IASG CTA Index For May 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 May 2018 Min Inv Inception 208 Purple Valley Capital, Inc. Diversified Trend 1 -22.21 100k 8/1/2008 207 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -10.37 100k 7/1/2013 206 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.29 100k 12/1/1998 205 Angle Capital Management LLC AIP Program -8.50 100k 1/1/2010 204 Red Rock Capital, LLC Commodity Long-Short -8.39 500k 9/1/2013 203 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -7.43 200k 2/1/2015 202 ISAM ISAM Systematic Trend Fund -6.89 1,000k 6/1/2001 201 Quantica Capital AG 2X Quantica Managed Futures Fund -6.20 100k 1/1/2014 200 Worldwide Capital Strategies Profit Quest Macro World -6.19 100k 1/1/2010 199 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.36 50k 7/1/2011 198 Tomas Capital Pty Ltd GCAF | USD -5.29 1,500k 7/1/2011 197 Estlander & Partners Freedom -5.11 20,000k 8/1/2010 196 Future Trade AG Thales Swing Trading Programme -5.10 250k 6/1/2007 195 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.06 1k 6/1/2009 194 Superfund Group Superfund Red EUR SICAV -4.84 10k 3/1/2013 193 Chesapeake Capital Diversified Plus (HV) -4.84 100k 4/1/1994 192 Superfund Group Superfund Red USD SICAV -4.68 10k 3/1/2013 191 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.58 5,000k 6/1/2010 190 Vivienne Investissement MACH 3 -4.14 100k 6/1/2015 189 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -4.12 250k 11/1/1996 188 Blackwater Capital Management Tactical Equity -3.76 500k 12/1/2013 187 Metolius Capital LLC Metolius Enhanced Fund -3.68 40k 6/1/2015 186 R Best LLC R Best Private Client Program -3.65 50k 2/1/2010 185 Sandpiper Asset Management Sandpiper Global Macro Program -3.57 1,000k 8/1/2012 184 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -3.52 1,000k 5/1/2014 183 Garraway Capital Management LLP Garraway Financial Trends -3.51 100k 9/1/2012 182 DUNN Capital Management DUNN WMA Institutional Program -3.24 100k 10/1/2011 181 Centurion Investment Management Inc. Composite -3.08 10,000k 8/1/2012 180 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 179 Meliora Capital LLP Commodity Absolute Return (1x) -2.80 250k 11/1/2014 178 Independent View IV Quantitative Futures Fund -2.70 100k 11/1/2012 177 Value & Growth CTA, LLC Value & Growth Program -2.65 50k 6/1/2014 176 Hehmeyer Capital Management, LLC HOGO -2.63 1,000k 5/1/2013 175 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -2.63 500k 5/1/2013 174 GammaQ Breckhurst Commodity Fund -2.55 1,000k 10/1/2006 173 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -2.51 250k 3/1/2010 172 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.50 1k 10/1/2006 171 Melissinos Trading Eupatrid Global Trends -2.50 50k 1/1/2011 170 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.40 500k 7/1/2013 169 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.35 1,000k 1/1/2013 168 Linnis Linnis ONE, LP -2.27 100k 8/1/2014 167 EMC Capital Advisors, LLC EMC Alpha Plus Program -2.09 3,000k 5/1/2014 166 Aquantum Aquantum Global Systematic Program (AGS) -2.04 5,000k 7/1/2013 165 Emil van Essen Long-Short Commodity Program -1.84 1,000k 6/1/2013 164 Bulkara Capital Bulkara Systematic Fund SP -1.80 250k 4/1/2014 163 Alder Capital DAC CALM Eurozone Equity Program -1.75 100k 5/1/2015 162 Paradox Capital Management Sentiment Program (1X) -1.73 1,000k 1/1/2013 161 M6 Capital Management LLC Standard Program -1.71 300k 7/1/2005 160 Bocken Trading LLC Discretionary Trading Program -1.71 100k 7/1/2011 159 Vivienne Investissement OUESSANT UCITS FUND (A) -1.70 100k 5/1/2012 158 Metolius Capital LLC Metolius Diversified -1.59 100k 6/1/2010 157 Blackheath Fund Management Inc. Tactical FI Strategy -1.53 50k 10/1/2011 156 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.44 10,000k 8/1/2009 155 Prolific Capital Markets, LLC Prolific Swiss System -1.40 10,000k 1/1/2014 154 Schindler Capital Management, LLC Dairy Advantage Program -1.33 400k 8/1/2005 153 Ditsch Trading, LLC Agricultural Trading Program -1.30 100k 1/1/2011 152 County Cork LLC RLA I -1.25 500k 1/1/2009 151 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.22 3,000k 5/1/2010 150 EMC Capital Advisors, LLC EMC Alpha Program -1.20 5,000k 6/1/2013 149 H2O AM LLP Arctic Blue Commodity Program (2x) -1.10 1,000k 6/1/2014 148 Emil van Essen Multi-Strategy Program -1.07 6,000k 5/1/2014 147 Commodities Analytics LLC Daily Analytics -0.95 100k 1/1/2014 146 QTS Capital Management, LLC Tail Reaper -0.94 500k 8/1/2012 145 Urban Tree Capital, LLC UTC Plus (Client) -0.84 100k 3/1/2013 144 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.79 1,000k 1/1/2006 143 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.75 5,000k 9/1/2009 142 Doherty Advisors LLC Grey Swan Hedge -0.74 10,000k 4/1/2010 141 Hartswell Capital Ltd MP-1 -0.72 250k 1/1/2014 140 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.68 2,000k 7/1/2013 139 Talenta Capital LLP Diversified -0.67 950k 6/1/2014 138 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.64 100k 2/1/2010 137 Four Seasons Commodities Corp Lone Star Program -0.51 300k 1/1/2005 136 Certeza Asset Management 4x Omni -0.48 1,000k 11/1/2014 135 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -0.46 1,000k 1/1/2015 134 QTS Capital Management, LLC QTS Partners, L.P. -0.45 100k 1/1/2011 133 Aquantum Aquantum Commodity Spread Program (ACS) -0.45 5,000k 7/1/2013 132 Witter & Lester, Inc. Redstone -0.40 500k 9/1/1994 131 Typhon Capital Management, LLC Helios Deutsche -0.40 250k 4/1/2014 130 Certeza Asset Management Macro Vega -0.39 1,000k 1/1/2012 129 QCM Alpha Financials Program -0.37 10,000k 6/1/2012 128 AG Capital Management Partners, LP Discretionary Global Macro Program -0.35 500k 10/1/2014 127 Typhon Capital Management, LLC Chiron Currency Program -0.34 250k 2/1/2008 126 Emil van Essen Spread Trading Program Limited -0.32 5,000k 7/1/2013 125 Doherty Advisors LLC Relative Value Plus -0.30 1,000k 7/1/2011 124 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -0.28 500k 10/1/2014 123 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.26 250k 7/1/2015 122 Witter & Lester, Inc. Diversified Trading Program -0.24 100k 4/1/2013 121 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.19 500k 8/1/2012 120 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) -0.17 1,000k 2/1/2015 119 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 118 Valia Capital Management Global Tactical Program -0.14 200k 5/1/2014 117 Qbasis Invest Qbasis i Trend Fund -0.13 1k 1/1/2014 116 WESTCAY LLC Tropicals Program -0.09 250k 1/1/2014 115 Estlander & Partners Alpha Trend II - Class P -0.05 100k 12/1/2008 114 Bluegrass Capital Management Cross Market Bias Model -0.05 3,000k 7/1/2014 113 Jaguar Investments Ltd Ultro Capital Strategy -0.05 1,000k 1/1/2012 112 Warrington Asset Management Warrington Strategic Program -0.03 50k 1/1/1997 111 FORT LP Fort Global Diversified -0.03 2,000k 10/1/1993 100 Tyche Capital Advisors LLC Institutional Spreads 0.00 250k 3/1/2014 99 Bluenose Capital Management, LLC BNC CL 0.00 15k 12/1/2013 93 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 95 Bluenose Capital Management, LLC BNC EI 0.00 15k 7/1/2010 96 Bluenose Capital Management, LLC BNC BI 0.00 30k 10/1/2008 98 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 97 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 107 Global Wealth Analytics, Inc. Triple M 0.00 1,000k 6/1/2014 108 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.00 250k 9/1/2014 104 GammaQ Commodity Program Managed Account 0.00 3,000k 4/1/2011 102 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 101 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 94 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 109 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 0.00 100k 12/1/2014 103 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 105 SandPointe SandPointe Opportunities Strategy 0.00 5,000k 5/1/2014 106 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 110 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 92 HPX Financial LLC HPX Old School Program 0.02 200k 6/1/2006 91 Rosetta Capital Management Macro Program 0.02 50k 1/1/2009 90 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.05 10,000k 7/1/2008 89 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.07 100k 10/1/2011 88 Trading Study SPK – E-Mini S&P 500 Option 0.11 15k 10/1/2009 87 Robust Methods LLC Macro Managed Account 0.11 5,000k 1/1/2005 86 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.12 10,000k 3/1/2003 85 Millburn Ridgefield Corporation Multi-Markets Program 0.13 25,000k 10/1/2004 84 Blake Capital Management, Inc. SRD Currencies 0.14 100k 3/1/2013 83 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.16 5,000k 11/1/2012 82 Blake Capital Management, Inc. SRD Short Equities 0.17 100k 1/1/2011 81 QTS Capital Management, LLC FX Managed Account 0.18 100k 1/1/2011 80 Talenta Capital LLP S&P 500 Momentum 0.21 950k 2/1/2017 79 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.26 100k 4/1/2015 78 Soaring Pelican, LLC Diversified S&P Program 0.27 100k 1/1/2011 77 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.30 250k 5/1/2013 76 Greenwave Capital Management Greenwave Flagship Plus 0.31 1,000k 6/1/2008 75 Typhon Capital Management, LLC Vulcan Metals Strategy 0.35 2,000k 11/1/2011 74 Alee Capital Management, LLC Poniente Program 0.35 2,500k 1/1/1999 73 Global Sigma Group, LLC Global Sigma BondVOL LP 0.35 1,000k 4/1/2015 72 Warrington Asset Management Tactical Program Client 0.38 500k 2/1/2015 71 Automaton Trading LLC Diversified 0.39 500k 7/1/2014 70 Doherty Advisors LLC Relative Value Growth 0.40 1,000k 6/1/2003 69 Greenwave Capital Management Greenwave Flagship Discretionary Plus 0.40 1,000k 9/1/2012 68 FORT LP Fort Global Contrarian 0.44 2,000k 10/1/2002 67 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.46 100k 11/1/2013 66 Buttonwood LLC Energy Diversified 1 0.46 100k 7/1/2014 65 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.48 1,000k 5/1/2015 64 Typhon Capital Management, LLC Plutus Grain Strategy 0.49 250k 4/1/2008 63 Orion Asset Management Algorithmic Trading Program 0.50 10k 1/1/2013 62 Gregory P Asset Management LLC Low Volatility Income Strategy 0.52 100k 5/1/2015 61 Trigon Investment Advisors, LLC Discretionary Macro Program 0.60 10,000k 8/1/2007 60 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.65 100k 1/1/2000 59 Seven Capital Management Seven Absolute Return 0.66 100k 6/1/2009 58 NickJen Capital Management & Consultants LLC NRD-1 0.72 1,000k 4/1/2008 57 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.76 10,000k 10/1/1993 56 Pinstripe Trading, LLC Standard 0.77 125k 8/1/2009 55 ROW Asset Managment Row Diversified Fund, L.P. 0.79 1,000k 11/1/2011 54 Emil van Essen Long-Short Commodity Program - Accelerated 0.84 200k 5/1/2014 53 Jaguar Investments Ltd Aegir Capital Strategy 0.84 1,000k 1/1/2012 52 Trigon Investment Advisors, LLC Foreign Exchange Program 0.90 5,000k 8/1/2000 51 Demeter Capital Management Livestock & Grain Trading Program 0.95 50k 3/1/2010 50 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.07 250k 10/1/2009 49 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 1.08 1,000k 7/1/2007 48 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.18 10,000k 4/1/2004 47 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 1.24 1,000k 10/1/2016 46 Amapa Capital Advisors LLC Energy Program 1.27 1,000k 2/1/2015 45 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.29 10,000k 2/1/2008 44 Carbide Capital Inc. Carbide Absolute Return Program 1.31 200k 9/1/2014 43 Kaiser Trading Group Kaiser Global Diversified Program - Class A 1.31 10,000k 3/1/1998 42 Cauldron Investments, LLC Stock Index Plus 1.34 1,000k 10/1/2009 41 ML Systems LLC Sledon Classic (Client) 1.41 300k 8/1/2014 40 Tianyou Asset Management, LLC Tianyou Fund LP 1.42 100k 10/1/2012 39 NuWave Investment Management, LLC Commodity Value Portfolio 1.50 2,000k 10/1/2014 38 Wharton Capital Management Wharton AG Futures Program 1.51 100k 9/1/2011 37 Doherty Advisors LLC Compass 1.55 1,000k 6/1/2015 36 dormouse Limited dormouse - Managed Account 1.62 20,000k 7/1/2011 35 Tlaloc Capital LLC Grains Program 1.66 1,000k 4/1/2010 34 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.67 100k 11/1/2013 33 Leibniz Group Systematic Intelligence Vol 10 1.71 3,000k 8/1/2011 32 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.75 250k 5/1/2011 31 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.78 500k 6/1/2007 30 Evergreen Commodity Advisors, LLC Discretionary 1.82 100k 1/1/2015 29 Conquest Capital Group Conquest Select 1.89 250k 6/1/2004 28 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 1.89 100k 4/1/2014 27 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 1.92 500k 1/1/2015 26 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.98 10,000k 2/1/2006 25 Buckingham Global Advisors, LLC Weekly Emini Program 2.10 200k 3/1/2015 24 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.12 10,000k 3/1/2007 23 Doherty Advisors LLC Orion 2.17 1,000k 6/1/2015 22 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program 2.20 2,000k 1/1/2013 21 Three Rock Capital Management Global Macro Program 2.48 1,000k 1/1/2009 20 M&R Capital, LLC Livestock Trading Program 2.53 100k 1/1/2015 19 Glider Trading LLP Glider Trading Strategy (Class C) 2.56 500k 9/1/2013 18 Bensboro Advisors, LLC Seasonal Spread Trading Program 2.75 500k 1/1/2015 17 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 2.78 50k 9/1/2009 16 Quest Partners LLC AlphaQuest Short Bias (AQSB) 2.79 20,000k 5/1/2013 15 Millburn Ridgefield Corporation Commodity Program 3.08 25,000k 3/1/2005 14 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 3.26 500k 8/1/2007 13 Eclipse Capital Management Alpha Asia 3.27 25,000k 1/1/2015 12 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K 3.39 50k 10/1/2011 11 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 3.61 250k 10/1/2011 10 Alee Capital Management, LLC Mistral Program 3.79 2,500k 1/1/1999 9 Turk Capital LLC US Equity Long/Short Strategy 3.84 250k 4/1/2014 8 Silicon Valley Quantitative Advisors UQP Large 3.92 500k 1/1/2009 7 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.45 100k 1/1/2014 6 Vortex Currency Program 4.78 500k 1/1/2014 5 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 5.47 25k 1/1/2011 4 Gregory P Asset Management LLC Alternative Multi Strategy 5.64 500k 11/1/2012 3 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.12 10,000k 3/1/2003 2 Whitmore Capital Management LLC Whitmore Capital LP 7.93 250k 6/1/2012 1 Covenant Capital Management Optimal Program 18.01 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.