IASG CTA Index For May 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 May 2017 Min Inv Inception 196 Ditsch Trading, LLC Agricultural Trading Program -10.92 100k 1/1/2011 195 Estlander & Partners Alpha Trend II - Class P -9.77 100k 12/1/2008 194 Future Trade AG Thales Swing Trading Programme -8.87 250k 6/1/2007 193 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -7.50 25k 1/1/2011 192 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -4.52 10,000k 3/1/2007 191 Angle Capital Management LLC AIP Program -4.38 100k 1/1/2010 190 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -4.33 50k 9/1/2009 189 Stable Asset Management LTD Arctic Blue 3x Share Class -3.91 100k 6/1/2014 188 Millburn Ridgefield Corporation Commodity Program -3.76 25,000k 3/1/2005 187 Purple Valley Capital, Inc. Diversified Trend 1 -3.56 100k 8/1/2008 186 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -3.43 50k 10/1/2011 185 Candriam Investors Group Alternative Return Systemat -3.40 125k 1/1/2007 184 Sandpiper Asset Management Sandpiper Global Macro Program -3.27 1,000k 8/1/2012 183 Eagle Trading Systems Inc. Eagle Global Financials -2.99 10,000k 1/1/1996 182 Alee Capital Management, LLC Poniente Program -2.96 2,500k 1/1/1999 181 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -2.92 100k 10/1/2011 180 Independent View IV Quantitative Futures Fund -2.84 100k 11/1/2012 179 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -2.78 100k 7/1/2013 178 Conquest Capital Group Conquest Macro -2.73 250k 5/1/1999 177 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -2.61 100k 4/1/2014 176 ROW Asset Managment Row Diversified Fund, L.P. -2.50 1,000k 11/1/2011 175 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -2.50 250k 5/1/2013 174 Sona Trading Strategies LLC. Diversified Program -2.47 1,000k 9/1/2006 173 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -2.29 2,000k 1/1/2013 172 Glider Trading LLP Glider Trading Strategy (Class C) -2.28 500k 9/1/2013 171 Kopis Capital Management, LLC Commodity Long Only -2.19 500k 1/1/2014 170 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -2.10 1,000k 7/1/2007 169 Eagle Trading Systems Inc. Eagle Quantitative Macro -2.06 10,000k 10/1/2006 168 Estlander & Partners Freedom -2.01 20,000k 8/1/2010 167 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -1.83 1,000k 9/1/2011 166 Chesapeake Capital Diversified Plus (HV) -1.68 100k 4/1/1994 165 Trigon Investment Advisors, LLC Discretionary Macro Program -1.64 10,000k 8/1/2007 164 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.61 20,000k 5/1/2013 163 Red Rock Capital, LLC Commodity Long-Short -1.56 500k 9/1/2013 162 QTS Capital Management, LLC FX Managed Account -1.54 100k 1/1/2011 161 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -1.46 500k 7/1/2013 160 dormouse Limited dormouse - Managed Account -1.44 20,000k 7/1/2011 159 Stable Asset Management LTD Arctic Blue 1x Share Class -1.41 100k 6/1/2014 158 Qbasis Invest Qbasis i Trend Fund -1.41 1k 1/1/2014 157 Bluenose Capital Management, LLC BNC CL -1.37 15k 12/1/2013 156 Melissinos Trading Eupatrid Global Trends -1.34 50k 1/1/2011 155 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.28 250k 5/1/2011 154 Emil van Essen Long-Short Commodity Program -1.21 1,000k 6/1/2013 153 Emil van Essen Long-Short Commodity Program - Accelerated -1.21 200k 5/1/2014 152 Trigon Investment Advisors, LLC Foreign Exchange Program -1.17 5,000k 8/1/2000 151 Xenfin Capital Limited XenfinCRT Prime FX -1.11 1,000k 7/1/2014 150 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -1.10 100k 11/1/2013 149 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.09 3,000k 5/1/2010 148 Tyche Capital Advisors LLC Institutional Spreads -1.08 250k 3/1/2014 147 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.06 10,000k 3/1/2003 146 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.89 1,000k 1/1/2013 145 Emil van Essen Multi-Strategy Program -0.85 6,000k 5/1/2014 144 Crescendo Capital Management Neutron Decay (Client) -0.84 50k 7/1/2012 143 Amapa Capital Advisors LLC Energy Program -0.83 1,000k 2/1/2015 142 Bluenose Capital Management, LLC BNC EI -0.82 15k 7/1/2010 141 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.82 100k 1/1/2000 140 Silicon Valley Quantitative Advisors UQP Large -0.77 500k 1/1/2009 139 QTS Capital Management, LLC QTS Partners, L.P. -0.77 100k 1/1/2011 138 Garraway Capital Management LLP Garraway Financial Trends -0.71 100k 9/1/2012 137 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.68 100k 2/1/2010 136 Global Wealth Analytics, Inc. Triple M -0.67 1,000k 6/1/2014 135 Millburn Ridgefield Corporation Multi-Markets Program -0.66 25,000k 10/1/2004 134 Turning Wheel Capital, Inc. Pure Alpha -0.64 10,000k 1/1/2012 133 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.63 250k 10/1/2009 132 NickJen Capital Management & Consultants LLC NRD-1 -0.55 1,000k 4/1/2008 131 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.53 1,000k 5/1/2014 130 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.53 500k 5/1/2013 129 Hehmeyer Capital Management, LLC HOGO -0.46 1,000k 5/1/2013 128 Quantum Leap Capital Management Managed Account Program -0.44 300k 8/1/2006 127 Jaguar Investments Ltd Aegir Capital Strategy -0.41 1,000k 1/1/2012 126 SandPointe SandPointe Opportunities Strategy -0.39 5,000k 5/1/2014 125 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.37 10,000k 2/1/2008 124 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -0.34 25,000k 1/1/2014 123 Global Advisory Partners Zurich LLC KONA - Global Macro -0.33 100k 5/1/2013 122 Blake Capital Management, Inc. SRD Currencies -0.32 100k 3/1/2013 121 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.32 1,000k 1/1/2006 120 DUNN Capital Management DUNN WMA Institutional Program -0.30 100k 10/1/2011 119 Typhon Capital Management, LLC Chiron Currency Program -0.30 250k 2/1/2008 118 Emil van Essen Spread Trading Program Limited -0.26 5,000k 7/1/2013 117 WESTCAY LLC Tropicals Program -0.24 250k 1/1/2014 116 Seven Capital Management Seven Fixed Income Fund -0.22 100k 9/1/2010 115 ML Systems LLC Sledon Classic (Client) -0.22 300k 8/1/2014 114 ISAM ISAM Systematic Trend Fund -0.19 1,000k 6/1/2001 113 Ring Capital Management LLC S&P E-Mini Select -0.18 100k 1/1/2012 112 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 111 Doherty Advisors LLC Grey Swan Hedge -0.14 10,000k 4/1/2010 110 Novus Investments, LLC Novus Precious Commodities -0.13 200k 1/1/2007 109 Campbell & Company, LP Trend Following Portfolio -0.12 10,000k 10/1/2009 108 Crabel Capital Management Crabel Multi-Product -0.08 1,000k 3/1/1998 107 ROW Asset Managment Row Currency Program -0.06 1,000k 11/1/2010 106 Bocken Trading LLC Discretionary Trading Program -0.05 100k 7/1/2011 104 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 105 Piston Trading The Piston 0.00 1,000k 1/1/2014 103 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.01 6/1/2012 102 Non Correlated Capital Positive Theta Program 0.01 250k 10/1/2007 101 Typhon Capital Management, LLC Vulcan Metals Strategy 0.03 2,000k 11/1/2011 100 HPX Financial LLC HPX Old School Program 0.03 200k 6/1/2006 99 Doherty Advisors LLC Relative Value Plus 0.04 1,000k 7/1/2011 98 Dominion Capital Diamond Program 0.05 3,000k 1/1/2011 97 Devet Capital Investments Ltd Devet Capital Absolute Return Strategy 0.06 1,000k 8/1/2014 96 Witter & Lester, Inc. Diversified Trading Program 0.07 100k 4/1/2013 95 Robust Methods LLC Macro Managed Account 0.08 5,000k 1/1/2005 94 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.09 250k 10/1/2011 93 C-View Limited Currency Managed Account Program 0.09 5,000k 10/1/1996 92 Bluegrass Capital Management Cross Market Bias Model 0.10 3,000k 7/1/2014 91 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.13 100k 12/1/1998 90 Jaguar Investments Ltd Ultro Capital Strategy 0.14 1,000k 1/1/2012 89 Doherty Advisors LLC Relative Value Growth 0.15 1,000k 6/1/2003 88 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.17 50k 7/1/2011 87 Non Correlated Capital Positive Theta Fund 0.25 50k 10/1/2007 86 Paradox Capital Management Sentiment Program (1X) 0.25 1,000k 1/1/2013 85 Worldwide Capital Strategies Profit Quest Macro World 0.30 100k 1/1/2010 84 FORT LP Fort Global Diversified 0.32 2,000k 10/1/1993 83 Aquantum Aquantum Commodity Spread Program (ACS) 0.32 5,000k 7/1/2013 82 Conquest Capital Group Conquest Select 0.38 250k 6/1/2004 81 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.40 10,000k 10/1/1993 80 Witter & Lester, Inc. Redstone 0.41 500k 9/1/1994 79 Wharton Capital Management Wharton AG Futures Program 0.43 100k 9/1/2011 78 Three Rock Capital Management Global Macro Program 0.46 1,000k 1/1/2009 77 Valia Capital Management Global Tactical Program 0.46 200k 5/1/2014 76 Metolius Capital LLC Metolius Diversified 0.47 100k 6/1/2010 75 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.52 100k 11/1/2013 74 Cauldron Investments, LLC Stock Index Plus 0.52 1,000k 10/1/2009 73 Trading Study SPK – E-Mini S&P 500 Option 0.53 15k 10/1/2009 72 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.55 500k 8/1/2012 71 County Cork LLC RLA I 0.59 500k 1/1/2009 70 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.62 10,000k 2/1/2006 69 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.62 1k 10/1/2006 68 Greenwave Capital Management Greenwave Flagship Plus 0.70 1,000k 6/1/2008 67 LJM Partners LJM Preservation & Growth Strategy 0.71 250k 5/1/2006 66 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.71 250k 11/1/1996 65 Typhon Capital Management, LLC Plutus Grain Strategy 0.73 250k 4/1/2008 64 Bulkara Capital Bulkara Systematic Fund SP 0.74 250k 4/1/2014 63 Talenta Capital LLP Diversified 0.79 950k 6/1/2014 62 FORT LP Fort Global Contrarian 0.89 2,000k 10/1/2002 61 Certeza Asset Management Macro Vega 0.93 1,000k 1/1/2012 60 Four Seasons Commodities Corp Lone Star Program 1.00 300k 1/1/2005 59 Intex Capital Covered Options Program 1.02 50k 1/1/2012 58 Warrington Asset Management Warrington Strategic Program 1.04 50k 1/1/1997 57 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.15 10,000k 8/1/2009 56 Tlaloc Capital LLC Grains Program 1.21 1,000k 4/1/2010 55 Bluenose Capital Management, LLC BNC BI 1.22 30k 10/1/2008 54 1900 Investments Asset Management Dynamic Oil Strategy Program 1.27 100k 1/1/2014 53 GammaQ Commodity Program Managed Account 1.45 3,000k 4/1/2011 52 QCM Alpha Financials Program 1.46 10,000k 6/1/2012 51 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.47 5,000k 6/1/2010 50 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.49 1k 6/1/2009 49 EMC Capital Advisors, LLC EMC Alpha Program 1.51 5,000k 6/1/2013 48 Vivienne Investissement OUESSANT UCITS FUND (A) 1.52 100k 5/1/2012 47 Turk Capital LLC US Equity Long/Short Strategy 1.55 250k 4/1/2014 46 Commodities Analytics LLC Daily Analytics 1.56 100k 1/1/2014 45 LJM Partners LJM Moderately Aggressive Strategy 1.67 500k 4/1/2003 44 Dreiss Research Corporation Diversified Program 1.68 1,000k 5/1/1991 43 Soaring Pelican, LLC Diversified S&P Program 1.69 100k 1/1/2011 42 GNE Management, LLC S&P Futures and Options Strategy (Client) 1.69 200k 12/1/2013 41 Blackwater Capital Management Tactical Equity 1.72 500k 12/1/2013 40 Prolific Capital Markets, LLC Prolific Swiss System 1.73 10,000k 1/1/2014 39 County Cork LLC County Cork Fusion Equity 1.78 1,000k 10/1/2013 38 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.86 10,000k 4/1/2004 37 Alee Capital Management, LLC Mistral Program 1.87 2,500k 1/1/1999 36 Value & Growth CTA, LLC Value & Growth Program 1.98 50k 6/1/2014 35 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 2.00 250k 3/1/2010 34 R Best LLC R Best Private Client Program 2.01 50k 2/1/2010 33 EMC Capital Advisors, LLC EMC Alpha Plus Program 2.07 3,000k 5/1/2014 32 Zoi Capital, LLC Telio Program (Client) 2.16 200k 4/1/2010 31 M6 Capital Management LLC Standard Program 2.19 300k 7/1/2005 30 Quantica Capital AG 1X Quantica Managed Futures Fund 2.20 100k 1/1/2014 29 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 2.30 1,000k 1/1/2013 28 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 2.32 2,000k 7/1/2013 27 Demeter Capital Management Livestock & Grain Trading Program 2.33 50k 3/1/2010 26 Tianyou Asset Management, LLC Tianyou Fund LP 2.34 100k 10/1/2012 25 Linnis Linnis ONE, LP 2.42 100k 8/1/2014 24 Seven Capital Management Seven Absolute Return 2.45 100k 6/1/2009 23 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.62 5,000k 11/1/2012 22 JLC Futures Management Company JLC Managed Futures Fund I, LP. 2.73 100k 8/1/2009 21 Whitmore Capital Management LLC Whitmore Capital LP 2.91 250k 6/1/2012 20 Superfund Group Superfund Red EUR SICAV 3.10 10k 3/1/2013 19 Crabel Capital Management WPD Crabel Futures Program 3.14 1,000k 7/1/2008 18 Talenta Capital LLP S&P 500 Momentum 3.15 950k 2/1/2017 17 Blackheath Fund Management Inc. Tactical FI Strategy 3.15 50k 10/1/2011 16 Superfund Group Superfund Red USD SICAV 3.23 10k 3/1/2013 15 Schindler Capital Management, LLC Dairy Advantage Program 3.40 400k 8/1/2005 14 GammaQ Breckhurst Commodity Fund 3.44 1,000k 10/1/2006 13 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.50 10,000k 3/1/2003 12 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 3.81 100k 7/1/2013 11 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.84 1,000k 10/1/2016 10 Aquantum Aquantum Global Systematic Program (AGS) 3.88 5,000k 7/1/2013 9 Deep Field Capital AG SINGULARITY Fund 3.91 100k 9/1/2011 8 Quantica Capital AG 2X Quantica Managed Futures Fund 4.20 100k 1/1/2014 7 Kaiser Trading Group Kaiser Global Diversified Program - Class A 4.70 10,000k 3/1/1998 6 Glenhaven Capital LLC Glenhaven Global II LP 4.70 25k 4/1/2012 5 Rosetta Capital Management Macro Program 6.36 50k 1/1/2009 4 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 6.53 100k 1/1/2014 3 Deep Field Capital AG SINGULARITY Fund (2x) 7.89 100k 8/1/2014 2 Urban Tree Capital, LLC UTC Plus (Client) 10.94 100k 3/1/2013 1 Covenant Capital Management Optimal Program 21.09 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.