esulep LLC MAX Esulep LLC MAX 1.49 500k 5/1/2008 46 QCAM Currency Asset Management AG QCAM v-Pro 1.70 1,000k 7/1/2007 45 LJM Partners LJM Preservation & Growth Strategy 1.70 250k 5/1/2006 44 Strategic Ag Trading SAT HEARTLAND 1.73 100k 12/1/2008 43 Diamond Peak Capital LLC Northstar (2x) program 1.82 250k 10/1/2008 42 Auctos Capital Management Auctos Global Diversified 1.87 3,000k 11/1/2007 41 Strategic Ag Trading SAT GRAINS 1.93 100k 4/1/2002 40 Vergho Asset Management LLC Kinematics 1.99 1,000k 11/1/2008 39 Global Bayesian Dynamics, LLC BOND&FX Client Composite 2.00 5,000k 3/1/2009 38 White River Group Stock Index Option Writing Strategy 2.01 10k 11/1/2008 37 M6 Capital Management LLC Standard Program 2.11 300k 7/1/2005 36 Conquest Capital Group Conquest Macro 2.13 250k 5/1/1999 35 ITB Capital Advisors LLC ITB Time Value Trading Program 2.27 5,000k 1/1/2009 34 Kottke Associates Lark - Cattle Program 2.42 500k 2/1/2008 33 Bluenose Capital Management, LLC BNC EI 2.43 15k 7/1/2010 32 RAM Management Group MRTP Aggressive 2.52 1,000k 2/1/1998 31 Emil van Essen Spread Trading Program 2.66 5,000k 12/1/2006 30 Ansbacher Investment Management Market Neutral Put Skew Program 2.89 150k 1/1/1996 29 Neural Capital Ltd Sentinel Trading Program 3.02 2,000k 1/1/2006 28 Warrington Asset Management Warrington Strategic Program 3.04 50k 1/1/1997 27 Ion Asset Architecture (Fund Program) Ion Fund 3.14 100k 11/1/2007 26 Ion Asset Architecture Ion Fund Program 3.14 10,000k 11/1/2007 25 Gables Capital Management, Inc. GCM Global FX 3.43 1,000k 1/1/2009 24 Bluenose Capital Management, LLC BNC BI 3.71 30k 10/1/2008 23 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 3.72 250k 1/1/2009 22 LJM Partners LJM Moderately Aggressive Strategy 3.76 500k 4/1/2003 21 Cypress Energy Capital Management, LP Cypress Energy, LP 3.81 50k 7/1/2008 20 White River Group Diversified Option Writing Strategy 4.02 20k 11/1/2008 19 HB Capital Management Inc. Diversified Program 4.48 50k 3/1/2008 18 Rhicon Currency Management Rhicon Systematic Currency Program 4.54 3,000k 1/1/2004 17 Arcanum Asset Management Equity Index Option Program (Prop) 4.67 500k 7/1/2006 16 Range Wise Investment Program 4.73 250k 2/1/1991 15 GLOBIVEST LLC Alpha Program 5.01 50k 4/1/2009 14 Third Street Ag Investments, LLC Fundamental Discretionary Ag 5.92 500k 8/1/2012 13 LJM Partners LJM Aggressive Strategy 6.26 500k 7/1/1998 12 Typhon Capital Management, LLC Plutus Grain Strategy 7.04 250k 4/1/2008 11 Tanyard Creek Capital Livestock Program 7.09 200k 6/1/2008 10 Non Correlated Capital Positive Theta Program 7.41 250k 10/1/2007 9 OptHedge Advisors LLC Diversified Options & Futures Program 8.86 250k 10/1/2008 8 Non Correlated Capital Positive Theta Fund 9.48 50k 10/1/2007 7 White Indian Trading Co. STAIRS (Client) 9.72 250k 5/1/2009 6 White Indian Trading Co. STAIRS - Futures Program (Client) 12.54 250k 10/1/2008 5 Dendrich Ltd QEP 16.52 50k 12/1/2005 4 Global AG LLC Global Ag LLC 19.86 1,000k 12/1/2008 3 Insignia Managed Capital Medallion 24.83 50k 2/1/2009 2 Kottke Associates Stockton Fundamental Ag 26.61 500k 1/1/2006 1 Rosetta Capital Management Macro Program 32.34 50k 1/1/2009 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.