IASG CTA Index For October 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 Oct 2017 Min Inv Inception 198 Rosetta Capital Management Macro Program -10.04 50k 1/1/2009 197 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -5.37 200k 2/1/2015 196 Qbasis Invest Qbasis i Trend Fund -4.72 1k 1/1/2014 195 Wharton Capital Management Wharton AG Futures Program -4.40 100k 9/1/2011 194 Trading Study SPK – E-Mini S&P 500 Option -4.20 15k 10/1/2009 193 Amapa Capital Advisors LLC Energy Program -3.82 1,000k 2/1/2015 192 Demeter Capital Management Livestock & Grain Trading Program -3.81 50k 3/1/2010 191 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -3.65 10,000k 2/1/2006 190 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -3.53 500k 7/1/2013 189 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -2.96 100k 11/1/2013 188 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -2.89 100k 4/1/2014 187 Greenwave Capital Management Greenwave Flagship Discretionary Plus -2.72 1,000k 9/1/2012 186 Witter & Lester, Inc. Diversified Trading Program -2.53 100k 4/1/2013 185 dormouse Limited dormouse - Managed Account -2.11 20,000k 7/1/2011 184 Evergreen Commodity Advisors, LLC Discretionary -1.81 100k 1/1/2015 183 Alee Capital Management, LLC Poniente Program -1.77 2,500k 1/1/1999 182 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.46 1,000k 1/1/2013 181 County Cork LLC RLA I -1.45 500k 1/1/2009 180 GammaQ Breckhurst Commodity Fund -1.35 1,000k 10/1/2006 179 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.31 100k 10/1/2011 178 Alee Capital Management, LLC Mistral Program -1.28 2,500k 1/1/1999 177 ROW Asset Managment Row Currency Program -1.19 1,000k 11/1/2010 176 SMJ Capital Management Ltd. Systematic Currency FX Strategy -1.14 250k 9/1/2014 175 Emil van Essen Long-Short Commodity Program -0.86 1,000k 6/1/2013 174 Bocken Trading LLC Discretionary Trading Program -0.82 100k 7/1/2011 173 Worldwide Capital Strategies Profit Quest Macro World -0.75 100k 1/1/2010 172 Certeza Asset Management 4x Omni -0.72 1,000k 11/1/2014 171 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.72 500k 8/1/2012 170 GammaQ Commodity Program Managed Account -0.65 3,000k 4/1/2011 169 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.64 3,000k 5/1/2010 168 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) -0.57 1,000k 2/1/2015 167 Certeza Asset Management Macro Vega -0.54 1,000k 1/1/2012 166 Robust Methods LLC Macro Managed Account -0.54 5,000k 1/1/2005 165 Urban Tree Capital, LLC UTC Plus (Client) -0.51 100k 3/1/2013 164 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -0.50 100k 7/1/2013 163 Gregory P Asset Management LLC Low Volatility Income Strategy -0.49 100k 5/1/2015 162 HPX Financial LLC HPX Old School Program -0.49 200k 6/1/2006 161 Emil van Essen Multi-Strategy Program -0.48 6,000k 5/1/2014 160 NickJen Capital Management & Consultants LLC NRD-1 -0.48 1,000k 4/1/2008 159 Three Rock Capital Management Global Macro Program -0.43 1,000k 1/1/2009 158 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.41 1,000k 7/1/2007 157 Jaguar Investments Ltd Aegir Capital Strategy -0.40 1,000k 1/1/2012 156 Kopis Capital Management, LLC Commodity Long Short Separate Account -0.39 1,000k 5/1/2015 155 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.38 1,000k 1/1/2006 154 Valia Capital Management Global Tactical Program -0.37 200k 5/1/2014 153 Four Seasons Commodities Corp Lone Star Program -0.36 300k 1/1/2005 152 Greenwave Capital Management Greenwave Flagship Plus -0.32 1,000k 6/1/2008 151 Tyche Capital Advisors LLC Institutional Spreads -0.30 250k 3/1/2014 150 Soaring Pelican, LLC Diversified S&P Program -0.26 100k 1/1/2011 149 Tlaloc Capital LLC Grains Program -0.23 1,000k 4/1/2010 148 Blake Capital Management, Inc. SRD Currencies -0.20 100k 3/1/2013 147 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.19 10,000k 4/1/2004 146 Bensboro Advisors, LLC Seasonal Spread Trading Program -0.18 500k 1/1/2015 145 Eclipse Capital Management Alpha Asia -0.18 25,000k 1/1/2015 144 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 143 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -0.17 500k 1/1/2015 142 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 141 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.13 100k 11/1/2013 140 Doherty Advisors LLC Grey Swan Hedge -0.11 10,000k 4/1/2010 139 Typhon Capital Management, LLC Vulcan Metals Strategy -0.08 2,000k 11/1/2011 138 Seven Capital Management Seven Fixed Income Fund -0.07 100k 9/1/2010 137 Bluegrass Capital Management Cross Market Bias Model -0.05 3,000k 7/1/2014 136 Jaguar Investments Ltd Ultro Capital Strategy -0.05 1,000k 1/1/2012 135 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.04 10,000k 7/1/2008 134 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.03 500k 5/1/2013 133 Hehmeyer Capital Management, LLC HOGO -0.03 1,000k 5/1/2013 132 Trigon Investment Advisors, LLC Foreign Exchange Program -0.03 5,000k 8/1/2000 131 NuWave Investment Management, LLC Commodity Value Portfolio -0.01 2,000k 10/1/2014 130 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 129 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 128 R Best LLC R Best Private Client Program 0.01 50k 2/1/2010 127 Orgone Commodity Management LLC Orgone AG 1 0.03 250k 9/1/2011 126 Buttonwood LLC Energy Diversified 1 0.04 100k 7/1/2014 125 Typhon Capital Management, LLC Helios Deutsche 0.05 250k 4/1/2014 124 QTS Capital Management, LLC QTS Partners, L.P. 0.05 100k 1/1/2011 123 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.07 250k 3/1/2010 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.09 100k 1/1/2000 121 QTS Capital Management, LLC FX Managed Account 0.11 100k 1/1/2011 120 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.12 1,000k 3/1/2007 119 Non Correlated Capital Positive Theta Program 0.14 250k 10/1/2007 118 Doherty Advisors LLC Relative Value Plus 0.18 1,000k 7/1/2011 117 Blake Capital Management, Inc. SRD Short Equities 0.19 100k 1/1/2011 116 Warrington Asset Management Warrington Strategic Program 0.19 50k 1/1/1997 115 Doherty Advisors LLC Relative Value Growth 0.24 1,000k 6/1/2003 114 Ditsch Trading, LLC Agricultural Trading Program 0.25 100k 1/1/2011 113 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.30 500k 6/1/2007 112 WESTCAY LLC Tropicals Program 0.30 250k 1/1/2014 111 Typhon Capital Management, LLC Chiron Currency Program 0.31 250k 2/1/2008 110 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.38 250k 10/1/2009 109 Crabel Capital Management WPD Crabel Futures Program 0.41 1,000k 7/1/2008 108 Bluenose Capital Management, LLC BNC EI 0.42 15k 7/1/2010 107 Trigon Investment Advisors, LLC Discretionary Macro Program 0.43 10,000k 8/1/2007 106 Commodities Analytics LLC Daily Analytics 0.43 100k 1/1/2014 105 Paradox Capital Management Sentiment Program (1X) 0.48 1,000k 1/1/2013 104 Typhon Capital Management, LLC Plutus Grain Strategy 0.50 250k 4/1/2008 103 Millburn Ridgefield Corporation Commodity Program 0.54 25,000k 3/1/2005 102 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.58 20,000k 5/1/2013 101 Schindler Capital Management, LLC Dairy Advantage Program 0.60 400k 8/1/2005 100 Emil van Essen Spread Trading Program Limited 0.63 5,000k 7/1/2013 99 Metolius Capital LLC Metolius Diversified 0.66 100k 6/1/2010 98 Bluenose Capital Management, LLC BNC BI 0.69 30k 10/1/2008 97 Future Trade AG Thales Swing Trading Programme 0.69 250k 6/1/2007 96 Witter & Lester, Inc. Redstone 0.73 500k 9/1/1994 95 Automaton Trading LLC Diversified 0.78 500k 7/1/2014 94 Global Wealth Analytics, Inc. Triple M 0.83 1,000k 6/1/2014 93 Emil van Essen Long-Short Commodity Program - Accelerated 0.83 200k 5/1/2014 92 Meliora Capital LLP Commodity Absolute Return (1x) 0.88 250k 11/1/2014 91 SandPointe SandPointe Opportunities Strategy 0.89 5,000k 5/1/2014 90 ML Systems LLC Sledon Classic (Client) 0.90 300k 8/1/2014 89 Warrington Asset Management Tactical Program Client 0.92 500k 2/1/2015 88 Global Sigma Group, LLC Global Sigma BondVOL LP 0.96 1,000k 4/1/2015 87 Talenta Capital LLP S&P 500 Momentum 0.99 950k 2/1/2017 86 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 1.00 100k 12/1/2014 85 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.00 100k 2/1/2010 84 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.01 50k 9/1/2009 83 Carbide Capital Inc. Carbide Absolute Return Program 1.01 200k 9/1/2014 82 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.05 10,000k 8/1/2009 81 Cauldron Investments, LLC Stock Index Plus 1.09 1,000k 10/1/2009 80 FORT LP Fort Global Diversified 1.12 2,000k 10/1/1993 79 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.19 250k 10/1/2011 78 Blackwater Capital Management Tactical Equity 1.30 500k 12/1/2013 77 Red Rock Capital, LLC Commodity Long-Short 1.31 500k 9/1/2013 76 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.32 5,000k 6/1/2010 75 SandPointe SandPointe All-Seasons Strategy 1.34 5,000k 1/1/2015 74 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.38 2,000k 7/1/2013 73 Tianyou Asset Management, LLC Tianyou Fund LP 1.56 100k 10/1/2012 72 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.60 250k 5/1/2013 71 Buckingham Global Advisors, LLC Weekly Emini Program 1.63 200k 3/1/2015 70 Doherty Advisors LLC Compass 1.64 1,000k 6/1/2015 69 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 1.70 50k 10/1/2011 68 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.81 100k 4/1/2015 67 Crabel Capital Management Crabel Multi-Product 1.94 1,000k 3/1/1998 66 Metolius Capital LLC Metolius Enhanced Fund 1.96 40k 6/1/2015 65 Doherty Advisors LLC Orion 1.96 1,000k 6/1/2015 64 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.97 10,000k 2/1/2008 63 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.00 1,000k 3/1/2003 62 Independent View IV Quantitative Futures Fund 2.02 100k 11/1/2012 61 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.06 1k 10/1/2006 60 Blackheath Fund Management Inc. Tactical FI Strategy 2.08 50k 10/1/2011 59 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 2.12 100k 7/1/2013 58 Gregory P Asset Management LLC Alternative Multi Strategy 2.17 500k 11/1/2012 57 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 2.23 2,000k 1/1/2013 56 Prolific Capital Markets, LLC Prolific Swiss System 2.24 10,000k 1/1/2014 55 Bluenose Capital Management, LLC BNC CL 2.25 15k 12/1/2013 54 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.29 250k 5/1/2011 53 EMC Capital Advisors, LLC EMC Alpha Program 2.33 5,000k 6/1/2013 52 Candriam Investor Group Alternative Return Systemat 2.59 125k 1/1/2007 51 M6 Capital Management LLC Standard Program 2.59 300k 7/1/2005 50 Turk Capital LLC US Equity Long/Short Strategy 2.60 250k 4/1/2014 49 Linnis Linnis ONE, LP 2.64 100k 8/1/2014 48 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 2.65 100k 1/1/2014 47 Bulkara Capital Bulkara Systematic Fund SP 2.66 250k 4/1/2014 46 FORT LP Fort Global Contrarian 3.02 2,000k 10/1/2002 45 FORT LP Global Futures Program (formerly Global Diversified Classic) 3.13 10,000k 10/1/1993 44 Melissinos Trading Eupatrid Global Trends 3.17 50k 1/1/2011 43 Aquantum Aquantum Commodity Spread Program (ACS) 3.38 5,000k 7/1/2013 42 Talenta Capital LLP Diversified 3.46 950k 6/1/2014 41 Millburn Ridgefield Corporation Multi-Markets Program 3.57 25,000k 10/1/2004 40 Conquest Capital Group Conquest Select 3.69 250k 6/1/2004 39 Chesapeake Capital Diversified Plus (HV) 3.70 100k 4/1/1994 38 Vivienne Investissement OUESSANT UCITS FUND (A) 3.71 100k 5/1/2012 37 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 3.78 25k 1/1/2011 36 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.89 1k 6/1/2009 35 M&R Capital, LLC Livestock Trading Program 4.08 100k 1/1/2015 34 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 4.09 5,000k 9/1/2009 33 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.12 1,000k 1/1/2013 32 ROW Asset Managment Row Diversified Fund, L.P. 4.19 1,000k 11/1/2011 31 Angle Capital Management LLC AIP Program 4.60 100k 1/1/2010 30 Quantica Capital AG 1X Quantica Managed Futures Fund 4.60 100k 1/1/2014 29 Silicon Valley Quantitative Advisors UQP Large 4.82 500k 1/1/2009 28 Garraway Capital Management LLP Garraway Financial Trends 4.94 100k 9/1/2012 27 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.10 1,000k 3/1/2003 26 EMC Capital Advisors, LLC EMC Alpha Plus Program 5.24 3,000k 5/1/2014 25 Estlander & Partners Freedom 5.51 20,000k 8/1/2010 24 AG Capital Management Partners, LP Discretionary Global Macro Program 5.84 500k 10/1/2014 23 Sandpiper Asset Management Sandpiper Global Macro Program 5.94 1,000k 8/1/2012 22 Seven Capital Management Seven Absolute Return 6.07 100k 6/1/2009 21 Glider Trading LLP Glider Trading Strategy (Class C) 6.48 500k 9/1/2013 20 Aquantum Aquantum Global Systematic Program (AGS) 6.74 5,000k 7/1/2013 19 DUNN Capital Management DUNN WMA Institutional Program 6.93 100k 10/1/2011 18 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 7.26 1,000k 5/1/2014 17 Superfund Group Superfund Red EUR SICAV 7.31 10k 3/1/2013 16 Superfund Group Superfund Red USD SICAV 7.37 10k 3/1/2013 15 Purple Valley Capital, Inc. Diversified Trend 1 7.44 100k 8/1/2008 14 Aspect Capital Aspect Diversified Fund - Class A (USD) 8.24 100k 12/1/1998 13 Glenhaven Capital LLC Glenhaven Global II LP 8.45 25k 4/1/2012 12 Estlander & Partners Alpha Trend II - Class P 9.14 100k 12/1/2008 11 Kaiser Trading Group Kaiser Global Diversified Program - Class A 9.32 10,000k 3/1/1998 10 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 9.36 1,000k 10/1/2016 9 Quantica Capital AG 2X Quantica Managed Futures Fund 9.40 100k 1/1/2014 8 ISAM ISAM Systematic Trend Fund 9.53 1,000k 6/1/2001 7 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 9.56 250k 11/1/1996 6 Vivienne Investissement MACH 3 11.03 100k 6/1/2015 5 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 13.12 50k 7/1/2011 4 Tomas Capital Pty Ltd GCAF | USD 13.72 1,500k 7/1/2011 3 Whitmore Capital Management LLC Whitmore Capital LP 15.33 250k 6/1/2012 2 Dreiss Research Corporation Diversified Program 16.57 1,000k 5/1/1991 1 Covenant Capital Management Optimal Program 44.92 10k 2/1/2014 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.