IASG CTA Index For September 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 Sep 2017 Min Inv Inception 197 Covenant Capital Management Optimal Program -24.96 10k 2/1/2014 196 Dreiss Research Corporation Diversified Program -15.30 1,000k 5/1/1991 195 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -11.26 50k 7/1/2011 194 Tomas Capital Pty Ltd GCAF | USD -11.04 1,500k 7/1/2011 193 Angle Capital Management LLC AIP Program -9.45 100k 1/1/2010 192 Estlander & Partners Alpha Trend II - Class P -9.00 100k 12/1/2008 191 Purple Valley Capital, Inc. Diversified Trend 1 -8.35 100k 8/1/2008 190 Quantica Capital AG 2X Quantica Managed Futures Fund -7.40 100k 1/1/2014 189 Glenhaven Capital LLC Glenhaven Global II LP -7.09 25k 4/1/2012 188 Kaiser Trading Group Kaiser Global Diversified Program - Class A -6.86 10,000k 3/1/1998 187 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -6.76 1,000k 10/1/2016 186 Red Rock Capital, LLC Commodity Long-Short -6.14 500k 9/1/2013 185 Candriam Investor Group Alternative Return Systemat -5.96 125k 1/1/2007 184 Melissinos Trading Eupatrid Global Trends -5.80 50k 1/1/2011 183 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.61 20,000k 5/1/2013 182 Gregory P Asset Management LLC Alternative Multi Strategy -5.29 500k 11/1/2012 181 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -5.29 50k 9/1/2009 180 ISAM ISAM Systematic Trend Fund -5.16 1,000k 6/1/2001 179 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.16 1,000k 3/1/2003 178 Sandpiper Asset Management Sandpiper Global Macro Program -5.03 1,000k 8/1/2012 177 Aquantum Aquantum Global Systematic Program (AGS) -5.02 5,000k 7/1/2013 176 FORT LP Global Futures Program (formerly Global Diversified Classic) -4.94 10,000k 10/1/1993 175 Whitmore Capital Management LLC Whitmore Capital LP -4.93 250k 6/1/2012 174 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.76 5,000k 6/1/2010 173 Aquantum Aquantum Commodity Spread Program (ACS) -4.70 5,000k 7/1/2013 172 Aspect Capital Aspect Diversified Fund - Class A (USD) -4.44 100k 12/1/1998 171 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.31 3,000k 5/1/2014 170 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -4.24 250k 11/1/1996 169 Emil van Essen Spread Trading Program Limited -4.23 5,000k 7/1/2013 168 Glider Trading LLP Glider Trading Strategy (Class C) -4.18 500k 9/1/2013 167 Qbasis Invest Qbasis i Trend Fund -4.18 1k 1/1/2014 166 Bensboro Advisors, LLC Seasonal Spread Trading Program -4.12 500k 1/1/2015 165 FORT LP Fort Global Diversified -4.01 2,000k 10/1/1993 164 Silicon Valley Quantitative Advisors UQP Large -3.85 500k 1/1/2009 163 Quantica Capital AG 1X Quantica Managed Futures Fund -3.70 100k 1/1/2014 162 Prolific Capital Markets, LLC Prolific Swiss System -3.64 10,000k 1/1/2014 161 Seven Capital Management Seven Fixed Income Fund -3.31 100k 9/1/2010 160 Conquest Capital Group Conquest Select -3.14 250k 6/1/2004 159 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -3.11 10,000k 4/1/2004 158 Alee Capital Management, LLC Mistral Program -3.08 2,500k 1/1/1999 157 Worldwide Capital Strategies Profit Quest Macro World -3.07 100k 1/1/2010 156 Alee Capital Management, LLC Poniente Program -3.02 2,500k 1/1/1999 155 Turning Wheel Capital, Inc. Pure Alpha -2.99 10,000k 1/1/2012 154 Chesapeake Capital Diversified Plus (HV) -2.94 100k 4/1/1994 153 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -2.94 500k 6/1/2007 152 FORT LP Fort Global Contrarian -2.93 2,000k 10/1/2002 151 EMC Capital Advisors, LLC EMC Alpha Program -2.87 5,000k 6/1/2013 150 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.86 1k 6/1/2009 149 Linnis Linnis ONE, LP -2.71 100k 8/1/2014 148 Estlander & Partners Freedom -2.27 20,000k 8/1/2010 147 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -2.16 1,000k 5/1/2014 146 Emil van Essen Multi-Strategy Program -2.13 6,000k 5/1/2014 145 Emil van Essen Long-Short Commodity Program - Accelerated -2.02 200k 5/1/2014 144 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.02 250k 10/1/2009 143 Robust Methods LLC Macro Managed Account -1.99 5,000k 1/1/2005 142 Tyche Capital Advisors LLC Institutional Spreads -1.97 250k 3/1/2014 141 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -1.96 10,000k 2/1/2006 140 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -1.95 100k 11/1/2013 139 ROW Asset Managment Row Diversified Fund, L.P. -1.91 1,000k 11/1/2011 138 Garraway Capital Management LLP Garraway Financial Trends -1.84 100k 9/1/2012 137 Eclipse Capital Management Alpha Asia -1.80 25,000k 1/1/2015 136 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.76 250k 5/1/2011 135 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.75 1k 10/1/2006 134 Witter & Lester, Inc. Diversified Trading Program -1.70 100k 4/1/2013 133 Millburn Ridgefield Corporation Multi-Markets Program -1.67 25,000k 10/1/2004 132 ROW Asset Managment Row Currency Program -1.57 1,000k 11/1/2010 131 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -1.55 500k 7/1/2013 130 NuWave Investment Management, LLC Commodity Value Portfolio -1.53 2,000k 10/1/2014 129 Talenta Capital LLP Diversified -1.44 950k 6/1/2014 128 Global Wealth Analytics, Inc. Triple M -1.38 1,000k 6/1/2014 127 Seven Capital Management Seven Absolute Return -1.33 100k 6/1/2009 126 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.11 1,000k 3/1/2003 125 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.10 1,000k 1/1/2013 124 Soaring Pelican, LLC Diversified S&P Program -1.04 100k 1/1/2011 123 GammaQ Breckhurst Commodity Fund -1.00 1,000k 10/1/2006 122 Crabel Capital Management WPD Crabel Futures Program -0.99 1,000k 7/1/2008 121 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.97 5,000k 9/1/2009 120 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.88 1,000k 3/1/2007 119 Greenwave Capital Management Greenwave Flagship Discretionary Plus -0.85 1,000k 9/1/2012 118 Future Trade AG Thales Swing Trading Programme -0.81 250k 6/1/2007 117 Wharton Capital Management Wharton AG Futures Program -0.81 100k 9/1/2011 116 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.80 100k 1/1/2000 115 R Best LLC R Best Private Client Program -0.77 50k 2/1/2010 114 Metolius Capital LLC Metolius Enhanced Fund -0.69 40k 6/1/2015 113 Emil van Essen Long-Short Commodity Program -0.67 1,000k 6/1/2013 112 Trading Study SPK – E-Mini S&P 500 Option -0.65 15k 10/1/2009 111 Gregory P Asset Management LLC Low Volatility Income Strategy -0.64 100k 5/1/2015 110 Independent View IV Quantitative Futures Fund -0.57 100k 11/1/2012 109 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.55 100k 2/1/2010 108 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.52 100k 10/1/2011 107 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.50 250k 3/1/2010 106 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.49 250k 9/1/2014 105 QTS Capital Management, LLC FX Managed Account -0.47 100k 1/1/2011 104 Commodities Analytics LLC Daily Analytics -0.46 100k 1/1/2014 103 GammaQ Commodity Program Managed Account -0.44 3,000k 4/1/2011 102 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.42 3,000k 5/1/2010 101 Metolius Capital LLC Metolius Diversified -0.39 100k 6/1/2010 100 QTS Capital Management, LLC QTS Partners, L.P. -0.34 100k 1/1/2011 99 Doherty Advisors LLC Grey Swan Hedge -0.31 10,000k 4/1/2010 98 NickJen Capital Management & Consultants LLC NRD-1 -0.30 1,000k 4/1/2008 97 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.28 100k 11/1/2013 96 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.28 10,000k 2/1/2008 95 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.27 10,000k 8/1/2009 94 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.26 1,000k 7/1/2007 93 Paradox Capital Management Sentiment Program (1X) -0.25 1,000k 1/1/2013 92 Doherty Advisors LLC Relative Value Plus -0.22 1,000k 7/1/2011 91 Ring Capital Management LLC S&P E-Mini Select -0.19 100k 1/1/2012 90 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 89 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -0.17 100k 7/1/2013 88 Talenta Capital LLP S&P 500 Momentum -0.14 950k 2/1/2017 87 Schindler Capital Management, LLC Dairy Advantage Program -0.12 400k 8/1/2005 86 Blake Capital Management, Inc. SRD Currencies -0.12 100k 3/1/2013 85 Bocken Trading LLC Discretionary Trading Program -0.07 100k 7/1/2011 84 Jaguar Investments Ltd Ultro Capital Strategy -0.06 1,000k 1/1/2012 83 Four Seasons Commodities Corp Lone Star Program -0.03 300k 1/1/2005 82 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.03 500k 8/1/2012 81 Hehmeyer Capital Management, LLC HOGO -0.01 1,000k 5/1/2013 80 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.01 500k 5/1/2013 79 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 78 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.02 1,000k 1/1/2006 77 Bluegrass Capital Management Cross Market Bias Model 0.03 3,000k 7/1/2014 76 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.03 10,000k 7/1/2008 75 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 0.07 200k 2/1/2015 74 Valia Capital Management Global Tactical Program 0.11 200k 5/1/2014 73 Typhon Capital Management, LLC Chiron Currency Program 0.16 250k 2/1/2008 72 ML Systems LLC Sledon Classic (Client) 0.18 300k 8/1/2014 71 Witter & Lester, Inc. Redstone 0.19 500k 9/1/1994 70 DUNN Capital Management DUNN WMA Institutional Program 0.19 100k 10/1/2011 69 Typhon Capital Management, LLC Vulcan Metals Strategy 0.20 2,000k 11/1/2011 68 Doherty Advisors LLC Relative Value Growth 0.21 1,000k 6/1/2003 67 Warrington Asset Management Warrington Strategic Program 0.21 50k 1/1/1997 66 Pinstripe Trading, LLC Standard 0.21 125k 8/1/2009 65 Amapa Capital Advisors LLC Energy Program 0.21 1,000k 2/1/2015 64 Ditsch Trading, LLC Agricultural Trading Program 0.23 100k 1/1/2011 63 M6 Capital Management LLC Standard Program 0.25 300k 7/1/2005 62 Tlaloc Capital LLC Grains Program 0.26 1,000k 4/1/2010 61 Certeza Asset Management Macro Vega 0.27 1,000k 1/1/2012 60 Non Correlated Capital Positive Theta Program 0.32 250k 10/1/2007 59 Bluenose Capital Management, LLC BNC BI 0.33 30k 10/1/2008 58 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.38 250k 10/1/2011 57 Greenwave Capital Management Greenwave Flagship Plus 0.44 1,000k 6/1/2008 56 WESTCAY LLC Tropicals Program 0.47 250k 1/1/2014 55 Certeza Asset Management 4x Omni 0.47 1,000k 11/1/2014 54 Orgone Commodity Management LLC Orgone AG 1 0.48 250k 9/1/2011 53 Typhon Capital Management, LLC Helios Deutsche 0.52 250k 4/1/2014 52 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 0.60 100k 12/1/2014 51 Trigon Investment Advisors, LLC Foreign Exchange Program 0.65 5,000k 8/1/2000 50 Typhon Capital Management, LLC Plutus Grain Strategy 0.65 250k 4/1/2008 49 Trigon Investment Advisors, LLC Discretionary Macro Program 0.67 10,000k 8/1/2007 48 Carbide Capital Inc. Carbide Absolute Return Program 0.70 200k 9/1/2014 47 Warrington Asset Management Tactical Program Client 0.71 500k 2/1/2015 46 County Cork LLC RLA I 0.74 500k 1/1/2009 45 SandPointe SandPointe Opportunities Strategy 0.75 5,000k 5/1/2014 44 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 0.80 2,000k 1/1/2013 43 Urban Tree Capital, LLC UTC Plus (Client) 0.80 100k 3/1/2013 42 Automaton Trading LLC Diversified 0.82 500k 7/1/2014 41 Blackheath Fund Management Inc. Tactical FI Strategy 0.85 50k 10/1/2011 40 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.86 100k 4/1/2015 39 Blackwater Capital Management Tactical Equity 0.86 500k 12/1/2013 38 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.90 1,000k 2/1/2015 37 Bluenose Capital Management, LLC BNC EI 0.93 15k 7/1/2010 36 HPX Financial LLC HPX Old School Program 0.96 200k 6/1/2006 35 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.00 250k 5/1/2013 34 Jaguar Investments Ltd Aegir Capital Strategy 1.00 1,000k 1/1/2012 33 SandPointe SandPointe All-Seasons Strategy 1.05 5,000k 1/1/2015 32 Bulkara Capital Bulkara Systematic Fund SP 1.06 250k 4/1/2014 31 Doherty Advisors LLC Compass 1.08 1,000k 6/1/2015 30 Superfund Group Superfund Red EUR SICAV 1.09 10k 3/1/2013 29 Cauldron Investments, LLC Stock Index Plus 1.17 1,000k 10/1/2009 28 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 1.18 1,000k 1/1/2013 27 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.19 2,000k 7/1/2013 26 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.23 1,000k 5/1/2015 25 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 24 Global Sigma Group, LLC Global Sigma BondVOL LP 1.27 1,000k 4/1/2015 23 Vivienne Investissement OUESSANT UCITS FUND (A) 1.31 100k 5/1/2012 22 Crabel Capital Management Crabel Multi-Product 1.40 1,000k 3/1/1998 21 Buckingham Global Advisors, LLC Weekly Emini Program 1.44 200k 3/1/2015 20 Superfund Group Superfund Red USD SICAV 1.46 10k 3/1/2013 19 Tianyou Asset Management, LLC Tianyou Fund LP 1.57 100k 10/1/2012 18 Doherty Advisors LLC Orion 1.63 1,000k 6/1/2015 17 Rosetta Capital Management Macro Program 1.75 50k 1/1/2009 16 Meliora Capital LLP Commodity Absolute Return (1x) 1.78 250k 11/1/2014 15 Buttonwood LLC Energy Diversified 1 1.79 100k 7/1/2014 14 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.20 50k 10/1/2011 13 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.20 100k 4/1/2014 12 Turk Capital LLC US Equity Long/Short Strategy 2.34 250k 4/1/2014 11 Bluenose Capital Management, LLC BNC CL 2.58 15k 12/1/2013 10 Three Rock Capital Management Global Macro Program 2.82 1,000k 1/1/2009 9 Demeter Capital Management Livestock & Grain Trading Program 3.10 50k 3/1/2010 8 dormouse Limited dormouse - Managed Account 3.53 20,000k 7/1/2011 7 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 3.58 100k 7/1/2013 6 Vivienne Investissement MACH 3 3.80 100k 6/1/2015 5 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 5.11 25k 1/1/2011 4 M&R Capital, LLC Livestock Trading Program 5.42 100k 1/1/2015 3 Evergreen Commodity Advisors, LLC Discretionary 8.03 100k 1/1/2015 2 AG Capital Management Partners, LP Discretionary Global Macro Program 8.35 500k 10/1/2014 1 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 8.44 100k 1/1/2014 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.