IASG CTA Index For March 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 Mar 2017 Min Inv Inception 187 Covenant Capital Management Optimal Program -21.59 10k 2/1/2014 186 Future Trade AG Thales Swing Trading Programme -9.91 250k 6/1/2007 185 Eagle Trading Systems Inc. Eagle Global Financials -9.67 10,000k 1/1/1996 184 Estlander & Partners Alpha Trend II - Class P -8.07 100k 12/1/2008 183 Eagle Trading Systems Inc. Eagle Quantitative Macro -7.28 10,000k 10/1/2006 182 Sona Trading Strategies LLC. Diversified Program -6.70 1,000k 9/1/2006 181 Stable Asset Management LTD Arctic Blue 3x Share Class -6.51 100k 6/1/2014 180 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -6.35 25k 1/1/2011 179 Angle Capital Management LLC AIP Program -6.26 100k 1/1/2010 178 Sandpiper Asset Management Sandpiper Global Macro Program -5.84 1,000k 8/1/2012 177 Dreiss Research Corporation Diversified Program -5.51 1,000k 5/1/1991 176 Trigon Investment Advisors, LLC Foreign Exchange Program -4.96 5,000k 8/1/2000 175 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -4.60 1,000k 9/1/2011 174 Chesapeake Capital Diversified Plus (HV) -4.56 100k 4/1/1994 173 Alee Capital Management, LLC Mistral Program -4.24 2,500k 1/1/1999 172 Linnis Linnis ONE, LP -3.94 100k 8/1/2014 171 Melissinos Trading Eupatrid Global Trends -3.77 50k 1/1/2011 170 Qbasis Invest Qbasis i Trend Fund -3.72 1k 1/1/2014 169 Glider Trading LLP Glider Trading Strategy (Class C) -3.58 500k 9/1/2013 168 QMS Capital Management LP QMS Diversified Global Macro Strategy -3.28 5,000k 6/1/2010 167 ISAM ISAM Systematic Trend Fund -3.23 1,000k 6/1/2001 166 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -3.22 50k 10/1/2011 165 Garraway Capital Management LLP Garraway Financial Trends -3.04 100k 9/1/2012 164 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.04 20,000k 5/1/2013 163 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.00 250k 11/1/1996 162 Purple Valley Capital, Inc. Diversified Trend 1 -2.93 100k 8/1/2008 161 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -2.73 1,000k 7/1/2007 160 FORT LP Global Futures Program (formerly Global Diversified Classic) -2.66 10,000k 10/1/1993 159 Aspect Capital Aspect Diversified Fund - Class A (USD) -2.61 100k 12/1/1998 158 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.59 500k 7/1/2013 157 Alee Capital Management, LLC Poniente Program -2.52 2,500k 1/1/1999 156 Independent View IV Quantitative Futures Fund -2.46 100k 11/1/2012 155 Conquest Capital Group Conquest Select -2.33 250k 6/1/2004 154 Blackheath Fund Management Inc. Tactical FI Strategy -2.32 50k 10/1/2011 153 Stable Asset Management LTD Arctic Blue 1x Share Class -2.30 100k 6/1/2014 152 dormouse Limited dormouse - Managed Account -2.27 20,000k 7/1/2011 151 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.03 10,000k 3/1/2003 150 EMC Capital Advisors, LLC EMC Alpha Plus Program -1.86 3,000k 5/1/2014 149 Red Rock Capital, LLC Commodity Long-Short -1.84 500k 9/1/2013 148 Campbell & Company, LP Trend Following Portfolio -1.82 10,000k 10/1/2009 147 ROW Asset Managment Row Diversified Fund, L.P. -1.64 1,000k 11/1/2011 146 Seven Capital Management Seven Fixed Income Fund -1.63 100k 9/1/2010 145 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.60 25,000k 1/1/2014 144 Conquest Capital Group Conquest Macro -1.53 250k 5/1/1999 143 Soaring Pelican, LLC Diversified S&P Program -1.37 100k 1/1/2011 142 FORT LP Fort Global Diversified -1.29 2,000k 10/1/1993 141 EMC Capital Advisors, LLC EMC Alpha Program -1.27 5,000k 6/1/2013 140 Robust Methods LLC Macro Managed Account -1.23 5,000k 1/1/2005 139 Bocken Trading LLC Discretionary Trading Program -1.21 100k 7/1/2011 138 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.10 50k 9/1/2009 137 Candriam Investors Group Alternative Return Systemat -1.03 125k 1/1/2007 136 Aquantum Aquantum Global Systematic Program (AGS) -1.01 5,000k 7/1/2013 135 Metolius Capital LLC Metolius Diversified -0.99 100k 6/1/2010 134 Kopis Capital Management, LLC Commodity Long Only -0.98 500k 1/1/2014 133 1900 Investments Asset Management Dynamic Oil Strategy Program -0.95 100k 1/1/2014 132 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.94 100k 10/1/2011 131 QTS Capital Management, LLC FX Managed Account -0.91 100k 1/1/2011 130 Commodities Analytics LLC Daily Analytics -0.90 100k 1/1/2014 129 Three Rock Capital Management Global Macro Program -0.90 1,000k 1/1/2009 128 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.86 1k 6/1/2009 127 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.82 6/1/2012 126 QCM Alpha Financials Program -0.79 10,000k 6/1/2012 125 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.73 1k 10/1/2006 124 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.70 250k 5/1/2011 123 Non Correlated Capital Positive Theta Fund -0.70 50k 10/1/2007 122 Non Correlated Capital Positive Theta Program -0.69 250k 10/1/2007 121 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.61 3,000k 5/1/2010 120 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 119 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.58 100k 2/1/2010 118 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.52 250k 10/1/2009 117 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.50 100k 8/1/2009 116 Talenta Capital LLP Diversified -0.48 950k 6/1/2014 115 DUNN Capital Management DUNN WMA Institutional Program -0.42 100k 10/1/2011 114 Novus Investments, LLC Novus Precious Commodities -0.42 200k 1/1/2007 113 FORT LP Fort Global Contrarian -0.40 2,000k 10/1/2002 112 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.38 2,000k 7/1/2013 111 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.37 1,000k 5/1/2014 110 ML Systems LLC Sledon Classic (Client) -0.30 300k 8/1/2014 109 Turk Capital LLC US Equity Long/Short Strategy -0.28 250k 4/1/2014 108 Trigon Investment Advisors, LLC Discretionary Macro Program -0.24 10,000k 8/1/2007 107 QTS Capital Management, LLC QTS Partners, L.P. -0.23 100k 1/1/2011 106 Talenta Capital LLP S&P 500 Momentum -0.22 950k 2/1/2017 105 Tyche Capital Advisors LLC Institutional Spreads -0.21 250k 3/1/2014 104 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 103 Jaguar Investments Ltd Ultro Capital Strategy -0.13 1,000k 1/1/2012 102 Schindler Capital Management, LLC Dairy Advantage Program -0.12 400k 8/1/2005 101 Typhon Capital Management, LLC Chiron Currency Program -0.11 250k 2/1/2008 100 C-View Limited Currency Managed Account Program -0.11 5,000k 10/1/1996 99 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.06 100k 11/1/2013 98 Millburn Ridgefield Corporation Commodity Program -0.06 25,000k 3/1/2005 97 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 96 Piston Trading The Piston 0.00 1,000k 1/1/2014 95 Blake Capital Management, Inc. SRD Currencies 0.01 100k 3/1/2013 94 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.02 250k 3/1/2010 93 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 0.08 2,000k 1/1/2013 92 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.09 1,000k 1/1/2006 91 HPX Financial LLC HPX Old School Program 0.12 200k 6/1/2006 90 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.14 10,000k 8/1/2009 89 Bulkara Capital Bulkara Systematic Fund SP 0.22 250k 4/1/2014 88 R Best LLC R Best Private Client Program 0.23 50k 2/1/2010 87 Tlaloc Capital LLC Grains Program 0.24 1,000k 4/1/2010 86 Witter & Lester, Inc. Diversified Trading Program 0.26 100k 4/1/2013 85 NickJen Capital Management & Consultants LLC NRD-1 0.26 1,000k 4/1/2008 84 Emil van Essen Multi-Strategy Program 0.28 6,000k 5/1/2014 83 Quantica Capital AG 1X Quantica Managed Futures Fund 0.30 100k 1/1/2014 82 Quantica Capital AG 2X Quantica Managed Futures Fund 0.30 100k 1/1/2014 81 Hehmeyer Capital Management, LLC HOGO 0.34 1,000k 5/1/2013 80 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.34 500k 5/1/2013 79 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.40 100k 4/1/2014 78 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.41 50k 7/1/2011 77 Certeza Asset Management Macro Vega 0.42 1,000k 1/1/2012 76 Seven Capital Management Seven Absolute Return 0.43 100k 6/1/2009 75 Witter & Lester, Inc. Redstone 0.48 500k 9/1/1994 74 Wharton Capital Management Wharton AG Futures Program 0.48 100k 9/1/2011 73 Emil van Essen Spread Trading Program Limited 0.50 5,000k 7/1/2013 72 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.51 5,000k 11/1/2012 71 Valia Capital Management Global Tactical Program 0.66 200k 5/1/2014 70 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.67 250k 10/1/2011 69 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.72 100k 7/1/2013 68 Value & Growth CTA, LLC Value & Growth Program 0.73 50k 6/1/2014 67 Intex Capital Covered Options Program 0.75 50k 1/1/2012 66 Demeter Capital Management Livestock & Grain Trading Program 0.75 50k 3/1/2010 65 Greenwave Capital Management Greenwave Flagship Plus 0.75 1,000k 6/1/2008 64 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.76 10,000k 3/1/2007 63 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.78 100k 11/1/2013 62 Typhon Capital Management, LLC Plutus Grain Strategy 0.79 250k 4/1/2008 61 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.81 10,000k 3/1/1998 60 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.82 1,000k 10/1/2016 59 Superfund Group Superfund Red EUR SICAV 0.85 10k 3/1/2013 58 M6 Capital Management LLC Standard Program 0.87 300k 7/1/2005 57 Global Wealth Analytics, Inc. Triple M 0.88 1,000k 6/1/2014 56 Crabel Capital Management Crabel Multi-Product 0.92 1,000k 3/1/1998 55 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.95 500k 8/1/2012 54 Millburn Ridgefield Corporation Multi-Markets Program 0.96 25,000k 10/1/2004 53 Estlander & Partners Freedom 0.99 20,000k 8/1/2010 52 Superfund Group Superfund Red USD SICAV 1.00 10k 3/1/2013 51 Cauldron Investments, LLC Stock Index Plus 1.01 1,000k 10/1/2009 50 Paradox Capital Management Sentiment Program (1X) 1.04 1,000k 1/1/2013 49 County Cork LLC County Cork Fusion Equity 1.04 1,000k 10/1/2013 48 Emil van Essen Long-Short Commodity Program - Accelerated 1.06 200k 5/1/2014 47 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.07 10,000k 2/1/2008 46 Four Seasons Commodities Corp Lone Star Program 1.10 300k 1/1/2005 45 Tianyou Asset Management, LLC Tianyou Fund LP 1.16 100k 10/1/2012 44 Jaguar Investments Ltd Aegir Capital Strategy 1.17 1,000k 1/1/2012 43 Deep Field Capital AG SINGULARITY Fund 1.19 100k 9/1/2011 42 Amapa Capital Advisors LLC Energy Program 1.23 1,000k 2/1/2015 41 Rosetta Capital Management Macro Program 1.28 50k 1/1/2009 40 County Cork LLC RLA I 1.36 500k 1/1/2009 39 Trading Study SPK – E-Mini S&P 500 Option 1.37 15k 10/1/2009 38 Turning Wheel Capital, Inc. Pure Alpha 1.39 10,000k 1/1/2012 37 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.44 100k 1/1/2000 36 Bluenose Capital Management, LLC BNC BI 1.44 30k 10/1/2008 35 Ditsch Trading, LLC Agricultural Trading Program 1.49 100k 1/1/2011 34 Typhon Capital Management, LLC Vulcan Metals Strategy 1.49 2,000k 11/1/2011 33 ROW Asset Managment Row Currency Program 1.57 1,000k 11/1/2010 32 GammaQ Commodity Program Managed Account 1.63 3,000k 4/1/2011 31 Dominion Capital Diamond Program 1.65 3,000k 1/1/2011 30 LJM Partners LJM Preservation & Growth Strategy 1.67 250k 5/1/2006 29 Xenfin Capital Limited XenfinCRT Prime FX 1.67 1,000k 7/1/2014 28 Aquantum Aquantum Commodity Spread Program (ACS) 1.72 5,000k 7/1/2013 27 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.78 10,000k 2/1/2006 26 Pinstripe Trading, LLC Standard 1.81 125k 8/1/2009 25 Warrington Asset Management Warrington Strategic Program 1.86 50k 1/1/1997 24 Ring Capital Management LLC S&P E-Mini Select 1.87 100k 1/1/2012 23 Bluenose Capital Management, LLC BNC CL 1.89 15k 12/1/2013 22 Bluenose Capital Management, LLC BNC EI 1.93 15k 7/1/2010 21 Crescendo Capital Management Neutron Decay (Client) 1.99 50k 7/1/2012 20 Worldwide Capital Strategies Profit Quest Macro World 2.20 100k 1/1/2010 19 SandPointe SandPointe Opportunities Strategy 2.22 5,000k 5/1/2014 18 Vivienne Investissement OUESSANT UCITS FUND (A) 2.24 100k 5/1/2012 17 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 2.30 250k 5/1/2013 16 Quantum Leap Capital Management Managed Account Program 2.39 300k 8/1/2006 15 Deep Field Capital AG SINGULARITY Fund (2x) 2.45 100k 8/1/2014 14 Crabel Capital Management WPD Crabel Futures Program 2.47 1,000k 7/1/2008 13 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 2.53 1,000k 1/1/2013 12 Blackwater Capital Management Tactical Equity 2.53 500k 12/1/2013 11 LJM Partners LJM Moderately Aggressive Strategy 2.63 500k 4/1/2003 10 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.71 10,000k 3/1/2003 9 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 3.29 100k 1/1/2014 8 Urban Tree Capital, LLC UTC Plus (Client) 3.88 100k 3/1/2013 7 Prolific Capital Markets, LLC Prolific Swiss System 3.93 10,000k 1/1/2014 6 Zoi Capital, LLC Telio Program (Client) 4.11 200k 4/1/2010 5 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.28 10,000k 4/1/2004 4 GNE Management, LLC S&P Futures and Options Strategy (Client) 5.11 200k 12/1/2013 3 GammaQ Breckhurst Commodity Fund 6.05 1,000k 10/1/2006 2 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 13.57 100k 7/1/2013 1 Whitmore Capital Management LLC Whitmore Capital LP 14.28 250k 6/1/2012 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.