IASG CTA Index For July 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 Jul 2009 Min Inv Inception 249 Insignia Managed Capital Medallion -26.90 50k 2/1/2009 248 Revolution Capital Management Mosaic Program -15.86 10,000k 10/1/2006 247 Superfund Group Superfund Green Master -14.88 2,000k 5/1/2001 246 ITB Capital Advisors LLC ITB Time Value Trading Program -12.66 5,000k 1/1/2009 245 Superfund Group Superfund Green Gold C (SPC) -12.47 100k 10/1/2005 244 Superfund Group Superfund Green L.P. Series B -12.24 5k 10/1/2002 243 Superfund Group Superfund Green GCT USD -11.28 15k 1/1/2000 242 Crabel Capital Management WPD Crabel Futures Program -10.50 1,000k 7/1/2008 241 Paramount Capital Management LLC Commodity Trading Program -10.46 100k 7/1/2008 240 Bluenose Capital Management, LLC BNC EI -9.98 15k 7/1/2010 239 ITB Capital Management, LLC ITB Capital Income Fund I, LTD -9.94 200k 1/1/2007 238 Global AG LLC Global Ag LLC -9.72 1,000k 12/1/2008 237 Superfund Group Superfund Green Gold B (SPC) -8.99 50k 10/1/2005 236 DUNN Capital Management DUNN Combined Fund (DCF) -8.59 100k 5/1/1989 235 Clarke Capital Management Millennium -7.97 1,000k 1/1/1998 234 Superfund Group Superfund Green L.P. Series A -7.86 5k 10/1/2002 233 Dendrich Ltd QEP -7.76 50k 12/1/2005 232 DUNN Capital Management D'Best Futures Fund, L.P. -7.31 100k 6/1/1994 231 Heyden & Steindl GmbH TOMAC2 -7.22 5,000k 3/1/2003 230 LJM Partners LJM Aggressive Strategy -6.72 500k 7/1/1998 229 Superfund Group Superfund Green Q-AG -6.44 2k 3/1/1996 228 HPX Financial LLC HPX Old School Program -6.24 200k 6/1/2006 227 ITB Capital Management, LLC ITB Premium Fund I, LTD -5.88 1,000k 1/1/2006 226 Bluenose Capital Management, LLC BNC BI -5.77 30k 10/1/2008 225 Strategic Capital Advisors LLC Contrarian 500 -5.52 250k 12/1/2003 224 Superfund Group Superfund Green Gold A (SPC) -5.40 5k 10/1/2005 223 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.31 100k 1/1/2005 222 Superfund Group Superfund Green Gold L.P. Series B-1 -4.99 5k 4/1/2009 220 Cranwood Capital Management Cranwood International Fund -4.95 250k 4/1/2008 221 Cranwood Capital Management Fixed Income Arbitrage Fund -4.95 250k 4/1/2008 219 Tyche Capital Advisors LLC TCA Energy Spreads -4.78 100k 8/1/2008 218 Future Trade AG Thales Swing Trading Programme -4.76 250k 6/1/2007 217 Strategic Ag Trading SAT GRAINS -4.48 100k 4/1/2002 216 Crescent Bay Capital Management Premium Stock Index Program -4.47 10k 10/1/2005 215 Revolution Capital Management Alpha Program -4.45 5,000k 6/1/2007 214 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.32 10k 7/1/2005 213 Typhon Capital Management, LLC Plutus Grain Strategy -4.30 250k 4/1/2008 212 LJM Partners LJM Moderately Aggressive Strategy -4.26 500k 4/1/2003 211 LJM Partners LJM Preservation & Growth Strategy -4.22 250k 5/1/2006 210 Revolution Capital Management Alpha Fund -4.13 50k 1/1/2005 209 Futures Truth Company, FTC-CTA MS4 -3.97 250k 10/1/2007 208 M6 Capital Management LLC Standard Program -3.92 300k 7/1/2005 207 AllMountain Capital AG Mount Denali Global Trends -3.62 160k 7/1/2007 206 Gables Capital Management, Inc. GCM Global FX -3.38 1,000k 1/1/2009 205 TRYCON G.C.M. AG TRYCON CI Global Futures Fund HAIG, Class BI -3.26 75k 6/1/2007 204 Auspice Auspice Diversified Program -3.23 1,500k 6/1/2007 203 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.04 200k 11/1/1999 202 Crabel Capital Management Crabel Multi-Product -2.96 1,000k 3/1/1998 201 Hawksbill Capital Management Global Diversified -2.83 5,000k 11/1/1988 200 NuWave Investment Management, LLC Combined Futures Portfolio -2.51 5,000k 6/1/2001 199 NuWave Investment Management, LLC NuWave Investment Partners LP -2.45 250k 6/1/2001 198 Kelly Angle Inc. Genesis Program -2.45 2,000k 4/1/2000 197 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.37 10,000k 8/1/2004 196 Gladius Asset Management Fulham Program -2.31 2,000k 1/1/2008 195 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -2.31 1,000k 9/1/1997 194 Abraham Trading Company Diversified Program -2.30 10,000k 1/1/1988 193 Transtrend B.V. DTP – Enhanced Risk (USD) -2.30 10,000k 1/1/1995 192 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.25 10,000k 8/1/1999 191 Strategic Ag Trading Chatham -1.92 100k 1/1/2005 190 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -1.89 4,000k 11/1/2008 189 Third Street Ag Investments, LLC Fundamental Discretionary Ag -1.89 500k 8/1/2012 188 Trigon Investment Advisors, LLC Foreign Exchange Program -1.77 5,000k 8/1/2000 187 Clarke Capital Management Worldwide -1.76 250k 1/1/1996 186 Strategic Ag Trading SAT HEARTLAND -1.57 100k 12/1/2008 185 Millburn Ridgefield Corporation Diversified Program -1.57 20,000k 2/1/1977 184 Winton Capital Management Diversified -1.52 50,000k 10/1/1997 183 Welton Investment Partners Welton Global -1.51 10,000k 6/1/2004 182 Transtrend B.V. DTP – Standard Risk (EUR) -1.47 10,000k 2/1/1999 181 QCM Global Diversified Programme -1.43 500k 12/1/1995 180 EMC Capital Advisors, LLC Classic -1.30 5,000k 1/1/1985 179 Mobius Asset Management Custom Trading Program -1.25 100k 1/1/2002 178 Mark J. Walsh Company Standard Program -1.24 2,000k 9/1/1985 177 Wimmer Horizon LLP Managed Account -1.23 5,000k 5/1/2005 176 Ancile Capital Management Global Markets Program -1.16 2,000k 4/1/2005 175 Millburn Ridgefield Corporation Commodity Program -1.16 25,000k 3/1/2005 174 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class B -1.15 1,000k 10/1/2006 173 Clarke Capital Management Global Basic -1.12 50k 2/1/1996 172 KMJ Investments KMJ Investments -1.11 1,000k 8/1/1994 171 Molinero Capital Management LLP Global Markets Program -1.11 2,000k 7/1/2005 170 Rhicon Currency Management Rhicon Strategic Program -1.08 500k 1/1/2004 169 Parizek Capital Currency Program -1.07 1,000k 4/1/2006 168 Kaiser Trading Group Kaiser Global Diversified Program - Class B -0.79 1,000k 3/1/1998 167 Rhicon Currency Management Rhicon Systematic Currency Program -0.75 3,000k 1/1/2004 166 Quantica Capital AG Quantica Diversified FX -0.70 5,000k 3/1/2007 165 Quantum Leap Capital Management Managed Account Program -0.65 300k 8/1/2006 164 Clarke Capital Management Jupiter -0.56 3,000k 5/1/2005 163 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.53 100k 5/1/1999 162 Clarke Capital Management Global Magnum -0.52 100k 8/1/1997 161 Witter & Lester, Inc. Stock Index Futures Trading Program -0.49 400k 1/1/1988 160 Dominion Capital Sapphire Program -0.47 3,000k 5/1/2005 159 Rivoli Fund Management Rivoli International Fund (E) -0.46 5,000k 10/1/1996 158 Jaguar Investments Ltd Vario Capital Strategy -0.40 1,000k 5/1/2016 157 Seven Capital Management Seven Absolute Return -0.39 100k 6/1/2009 156 Rivoli Fund Management Rivoli International Fund (V9) -0.37 5,000k 1/1/2002 155 Chesapeake Capital Diversified (LV) -0.32 100k 2/1/1988 154 Red Rock Capital, LLC Systematic Global Macro -0.29 500k 9/1/2003 153 Auctos Capital Management Auctos Global Diversified -0.26 3,000k 11/1/2007 152 Greenwave Capital Management Greenwave Flagship -0.26 10,000k 6/1/2008 151 Four Seasons Commodities Corp Hawkeye Spread Program -0.24 500k 3/1/2005 150 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.20 1k 10/1/2006 149 C-View Limited Currency Managed Account Program -0.18 5,000k 10/1/1996 148 Witter & Lester, Inc. Redstone -0.15 500k 9/1/1994 147 Shield Plus LLC Shield Plus Natural Gas -0.10 50k 1/1/2004 146 A-VENTURE CAPITAL S.A A-VENTURE CAPITAL S.A Euros signals -0.07 50k 10/1/2007 145 Four Seasons Commodities Corp Lone Star Program -0.07 300k 1/1/2005 144 Manning & Napier MN Xenon Global Fixed Income Program -0.06 2,000k 8/1/2004 143 Wavefront Global Asset Management IMFC Global Investment Program -0.04 2,000k 2/1/2007 142 Midwest Trading Partners, LLC Micro-Arbitrage Program (MAP) -0.04 1,000k 1/1/2005 141 Tanyard Creek Capital Livestock Program -0.02 200k 6/1/2008 140 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.01 10,000k 7/1/2008 136 Insignia Managed Capital Epoch3 0.00 20k 7/1/2009 138 Cauldron Investments, LLC Stock Index Plus 0.00 1,000k 10/1/2009 139 Sequent Capital Sequent CTA - Fundamental Diversified (V12) 0.00 5,000k 1/1/2005 137 Quantis Asset Management Ulysses Futures 0.00 1,000k 7/1/2009 135 RAM Management Group RAM MRTP 1X-Conservative 0.12 1,000k 9/1/1993 134 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.13 0k 11/1/1996 133 Quantmetrics Capital Management LLP Directional 10V Strategy 0.13 10,000k 1/1/2007 132 Haar Capital Management Discretionary Commodity Trading Program 0.14 250k 12/1/2005 131 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.16 10,000k 2/1/2006 130 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.23 10,000k 4/1/2004 129 John Locke Investments Cyril Systematic Program 0.24 8,000k 7/1/2000 128 RAM Management Group MRTP Aggressive 0.24 1,000k 2/1/1998 127 QCAM Currency Asset Management AG QCAM v-Pro 0.26 1,000k 7/1/2007 126 Briarwood Capital Management, Inc. Diversified Trading Program 0.27 3,000k 7/1/2001 125 FORT LP Fort Global Diversified 0.32 2,000k 3/1/2002 124 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.34 10,000k 3/1/2003 123 Ansbacher Investment Management Market Neutral Put Skew Program 0.46 150k 1/1/1996 122 Somers Brothers Capital Diversified Futures Program #1 0.47 100k 1/1/2005 121 Eclipse Capital Management Global Monetary 0.48 5,000k 8/1/1990 120 Claughton Capital ARP Institutional Program 0.49 1,000k 10/1/2005 119 Dreiss Research Corporation Diversified Program 0.51 1,000k 5/1/1991 118 Millburn Ridgefield Corporation Multi-Markets Program 0.52 25,000k 10/1/2004 117 Warrington Asset Management Warrington Strategic Program 0.53 50k 1/1/1997 116 IKOS The IKOS Hedge Fund 0.59 10,000k 7/1/1998 115 Northfield Trading Diversified 0.60 2,000k 7/1/1989 114 Mondiale Asset Management Mondiale Trading Program 0.62 0k 9/1/1997 113 Quantmetrics Capital Management LLP Premier 12V Strategy 0.63 10,000k 4/1/2003 112 Systematic Alpha Management Systematic Alpha Futures Program 0.64 100k 6/1/2004 111 Spectrum Asset Management LLC Global Diversified 0.67 2,000k 1/1/2001 110 Rotella Capital Management Rotella Polaris Program (Diversified) 0.68 10,000k 1/1/1991 109 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.70 1,000k 1/1/2006 108 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.72 10,000k 2/1/2008 107 Global Domain Partners, LLC Global Domain Vector Fund - Series A 0.72 500k 1/1/2006 106 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.79 5,000k 11/1/2012 105 GT CAPITAL CTA GT Dynamic Trading Program 0.81 150k 6/1/2009 104 Conquest Capital Group Conquest Select 0.81 250k 6/1/2004 103 Range Wise Investment Program 0.84 250k 2/1/1991 102 Emil van Essen EvE Systematic Global Opportunities 0.91 1,000k 9/1/2007 101 Briarwood Capital Management, Inc. Diversified 2XL 0.91 250k 11/1/2004 100 Liberty Funds Group, Inc Liberty Diversified Option Strategy 0.94 750k 1/1/2009 99 White River Group Stock Index Option Writing Strategy 1.01 10k 11/1/2008 98 John Locke Investments JL Commodity Long Flat Program 1.02 5,000k 12/1/2007 97 Superfund Group Superfund Blue SPC Class A (EUR) 1.02 50k 4/1/2005 96 Xplor Capital Management, LLC Global CTA Program 1.06 1,500k 7/1/2004 95 MERIT Alternative Investments GmbH Futures Portfolio 1.11 2,000k 6/1/1998 94 Rho Asset Management Rho Altius 1XL Program 1.18 5,000k 11/1/2007 93 Southwest Managed Investments, LLC Global Diversified 1.22 200k 1/1/2002 92 Esulep LLC MAX Esulep LLC MAX 1.23 500k 5/1/2008 91 Eckhardt Trading Company Evolution Strategies 1.2X 1.23 10,000k 10/1/1991 90 Eckhardt Trading Company Evolution Strategies 1.26 20,000k 8/1/1991 89 HB Capital Management Inc. Diversified Program 1.26 50k 3/1/2008 88 Estlander & Partners Alpha Trend 1.29 30,000k 10/1/1991 87 Saxon Investment Corporation Diversified Program 1.29 3,000k 9/1/1988 86 Lynx Asset Management AB Lynx Program 1.31 75k 5/1/2000 85 Rosetta Capital Management Rosetta Trading Program 1.32 100k 4/1/2000 84 Robust Methods LLC Macro Managed Account 1.34 5,000k 1/1/2005 83 Wavefront Global Asset Management IMFC Global Concentrated 1.40 500k 4/1/2009 82 Robinson-Langley Capital Management, LLC Managed Account Program 1.44 200k 1/1/2007 81 Quantica Capital AG Quantica Managed Futures 1.46 10,000k 1/1/2005 80 FORT LP Fort Global Contrarian 1.47 2,000k 10/1/2002 79 Ion Asset Architecture (Fund Program) Ion Fund 1.47 100k 11/1/2007 78 Ion Asset Architecture Ion Fund Program 1.47 10,000k 11/1/2007 77 Global Domain Partners, LLC Global Domain Vector Fund - Series Sigma 1.51 500k 4/1/2009 76 Purple Valley Capital, Inc. Diversified Trend 1 1.53 100k 8/1/2008 75 M.S. Capital Management Global Diversified Program 1.61 2,000k 11/1/1998 74 Vergho Asset Management LLC Kinematics 1.63 1,000k 11/1/2008 73 Covenant Capital Management Original Program 1.65 5,000k 9/1/1999 72 Diamond Peak Capital LLC Northstar (2x) program 1.66 250k 10/1/2008 71 Alee Capital Management, LLC Poniente Program 1.66 2,500k 1/1/1999 70 Liberty Funds Group, Inc Liberty Wealth Protection Strategy (1X) 1.78 1,500k 1/1/2009 69 Emil van Essen Spread Trading Program 1.80 5,000k 12/1/2006 68 Quantitative Investment Management Quantitative Global Program 1.82 20,000k 10/1/2003 67 Global Bayesian Dynamics, LLC BOND&FX Client Composite 1.83 5,000k 3/1/2009 66 Mobius Asset Management Energy Weighted Program 1.84 250k 1/1/2005 65 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.84 100k 11/1/1984 64 Manning & Napier MN Xenon Managed Futures (2x) Program 1.87 5,000k 6/1/2006 63 GLOBIVEST LLC Alpha Program 1.89 50k 4/1/2009 62 Covenant Capital Management Aggressive Program 1.89 3,000k 2/1/2004 61 Trigon Investment Advisors, LLC Global Macro Program (LIQUIDATED as of July 31, 2017) 1.91 10,000k 1/1/2001 60 Superfund Group Superfund Green Gold L.P. Series A-1 2.00 5k 4/1/2009 59 Beryl Investment Group LLC Nominal Discretionary System 2.01 50k 7/1/2007 58 Rabar Market Research Diversified Program 2.09 2,000k 1/1/1989 57 Capricorn Strategies Limited Capricorn fxST (Lev1) 2.12 1,000k 1/1/1999 56 Superfund Group Superfund Blue SPC Class A (Gold) 2.15 50k 12/1/2007 55 Saxon Investment Corporation Aggressive Diversified Program 2.18 2,000k 11/1/1993 54 Endeavour Capital LLP Endeavour Pembroke 2.21 2,000k 7/1/2007 53 Quantmetrics Capital Management LLP Quantmetrics Multi Strategy Fund 2.26 1,000k 5/1/2006 52 IKOS IKOS FX Fund 2.28 1,000k 3/1/2008 51 Clarke Capital Management FX Plus 2.32 1,000k 5/1/2004 50 Sunrise Capital Partners Sunrise Expanded Diversified Program 2.34 1/1/1989 49 FRP CAPITAL LLC FRP125+ 2.35 125k 1/1/2010 48 Mobius Asset Management Diversified Program 2.37 250k 3/1/2004 47 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 46 Red Oak Commodity Advisors Investment Program 2.45 5,000k 12/1/1989 45 White River Group Diversified Option Writing Strategy 2.49 20k 11/1/2008 44 PRIM' Alternative Investment PRIM Gold 2.58 10k 11/1/2005 43 Altradis Capital AG AlphAlgo 2.61 100k 5/1/2007 42 Pacific Capital Advisors Vanguard Program 2.61 100k 4/1/2007 41 Mesirow Financial Investment Management, Inc. Apollo Absolute Return Strategy 2.65 10,000k 5/1/2009 40 Estlander & Partners Global Markets 2.69 10,000k 8/1/1999 39 Kottke Associates Stockton Fundamental Ag 2.86 500k 1/1/2006 38 Keck Capital Management LLC The Keck Program 2.90 2,000k 12/1/2003 37 Trigon Investment Advisors, LLC Discretionary Macro Program 3.10 10,000k 8/1/2007 36 Amplitude Capital International Limited Dynamic Strategy 3.20 6/1/2005 35 Rotella Capital Management Rotella Orion (Short-Term) Program 3.27 10,000k 3/1/2006 34 Parizek Capital Futures Trading Program 3.35 500k 4/1/2000 33 Kottke Associates Lark - Cattle Program 3.36 500k 2/1/2008 32 HiProb Trading Technology LLC HiProb-I 3.50 5,000k 7/1/2008 31 Alee Capital Management, LLC Mistral Program 3.62 2,500k 1/1/1999 30 Rosetta Capital Management Macro Program 3.67 50k 1/1/2009 29 Estlander & Partners Alpha Trend II - Class P 3.98 100k 12/1/2008 28 Novus Investments, LLC Novus Precious Commodities 4.33 200k 1/1/2007 27 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.34 100k 1/1/2000 26 Hyman Beck and Company Global Portfolio 4.47 1,000k 3/1/1991 25 Cypress Energy Capital Management, LP Cypress Energy, LP 4.81 50k 7/1/2008 24 SMILe Global Management Limited SMILe Managed Currency Account (JD Standard) 4.86 250k 1/1/2009 23 OptHedge Advisors LLC Diversified Options & Futures Program 4.89 250k 10/1/2008 22 Schindler Capital Management, LLC Dairy Advantage Program 4.90 400k 8/1/2005 21 AIS Capital Management, L.P. MAAP (2x-4x) Composite 5.06 3,000k 10/1/1992 20 Blackwater Capital Management Global Program 5.18 5,000k 7/1/2005 19 Alder Capital DAC Alder Global 20 5.20 250k 2/1/2001 18 Tactical Investment Management Tactical Institutional Commodity Program 5.33 10,000k 4/1/1993 17 Arcanum Asset Management Equity Index Option Program (Prop) 5.33 500k 7/1/2006 16 Neural Capital Ltd Sentinel Trading Program 5.34 2,000k 1/1/2006 15 Estlander & Partners Global XL 5.44 5,000k 8/1/1991 14 Conquest Capital Group Conquest Macro 5.49 250k 5/1/1999 13 Romanesco Capital Management B.V Persistence Program 5.89 5,000k 9/1/2005 12 Kinkopf Capital Management KCM S&P (Proprietary) 6.00 100k 1/1/1999 11 White Indian Trading Co. STAIRS (Client) 6.05 250k 5/1/2009 10 White Indian Trading Co. STAIRS - Futures Program (Client) 6.09 250k 10/1/2008 9 AIS Capital Management, L.P. MAAP (3x-6x) Composite 6.20 2,000k 7/1/1992 8 Drury Capital Diversified Trend-Following Program 6.57 5,000k 5/1/1997 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 7.01 100k 3/1/2003 6 ISAM ISAM Systematic Trend Fund 7.39 1,000k 6/1/2001 5 Commodity Strategies AG CSAG Active Long Short Commodity Program 7.78 5,000k 10/1/2007 4 Non Correlated Capital Positive Theta Program 10.00 250k 10/1/2007 3 Non Correlated Capital Positive Theta Fund 12.71 50k 10/1/2007 2 Di Tomasso Group Inc. Equilibrium Program 13.98 5,000k 1/1/2002 1 QQFund.com QQFund.com Alpha Beta Program 28.41 100k 9/1/2008 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.