IASG CTA Index For March 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 Mar 2018 Min Inv Inception 204 Covenant Capital Management Optimal Program -20.84 10k 2/1/2014 203 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC -11.32 100k 7/1/2013 202 Alee Capital Management, LLC Mistral Program -6.96 2,500k 1/1/1999 201 Future Trade AG Thales Swing Trading Programme -6.87 250k 6/1/2007 200 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -5.87 100k 11/1/2013 199 Worldwide Capital Strategies Profit Quest Macro World -5.75 100k 1/1/2010 198 Qbasis Invest Qbasis i Trend Fund -5.36 1k 1/1/2014 197 Tomas Capital Pty Ltd GCAF | USD -5.00 1,500k 7/1/2011 196 Turk Capital LLC US Equity Long/Short Strategy -4.78 250k 4/1/2014 195 Angle Capital Management LLC AIP Program -4.73 100k 1/1/2010 194 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.49 50k 7/1/2011 193 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -4.23 1,000k 3/1/2003 192 Purple Valley Capital, Inc. Diversified Trend 1 -4.16 100k 8/1/2008 191 Global Wealth Analytics, Inc. Triple M -4.15 1,000k 6/1/2014 190 Whitmore Capital Management LLC Whitmore Capital LP -4.10 250k 6/1/2012 189 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -4.07 1,000k 1/1/2015 188 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -3.87 500k 1/1/2015 187 Glenhaven Capital LLC Glenhaven Global II LP -3.77 25k 4/1/2012 186 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -3.76 500k 8/1/2007 185 Bluenose Capital Management, LLC BNC CL -3.72 15k 12/1/2013 184 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.65 1,000k 3/1/2003 183 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.55 10,000k 2/1/2008 182 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.54 1k 6/1/2009 181 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -3.48 250k 10/1/2011 180 QCM Alpha Financials Program -3.40 10,000k 6/1/2012 179 Chesapeake Capital Diversified Plus (HV) -3.39 100k 4/1/1994 178 Trigon Investment Advisors, LLC Foreign Exchange Program -3.37 5,000k 8/1/2000 177 Alee Capital Management, LLC Poniente Program -3.33 2,500k 1/1/1999 176 Glider Trading LLP Glider Trading Strategy (Class C) -3.33 500k 9/1/2013 175 Eclipse Capital Management Alpha Asia -3.26 25,000k 1/1/2015 174 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.09 100k 1/1/2000 173 Kaiser Trading Group Kaiser Global Diversified Program - Class A -3.00 10,000k 3/1/1998 172 Ditsch Trading, LLC Agricultural Trading Program -2.85 100k 1/1/2011 171 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -2.78 200k 2/1/2015 170 dormouse Limited dormouse - Managed Account -2.68 20,000k 7/1/2011 169 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -2.64 1,000k 10/1/2016 168 Conquest Capital Group Conquest Select -2.46 250k 6/1/2004 167 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.35 10,000k 4/1/2004 166 Greenwave Capital Management Greenwave Flagship Discretionary Plus -2.28 1,000k 9/1/2012 165 Aquantum Aquantum Commodity Spread Program (ACS) -2.10 5,000k 7/1/2013 164 Doherty Advisors LLC Orion -2.06 1,000k 6/1/2015 163 EMC Capital Advisors, LLC EMC Alpha Plus Program -2.06 3,000k 5/1/2014 162 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.03 1k 10/1/2006 161 Alder Capital DAC CALM Eurozone Equity Program -2.02 100k 5/1/2015 160 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -2.00 250k 5/1/2013 159 Quantica Capital AG 2X Quantica Managed Futures Fund -2.00 100k 1/1/2014 158 Melissinos Trading Eupatrid Global Trends -1.96 50k 1/1/2011 157 R Best LLC R Best Private Client Program -1.75 50k 2/1/2010 156 Talenta Capital LLP S&P 500 Momentum -1.68 950k 2/1/2017 155 Trigon Investment Advisors, LLC Discretionary Macro Program -1.65 10,000k 8/1/2007 154 AG Capital Management Partners, LP Discretionary Global Macro Program -1.62 500k 10/1/2014 153 Gregory P Asset Management LLC Alternative Multi Strategy -1.61 500k 11/1/2012 152 Typhon Capital Management, LLC Chiron Currency Program -1.61 250k 2/1/2008 151 Ring Capital Management LLC S&P E-Mini Select -1.54 100k 1/1/2012 150 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.51 250k 11/1/1996 149 Silicon Valley Quantitative Advisors UQP Large -1.49 500k 1/1/2009 148 Candriam Investor Group Alternative Return Systemat -1.47 125k 1/1/2007 147 Estlander & Partners Alpha Trend II - Class P -1.46 100k 12/1/2008 146 Metolius Capital LLC Metolius Enhanced Fund -1.44 40k 6/1/2015 145 Seven Capital Management Seven Absolute Return -1.44 100k 6/1/2009 144 Three Rock Capital Management Global Macro Program -1.42 1,000k 1/1/2009 143 ML Systems LLC Sledon Classic (Client) -1.39 300k 8/1/2014 142 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.37 100k 2/1/2010 141 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -1.32 25k 1/1/2011 140 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.30 100k 4/1/2015 139 Linnis Linnis ONE, LP -1.24 100k 8/1/2014 138 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.15 10,000k 8/1/2009 137 SandPointe SandPointe Opportunities Strategy -1.12 5,000k 5/1/2014 136 Sandpiper Asset Management Sandpiper Global Macro Program -1.06 1,000k 8/1/2012 135 WESTCAY LLC Tropicals Program -1.03 250k 1/1/2014 134 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.02 250k 5/1/2011 133 Demeter Capital Management Livestock & Grain Trading Program -0.99 50k 3/1/2010 132 Tyche Capital Advisors LLC Institutional Spreads -0.96 250k 3/1/2014 131 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -0.93 10,000k 2/1/2006 130 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -0.92 2,000k 1/1/2013 129 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.84 20,000k 5/1/2013 128 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.81 50k 9/1/2009 127 Greenwave Capital Management Greenwave Flagship Plus -0.80 1,000k 6/1/2008 126 Quantica Capital AG 1X Quantica Managed Futures Fund -0.80 100k 1/1/2014 125 Garraway Capital Management LLP Garraway Financial Trends -0.75 100k 9/1/2012 124 Leibniz Group Systematic Intelligence Vol 10 -0.75 3,000k 8/1/2011 123 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.73 50k 10/1/2011 122 FORT LP Fort Global Diversified -0.68 2,000k 10/1/1993 121 Metolius Capital LLC Metolius Diversified -0.68 100k 6/1/2010 120 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -0.65 1,000k 7/1/2007 119 Bluenose Capital Management, LLC BNC EI -0.51 15k 7/1/2010 118 Robust Methods LLC Macro Managed Account -0.45 5,000k 1/1/2005 117 NickJen Capital Management & Consultants LLC NRD-1 -0.45 1,000k 4/1/2008 116 Turning Wheel Capital, Inc. Pure Alpha -0.43 10,000k 1/1/2012 115 GammaQ Breckhurst Commodity Fund -0.41 1,000k 10/1/2006 114 GammaQ Commodity Program Managed Account -0.40 3,000k 4/1/2011 113 Pinstripe Trading, LLC Standard -0.37 125k 8/1/2009 112 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.27 500k 8/1/2012 111 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.27 250k 3/1/2010 110 QTS Capital Management, LLC FX Managed Account -0.23 100k 1/1/2011 109 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.22 1,000k 1/1/2006 108 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.21 3,000k 5/1/2010 107 Warrington Asset Management Tactical Program Client -0.16 500k 2/1/2015 106 DUNN Capital Management DUNN WMA Institutional Program -0.10 100k 10/1/2011 105 ROW Asset Managment Row Currency Program -0.10 1,000k 11/1/2010 104 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.08 10,000k 7/1/2008 103 Bluegrass Capital Management Cross Market Bias Model -0.06 3,000k 7/1/2014 102 Blake Capital Management, Inc. SRD Short Equities -0.05 100k 1/1/2011 101 Blake Capital Management, Inc. SRD Currencies -0.04 100k 3/1/2013 100 Typhon Capital Management, LLC Vulcan Metals Strategy -0.04 2,000k 11/1/2011 99 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 98 Value & Growth CTA, LLC Value & Growth Program 0.00 50k 6/1/2014 97 Vivienne Investissement OUESSANT UCITS FUND (A) 0.08 100k 5/1/2012 96 EMC Capital Advisors, LLC EMC Alpha Program 0.08 5,000k 6/1/2013 95 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.11 1,000k 1/1/2013 94 Certeza Asset Management Macro Vega 0.11 1,000k 1/1/2012 93 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.15 100k 11/1/2013 92 Aquantum Aquantum Global Systematic Program (AGS) 0.15 5,000k 7/1/2013 91 Certeza Asset Management 4x Omni 0.18 1,000k 11/1/2014 90 Schindler Capital Management, LLC Dairy Advantage Program 0.19 400k 8/1/2005 89 Four Seasons Commodities Corp Lone Star Program 0.19 300k 1/1/2005 88 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.19 5,000k 9/1/2009 87 Valia Capital Management Global Tactical Program 0.23 200k 5/1/2014 86 Evergreen Commodity Advisors, LLC Discretionary 0.23 100k 1/1/2015 85 Dreiss Research Corporation Diversified Program 0.23 1,000k 5/1/1991 84 ISAM ISAM Systematic Trend Fund 0.23 1,000k 6/1/2001 83 Crabel Capital Management Crabel Multi-Product 0.24 1,000k 3/1/1998 82 Doherty Advisors LLC Grey Swan Hedge 0.27 10,000k 4/1/2010 81 Estlander & Partners Freedom 0.31 20,000k 8/1/2010 80 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.32 10,000k 10/1/1993 79 Doherty Advisors LLC Compass 0.33 1,000k 6/1/2015 78 Witter & Lester, Inc. Redstone 0.37 500k 9/1/1994 77 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.38 250k 9/1/2014 76 Emil van Essen Long-Short Commodity Program 0.38 1,000k 6/1/2013 75 Commodities Analytics LLC Daily Analytics 0.39 100k 1/1/2014 74 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.41 250k 7/1/2015 73 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.42 500k 1/1/2015 72 Bocken Trading LLC Discretionary Trading Program 0.43 100k 7/1/2011 71 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.44 500k 5/1/2013 70 Hehmeyer Capital Management, LLC HOGO 0.44 1,000k 5/1/2013 69 County Cork LLC RLA I 0.46 500k 1/1/2009 68 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.53 1,000k 5/1/2015 67 HPX Financial LLC HPX Old School Program 0.57 200k 6/1/2006 66 H2O AM LLP Arctic Blue Commodity Program (2x) 0.60 1,000k 6/1/2014 65 NuWave Investment Management, LLC Commodity Value Portfolio 0.63 2,000k 10/1/2014 64 Global Sigma Group, LLC Global Sigma BondVOL LP 0.64 1,000k 4/1/2015 63 FORT LP Fort Global Contrarian 0.67 2,000k 10/1/2002 62 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.67 1,000k 5/1/2014 61 Witter & Lester, Inc. Diversified Trading Program 0.71 100k 4/1/2013 60 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.72 500k 6/1/2007 59 Talenta Capital LLP Diversified 0.75 950k 6/1/2014 58 Jaguar Investments Ltd Aegir Capital Strategy 0.76 1,000k 1/1/2012 57 Tlaloc Capital LLC Grains Program 0.77 1,000k 4/1/2010 56 Blackwater Capital Management Tactical Equity 0.78 500k 12/1/2013 55 Vivienne Investissement MACH 3 0.78 100k 6/1/2015 54 Automaton Trading LLC Diversified 0.87 500k 7/1/2014 53 Buckingham Global Advisors, LLC Weekly Emini Program 0.96 200k 3/1/2015 52 Jaguar Investments Ltd Ultro Capital Strategy 1.00 1,000k 1/1/2012 51 Wharton Capital Management Wharton AG Futures Program 1.01 100k 9/1/2011 50 Emil van Essen Spread Trading Program Limited 1.06 5,000k 7/1/2013 49 Urban Tree Capital, LLC UTC Plus (Client) 1.06 100k 3/1/2013 48 Warrington Asset Management Warrington Strategic Program 1.07 50k 1/1/1997 47 Emil van Essen Multi-Strategy Program 1.07 6,000k 5/1/2014 46 Meliora Capital LLP Commodity Absolute Return (1x) 1.08 250k 11/1/2014 45 Typhon Capital Management, LLC Helios Deutsche 1.09 250k 4/1/2014 44 Paradox Capital Management Sentiment Program (1X) 1.14 1,000k 1/1/2013 43 Independent View IV Quantitative Futures Fund 1.23 100k 11/1/2012 42 ROW Asset Managment Row Diversified Fund, L.P. 1.24 1,000k 11/1/2011 41 Carbide Capital Inc. Carbide Absolute Return Program 1.25 200k 9/1/2014 40 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.30 1,000k 3/1/2007 39 Buttonwood LLC Energy Diversified 1 1.33 100k 7/1/2014 38 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.36 100k 10/1/2011 37 Emil van Essen Long-Short Commodity Program - Accelerated 1.44 200k 5/1/2014 36 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.71 2,000k 7/1/2013 35 Superfund Group Superfund Red EUR SICAV 1.72 10k 3/1/2013 34 Cauldron Investments, LLC Stock Index Plus 1.76 1,000k 10/1/2009 33 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 1.79 1,000k 2/1/2015 32 Bluenose Capital Management, LLC BNC BI 1.92 30k 10/1/2008 31 Amapa Capital Advisors LLC Energy Program 1.95 1,000k 2/1/2015 30 Aspect Capital Aspect Diversified Fund - Class A (USD) 2.19 100k 12/1/1998 29 Superfund Group Superfund Red USD SICAV 2.20 10k 3/1/2013 28 Typhon Capital Management, LLC Plutus Grain Strategy 2.22 250k 4/1/2008 27 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.29 5,000k 6/1/2010 26 Doherty Advisors LLC Relative Value Growth 2.33 1,000k 6/1/2003 25 Crabel Capital Management WPD Crabel Futures Program 2.34 1,000k 7/1/2008 24 Doherty Advisors LLC Relative Value Plus 2.35 1,000k 7/1/2011 23 M6 Capital Management LLC Standard Program 2.40 300k 7/1/2005 22 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 2.40 500k 7/1/2013 21 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.47 5,000k 11/1/2012 20 QTS Capital Management, LLC QTS Partners, L.P. 2.57 100k 1/1/2011 19 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 2.60 100k 7/1/2013 18 Hartswell Capital Ltd MP-1 2.62 250k 1/1/2014 17 Tianyou Asset Management, LLC Tianyou Fund LP 2.76 100k 10/1/2012 16 Soaring Pelican, LLC Diversified S&P Program 2.87 100k 1/1/2011 15 Millburn Ridgefield Corporation Commodity Program 2.88 25,000k 3/1/2005 14 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 3.02 100k 1/1/2014 13 Blackheath Fund Management Inc. Tactical FI Strategy 3.13 50k 10/1/2011 12 Gregory P Asset Management LLC Low Volatility Income Strategy 3.14 100k 5/1/2015 11 Red Rock Capital, LLC Commodity Long-Short 3.18 500k 9/1/2013 10 Millburn Ridgefield Corporation Multi-Markets Program 3.36 25,000k 10/1/2004 9 Rosetta Capital Management Macro Program 3.44 50k 1/1/2009 8 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 3.50 100k 12/1/2014 7 Prolific Capital Markets, LLC Prolific Swiss System 3.58 10,000k 1/1/2014 6 Bulkara Capital Bulkara Systematic Fund SP 5.23 250k 4/1/2014 5 QTS Capital Management, LLC Tail Reaper 5.68 500k 8/1/2012 4 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 6.45 250k 10/1/2009 3 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 9.60 100k 4/1/2014 2 Trading Study SPK – E-Mini S&P 500 Option 13.58 15k 10/1/2009 1 M&R Capital, LLC Livestock Trading Program 14.93 100k 1/1/2015 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.