IASG CTA Index For January 2018 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 Jan 2018 Min Inv Inception 202 Whitmore Capital Management LLC Whitmore Capital LP -9.27 250k 6/1/2012 201 Bluenose Capital Management, LLC BNC EI -8.67 15k 7/1/2010 200 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -8.66 100k 7/1/2013 199 Bulkara Capital Bulkara Systematic Fund SP -8.43 250k 4/1/2014 198 Bluenose Capital Management, LLC BNC BI -6.14 30k 10/1/2008 197 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -5.87 500k 7/1/2013 196 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -5.18 25k 1/1/2011 195 SandPointe SandPointe All-Seasons Strategy -5.01 5,000k 1/1/2015 194 Trading Study SPK – E-Mini S&P 500 Option -4.73 15k 10/1/2009 193 Hehmeyer Capital Management, LLC HOGO -4.00 1,000k 5/1/2013 192 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -4.00 500k 5/1/2013 191 Non Correlated Capital Positive Theta Program -3.96 250k 10/1/2007 190 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.75 3,000k 5/1/2010 189 Millburn Ridgefield Corporation Multi-Markets Program -3.56 25,000k 10/1/2004 188 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -3.19 100k 4/1/2014 187 Bluenose Capital Management, LLC BNC CL -3.18 15k 12/1/2013 186 Hartswell Capital Ltd MP-1 -3.17 250k 1/1/2014 185 Emil van Essen Long-Short Commodity Program -3.14 1,000k 6/1/2013 184 Linnis Linnis ONE, LP -2.96 100k 8/1/2014 183 Meliora Capital LLP Commodity Absolute Return (1x) -2.66 250k 11/1/2014 182 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.58 50k 10/1/2011 181 Emil van Essen Multi-Strategy Program -2.16 6,000k 5/1/2014 180 Emil van Essen Long-Short Commodity Program - Accelerated -2.16 200k 5/1/2014 179 Doherty Advisors LLC Relative Value Plus -2.15 1,000k 7/1/2011 178 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.14 250k 10/1/2011 177 Automaton Trading LLC Diversified -2.06 500k 7/1/2014 176 Emil van Essen Spread Trading Program Limited -1.97 5,000k 7/1/2013 175 Blackheath Fund Management Inc. Tactical FI Strategy -1.92 50k 10/1/2011 174 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -1.89 2,000k 1/1/2013 173 SandPointe SandPointe Opportunities Strategy -1.54 5,000k 5/1/2014 172 Doherty Advisors LLC Relative Value Growth -1.52 1,000k 6/1/2003 171 Urban Tree Capital, LLC UTC Plus (Client) -1.19 100k 3/1/2013 170 Eclipse Capital Management Alpha Asia -1.12 25,000k 1/1/2015 169 R Best LLC R Best Private Client Program -1.11 50k 2/1/2010 168 Carbide Capital Inc. Carbide Absolute Return Program -1.09 200k 9/1/2014 167 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) -1.02 100k 12/1/2014 166 Amapa Capital Advisors LLC Energy Program -0.86 1,000k 2/1/2015 165 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.78 100k 2/1/2010 164 Global Wealth Analytics, Inc. Triple M -0.75 1,000k 6/1/2014 163 M6 Capital Management LLC Standard Program -0.74 300k 7/1/2005 162 M&R Capital, LLC Livestock Trading Program -0.73 100k 1/1/2015 161 Tyche Capital Advisors LLC Institutional Spreads -0.71 250k 3/1/2014 160 Commodities Analytics LLC Daily Analytics -0.63 100k 1/1/2014 159 Wharton Capital Management Wharton AG Futures Program -0.59 100k 9/1/2011 158 Doherty Advisors LLC Grey Swan Hedge -0.58 10,000k 4/1/2010 157 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) -0.55 1,000k 2/1/2015 156 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.53 10,000k 10/1/1993 155 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.52 1,000k 7/1/2007 154 WESTCAY LLC Tropicals Program -0.52 250k 1/1/2014 153 Seven Capital Management Seven Fixed Income Fund -0.49 100k 9/1/2010 152 Valia Capital Management Global Tactical Program -0.48 200k 5/1/2014 151 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.42 100k 1/1/2000 150 Witter & Lester, Inc. Diversified Trading Program -0.38 100k 4/1/2013 149 Jaguar Investments Ltd Aegir Capital Strategy -0.36 1,000k 1/1/2012 148 Blake Capital Management, Inc. SRD Currencies -0.33 100k 3/1/2013 147 Warrington Asset Management Warrington Strategic Program -0.33 50k 1/1/1997 146 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.32 250k 3/1/2010 145 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC -0.30 100k 7/1/2013 144 FORT LP Fort Global Contrarian -0.27 2,000k 10/1/2002 143 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.27 1,000k 1/1/2013 142 QTS Capital Management, LLC Tail Reaper -0.21 500k 8/1/2012 141 Typhon Capital Management, LLC Plutus Grain Strategy -0.17 250k 4/1/2008 140 HPX Financial LLC HPX Old School Program -0.11 200k 6/1/2006 139 Witter & Lester, Inc. Redstone -0.01 500k 9/1/1994 136 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 138 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 135 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 137 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 134 Superfund Group Superfund Red EUR SICAV 0.05 10k 3/1/2013 133 Future Trade AG Thales Swing Trading Programme 0.10 250k 6/1/2007 132 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.11 10,000k 7/1/2008 131 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.12 250k 9/1/2014 130 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.13 500k 1/1/2015 129 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.18 1,000k 1/1/2006 128 Paradox Capital Management Sentiment Program (1X) 0.23 1,000k 1/1/2013 127 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.24 100k 11/1/2013 126 Blackwater Capital Management Tactical Equity 0.26 500k 12/1/2013 125 Bluegrass Capital Management Cross Market Bias Model 0.27 3,000k 7/1/2014 124 Jaguar Investments Ltd Ultro Capital Strategy 0.29 1,000k 1/1/2012 123 Schindler Capital Management, LLC Dairy Advantage Program 0.34 400k 8/1/2005 122 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.45 10,000k 8/1/2009 121 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.48 500k 8/1/2012 120 Global Sigma Group, LLC Global Sigma BondVOL LP 0.49 1,000k 4/1/2015 119 Warrington Asset Management Tactical Program Client 0.55 500k 2/1/2015 118 Superfund Group Superfund Red USD SICAV 0.67 10k 3/1/2013 117 Four Seasons Commodities Corp Lone Star Program 0.68 300k 1/1/2005 116 Ditsch Trading, LLC Agricultural Trading Program 0.68 100k 1/1/2011 115 Typhon Capital Management, LLC Vulcan Metals Strategy 0.71 2,000k 11/1/2011 114 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.75 500k 1/1/2015 113 QTS Capital Management, LLC QTS Partners, L.P. 0.78 100k 1/1/2011 112 NickJen Capital Management & Consultants LLC NRD-1 0.83 1,000k 4/1/2008 111 QTS Capital Management, LLC FX Managed Account 0.84 100k 1/1/2011 110 Gregory P Asset Management LLC Low Volatility Income Strategy 0.85 100k 5/1/2015 109 GammaQ Commodity Program Managed Account 0.88 3,000k 4/1/2011 108 Cauldron Investments, LLC Stock Index Plus 1.01 1,000k 10/1/2009 107 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.03 10,000k 2/1/2008 106 County Cork LLC RLA I 1.06 500k 1/1/2009 105 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 1.07 1,000k 1/1/2015 104 Red Rock Capital, LLC Commodity Long-Short 1.13 500k 9/1/2013 103 Tlaloc Capital LLC Grains Program 1.13 1,000k 4/1/2010 102 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.18 1,000k 5/1/2014 101 Greenwave Capital Management Greenwave Flagship Plus 1.19 1,000k 6/1/2008 100 Tianyou Asset Management, LLC Tianyou Fund LP 1.24 100k 10/1/2012 99 Certeza Asset Management Macro Vega 1.29 1,000k 1/1/2012 98 Robust Methods LLC Macro Managed Account 1.37 5,000k 1/1/2005 97 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 1.37 200k 2/1/2015 96 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.42 1,000k 3/1/2003 95 ROW Asset Managment Row Currency Program 1.48 1,000k 11/1/2010 94 FORT LP Fort Global Diversified 1.53 2,000k 10/1/1993 93 Silicon Valley Quantitative Advisors UQP Large 1.54 500k 1/1/2009 92 Certeza Asset Management 4x Omni 1.57 1,000k 11/1/2014 91 Bocken Trading LLC Discretionary Trading Program 1.63 100k 7/1/2011 90 ML Systems LLC Sledon Classic (Client) 1.74 300k 8/1/2014 89 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.78 250k 5/1/2011 88 Independent View IV Quantitative Futures Fund 1.88 100k 11/1/2012 87 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.92 1,000k 5/1/2015 86 Evergreen Commodity Advisors, LLC Discretionary 1.98 100k 1/1/2015 85 Doherty Advisors LLC Compass 2.01 1,000k 6/1/2015 84 Alee Capital Management, LLC Poniente Program 2.03 2,500k 1/1/1999 83 Buckingham Global Advisors, LLC Weekly Emini Program 2.09 200k 3/1/2015 82 Gregory P Asset Management LLC Alternative Multi Strategy 2.25 500k 11/1/2012 81 Orgone Commodity Management LLC Orgone AG 1 2.31 250k 9/1/2011 80 Leibniz Group Systematic Intelligence Vol 10 2.35 3,000k 8/1/2011 79 GammaQ Breckhurst Commodity Fund 2.41 1,000k 10/1/2006 78 Typhon Capital Management, LLC Chiron Currency Program 2.59 250k 2/1/2008 77 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 2.60 100k 10/1/2011 76 Demeter Capital Management Livestock & Grain Trading Program 2.61 50k 3/1/2010 75 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.68 1,000k 3/1/2007 74 Millburn Ridgefield Corporation Commodity Program 2.70 25,000k 3/1/2005 73 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 2.77 100k 11/1/2013 72 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 2.78 100k 4/1/2015 71 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 2.79 10,000k 4/1/2004 70 NuWave Investment Management, LLC Commodity Value Portfolio 2.84 2,000k 10/1/2014 69 Crabel Capital Management WPD Crabel Futures Program 2.88 1,000k 7/1/2008 68 Buttonwood LLC Energy Diversified 1 2.88 100k 7/1/2014 67 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.97 250k 10/1/2009 66 ROW Asset Managment Row Diversified Fund, L.P. 3.07 1,000k 11/1/2011 65 Garraway Capital Management LLP Garraway Financial Trends 3.09 100k 9/1/2012 64 dormouse Limited dormouse - Managed Account 3.25 20,000k 7/1/2011 63 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.30 5,000k 6/1/2010 62 H2O AM LLP Arctic Blue Commodity Program (2x) 3.30 1,000k 6/1/2014 61 Typhon Capital Management, LLC Helios Deutsche 3.37 250k 4/1/2014 60 Turk Capital LLC US Equity Long/Short Strategy 3.39 250k 4/1/2014 59 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 3.49 500k 6/1/2007 58 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 3.52 2,000k 7/1/2013 57 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 3.52 10,000k 2/1/2006 56 Soaring Pelican, LLC Diversified S&P Program 3.60 100k 1/1/2011 55 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.67 50k 9/1/2009 54 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.79 1,000k 3/1/2003 53 Talenta Capital LLP S&P 500 Momentum 3.96 950k 2/1/2017 52 Vivienne Investissement OUESSANT UCITS FUND (A) 3.98 100k 5/1/2012 51 Trigon Investment Advisors, LLC Discretionary Macro Program 3.99 10,000k 8/1/2007 50 Three Rock Capital Management Global Macro Program 4.22 1,000k 1/1/2009 49 Ring Capital Management LLC S&P E-Mini Select 4.26 100k 1/1/2012 48 Seven Capital Management Seven Absolute Return 4.33 100k 6/1/2009 47 Greenwave Capital Management Greenwave Flagship Discretionary Plus 4.37 1,000k 9/1/2012 46 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.40 1k 10/1/2006 45 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 4.50 5,000k 9/1/2009 44 Metolius Capital LLC Metolius Diversified 4.51 100k 6/1/2010 43 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.58 100k 1/1/2014 42 Talenta Capital LLP Diversified 4.70 950k 6/1/2014 41 Doherty Advisors LLC Orion 4.80 1,000k 6/1/2015 40 Trigon Investment Advisors, LLC Foreign Exchange Program 4.89 5,000k 8/1/2000 39 Prolific Capital Markets, LLC Prolific Swiss System 5.04 10,000k 1/1/2014 38 Quantica Capital AG 1X Quantica Managed Futures Fund 5.20 100k 1/1/2014 37 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 5.30 250k 5/1/2013 36 DUNN Capital Management DUNN WMA Institutional Program 5.43 100k 10/1/2011 35 Glenhaven Capital LLC Glenhaven Global II LP 5.56 25k 4/1/2012 34 Qbasis Invest Qbasis i Trend Fund 5.72 1k 1/1/2014 33 ISAM ISAM Systematic Trend Fund 5.80 1,000k 6/1/2001 32 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.89 50k 7/1/2011 31 Candriam Investor Group Alternative Return Systemat 5.95 125k 1/1/2007 30 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 6.10 1,000k 1/1/2013 29 Tomas Capital Pty Ltd GCAF | USD 6.16 1,500k 7/1/2011 28 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 6.50 250k 11/1/1996 27 Estlander & Partners Freedom 6.59 20,000k 8/1/2010 26 EMC Capital Advisors, LLC EMC Alpha Program 6.64 5,000k 6/1/2013 25 Aquantum Aquantum Global Systematic Program (AGS) 7.19 5,000k 7/1/2013 24 EMC Capital Advisors, LLC EMC Alpha Plus Program 7.59 3,000k 5/1/2014 23 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.95 20,000k 5/1/2013 22 Melissinos Trading Eupatrid Global Trends 7.96 50k 1/1/2011 21 Glider Trading LLP Glider Trading Strategy (Class C) 8.10 500k 9/1/2013 20 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.15 1k 6/1/2009 19 Rosetta Capital Management Macro Program 8.19 50k 1/1/2009 18 Worldwide Capital Strategies Profit Quest Macro World 8.57 100k 1/1/2010 17 Aspect Capital Aspect Diversified Fund - Class A (USD) 8.72 100k 12/1/1998 16 Metolius Capital LLC Metolius Enhanced Fund 8.93 40k 6/1/2015 15 Crabel Capital Management Crabel Multi-Product 8.98 1,000k 3/1/1998 14 AG Capital Management Partners, LP Discretionary Global Macro Program 9.21 500k 10/1/2014 13 Conquest Capital Group Conquest Select 9.56 250k 6/1/2004 12 Sandpiper Asset Management Sandpiper Global Macro Program 9.78 1,000k 8/1/2012 11 Quantica Capital AG 2X Quantica Managed Futures Fund 10.20 100k 1/1/2014 10 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 10.36 1,000k 10/1/2016 9 Alee Capital Management, LLC Mistral Program 10.63 2,500k 1/1/1999 8 Dreiss Research Corporation Diversified Program 10.64 1,000k 5/1/1991 7 Kaiser Trading Group Kaiser Global Diversified Program - Class A 10.79 10,000k 3/1/1998 6 Aquantum Aquantum Commodity Spread Program (ACS) 10.90 5,000k 7/1/2013 5 Vivienne Investissement MACH 3 11.50 100k 6/1/2015 4 Chesapeake Capital Diversified Plus (HV) 13.81 100k 4/1/1994 3 Angle Capital Management LLC AIP Program 16.58 100k 1/1/2010 2 Purple Valley Capital, Inc. Diversified Trend 1 17.56 100k 8/1/2008 1 Covenant Capital Management Optimal Program 44.69 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.