IASG CTA Index For February 2018 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 Feb 2018 Min Inv Inception 201 Covenant Capital Management Optimal Program -36.32 10k 2/1/2014 200 Glenhaven Capital LLC Glenhaven Global II LP -31.24 25k 4/1/2012 199 Carbide Capital Inc. Carbide Absolute Return Program -30.66 200k 9/1/2014 198 Tianyou Asset Management, LLC Tianyou Trading Strategy -25.46 100k 10/1/2012 197 Tomas Capital Pty Ltd GCAF | USD -21.35 1,500k 7/1/2011 196 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -20.98 50k 7/1/2011 195 Ring Capital Management LLC S&P E-Mini Select -19.41 100k 1/1/2012 194 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC -19.15 100k 7/1/2013 193 Dreiss Research Corporation Diversified Program -18.83 1,000k 5/1/1991 192 Purple Valley Capital, Inc. Diversified Trend 1 -16.35 100k 8/1/2008 191 Bluenose Capital Management, LLC BNC EI -14.66 15k 7/1/2010 190 Estlander & Partners Alpha Trend II - Class P -13.77 100k 12/1/2008 189 ISAM ISAM Systematic Trend Fund -13.11 1,000k 6/1/2001 188 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -12.63 250k 11/1/1996 187 Cauldron Investments, LLC Stock Index Plus -11.83 1,000k 10/1/2009 186 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -11.59 1k 6/1/2009 185 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -10.52 1,000k 5/1/2014 184 Superfund Group Superfund Red EUR SICAV -10.46 10k 3/1/2013 183 Chesapeake Capital Diversified Plus (HV) -10.34 100k 4/1/1994 182 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.86 100k 12/1/1998 181 Superfund Group Superfund Red USD SICAV -9.83 10k 3/1/2013 180 DUNN Capital Management DUNN WMA Institutional Program -9.63 100k 10/1/2011 179 Garraway Capital Management LLP Garraway Financial Trends -9.50 100k 9/1/2012 178 Qbasis Invest Qbasis i Trend Fund -9.46 1k 1/1/2014 177 Metolius Capital LLC Metolius Enhanced Fund -9.32 40k 6/1/2015 176 Talenta Capital LLP S&P 500 Momentum -9.12 950k 2/1/2017 175 Gregory P Asset Management LLC Low Volatility Income Strategy -9.08 100k 5/1/2015 174 Candriam Investors Group Alternative Return Systemat -9.02 125k 1/1/2007 173 Angle Capital Management LLC AIP Program -9.01 100k 1/1/2010 172 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -8.93 200k 2/1/2015 171 Quantica Capital AG 2X Quantica Managed Futures Fund -8.90 100k 1/1/2014 170 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -8.60 2,000k 7/1/2013 169 Conquest Capital Group Conquest Select -8.21 250k 6/1/2004 168 SandPointe SandPointe Opportunities Strategy -8.11 5,000k 5/1/2014 167 QCM Alpha Financials Program -7.99 10,000k 6/1/2012 166 Doherty Advisors LLC Compass -7.94 1,000k 6/1/2015 165 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -7.50 1,000k 10/1/2016 164 Kaiser Trading Group Kaiser Global Diversified Program - Class A -7.39 10,000k 3/1/1998 163 Melissinos Trading Eupatrid Global Trends -7.15 100k 1/1/2011 162 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -7.09 1,000k 1/1/2013 161 Blackwater Capital Management Tactical Equity -6.93 500k 12/1/2013 160 Leibniz Group Systematic Intelligence Vol 10 -6.73 3,000k 8/1/2011 159 Pinstripe Trading, LLC Standard -6.63 125k 8/1/2009 158 Talenta Capital LLP Diversified -6.57 950k 6/1/2014 157 EMC Capital Advisors, LLC EMC Alpha Plus Program -6.49 3,000k 5/1/2014 156 Automaton Trading LLC Diversified -6.44 500k 7/1/2014 155 ROW Asset Managment Row Diversified Fund, L.P. -6.42 1,000k 11/1/2011 154 Dixon Midland Company LLC Dixon Midland Diversified LLC -6.13 250k 5/1/2011 153 Vivienne Investissement MACH 3 -5.99 100k 6/1/2015 152 Doherty Advisors LLC Relative Value Growth -5.96 1,000k 6/1/2003 151 SEB Asset Management SEB Asset Selection Fund C (EUR) -5.87 1k 10/1/2006 150 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -5.71 500k 9/1/2013 149 Bluenose Capital Management, LLC BNC BI -5.58 30k 10/1/2008 148 Millburn Ridgefield Corporation Commodity Program -5.53 25,000k 3/1/2005 147 EMC Capital Advisors, LLC EMC Alpha Program -5.50 5,000k 6/1/2013 146 Doherty Advisors LLC Relative Value Plus -5.33 1,000k 7/1/2011 145 Millburn Ridgefield Corporation Multi-Markets Program -5.28 25,000k 10/1/2004 144 SandPointe SandPointe All-Seasons Strategy -5.22 5,000k 1/1/2015 143 Seven Capital Management Seven Absolute Return -5.21 100k 6/1/2009 142 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.17 10,000k 3/1/2003 141 SCT Capital Management The Adaptive Quant Trading (AQT) Program -5.15 10,000k 8/1/2009 140 Aquantum Aquantum Global Systematic Program (AGS) -5.10 5,000k 7/1/2013 139 M6 Capital Management LLC Standard Program -5.08 300k 7/1/2005 138 Witter & Lester, Inc. Redstone -4.84 500k 9/1/1994 137 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -4.80 100k 7/1/2013 136 Buckingham Global Advisors, LLC Weekly Emini Program -4.75 200k 3/1/2015 135 Metolius Capital LLC Metolius Diversified -4.70 100k 6/1/2010 134 Trigon Investment Advisors, LLC Foreign Exchange Program -4.66 5,000k 8/1/2000 133 Quantica Capital AG 1X Quantica Managed Futures Fund -4.30 100k 1/1/2014 132 FORT LP Global Futures Program (formerly Global Diversified Classic) -4.11 10,000k 3/1/2002 131 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.99 3,000k 5/1/2010 130 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -3.84 10,000k 3/1/2003 129 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -3.56 500k 1/1/2015 128 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -3.39 100k 2/1/2010 127 County Cork LLC RLA I -3.26 500k 1/1/2009 126 Wharton Capital Management Wharton AG Futures Program -3.08 100k 9/1/2011 125 Amapa Capital Advisors LLC Energy Program -3.06 1,000k 2/1/2015 124 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -2.91 100k 4/1/2015 123 Linnis Linnis ONE, LP -2.86 100k 8/1/2014 122 Buttonwood LLC Energy Diversified 1 -2.79 100k 7/1/2014 121 Robust Methods LLC Macro Managed Account -2.76 5,000k 1/1/2005 120 FORT LP Fort Global Contrarian -2.75 2,000k 10/1/2002 119 Estlander & Partners Freedom -2.71 20,000k 8/1/2010 118 H2O AM LLP Arctic Blue Commodity Program (2x) -2.70 1,000k 6/1/2014 117 Doherty Advisors LLC Orion -2.61 1,000k 6/1/2015 116 Alee Capital Management, LLC Mistral Program -2.43 2,500k 1/1/1999 115 Typhon Capital Management, LLC Helios Deutsche -2.42 250k 4/1/2014 114 Crabel Capital Management Crabel Multi-Product -2.31 1,000k 3/1/1998 113 Vivienne Investissement OUESSANT UCITS FUND (A) -2.28 100k 5/1/2012 112 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.20 250k 10/1/2011 111 Three Rock Capital Management Global Macro Program -2.16 1,000k 1/1/2009 110 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.14 10,000k 4/1/2004 109 Red Rock Capital, LLC Commodity Long-Short -2.08 500k 9/1/2013 108 FORT LP Fort Global Diversified -2.07 2,000k 3/1/2002 107 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.85 500k 6/1/2007 106 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -1.47 100k 11/1/2013 105 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.42 5,000k 6/1/2010 104 Turk Capital LLC US Equity Long/Short Strategy -1.25 100k 4/1/2014 103 Global Sigma Group, LLC Global Sigma BondVOL LP -1.24 1,000k 4/1/2015 102 Sandpiper Asset Management Sandpiper Global Macro Program -1.16 1,000k 8/1/2012 101 ML Systems LLC Sledon Classic (Client) -1.14 300k 8/1/2014 100 Trading Study SPK – E-Mini S&P 500 Option -1.13 15k 10/1/2009 99 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.10 250k 5/1/2013 98 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.95 500k 5/1/2013 97 Hehmeyer Capital Management, LLC HOGO -0.95 1,000k 5/1/2013 96 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.93 100k 1/1/2000 95 Eclipse Capital Management Alpha Asia -0.76 25,000k 1/1/2015 94 QTS Capital Management, LLC FX Managed Account -0.71 100k 1/1/2011 93 WESTCAY LLC Tropicals Program -0.71 250k 1/1/2014 92 Future Trade AG Thales Swing Trading Programme -0.70 250k 6/1/2007 91 M&R Capital, LLC Livestock Trading Program -0.69 100k 1/1/2015 90 Blackheath Fund Management Inc. Tactical FI Strategy -0.65 50k 10/1/2011 89 Jaguar Investments Ltd Aegir Capital Strategy -0.56 1,000k 1/1/2012 88 Tyche Capital Advisors LLC Institutional Spreads -0.54 250k 3/1/2014 87 Meliora Capital LLP Commodity Absolute Return (1x) -0.51 250k 11/1/2014 86 Typhon Capital Management, LLC Plutus Grain Strategy -0.51 250k 4/1/2008 85 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -0.49 2,000k 1/1/2013 84 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.35 1,000k 7/1/2007 83 Certeza Asset Management 4x Omni -0.21 1,000k 11/1/2014 82 Schindler Capital Management, LLC Dairy Advantage Program -0.19 400k 8/1/2005 81 Certeza Asset Management Macro Vega -0.17 1,000k 1/1/2012 80 Paradox Capital Management Sentiment Program (1X) -0.16 1,000k 1/1/2013 79 Blake Capital Management, Inc. SRD Currencies -0.13 100k 3/1/2013 78 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.09 100k 11/1/2013 77 Blake Capital Management, Inc. SRD Short Equities -0.07 100k 1/1/2011 75 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 76 Value & Growth CTA, LLC Value & Growth Program 0.00 50k 6/1/2014 74 Greenwave Capital Management Greenwave Flagship Discretionary Plus 0.01 1,000k 9/1/2012 73 Emil van Essen Long-Short Commodity Program 0.02 1,000k 6/1/2013 72 Typhon Capital Management, LLC Chiron Currency Program 0.04 250k 2/1/2008 71 Greenwave Capital Management Greenwave Flagship Plus 0.06 1,000k 6/1/2008 70 dormouse Limited dormouse - Managed Account 0.09 20,000k 7/1/2011 69 Gregory P Asset Management LLC Alternative Multi Strategy 0.10 500k 11/1/2012 68 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 0.11 1,000k 1/1/2006 67 Valia Capital Management Global Tactical Program 0.12 200k 5/1/2014 66 Global Wealth Analytics, Inc. Triple M 0.14 1,000k 6/1/2014 65 Bluegrass Capital Management Cross Market Bias Model 0.19 3,000k 7/1/2014 64 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.24 250k 7/1/2015 63 Prolific Capital Markets, LLC Prolific Swiss System 0.24 10,000k 1/1/2014 62 HPX Financial LLC HPX Old School Program 0.26 200k 6/1/2006 61 Emil van Essen Multi-Strategy Program 0.29 6,000k 5/1/2014 60 NickJen Capital Management & Consultants LLC NRD-1 0.32 1,000k 4/1/2008 59 Witter & Lester, Inc. Diversified Trading Program 0.32 100k 4/1/2013 58 Jaguar Investments Ltd Ultro Capital Strategy 0.39 1,000k 1/1/2012 57 Typhon Capital Management, LLC Vulcan Metals Strategy 0.39 2,000k 11/1/2011 56 Urban Tree Capital, LLC UTC Plus (Client) 0.43 100k 3/1/2013 55 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.49 100k 4/1/2014 54 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.65 500k 8/1/2012 53 Demeter Capital Management Livestock & Grain Trading Program 0.67 50k 3/1/2010 52 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.67 1,000k 2/1/2015 51 Four Seasons Commodities Corp Lone Star Program 0.67 300k 1/1/2005 50 ROW Asset Managment Row Currency Program 0.68 1,000k 11/1/2010 49 Bluenose Capital Management, LLC BNC CL 0.70 15k 12/1/2013 48 Doherty Advisors LLC Grey Swan Hedge 0.71 10,000k 4/1/2010 47 Warrington Asset Management Tactical Program Client 0.73 500k 2/1/2015 46 Crabel Capital Management WPD Crabel Futures Program 0.80 1,000k 7/1/2008 45 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.88 10,000k 2/1/2008 44 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.88 1,000k 5/1/2015 43 Emil van Essen Long-Short Commodity Program - Accelerated 0.97 200k 5/1/2014 42 Tlaloc Capital LLC Grains Program 1.02 1,000k 4/1/2010 41 Trigon Investment Advisors, LLC Discretionary Macro Program 1.10 10,000k 8/1/2007 40 Bensboro Advisors, LLC Seasonal Spread Trading Program 1.16 500k 1/1/2015 39 NuWave Investment Management, LLC Commodity Value Portfolio 1.26 2,000k 10/1/2014 38 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.28 50k 9/1/2009 37 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.42 5,000k 9/1/2009 36 Warrington Asset Management Warrington Strategic Program 1.44 50k 1/1/1997 35 Evergreen Commodity Advisors, LLC Discretionary 1.47 100k 1/1/2015 34 Emil van Essen Spread Trading Program Limited 1.68 5,000k 7/1/2013 33 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.70 20,000k 5/1/2013 32 Silicon Valley Quantitative Advisors UQP Large 1.86 500k 1/1/2009 31 Alee Capital Management, LLC Poniente Program 2.00 2,500k 1/1/1999 30 Commodities Analytics LLC Daily Analytics 2.04 100k 1/1/2014 29 Worldwide Capital Strategies Profit Quest Macro World 2.20 100k 1/1/2010 28 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.38 10,000k 2/1/2006 27 Aquantum Aquantum Commodity Spread Program (ACS) 2.51 5,000k 7/1/2013 26 Hartswell Capital Ltd MP-1 2.54 250k 1/1/2014 25 Bocken Trading LLC Discretionary Trading Program 2.67 100k 7/1/2011 24 Independent View IV Quantitative Futures Fund 2.80 100k 11/1/2012 23 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 2.91 1,000k 1/1/2015 22 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 2.94 50k 10/1/2011 21 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 3.02 250k 3/1/2010 20 Gamma Q Commodity Program Managed Account 3.04 3,000k 4/1/2011 19 QTS Capital Management, LLC QTS Partners, L.P. 3.13 100k 1/1/2011 18 Rosetta Capital Management Macro Program 3.49 50k 1/1/2009 17 Ditsch Trading, LLC Agricultural Trading Program 3.55 100k 1/1/2011 16 AG Capital Management Partners, LP Discretionary Global Macro Program 3.84 5,000k 10/1/2014 15 SMJ Capital Management Ltd. Systematic Currency FX Strategy 4.22 250k 9/1/2014 14 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.59 100k 1/1/2014 13 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 4.61 250k 10/1/2009 12 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 5.30 10,000k 3/1/2007 11 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 5.34 100k 10/1/2011 10 Gamma Q Breckhurst Commodity Fund 6.11 1,000k 10/1/2006 9 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 6.64 25k 1/1/2011 8 R Best LLC R Best Private Client Program 6.76 50k 2/1/2010 7 Turning Wheel Capital, Inc. Pure Alpha 7.14 10,000k 1/1/2012 6 Bulkara Capital Bulkara Systematic Fund SP 7.53 250k 4/1/2014 5 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 7.95 500k 7/1/2013 4 Soaring Pelican, LLC Diversified S&P Program 8.17 100k 1/1/2011 3 Whitmore Capital Management LLC Whitmore Capital LP 8.26 250k 6/1/2012 2 QTS Capital Management, LLC Tail Reaper 8.69 500k 8/1/2012 1 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 20.87 100k 12/1/2014 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.