IASG CTA Index For June 2017 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Jun 2017 Min Inv Inception 194 Quantica Capital AG 2X Quantica Managed Futures Fund -9.30 100k 1/1/2014 193 Angle Capital Management LLC AIP Program -9.21 100k 1/1/2010 192 QMS Capital Management LP QMS Diversified Global Macro Strategy -9.05 5,000k 6/1/2010 191 Whitmore Capital Management LLC Whitmore Capital LP -8.78 250k 6/1/2012 190 Global Advisory Partners Zurich LLC KONA - Global Macro -8.20 100k 5/1/2013 189 Eagle Trading Systems Inc. Eagle Global Financials -7.12 10,000k 1/1/1996 188 Glenhaven Capital LLC Glenhaven Global II LP -6.98 25k 4/1/2012 187 Estlander & Partners Alpha Trend II - Class P -6.93 100k 12/1/2008 186 Deep Field Capital AG SINGULARITY Fund (2x) -6.76 100k 8/1/2014 185 FORT LP Global Futures Program (formerly Global Diversified Classic) -6.51 10,000k 3/1/2002 184 QCM Alpha Financials Program -5.89 10,000k 6/1/2012 183 Schindler Capital Management, LLC Dairy Advantage Program -5.36 400k 8/1/2005 182 Campbell & Company, LP Trend Following Portfolio -5.09 10,000k 10/1/2009 181 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -5.00 1,000k 1/1/2013 180 Conquest Capital Group Conquest Macro -4.79 250k 5/1/1999 179 Quantica Capital AG 1X Quantica Managed Futures Fund -4.50 100k 1/1/2014 178 Millburn Ridgefield Corporation Multi-Markets Program -4.37 25,000k 10/1/2004 177 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -4.32 1,000k 5/1/2014 176 Independent View IV Quantitative Futures Fund -4.19 100k 11/1/2012 175 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -4.18 500k 9/1/2013 174 ISAM ISAM Systematic Trend Fund -4.09 1,000k 6/1/2001 173 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.98 1k 6/1/2009 172 Aquantum Aquantum Global Systematic Program (AGS) -3.97 5,000k 7/1/2013 171 Seven Capital Management Seven Absolute Return -3.69 100k 6/1/2009 170 EMC Capital Advisors, LLC EMC Alpha Plus Program -3.60 3,000k 5/1/2014 169 FORT LP Fort Global Contrarian -3.60 2,000k 10/1/2002 168 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.54 50k 7/1/2011 167 AG Capital Management Partners, LP Discretionary Global Macro Program -3.52 5,000k 10/1/2014 166 Talenta Capital LLP S&P 500 Momentum -3.47 950k 2/1/2017 165 Deep Field Capital AG SINGULARITY Fund -3.43 100k 9/1/2011 164 Eagle Trading Systems Inc. Eagle Quantitative Macro -3.18 10,000k 10/1/2006 163 ROW Asset Managment Row Diversified Fund, L.P. -3.15 1,000k 11/1/2011 162 Beann Capital Honeybee Fund LP -3.10 100k 9/1/2014 161 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.05 250k 11/1/1996 160 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.87 100k 8/1/2009 159 Robust Methods LLC Macro Managed Account -2.82 5,000k 1/1/2005 158 Purple Valley Capital, Inc. Diversified Trend 1 -2.78 100k 8/1/2008 157 Seven Capital Management Seven Fixed Income Fund -2.73 100k 9/1/2010 156 Aspect Capital Aspect Diversified Fund - Class A (USD) -2.67 100k 12/1/1998 155 FORT LP Fort Global Diversified -2.60 2,000k 3/1/2002 154 Linnis Linnis ONE, LP -2.59 100k 8/1/2014 153 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -2.51 5,000k 9/1/2009 152 Turning Wheel Capital, Inc. Pure Alpha -2.51 10,000k 1/1/2012 151 Prolific Capital Markets, LLC Prolific Swiss System -2.48 10,000k 1/1/2014 150 Future Trade AG Thales Swing Trading Programme -2.45 250k 6/1/2007 149 Kaiser Trading Group Kaiser Global Diversified Program - Class A -2.45 10,000k 3/1/1998 148 Three Rock Capital Management Global Macro Program -2.41 1,000k 1/1/2009 147 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -2.40 250k 5/1/2013 146 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.22 10,000k 3/1/2003 145 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.18 1k 10/1/2006 144 Garraway Capital Management LLP Garraway Financial Trends -2.13 100k 9/1/2012 143 Talenta Capital LLP Diversified -2.10 950k 6/1/2014 142 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.91 10,000k 3/1/2003 141 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -1.88 1,000k 10/1/2016 140 Chesapeake Capital Diversified Plus (HV) -1.83 100k 4/1/1994 139 Rosetta Capital Management Macro Program -1.83 50k 1/1/2009 138 Vivienne Investissement OUESSANT UCITS FUND (A) -1.67 100k 5/1/2012 137 Crescendo Capital Management Neutron Decay (Client) -1.60 50k 7/1/2012 136 DUNN Capital Management DUNN WMA Institutional Program -1.50 100k 10/1/2011 135 EMC Capital Advisors, LLC EMC Alpha Program -1.48 5,000k 6/1/2013 134 Estlander & Partners Freedom -1.40 20,000k 8/1/2010 133 Conquest Capital Group Conquest Select -1.33 250k 6/1/2004 132 Zoi Capital, LLC Telio Program (Client) -1.21 200k 4/1/2010 131 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -1.19 1,000k 7/1/2007 130 ML Systems LLC Sledon Classic (Client) -1.18 300k 8/1/2014 129 Soaring Pelican, LLC Diversified S&P Program -1.13 100k 1/1/2011 128 dormouse Limited dormouse - Managed Account -1.04 20,000k 7/1/2011 127 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.95 10,000k 8/1/2009 126 Amapa Capital Advisors LLC Energy Program -0.92 1,000k 2/1/2015 125 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.92 250k 5/1/2011 124 Millburn Ridgefield Corporation Commodity Program -0.89 25,000k 3/1/2005 123 Valia Capital Management Global Tactical Program -0.88 200k 5/1/2014 122 Bluenose Capital Management, LLC BNC CL -0.86 15k 12/1/2013 121 Non Correlated Capital Positive Theta Program -0.85 250k 10/1/2007 120 Silicon Valley Quantitative Advisors UQP Large -0.78 500k 1/1/2009 119 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.78 20,000k 5/1/2013 118 Worldwide Capital Strategies Profit Quest Macro World -0.68 100k 1/1/2010 117 QTS Capital Management, LLC Tail Reaper -0.66 500k 8/1/2012 116 Urban Tree Capital, LLC UTC Plus (Client) -0.64 100k 3/1/2013 115 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.64 100k 2/1/2010 114 Dreiss Research Corporation Diversified Program -0.60 1,000k 5/1/1991 113 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.58 100k 11/1/2013 112 Whitman Asset Management WAM Global Macro 2X Program -0.58 2,500k 10/1/2014 111 Jaguar Investments Ltd Ultro Capital Strategy -0.54 1,000k 1/1/2012 110 Typhon Capital Management, LLC Chiron Currency Program -0.52 250k 2/1/2008 109 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.52 500k 5/1/2013 108 Covenant Capital Management Optimal Program -0.49 10k 2/1/2014 107 WESTCAY LLC Tropicals Program -0.46 250k 1/1/2014 106 Whitman Asset Management WAM Global Macro Program -0.45 5,000k 10/1/2014 105 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.45 50k 9/1/2009 104 Emil van Essen Long-Short Commodity Program - Accelerated -0.41 200k 5/1/2014 103 R Best LLC R Best Private Client Program -0.41 50k 2/1/2010 102 QTS Capital Management, LLC FX Managed Account -0.38 100k 1/1/2011 101 QTS Capital Management, LLC QTS Partners, L.P. -0.35 100k 1/1/2011 100 Hehmeyer Capital Management, LLC HOGO -0.32 1,000k 5/1/2013 99 Emil van Essen Long-Short Commodity Program -0.30 1,000k 6/1/2013 98 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.24 250k 10/1/2011 97 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.24 10,000k 2/1/2008 96 Typhon Capital Management, LLC Vulcan Metals Strategy -0.24 2,000k 11/1/2011 95 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.24 250k 3/1/2010 94 Blackwater Capital Management Tactical Equity -0.24 500k 12/1/2013 93 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.23 3,000k 5/1/2010 92 Four Seasons Commodities Corp Lone Star Program -0.20 300k 1/1/2005 91 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.20 100k 3/1/2013 90 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 89 Devet Capital Investments Ltd Devet Capital Absolute Return Strategy -0.15 1,000k 8/1/2014 88 SandPointe SandPointe Opportunities Strategy -0.14 5,000k 5/1/2014 87 Novus Investments, LLC Novus Precious Commodities -0.13 200k 1/1/2007 86 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.12 1,000k 1/1/2006 85 Emil van Essen Spread Trading Program Limited -0.11 5,000k 7/1/2013 84 Doherty Advisors LLC Grey Swan Hedge -0.09 10,000k 4/1/2010 83 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.07 200k 12/1/2013 82 Commodities Analytics LLC Daily Analytics -0.06 100k 1/1/2014 81 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -0.02 100k 7/1/2013 78 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 79 Emil van Essen Multi-Strategy Program 0.00 6,000k 5/1/2014 80 Doherty Advisors LLC Relative Value Plus 0.00 1,000k 7/1/2011 77 Automaton Trading LLC Diversified 0.01 500k 7/1/2014 76 Witter & Lester, Inc. Diversified Trading Program 0.02 100k 4/1/2013 75 HPX Financial LLC HPX Old School Program 0.04 200k 6/1/2006 74 Metolius Capital LLC Metolius Diversified 0.04 100k 6/1/2010 73 Blake Capital Management, Inc. SRD Currencies 0.05 100k 3/1/2013 72 Trigon Investment Advisors, LLC Discretionary Macro Program 0.05 10,000k 8/1/2007 71 C-View Limited Currency Managed Account Program 0.07 5,000k 10/1/1996 70 Melissinos Trading Eupatrid Global Trends 0.09 100k 1/1/2011 69 Bluegrass Capital Management Cross Market Bias Model 0.10 3,000k 7/1/2014 68 Doherty Advisors LLC Relative Value Growth 0.15 1,000k 6/1/2003 67 Witter & Lester, Inc. Redstone 0.28 500k 9/1/1994 66 Buttonwood LLC Energy Diversified 1 0.35 100k 7/1/2014 65 Intex Capital Covered Options Program 0.40 50k 1/1/2012 64 Sandpiper Asset Management Sandpiper Global Macro Program 0.42 1,000k 8/1/2012 63 Certeza Asset Management Macro Vega 0.43 1,000k 1/1/2012 62 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.45 10,000k 4/1/2004 61 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.47 500k 8/1/2012 60 Alee Capital Management, LLC Mistral Program 0.49 2,500k 1/1/1999 59 Alee Capital Management, LLC Poniente Program 0.51 2,500k 1/1/1999 58 Greenwave Capital Management Greenwave Flagship Plus 0.52 1,000k 6/1/2008 57 Turk Capital LLC US Equity Long/Short Strategy 0.54 100k 4/1/2014 56 Jaguar Investments Ltd Aegir Capital Strategy 0.56 1,000k 1/1/2012 55 Superfund Group Superfund Red EUR SICAV 0.65 10k 3/1/2013 54 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.66 25k 1/1/2011 53 Superfund Group Superfund Red USD SICAV 0.70 10k 3/1/2013 52 Cauldron Investments, LLC Stock Index Plus 0.73 1,000k 10/1/2009 51 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.80 10,000k 2/1/2006 50 NickJen Capital Management & Consultants LLC NRD-1 0.83 1,000k 4/1/2008 49 Tyche Capital Advisors LLC Institutional Spreads 0.84 250k 3/1/2014 48 M6 Capital Management LLC Standard Program 0.85 300k 7/1/2005 47 ROW Asset Managment Row Currency Program 0.88 1,000k 11/1/2010 46 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.95 2,000k 7/1/2013 45 Warrington Asset Management Warrington Strategic Program 0.96 50k 1/1/1997 44 Crabel Capital Management Crabel Multi-Product 0.98 1,000k 3/1/1998 43 Trading Study SPK – E-Mini S&P 500 Option 1.03 15k 10/1/2009 42 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.03 100k 1/1/2000 41 GNE Management, LLC S&P Futures and Options Strategy (Client) 1.07 200k 12/1/2013 40 Value & Growth CTA, LLC Value & Growth Program 1.08 50k 6/1/2014 39 LJM Partners LJM Preservation & Growth Strategy 1.11 250k 5/1/2006 38 Wharton Capital Management Wharton AG Futures Program 1.14 100k 9/1/2011 37 Trigon Investment Advisors, LLC Foreign Exchange Program 1.18 5,000k 8/1/2000 36 Bluenose Capital Management, LLC BNC BI 1.18 30k 10/1/2008 35 Tlaloc Capital LLC Grains Program 1.24 1,000k 4/1/2010 34 Blackheath Fund Management Inc. Tactical FI Strategy 1.29 50k 10/1/2011 33 Bluenose Capital Management, LLC BNC EI 1.31 15k 7/1/2010 32 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 1.50 1,000k 1/1/2013 31 Carbide Capital Inc. Carbide Absolute Return Program 1.53 200k 9/1/2014 30 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.60 100k 11/1/2013 29 LJM Partners LJM Moderately Aggressive Strategy 1.64 500k 4/1/2003 28 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.70 100k 10/1/2012 27 Paradox Capital Management Sentiment Program (1X) 1.71 1,000k 1/1/2013 26 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.74 100k 10/1/2011 25 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 1.80 2,000k 1/1/2013 24 Global Wealth Analytics, Inc. Triple M 1.80 1,000k 6/1/2014 23 Sona Trading Strategies LLC. Diversified Program 1.81 1,000k 9/1/2006 22 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.87 10,000k 3/1/2007 21 NuWave Investment Management, LLC Commodity Value Portfolio 1.88 2,000k 10/1/2014 20 Qbasis Invest Qbasis i Trend Fund 1.96 1k 1/1/2014 19 Crabel Capital Management WPD Crabel Futures Program 1.96 1,000k 7/1/2008 18 SMJ Capital Management Ltd. Systematic Currency FX Strategy 2.29 250k 9/1/2014 17 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.35 250k 10/1/2009 16 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.43 50k 10/1/2011 15 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 2.73 100k 7/1/2013 14 Bulkara Capital Bulkara Systematic Fund SP 2.80 250k 4/1/2014 13 County Cork LLC RLA I 2.91 500k 1/1/2009 12 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.98 100k 4/1/2014 11 Quantum Leap Capital Management Managed Account Program 3.30 300k 8/1/2006 10 Demeter Capital Management Livestock & Grain Trading Program 3.75 50k 3/1/2010 9 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 4.04 500k 7/1/2013 8 Ditsch Trading, LLC Agricultural Trading Program 4.28 100k 1/1/2011 7 Bocken Trading LLC Discretionary Trading Program 4.34 100k 7/1/2011 6 Typhon Capital Management, LLC Plutus Grain Strategy 4.41 250k 4/1/2008 5 Red Rock Capital, LLC Commodity Long-Short 4.65 500k 9/1/2013 4 Aquantum Aquantum Commodity Spread Program (ACS) 4.94 5,000k 7/1/2013 3 Gamma Q Commodity Program Managed Account 5.31 3,000k 4/1/2011 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 10.59 100k 1/1/2014 1 Gamma Q Breckhurst Commodity Fund 12.40 1,000k 10/1/2006 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.