IASG CTA Index For December 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 Dec 2018 Min Inv Inception 195 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -15.89 500k 8/1/2007 194 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -14.49 25k 2/1/2016 193 Kopis Capital Management, LLC Commodity Long Only -14.30 500k 1/1/2014 192 Gregory P Asset Management LLC Low Volatility Income Strategy -8.22 100k 5/1/2015 191 ML Systems LLC Sledon Classic (Client) -8.08 300k 8/1/2014 190 Doherty Advisors LLC Orion -7.59 1,000k 6/1/2015 189 DeltaHedge VIXVOX 1 -7.49 250k 8/1/2015 188 Chesapeake Capital Diversified Plus (HV) -6.79 100k 4/1/1994 187 Soaring Pelican, LLC Diversified S&P Program -6.60 100k 1/1/2011 186 Silicon Valley Quantitative Advisors UQP Large -6.55 500k 1/1/2009 185 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -5.88 100k 4/1/2014 184 Carbide Capital Inc. Carbide Absolute Return Program -5.56 200k 9/1/2014 183 Talenta Capital LLP S&P 500 Momentum -5.22 950k 2/1/2017 182 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -5.19 250k 2/1/2016 181 Emil van Essen Spread Trading Program Limited -4.85 5,000k 7/1/2013 180 Turk Capital LLC US Equity Long/Short Strategy -4.78 250k 4/1/2014 179 Emil van Essen Multi-Strategy Program -4.29 6,000k 5/1/2014 178 Talenta Capital LLP Diversified -4.08 950k 6/1/2014 177 Doherty Advisors LLC Compass -3.71 1,000k 6/1/2015 176 Buttonwood LLC Energy Diversified 1 -3.71 100k 7/1/2014 175 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -3.63 50k 9/1/2009 174 Hartswell Capital Ltd MP-1 -3.42 250k 1/1/2014 173 DeltaHedge VIXVOX 2 -3.39 250k 8/1/2015 172 514 Capital Partners 514 Fund -3.31 100k 11/1/2013 171 R Best LLC R Best Private Client Program -3.18 50k 2/1/2010 170 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -3.06 500k 6/1/2007 169 FORT LP Fort Global Diversified -3.00 2,000k 10/1/1993 168 Warrington Asset Management Warrington Strategic Program -3.00 50k 1/1/1997 167 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -2.79 100k 11/1/2013 166 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -2.69 100k 4/1/2015 165 Alder Capital DAC CALM Eurozone Equity Program -2.59 100k 5/1/2015 164 Turk Capital LLC US Market Hedge Strategy -2.46 250k 11/1/2015 163 Ditsch Trading, LLC Agricultural Trading Program -2.34 100k 1/1/2011 162 Red Rock Capital, LLC Commodity Long-Short -2.30 500k 9/1/2013 161 Bocken Trading LLC Discretionary Trading Program -2.20 100k 7/1/2011 160 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.19 1,000k 1/1/2013 159 Independent View IV Quantitative Futures Fund -2.12 100k 11/1/2012 158 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -2.00 500k 10/1/2014 157 Trigon Investment Advisors, LLC Discretionary Macro Program -1.98 10,000k 8/1/2007 156 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.96 10,000k 10/1/1993 155 Demeter Capital Management Livestock & Grain Trading Program -1.82 50k 3/1/2010 154 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.65 250k 5/1/2011 153 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.62 250k 10/1/2011 152 Buckingham Global Advisors, LLC Weekly Emini Program -1.38 200k 3/1/2015 151 Kopis Capital Management, LLC Commodity Long Short Separate Account -1.30 1,000k 5/1/2015 150 FORT LP Fort Global Contrarian -1.22 2,000k 10/1/2002 149 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.03 50k 7/1/2011 148 Wharton Capital Management Wharton AG Futures Program -1.02 100k 9/1/2011 147 Pinstripe Trading, LLC Standard -0.99 125k 8/1/2009 146 Gregory P Asset Management LLC Alternative Multi Strategy -0.89 500k 11/1/2012 145 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -0.89 250k 11/1/1996 144 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.88 100k 12/1/1998 143 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -0.81 1,000k 12/1/2014 142 Davis Commodities, LLC Davis Trading Program -0.81 250k 1/1/2016 141 Meliora Capital LLP Commodity Absolute Return (1x) -0.75 250k 11/1/2014 140 Typhon Capital Management, LLC Helios Deutsche -0.73 250k 4/1/2014 139 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -0.68 100k 7/1/2013 138 QTS Capital Management, LLC QTS Partners, L.P. -0.59 100k 1/1/2011 137 Future Trade AG Thales Swing Trading Programme -0.50 250k 6/1/2007 136 Bighorn Capital Partners Denali -0.48 8/1/2015 135 Tlaloc Capital LLC Grains Program -0.47 1,000k 4/1/2010 134 QTS Capital Management, LLC FX Managed Account -0.47 100k 1/1/2011 133 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.38 250k 3/1/2010 132 NickJen Capital Management & Consultants LLC NRD-1 -0.37 1,000k 4/1/2008 131 Typhon Capital Management, LLC Chiron Currency Program -0.32 250k 2/1/2008 130 M&R Capital, LLC Livestock Trading Program -0.31 100k 1/1/2015 129 Trigon Investment Advisors, LLC Foreign Exchange Program -0.23 5,000k 8/1/2000 128 QTS Capital Management, LLC Tail Reaper -0.22 100k 8/1/2012 127 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.21 100k 2/1/2010 126 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.21 500k 5/1/2013 125 Blake Capital Management, Inc. SRD Currencies -0.14 100k 3/1/2013 124 Schindler Capital Management, LLC Dairy Advantage Program -0.12 400k 8/1/2005 123 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.11 1,000k 3/1/2003 122 Blake Capital Management, Inc. SRD Short Equities -0.08 100k 1/1/2011 121 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) -0.07 1,000k 2/1/2015 120 HPX Financial LLC HPX Old School Program -0.07 200k 6/1/2006 119 Warrington Asset Management Tactical Program Client -0.06 500k 2/1/2015 118 County Cork LLC County Cork Macro Equity Hedge -0.06 1,000k 2/1/2016 102 Valia Capital Management Global Tactical Program 0.00 200k 5/1/2014 103 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 104 Bluegrass Capital Management Cross Market Bias Model 0.00 3,000k 7/1/2014 101 ITB Capital Advisors LLC ITB Time Value Trading Program 0.00 5,000k 1/1/2009 92 Four Seasons Commodities Corp Lone Star Program 0.00 300k 1/1/2005 93 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 94 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.00 3,000k 5/1/2010 95 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 96 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 97 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 100 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 98 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 99 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 106 Qbasis Invest Qbasis i Trend Fund 0.00 1k 1/1/2014 107 Ring Capital Management LLC S&P E-Mini Select 0.00 100k 1/1/2012 105 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 108 Witter & Lester, Inc. Diversified Trading Program 0.00 100k 4/1/2013 112 Trading Study SPK – E-Mini S&P 500 Option 0.00 15k 10/1/2009 111 Qbasis Invest Qbasis All Trends UCITS Fund 0.00 100k 1/1/2016 109 GammaQ Breckhurst Commodity Fund 0.00 1,000k 10/1/2006 110 GammaQ Commodity Program Managed Account 0.00 3,000k 4/1/2011 116 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.00 500k 1/1/2015 115 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 117 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 114 WESTCAY LLC Tropicals Program 0.00 250k 1/1/2014 113 Global Wealth Analytics, Inc. Triple M 0.00 1,000k 6/1/2014 91 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.01 1,000k 3/1/2003 90 Jaguar Investments Ltd Ultro Capital Strategy 0.01 1,000k 1/1/2012 89 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.01 10,000k 7/1/2008 88 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.03 500k 8/1/2012 87 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.10 40k 1/1/2016 86 Greenwave Capital Management Greenwave Flagship Plus 0.11 1,000k 6/1/2008 85 Tomas Capital Pty Ltd GCAF | USD 0.12 1,500k 7/1/2011 84 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 0.16 200k 2/1/2016 83 Aquantum Aquantum Commodity Spread Program (ACS) 0.18 5,000k 7/1/2013 82 Typhon Capital Management, LLC Vulcan Metals Strategy 0.18 2,000k 11/1/2011 81 Eamon Capital Zephyr Program 0.18 600k 1/1/2016 80 EMC Capital Advisors, LLC EMC Alpha Program 0.18 5,000k 6/1/2013 79 Enduring Investments LLC Enduring Commodity Alpha 0.18 500k 9/1/2015 78 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.29 1,000k 3/1/2007 77 County Cork LLC RLA I 0.30 500k 1/1/2009 76 NuWave Investment Management, LLC Commodity Value Portfolio 0.38 2,000k 10/1/2014 75 Vortex Currency Program 0.38 500k 1/1/2014 74 Centurion Investment Management Inc. Composite 0.41 10,000k 8/1/2012 73 Typhon Capital Management, LLC Plutus Grain Strategy 0.41 250k 4/1/2008 72 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.41 500k 1/1/2015 71 Whitmore Capital Management LLC Whitmore Capital LP 0.45 250k 6/1/2012 70 Crediton Hill LLC Crediton Hill Managed Account Program 0.53 250k 8/1/2013 69 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.54 250k 10/1/2009 68 Emil van Essen Long-Short Commodity Program 0.60 1,000k 6/1/2013 67 Prolific Capital Markets, LLC Prolific Swiss System 0.65 10,000k 1/1/2014 66 Doherty Advisors LLC Relative Value Growth 0.71 1,000k 6/1/2003 65 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.75 3,000k 5/1/2014 64 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.87 100k 11/1/2013 63 Amapa Capital Advisors LLC Energy Program 0.89 1,000k 2/1/2015 62 Global Sigma Group, LLC Global Sigma BondVOL LP 0.95 1,000k 4/1/2015 61 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 0.95 1,000k 1/1/2015 60 Automaton Trading LLC Diversified 0.98 500k 7/1/2014 59 Seven Capital Management Seven Absolute Return 0.99 100k 6/1/2009 58 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 1.00 100k 1/1/2014 57 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.00 5,000k 9/1/2009 56 Pearl Capital Advisors, LLC Hedged VIX Program 1.00 500k 10/1/2015 55 Greenwave Capital Management Greenwave Flagship Discretionary Plus 1.04 1,000k 9/1/2012 54 Jaguar Investments Ltd Aegir Capital Strategy 1.09 1,000k 1/1/2012 53 Sector Arc Advisors Global Lean Hog Ag 1.10 250k 10/1/2015 52 Asset Management by Windsor Securities Income 2 Strategy (MI2) 1.17 500k 9/1/2015 51 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 1.21 250k 7/1/2015 50 Bulkara Capital Bulkara Systematic Fund SP 1.23 250k 4/1/2014 49 Alee Capital Management, LLC Mistral Program 1.66 2,500k 1/1/1999 48 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.70 250k 5/1/2013 47 Millburn Ridgefield Corporation Multi-Markets Program 1.84 25,000k 10/1/2004 46 Urban Tree Capital, LLC UTC Plus (Client) 1.91 100k 3/1/2013 45 Eclipse Capital Management Alpha Asia 2.00 25,000k 1/1/2015 44 DUNN Capital Management DUNN WMA Institutional Program 2.01 100k 10/1/2011 43 Three Rock Capital Management Global Macro Program 2.03 1,000k 1/1/2009 42 Blackheath Fund Management Inc. Tactical FI Strategy 2.16 50k 10/1/2011 41 Linnis Linnis ONE, LP 2.43 100k 8/1/2014 40 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.48 1k 10/1/2006 39 RCMA Capital LLP Merchant Commodity Fund 2.50 1,000k 6/1/2004 38 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 2.51 100k 10/1/2011 37 dormouse Limited dormouse - Managed Account 2.56 10,000k 7/1/2011 36 Doherty Advisors LLC Grey Swan Hedge 2.61 10,000k 4/1/2010 35 Vivienne Investissement OUESSANT UCITS FUND (A) 2.65 100k 5/1/2012 34 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 2.83 500k 1/1/2011 33 Estlander & Partners Alpha Trend II - Class P 2.84 100k 12/1/2008 32 Metolius Capital LLC Metolius Diversified 2.89 100k 6/1/2010 31 Purple Valley Capital, Inc. Diversified Trend 1 2.97 100k 8/1/2008 30 Doherty Advisors LLC Relative Value Plus 3.01 1,000k 7/1/2011 29 Quantica Capital AG 1X Quantica Managed Futures Fund 3.10 100k 1/1/2014 28 Tom Capital AG Tom Capital Growth Fund 3.20 5,000k 12/1/2015 27 Emil van Essen Long-Short Commodity Program - Accelerated 3.36 200k 5/1/2014 26 Conquest Capital Group Conquest Select 3.55 250k 6/1/2004 25 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.68 1,000k 5/1/2014 24 Millburn Ridgefield Corporation Commodity Program 3.76 25,000k 3/1/2005 23 Evergreen Commodity Advisors, LLC Discretionary 3.78 100k 1/1/2015 22 Tianyou Asset Management, LLC Tianyou Fund LP 4.20 100k 10/1/2012 21 Leibniz Group Systematic Intelligence Vol 10 4.23 3,000k 8/1/2011 20 Anderson Creek Trading Standard Diversified Strategy 4.25 250k 7/1/2014 19 Robust Methods LLC Macro Managed Account 4.31 5,000k 1/1/2005 18 NuWave Investment Management, LLC NuWave Matrix Portfolio 4.42 3,000k 9/1/2015 17 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 4.78 5,000k 9/1/2013 16 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.83 5,000k 6/1/2010 15 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.84 1k 6/1/2009 14 Superfund Group Superfund Red USD SICAV 5.06 10k 3/1/2013 13 Superfund Group Superfund Red EUR SICAV 5.09 10k 3/1/2013 12 Garraway Capital Management LLP Garraway Financial Trends 5.15 100k 9/1/2012 11 Sandpiper Asset Management Sandpiper Global Macro Program 5.63 1,000k 8/1/2012 10 AG Capital Investments, LLC Discretionary Global Macro Program 5.69 500k 10/1/2014 9 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.99 5,000k 11/1/2012 8 Quantica Capital AG 2X Quantica Managed Futures Fund 6.00 100k 1/1/2014 7 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 6.19 1,000k 10/1/2016 6 Kaiser Trading Group Kaiser Global Diversified Program - Class A 6.19 10,000k 3/1/1998 5 Estlander & Partners Freedom 6.65 20,000k 8/1/2010 4 Worldwide Capital Strategies Profit Quest Macro World 7.33 100k 1/1/2010 3 Metolius Capital LLC Metolius Enhanced Fund 7.55 40k 6/1/2015 2 Vivienne Investissement MACH 3 9.27 100k 6/1/2015 1 Quest Partners LLC AlphaQuest Short Bias (AQSB) 14.15 20,000k 5/1/2013 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.