IASG CTA Index For April 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 Apr 2017 Min Inv Inception 190 Worldwide Capital Strategies Profit Quest Macro World -8.15 100k 1/1/2010 189 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -6.48 100k 11/1/2013 188 Aquantum Aquantum Global Systematic Program (AGS) -4.69 5,000k 7/1/2013 187 Eagle Trading Systems Inc. Eagle Quantitative Macro -4.57 10,000k 10/1/2006 186 Zoi Capital, LLC Telio Program (Client) -4.10 200k 4/1/2010 185 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -3.22 100k 1/1/2014 184 Independent View IV Quantitative Futures Fund -3.21 100k 11/1/2012 183 Deep Field Capital AG SINGULARITY Fund (2x) -2.98 100k 8/1/2014 182 Alee Capital Management, LLC Poniente Program -2.72 2,500k 1/1/1999 181 Aquantum Aquantum Commodity Spread Program (ACS) -2.62 5,000k 7/1/2013 180 Dominion Capital Diamond Program -2.61 3,000k 1/1/2011 179 Alee Capital Management, LLC Mistral Program -2.59 2,500k 1/1/1999 178 Candriam Investors Group Alternative Return Systemat -2.51 125k 1/1/2007 177 Urban Tree Capital, LLC UTC Plus (Client) -2.44 100k 3/1/2013 176 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -2.25 100k 10/1/2011 175 Eagle Trading Systems Inc. Eagle Global Financials -2.01 10,000k 1/1/1996 174 Kopis Capital Management, LLC Commodity Long Only -2.01 500k 1/1/2014 173 Stable Asset Management LTD Arctic Blue 3x Share Class -1.99 100k 6/1/2014 172 Conquest Capital Group Conquest Macro -1.90 250k 5/1/1999 171 Three Rock Capital Management Global Macro Program -1.82 1,000k 1/1/2009 170 County Cork LLC County Cork Fusion Equity -1.81 1,000k 10/1/2013 169 County Cork LLC RLA I -1.77 500k 1/1/2009 168 Superfund Group Superfund Red EUR SICAV -1.73 10k 3/1/2013 167 Covenant Capital Management Optimal Program -1.72 10k 2/1/2014 166 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.70 250k 5/1/2013 165 Robust Methods LLC Macro Managed Account -1.67 5,000k 1/1/2005 164 Superfund Group Superfund Red USD SICAV -1.62 10k 3/1/2013 163 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -1.56 1,000k 9/1/2011 162 Deep Field Capital AG SINGULARITY Fund -1.53 100k 9/1/2011 161 Red Rock Capital, LLC Commodity Long-Short -1.23 500k 9/1/2013 160 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -1.21 1,000k 7/1/2007 159 Seven Capital Management Seven Fixed Income Fund -1.11 100k 9/1/2010 158 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.11 5,000k 6/1/2010 157 Crabel Capital Management Crabel Multi-Product -1.03 1,000k 3/1/1998 156 Dreiss Research Corporation Diversified Program -1.02 1,000k 5/1/1991 155 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.01 1,000k 5/1/2014 154 Trigon Investment Advisors, LLC Discretionary Macro Program -0.95 10,000k 8/1/2007 153 Wharton Capital Management Wharton AG Futures Program -0.94 100k 9/1/2011 152 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -0.91 100k 4/1/2014 151 1900 Investments Asset Management Dynamic Oil Strategy Program -0.91 100k 1/1/2014 150 Millburn Ridgefield Corporation Commodity Program -0.89 25,000k 3/1/2005 149 Turning Wheel Capital, Inc. Pure Alpha -0.89 10,000k 1/1/2012 148 Typhon Capital Management, LLC Chiron Currency Program -0.83 250k 2/1/2008 147 Bocken Trading LLC Discretionary Trading Program -0.81 100k 7/1/2011 146 Global Wealth Analytics, Inc. Triple M -0.80 1,000k 6/1/2014 145 QCM Alpha Financials Program -0.78 10,000k 6/1/2012 144 Stable Asset Management LTD Arctic Blue 1x Share Class -0.75 100k 6/1/2014 143 R Best LLC R Best Private Client Program -0.74 50k 2/1/2010 142 Rosetta Capital Management Macro Program -0.72 50k 1/1/2009 141 Schindler Capital Management, LLC Dairy Advantage Program -0.72 400k 8/1/2005 140 Demeter Capital Management Livestock & Grain Trading Program -0.68 50k 3/1/2010 139 ROW Asset Managment Row Currency Program -0.62 1,000k 11/1/2010 138 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.58 100k 11/1/2013 137 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.58 20,000k 5/1/2013 136 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.53 100k 2/1/2010 135 Valia Capital Management Global Tactical Program -0.52 200k 5/1/2014 134 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.52 250k 3/1/2010 133 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.47 100k 12/1/1998 132 Jaguar Investments Ltd Aegir Capital Strategy -0.43 1,000k 1/1/2012 131 Future Trade AG Thales Swing Trading Programme -0.37 250k 6/1/2007 130 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.36 10,000k 3/1/2003 129 GammaQ Commodity Program Managed Account -0.35 3,000k 4/1/2011 128 Greenwave Capital Management Greenwave Flagship Plus -0.35 1,000k 6/1/2008 127 Estlander & Partners Freedom -0.34 20,000k 8/1/2010 126 Commodities Analytics LLC Daily Analytics -0.33 100k 1/1/2014 125 Soaring Pelican, LLC Diversified S&P Program -0.29 100k 1/1/2011 124 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.29 10,000k 3/1/2003 123 Blake Capital Management, Inc. SRD Currencies -0.27 100k 3/1/2013 122 Chesapeake Capital Diversified Plus (HV) -0.27 100k 4/1/1994 121 HPX Financial LLC HPX Old School Program -0.21 200k 6/1/2006 120 Devet Capital Investments Ltd Devet Capital Absolute Return Strategy -0.20 1,000k 8/1/2014 119 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.20 50k 9/1/2009 118 Melissinos Trading Eupatrid Global Trends -0.18 50k 1/1/2011 117 Four Seasons Commodities Corp Lone Star Program -0.17 300k 1/1/2005 116 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 115 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.14 3,000k 5/1/2010 114 Jaguar Investments Ltd Ultro Capital Strategy -0.14 1,000k 1/1/2012 113 Conquest Capital Group Conquest Select -0.13 250k 6/1/2004 112 Novus Investments, LLC Novus Precious Commodities -0.13 200k 1/1/2007 111 ISAM ISAM Systematic Trend Fund -0.10 1,000k 6/1/2001 110 ROW Asset Managment Row Diversified Fund, L.P. -0.10 1,000k 11/1/2011 109 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.09 1,000k 1/1/2006 108 DUNN Capital Management DUNN WMA Institutional Program -0.08 100k 10/1/2011 107 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.04 10,000k 3/1/1998 106 Trading Study SPK – E-Mini S&P 500 Option -0.02 15k 10/1/2009 105 Piston Trading The Piston 0.00 1,000k 1/1/2014 104 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 0.02 2,000k 1/1/2013 103 Bluegrass Capital Management Cross Market Bias Model 0.04 3,000k 7/1/2014 102 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.06 1k 10/1/2006 101 C-View Limited Currency Managed Account Program 0.07 5,000k 10/1/1996 100 Witter & Lester, Inc. Redstone 0.08 500k 9/1/1994 99 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.10 1,000k 1/1/2013 98 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.14 500k 8/1/2012 97 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.14 2,000k 7/1/2013 96 QTS Capital Management, LLC QTS Partners, L.P. 0.14 100k 1/1/2011 95 Non Correlated Capital Positive Theta Program 0.15 250k 10/1/2007 94 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.16 1,000k 10/1/2016 93 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.17 500k 5/1/2013 92 Hehmeyer Capital Management, LLC HOGO 0.17 1,000k 5/1/2013 91 NickJen Capital Management & Consultants LLC NRD-1 0.17 1,000k 4/1/2008 90 Talenta Capital LLP S&P 500 Momentum 0.18 950k 2/1/2017 89 Warrington Asset Management Warrington Strategic Program 0.18 50k 1/1/1997 88 Non Correlated Capital Positive Theta Fund 0.18 50k 10/1/2007 87 Bulkara Capital Bulkara Systematic Fund SP 0.21 250k 4/1/2014 86 Xenfin Capital Limited XenfinCRT Prime FX 0.23 1,000k 7/1/2014 85 Estlander & Partners Alpha Trend II - Class P 0.25 100k 12/1/2008 84 Certeza Asset Management Macro Vega 0.27 1,000k 1/1/2012 83 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.27 1k 6/1/2009 82 Witter & Lester, Inc. Diversified Trading Program 0.28 100k 4/1/2013 81 Tyche Capital Advisors LLC Institutional Spreads 0.28 250k 3/1/2014 80 SandPointe SandPointe Opportunities Strategy 0.28 5,000k 5/1/2014 79 Typhon Capital Management, LLC Vulcan Metals Strategy 0.31 2,000k 11/1/2011 78 Prolific Capital Markets, LLC Prolific Swiss System 0.38 10,000k 1/1/2014 77 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.40 6/1/2012 76 GammaQ Breckhurst Commodity Fund 0.41 1,000k 10/1/2006 75 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.43 250k 10/1/2011 74 Vivienne Investissement OUESSANT UCITS FUND (A) 0.44 100k 5/1/2012 73 Talenta Capital LLP Diversified 0.45 950k 6/1/2014 72 Seven Capital Management Seven Absolute Return 0.45 100k 6/1/2009 71 Crabel Capital Management WPD Crabel Futures Program 0.49 1,000k 7/1/2008 70 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.56 10,000k 2/1/2006 69 Metolius Capital LLC Metolius Diversified 0.56 100k 6/1/2010 68 Emil van Essen Spread Trading Program Limited 0.60 5,000k 7/1/2013 67 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.64 100k 7/1/2013 66 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.67 10,000k 2/1/2008 65 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.72 3,000k 5/1/2014 64 Tlaloc Capital LLC Grains Program 0.76 1,000k 4/1/2010 63 WESTCAY LLC Tropicals Program 0.78 250k 1/1/2014 62 Cauldron Investments, LLC Stock Index Plus 0.78 1,000k 10/1/2009 61 Paradox Capital Management Sentiment Program (1X) 0.83 1,000k 1/1/2013 60 ML Systems LLC Sledon Classic (Client) 0.83 300k 8/1/2014 59 Garraway Capital Management LLP Garraway Financial Trends 0.86 100k 9/1/2012 58 Purple Valley Capital, Inc. Diversified Trend 1 0.86 100k 8/1/2008 57 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 0.88 500k 7/1/2013 56 Campbell & Company, LP Trend Following Portfolio 0.89 10,000k 10/1/2009 55 LJM Partners LJM Preservation & Growth Strategy 0.95 250k 5/1/2006 54 Ditsch Trading, LLC Agricultural Trading Program 0.96 100k 1/1/2011 53 Intex Capital Covered Options Program 1.05 50k 1/1/2012 52 FORT LP Fort Global Contrarian 1.07 2,000k 10/1/2002 51 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.11 100k 1/1/2000 50 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.16 250k 5/1/2011 49 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.19 10,000k 8/1/2009 48 Value & Growth CTA, LLC Value & Growth Program 1.25 50k 6/1/2014 47 dormouse Limited dormouse - Managed Account 1.27 20,000k 7/1/2011 46 Turk Capital LLC US Equity Long/Short Strategy 1.30 250k 4/1/2014 45 QTS Capital Management, LLC FX Managed Account 1.31 100k 1/1/2011 44 M6 Capital Management LLC Standard Program 1.31 300k 7/1/2005 43 Millburn Ridgefield Corporation Multi-Markets Program 1.32 25,000k 10/1/2004 42 Blackheath Fund Management Inc. Tactical FI Strategy 1.35 50k 10/1/2011 41 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.38 10,000k 3/1/2007 40 Bluenose Capital Management, LLC BNC BI 1.39 30k 10/1/2008 39 Tianyou Asset Management, LLC Tianyou Fund LP 1.47 100k 10/1/2012 38 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 1.49 250k 11/1/1996 37 EMC Capital Advisors, LLC EMC Alpha Program 1.49 5,000k 6/1/2013 36 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.50 50k 7/1/2011 35 GNE Management, LLC S&P Futures and Options Strategy (Client) 1.52 200k 12/1/2013 34 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 1.52 25,000k 1/1/2014 33 Glider Trading LLP Glider Trading Strategy (Class C) 1.53 500k 9/1/2013 32 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.54 10,000k 4/1/2004 31 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.57 250k 10/1/2009 30 Typhon Capital Management, LLC Plutus Grain Strategy 1.58 250k 4/1/2008 29 Quantica Capital AG 1X Quantica Managed Futures Fund 1.60 100k 1/1/2014 28 Sona Trading Strategies LLC. Diversified Program 1.71 1,000k 9/1/2006 27 LJM Partners LJM Moderately Aggressive Strategy 1.77 500k 4/1/2003 26 Angle Capital Management LLC AIP Program 1.78 100k 1/1/2010 25 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.78 5,000k 11/1/2012 24 Bluenose Capital Management, LLC BNC EI 1.81 15k 7/1/2010 23 Bluenose Capital Management, LLC BNC CL 1.93 15k 12/1/2013 22 Crescendo Capital Management Neutron Decay (Client) 2.10 50k 7/1/2012 21 Amapa Capital Advisors LLC Energy Program 2.10 1,000k 2/1/2015 20 Blackwater Capital Management Tactical Equity 2.30 500k 12/1/2013 19 Emil van Essen Multi-Strategy Program 2.59 6,000k 5/1/2014 18 Pinstripe Trading, LLC Standard 2.64 125k 8/1/2009 17 FORT LP Global Futures Program (formerly Global Diversified Classic) 2.77 10,000k 10/1/1993 16 Sandpiper Asset Management Sandpiper Global Macro Program 2.78 1,000k 8/1/2012 15 FORT LP Fort Global Diversified 3.00 2,000k 10/1/1993 14 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 3.05 50k 10/1/2011 13 Ring Capital Management LLC S&P E-Mini Select 3.23 100k 1/1/2012 12 Quantica Capital AG 2X Quantica Managed Futures Fund 3.30 100k 1/1/2014 11 Quantum Leap Capital Management Managed Account Program 3.42 300k 8/1/2006 10 Whitmore Capital Management LLC Whitmore Capital LP 3.49 250k 6/1/2012 9 Qbasis Invest Qbasis i Trend Fund 4.07 1k 1/1/2014 8 Trigon Investment Advisors, LLC Foreign Exchange Program 4.13 5,000k 8/1/2000 7 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.42 100k 8/1/2009 6 Emil van Essen Long-Short Commodity Program 5.20 1,000k 6/1/2013 5 Linnis Linnis ONE, LP 5.33 100k 8/1/2014 4 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 5.53 100k 7/1/2013 3 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 7.29 25k 1/1/2011 2 Emil van Essen Long-Short Commodity Program - Accelerated 7.48 200k 5/1/2014 1 Glenhaven Capital LLC Glenhaven Global II LP 7.52 25k 4/1/2012 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.