IASG CTA Index For January 2017 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 2017 Min Inv Inception 191 Worldwide Capital Strategies Profit Quest Macro World -16.44 100k 1/1/2010 190 Covenant Capital Management Optimal Program -13.56 10k 2/1/2014 189 Quantum Leap Capital Management Managed Account Program -12.33 300k 8/1/2006 188 Whitmore Capital Management LLC Whitmore Capital LP -9.50 250k 6/1/2012 187 Estlander & Partners Alpha Trend II - Class P -8.48 100k 12/1/2008 186 Angle Capital Management LLC AIP Program -7.76 100k 1/1/2010 185 Conquest Capital Group Conquest Macro -6.76 250k 5/1/1999 184 Quest Partners LLC AlphaQuest Short Bias (AQSB) -6.27 20,000k 5/1/2013 183 Purple Valley Capital, Inc. Diversified Trend 1 -6.14 100k 8/1/2008 182 Urban Tree Capital, LLC UTC Plus (Client) -5.77 100k 3/1/2013 181 Dixon Midland Company LLC Dixon Midland Diversified LLC -5.30 250k 5/1/2011 180 Sona Trading Strategies LLC. Diversified Program -4.78 1,000k 9/1/2006 179 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -4.71 1,000k 1/1/2013 178 Conquest Capital Group Conquest Select -4.70 250k 6/1/2004 177 Sandpiper Asset Management Sandpiper Global Macro Program -4.37 1,000k 8/1/2012 176 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.35 100k 8/1/2009 175 Qbasis Invest Qbasis i Trend Fund -4.08 1k 1/1/2014 174 Candriam Investor Group Alternative Return Systemat -4.08 125k 1/1/2007 173 Deep Field Capital AG SINGULARITY Fund -3.91 100k 9/1/2011 172 ROW Asset Managment Row Diversified Fund, L.P. -3.89 1,000k 11/1/2011 171 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -3.85 1,000k 5/1/2014 170 Mehnert Capital Management, LLC DTP (Client) -3.80 1,000k 3/1/2012 169 Crabel Capital Management Crabel Multi-Product -3.80 1,000k 3/1/1998 168 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.58 1k 6/1/2009 167 Three Rock Capital Management Global Macro Program -3.57 1,000k 1/1/2009 166 County Cork LLC RLA I -3.41 500k 1/1/2009 165 QCM Alpha Financials Program -3.40 10,000k 6/1/2012 164 Dominion Capital Diamond Program -3.03 3,000k 1/1/2011 163 FORT LP Global Futures Program (formerly Global Diversified Classic) -2.99 10,000k 10/1/1993 162 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -2.90 1,000k 7/1/2007 161 Estlander & Partners Freedom -2.84 20,000k 8/1/2010 160 Alee Capital Management, LLC Poniente Program -2.68 2,500k 1/1/1999 159 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.64 25,000k 1/1/2014 158 Trigon Investment Advisors, LLC Discretionary Macro Program -2.60 10,000k 8/1/2007 157 Principle Capital Management LLC Principle Commodity Futures (Prop) -2.18 100k 5/1/2010 156 County Cork LLC County Cork Fusion Equity -2.05 1,000k 10/1/2013 155 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.95 1k 10/1/2006 154 Prolific Capital Markets, LLC Prolific Swiss System -1.89 10,000k 1/1/2014 153 Eagle Trading Systems Inc. Eagle Quantitative Macro -1.85 10,000k 10/1/2006 152 Melissinos Trading Eupatrid Global Trends -1.79 50k 1/1/2011 151 FORT LP Fort Global Diversified -1.79 2,000k 10/1/1993 150 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -1.74 100k 4/1/2014 149 Sugar Creek Investment Management, LLC Cotton RV -1.70 1,000k 2/1/2014 148 Seven Capital Management Seven Fixed Income Fund -1.68 100k 9/1/2010 147 Schindler Capital Management, LLC Dairy Advantage Program -1.61 400k 8/1/2005 146 Orgone Commodity Management LLC Orgone AG 1 -1.57 250k 9/1/2011 145 ROW Asset Managment Row Currency Program -1.56 1,000k 11/1/2010 144 Metolius Capital LLC Metolius Diversified -1.53 100k 6/1/2010 143 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.42 250k 11/1/1996 142 3D S&P Program (Client) -1.38 100k 11/1/2010 141 ISAM ISAM Systematic Trend Fund -1.38 1,000k 6/1/2001 140 Kopis Capital Management, LLC Commodity Long Only -1.24 500k 1/1/2014 139 Blackwater Capital Management Tactical Equity -1.17 500k 12/1/2013 138 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.16 250k 10/1/2009 137 Typhon Capital Management, LLC Plutus Grain Strategy -1.13 250k 4/1/2008 136 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.12 100k 1/1/2000 135 Piston Trading The Piston -1.12 1,000k 1/1/2014 134 Quantica Capital AG 2X Quantica Managed Futures Fund -1.00 100k 1/1/2014 133 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.94 100k 11/1/2013 132 3D 3D Intraday Breakout Program -0.87 225k 4/1/2014 131 Eagle Trading Systems Inc. Eagle Global Financials -0.87 10,000k 1/1/1996 130 1OAK Capital Limited ACORN Commodity -0.86 5,000k 5/1/2012 129 3D Intraday Program (Client) -0.81 100k 2/1/2012 128 GammaQ Breckhurst Commodity Fund -0.80 1,000k 10/1/2006 127 Typhon Capital Management, LLC Vulcan Metals Strategy -0.79 2,000k 11/1/2011 126 Emil van Essen Long-Short Commodity Program - Accelerated -0.77 200k 5/1/2014 125 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.72 100k 8/1/2011 124 Sophic Associates, LLC Sophic Macro -0.72 250k 1/1/2013 123 Typhon Capital Management, LLC Chiron Currency Program -0.67 250k 2/1/2008 122 Soaring Pelican, LLC Diversified S&P Program -0.61 100k 1/1/2011 121 Amapa Capital Advisors LLC Energy Program -0.61 1,000k 2/1/2015 120 Red Rock Capital, LLC Commodity Long-Short -0.61 500k 9/1/2013 119 Tyche Capital Advisors LLC Institutional Spreads -0.57 250k 3/1/2014 118 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -0.57 50k 7/1/2011 117 FORT LP Fort Global Contrarian -0.57 2,000k 10/1/2002 116 Blackheath Fund Management Inc. Tactical FI Strategy -0.53 50k 10/1/2011 115 3D Bull Program (Client) -0.48 10k 11/1/2010 114 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.46 1,000k 3/1/2003 113 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.45 10,000k 4/1/2004 112 Millburn Ridgefield Corporation Multi-Markets Program -0.41 25,000k 10/1/2004 111 Pinstripe Trading, LLC Standard -0.40 125k 8/1/2009 110 Glider Trading LLP Glider Trading Strategy (Class C) -0.37 500k 9/1/2013 109 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -0.36 1,000k 9/1/2011 108 Blake Capital Management, Inc. SRD Currencies -0.35 100k 3/1/2013 107 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.34 3,000k 5/1/2010 106 QTS Capital Management, LLC Tail Reaper -0.31 100k 8/1/2012 105 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.31 10,000k 2/1/2006 104 Quantica Capital AG 1X Quantica Managed Futures Fund -0.30 100k 1/1/2014 103 Bocken Trading LLC Discretionary Trading Program -0.25 100k 7/1/2011 102 DUNN Capital Management DUNN WMA Institutional Program -0.24 100k 10/1/2011 101 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.22 10,000k 8/1/2009 100 Greenwave Capital Management Greenwave Flagship Plus -0.21 1,000k 6/1/2008 99 Garraway Capital Management LLP Garraway Financial Trends -0.20 100k 9/1/2012 98 Seven Capital Management Seven Absolute Return -0.18 100k 6/1/2009 97 Jaguar Investments Ltd Aegir Capital Strategy -0.17 1,000k 1/1/2012 96 Trading Study SPK – E-Mini S&P 500 Option -0.16 15k 10/1/2009 95 Alee Capital Management, LLC Mistral Program -0.15 2,500k 1/1/1999 94 QTS Capital Management, LLC QTS Partners, L.P. -0.11 100k 1/1/2011 93 Dreiss Research Corporation Diversified Program -0.07 1,000k 5/1/1991 92 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.06 1,000k 1/1/2006 91 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.02 6/1/2012 88 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 89 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 87 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.00 500k 8/1/2012 90 Sunrise Capital Partners Sunrise Expanded Diversified Program 0.00 1/1/1989 86 C-View Limited Currency Managed Account Program 0.01 5,000k 10/1/1996 85 Sugar Creek Investment Management, LLC Dairy Arbitrage 0.03 1,000k 5/1/2014 84 Demeter Capital Management Livestock & Grain Trading Program 0.03 50k 3/1/2010 83 R Best LLC R Best Private Client Program 0.03 50k 2/1/2010 82 Four Seasons Commodities Corp Lone Star Program 0.05 300k 1/1/2005 81 Trigon Investment Advisors, LLC Foreign Exchange Program 0.06 5,000k 8/1/2000 80 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.10 250k 10/1/2011 79 Turk Capital LLC US Equity Long/Short Strategy 0.11 250k 4/1/2014 78 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.12 2,000k 7/1/2013 77 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.13 250k 3/1/2010 76 Certeza Asset Management Macro Vega 0.16 1,000k 1/1/2012 75 GammaQ Commodity Program Managed Account 0.17 3,000k 4/1/2011 74 HPX Financial LLC HPX Old School Program 0.20 200k 6/1/2006 73 Emil van Essen Long-Short Commodity Program 0.21 1,000k 6/1/2013 72 Witter & Lester, Inc. Redstone 0.26 500k 9/1/1994 71 NickJen Capital Management & Consultants LLC NRD-1 0.28 1,000k 4/1/2008 70 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.31 10,000k 2/1/2008 69 Dix Hills Partners DHP Absolute Return Strategies 0.37 500k 7/1/2003 68 QTS Capital Management, LLC FX Managed Account 0.37 100k 1/1/2011 67 M6 Capital Management LLC Standard Program 0.44 300k 7/1/2005 66 Bulkara Capital Bulkara Systematic Fund SP 0.49 250k 4/1/2014 65 Turning Wheel Capital, Inc. Pure Alpha 0.52 10,000k 1/1/2012 64 Tlaloc Capital LLC Grains Program 0.53 1,000k 4/1/2010 63 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.57 100k 2/1/2010 62 Warrington Asset Management Warrington Strategic Program 0.59 50k 1/1/1997 61 Zoi Capital, LLC Telio Program (Client) 0.61 200k 4/1/2010 60 Rosetta Capital Management Macro Program 0.78 50k 1/1/2009 59 Aquantum Aquantum Global Systematic Program (AGS) 0.84 5,000k 7/1/2013 58 Intex Capital Covered Options Program 0.85 50k 1/1/2012 57 EMC Capital Advisors, LLC EMC Alpha Program 0.86 5,000k 6/1/2013 56 Paradox Capital Management Sentiment Program (1X) 0.88 1,000k 1/1/2013 55 Witter & Lester, Inc. Diversified Trading Program 0.91 100k 4/1/2013 54 Ditsch Trading, LLC Agricultural Trading Program 0.96 100k 1/1/2011 53 Wharton Capital Management Wharton AG Futures Program 0.97 100k 9/1/2011 52 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.99 3,000k 5/1/2014 51 Commodities Analytics LLC Daily Analytics 1.07 100k 1/1/2014 50 Sugar Creek Investment Management, LLC Stockyards 1.10 1,000k 4/1/2014 49 Jaguar Investments Ltd Ultro Capital Strategy 1.11 1,000k 1/1/2012 48 Protec Energy Partners LLC ET1 1.12 500k 4/1/2010 47 Non Correlated Capital Positive Theta Program 1.14 250k 10/1/2007 46 Non Correlated Capital Positive Theta Fund 1.14 50k 10/1/2007 45 Crabel Capital Management WPD Crabel Futures Program 1.16 1,000k 7/1/2008 44 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 1.17 100k 11/1/2013 43 Cauldron Investments, LLC Stock Index Plus 1.21 1,000k 10/1/2009 42 Valia Capital Management Global Tactical Program 1.24 200k 5/1/2014 41 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 1.24 2,000k 1/1/2013 40 Superfund Group Superfund Red EUR SICAV 1.27 10k 3/1/2013 39 Vivienne Investissement OUESSANT UCITS FUND (A) 1.31 100k 5/1/2012 38 Crescendo Capital Management Neutron Decay (Client) 1.31 50k 7/1/2012 37 Bluenose Capital Management, LLC BNC BI 1.43 30k 10/1/2008 36 LJM Partners LJM Preservation & Growth Strategy 1.49 250k 5/1/2006 35 Superfund Group Superfund Red USD SICAV 1.51 10k 3/1/2013 34 1900 Investments Asset Management Dynamic Oil Strategy Program 1.63 100k 1/1/2014 33 Tianyou Asset Management, LLC Tianyou Fund LP 1.66 100k 10/1/2012 32 Emil van Essen Multi-Strategy Program 1.79 6,000k 5/1/2014 31 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.93 100k 10/1/2011 30 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.96 50k 9/1/2009 29 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.96 1,000k 3/1/2003 28 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.97 5,000k 6/1/2010 27 Novus Investments, LLC Novus Precious Commodities 2.00 200k 1/1/2007 26 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.13 1,000k 3/1/2007 25 Bluenose Capital Management, LLC BNC EI 2.14 15k 7/1/2010 24 LJM Partners LJM Moderately Aggressive Strategy 2.16 500k 4/1/2003 23 Millburn Ridgefield Corporation Commodity Program 2.20 25,000k 3/1/2005 22 Bluenose Capital Management, LLC BNC CL 2.48 15k 12/1/2013 21 dormouse Limited dormouse - Managed Account 2.53 10,000k 7/1/2011 20 Sugar Creek Investment Management, LLC WestCay Tropicals 2.56 1,000k 2/1/2014 19 GNE Management, LLC S&P Futures and Options Strategy (Client) 2.84 200k 12/1/2013 18 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.93 5,000k 11/1/2012 17 SandPointe SandPointe Opportunities Strategy 2.95 5,000k 5/1/2014 16 Future Trade AG Thales Swing Trading Programme 2.96 250k 6/1/2007 15 Emil van Essen Spread Trading Program Limited 3.13 5,000k 7/1/2013 14 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.40 250k 5/1/2013 13 Independent View IV Quantitative Futures Fund 3.46 100k 11/1/2012 12 Aquantum Aquantum Commodity Spread Program (ACS) 3.49 5,000k 7/1/2013 11 Robust Methods LLC Macro Managed Account 3.99 5,000k 1/1/2005 10 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 4.27 100k 7/1/2013 9 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.77 100k 1/1/2014 8 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 4.97 50k 10/1/2011 7 Hehmeyer Capital Management, LLC HOGO 5.46 1,000k 5/1/2013 6 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 5.46 500k 5/1/2013 5 Vision Capital Management Global Futures 5.47 500k 2/1/2012 4 Ring Capital Management LLC S&P E-Mini Select 6.79 100k 1/1/2012 3 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 6.90 500k 7/1/2013 2 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 11.43 25k 1/1/2011 1 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 17.46 100k 7/1/2013 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.