IASG CTA Index For June 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 Jun 2018 Min Inv Inception 208 Future Trade AG Thales Swing Trading Programme -19.63 250k 6/1/2007 207 Bighorn Capital Partners Denali -10.79 8/1/2015 206 Tlaloc Capital LLC Grains Program -8.81 1,000k 4/1/2010 205 Estlander & Partners Alpha Trend II - Class P -8.12 100k 12/1/2008 204 Rosetta Capital Management Macro Program -7.81 50k 1/1/2009 203 AG Capital Management Partners, LP Discretionary Global Macro Program -6.69 5,000k 10/1/2014 202 Sandpiper Asset Management Sandpiper Global Macro Program -6.65 1,000k 8/1/2012 201 Pinstripe Trading, LLC Standard -4.89 125k 8/1/2009 200 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -4.69 25k 1/1/2011 199 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -4.58 200k 2/1/2015 198 Metolius Capital LLC Metolius Enhanced Fund -4.14 40k 6/1/2015 197 Dreiss Research Corporation Diversified Program -3.96 1,000k 5/1/1991 196 DeltaHedge VIXVOX 1 -3.73 250k 8/1/2015 195 Bocken Trading LLC Discretionary Trading Program -3.67 100k 7/1/2011 194 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.67 50k 7/1/2011 193 Aquantum Aquantum Global Systematic Program (AGS) -3.63 5,000k 7/1/2013 192 Tomas Capital Pty Ltd GCAF | USD -3.52 1,500k 7/1/2011 191 Vivienne Investissement MACH 3 -3.46 100k 6/1/2015 190 Melissinos Trading Eupatrid Global Trends -3.30 100k 1/1/2011 189 Hartswell Capital Ltd MP-1 -3.29 250k 1/1/2014 188 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -3.10 1,000k 1/1/2015 187 Gregory P Asset Management LLC Alternative Multi Strategy -3.07 500k 11/1/2012 186 Gamma Q Breckhurst Commodity Fund -2.97 1,000k 10/1/2006 185 Centurion Investment Management Inc. Composite -2.83 10,000k 8/1/2012 184 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -2.80 50k 9/1/2009 183 Robust Methods LLC Macro Managed Account -2.63 5,000k 1/1/2005 182 Schindler Capital Management, LLC Dairy Advantage Program -2.61 400k 8/1/2005 181 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.56 50k 10/1/2011 180 M6 Capital Management LLC Standard Program -2.44 300k 7/1/2005 179 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -2.41 500k 1/1/2011 178 Bluenose Capital Management, LLC BNC CL -2.27 15k 12/1/2013 177 Eclipse Capital Management Alpha Asia -2.21 25,000k 1/1/2015 176 Chesapeake Capital Diversified Plus (HV) -2.14 100k 4/1/1994 175 Estlander & Partners Freedom -2.04 20,000k 8/1/2010 174 Bulkara Capital Bulkara Systematic Fund SP -1.81 250k 4/1/2014 173 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.80 10,000k 3/1/2003 172 Four Seasons Commodities Corp Lone Star Program -1.80 300k 1/1/2005 171 Silicon Valley Quantitative Advisors UQP Large -1.79 500k 1/1/2009 170 Meliora Capital LLP Commodity Absolute Return (1x) -1.79 250k 11/1/2014 169 Metolius Capital LLC Metolius Diversified -1.78 100k 6/1/2010 168 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.73 100k 10/1/2011 167 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.66 5,000k 11/1/2012 166 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.63 500k 6/1/2007 165 Global Wealth Analytics, Inc. Triple M -1.60 1,000k 6/1/2014 164 Vivienne Investissement OUESSANT UCITS FUND (A) -1.59 100k 5/1/2012 163 Soaring Pelican, LLC Diversified S&P Program -1.58 100k 1/1/2011 162 Crabel Capital Management WPD Crabel Futures Program -1.55 1,000k 7/1/2008 161 ISAM ISAM Systematic Trend Fund -1.42 1,000k 6/1/2001 160 Seven Capital Management Seven Absolute Return -1.32 100k 6/1/2009 159 Ditsch Trading, LLC Agricultural Trading Program -1.25 100k 1/1/2011 158 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -1.24 10,000k 3/1/2007 157 Superfund Group Superfund Red EUR SICAV -1.23 10k 3/1/2013 156 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -1.19 1,000k 1/1/2006 155 Trigon Investment Advisors, LLC Foreign Exchange Program -1.11 5,000k 8/1/2000 154 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.09 100k 2/1/2010 153 Prolific Capital Markets, LLC Prolific Swiss System -1.04 10,000k 1/1/2014 152 Amapa Capital Advisors LLC Energy Program -1.02 1,000k 2/1/2015 151 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.95 3,000k 5/1/2014 150 ROW Asset Managment Row Currency Program -0.88 1,000k 11/1/2010 149 Value & Growth CTA, LLC Value & Growth Program -0.81 50k 6/1/2014 148 Conquest Capital Group Conquest Select -0.74 250k 6/1/2004 147 NickJen Capital Management & Consultants LLC NRD-1 -0.73 1,000k 4/1/2008 146 Leibniz Group Systematic Intelligence Vol 10 -0.72 3,000k 8/1/2011 145 Superfund Group Superfund Red USD SICAV -0.72 10k 3/1/2013 144 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.71 500k 8/1/2012 143 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -0.70 500k 1/1/2015 142 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.59 20,000k 5/1/2013 141 EMC Capital Advisors, LLC EMC Alpha Program -0.57 5,000k 6/1/2013 140 WESTCAY LLC Tropicals Program -0.45 250k 1/1/2014 139 Typhon Capital Management, LLC Vulcan Metals Strategy -0.41 2,000k 11/1/2011 138 Independent View IV Quantitative Futures Fund -0.41 100k 11/1/2012 137 Trigon Investment Advisors, LLC Discretionary Macro Program -0.40 10,000k 8/1/2007 136 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -0.39 1,000k 1/1/2013 135 Crabel Capital Management Crabel Multi-Product -0.38 1,000k 3/1/1998 134 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.33 250k 9/1/2014 133 Valia Capital Management Global Tactical Program -0.32 200k 5/1/2014 132 Urban Tree Capital, LLC UTC Plus (Client) -0.32 100k 3/1/2013 131 Commodities Analytics LLC Daily Analytics -0.31 100k 1/1/2014 130 Jaguar Investments Ltd Aegir Capital Strategy -0.30 1,000k 1/1/2012 129 R Best LLC R Best Private Client Program -0.29 50k 2/1/2010 128 Alder Capital DAC CALM Eurozone Equity Program -0.26 100k 5/1/2015 127 QTS Capital Management, LLC QTS Partners, L.P. -0.25 100k 1/1/2011 126 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 125 Vortex Currency Program -0.19 500k 1/1/2014 124 Doherty Advisors LLC Grey Swan Hedge -0.18 10,000k 4/1/2010 123 Witter & Lester, Inc. Redstone -0.15 500k 9/1/1994 122 SandPointe SandPointe All-Seasons Strategy -0.12 5,000k 1/1/2015 121 Typhon Capital Management, LLC Helios Deutsche -0.11 250k 4/1/2014 120 Blake Capital Management, Inc. SRD Short Equities -0.08 100k 1/1/2011 119 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.04 1,000k 10/1/2016 118 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -0.01 2,000k 1/1/2013 116 Glenhaven Capital LLC Glenhaven Global II LP 0.00 100k 4/1/2012 117 H2O AM LLP Arctic Blue Commodity Program (2x) 0.00 1,000k 6/1/2014 115 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 0.00 500k 7/1/2013 114 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) 0.00 250k 8/1/2015 109 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 111 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 110 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 113 Gamma Q Commodity Program Managed Account 0.00 3,000k 4/1/2011 105 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 0.00 500k 9/1/2013 107 QCAM Currency Asset Management AG QCAM v-Pro Dynamic 0.00 1,000k 7/1/2007 103 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.00 250k 3/1/2010 108 Witter & Lester, Inc. Diversified Trading Program 0.00 100k 4/1/2013 106 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.00 250k 5/1/2013 99 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 100 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.00 100k 1/1/2000 112 Gregory P Asset Management LLC Low Volatility Income Strategy 0.00 100k 5/1/2015 101 Aquantum Aquantum Commodity Spread Program (ACS) 0.00 5,000k 7/1/2013 102 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 104 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.00 500k 5/1/2013 98 Jaguar Investments Ltd Ultro Capital Strategy 0.02 1,000k 1/1/2012 97 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.03 100k 4/1/2015 96 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.04 10,000k 7/1/2008 95 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.05 1,000k 5/1/2014 94 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.06 10,000k 3/1/1998 93 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.07 100k 11/1/2013 92 Bluegrass Capital Management Cross Market Bias Model 0.11 3,000k 7/1/2014 91 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.12 100k 11/1/2013 90 QTS Capital Management, LLC FX Managed Account 0.12 100k 1/1/2011 89 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.14 1,000k 2/1/2015 88 SandPointe SandPointe Opportunities Strategy 0.16 5,000k 5/1/2014 87 Typhon Capital Management, LLC Plutus Grain Strategy 0.17 250k 4/1/2008 86 QTS Capital Management, LLC Tail Reaper 0.18 500k 8/1/2012 85 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.22 500k 1/1/2015 84 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.23 250k 7/1/2015 83 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.23 3,000k 5/1/2010 82 Emil van Essen Spread Trading Program Limited 0.24 5,000k 7/1/2013 81 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.24 250k 11/1/1996 80 Typhon Capital Management, LLC Chiron Currency Program 0.25 250k 2/1/2008 79 NuWave Investment Management, LLC Commodity Value Portfolio 0.26 2,000k 10/1/2014 78 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.28 250k 10/1/2011 77 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.28 250k 5/1/2011 76 Talenta Capital LLP S&P 500 Momentum 0.29 950k 2/1/2017 75 Warrington Asset Management Tactical Program Client 0.35 500k 2/1/2015 74 Talenta Capital LLP Diversified 0.36 950k 6/1/2014 73 QCM Alpha Financials Program 0.37 10,000k 6/1/2012 72 Qbasis Invest Qbasis i Trend Fund 0.43 1k 1/1/2014 71 Buttonwood LLC Energy Diversified 1 0.43 100k 7/1/2014 70 Millburn Ridgefield Corporation Commodity Program 0.44 25,000k 3/1/2005 69 Wharton Capital Management Wharton AG Futures Program 0.45 100k 9/1/2011 68 Evergreen Commodity Advisors, LLC Discretionary 0.45 100k 1/1/2015 67 Greenwave Capital Management Greenwave Flagship Plus 0.45 1,000k 6/1/2008 66 Orion Asset Management Algorithmic Trading Program 0.46 10k 1/1/2013 65 Hehmeyer Capital Management, LLC HOGO 0.52 1,000k 5/1/2013 64 Paradox Capital Management Sentiment Program (1X) 0.54 1,000k 1/1/2013 63 Global Sigma Group, LLC Global Sigma BondVOL LP 0.55 1,000k 4/1/2015 62 Angle Capital Management LLC AIP Program 0.60 100k 1/1/2010 61 Doherty Advisors LLC Relative Value Plus 0.61 1,000k 7/1/2011 60 Doherty Advisors LLC Relative Value Growth 0.74 1,000k 6/1/2003 59 DUNN Capital Management DUNN WMA Institutional Program 0.75 100k 10/1/2011 58 Doherty Advisors LLC Orion 0.77 1,000k 6/1/2015 57 Three Rock Capital Management Global Macro Program 0.80 1,000k 1/1/2009 56 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.82 500k 10/1/2014 55 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.84 250k 10/1/2009 54 Blackwater Capital Management Tactical Equity 0.90 500k 12/1/2013 53 Turk Capital LLC US Equity Long/Short Strategy 0.93 100k 4/1/2014 52 Warrington Asset Management Warrington Strategic Program 0.98 50k 1/1/1997 51 Quantica Capital AG 1X Quantica Managed Futures Fund 1.00 100k 1/1/2014 50 Doherty Advisors LLC Compass 1.06 1,000k 6/1/2015 49 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 1.07 100k 7/1/2013 48 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.12 10,000k 3/1/2002 47 Garraway Capital Management LLP Garraway Financial Trends 1.12 100k 9/1/2012 46 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.13 10,000k 3/1/2003 45 FORT LP Fort Global Contrarian 1.14 2,000k 10/1/2002 44 ML Systems LLC Sledon Classic (Client) 1.20 300k 8/1/2014 43 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.23 2,000k 7/1/2013 42 Carbide Capital Inc. Carbide Absolute Return Program 1.29 200k 9/1/2014 41 HPX Financial LLC HPX Old School Program 1.36 200k 6/1/2006 40 Candriam Investors Group Alternative Return Systemat 1.37 125k 1/1/2007 39 Bluenose Capital Management, LLC BNC BI 1.48 30k 10/1/2008 38 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.48 5,000k 9/1/2009 37 Greenwave Capital Management Greenwave Flagship Discretionary Plus 1.49 1,000k 9/1/2012 36 Buckingham Global Advisors, LLC Weekly Emini Program 1.67 200k 3/1/2015 35 Quantica Capital AG 2X Quantica Managed Futures Fund 1.70 100k 1/1/2014 34 Millburn Ridgefield Corporation Multi-Markets Program 1.78 25,000k 10/1/2004 33 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.81 10,000k 2/1/2008 32 M&R Capital, LLC Livestock Trading Program 1.90 100k 1/1/2015 31 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.91 1k 10/1/2006 30 Demeter Capital Management Livestock & Grain Trading Program 1.91 50k 3/1/2010 29 Emil van Essen Multi-Strategy Program 2.00 6,000k 5/1/2014 28 Tianyou Asset Management, LLC Tianyou Trading Strategy 2.02 100k 10/1/2012 27 Cauldron Investments, LLC Stock Index Plus 2.03 1,000k 10/1/2009 26 dormouse Limited dormouse - Managed Account 2.09 20,000k 7/1/2011 25 Bluenose Capital Management, LLC BNC EI 2.09 15k 7/1/2010 24 Aspect Capital Aspect Diversified Fund - Class A (USD) 2.10 100k 12/1/1998 23 Alee Capital Management, LLC Mistral Program 2.28 2,500k 1/1/1999 22 ROW Asset Managment Row Diversified Fund, L.P. 2.32 1,000k 11/1/2011 21 FORT LP Fort Global Diversified 2.71 2,000k 3/1/2002 20 Ring Capital Management LLC S&P E-Mini Select 2.78 100k 1/1/2012 19 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.83 5,000k 6/1/2010 18 Blackheath Fund Management Inc. Tactical FI Strategy 2.93 50k 10/1/2011 17 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 3.34 500k 8/1/2007 16 Emil van Essen Long-Short Commodity Program - Accelerated 3.44 200k 5/1/2014 15 Emil van Essen Long-Short Commodity Program 3.73 1,000k 6/1/2013 14 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.76 1k 6/1/2009 13 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 3.99 100k 4/1/2014 12 Trading Study SPK – E-Mini S&P 500 Option 4.02 15k 10/1/2009 11 Whitmore Capital Management LLC Whitmore Capital LP 4.09 250k 6/1/2012 10 Red Rock Capital, LLC Commodity Long-Short 4.25 500k 9/1/2013 9 Purple Valley Capital, Inc. Diversified Trend 1 4.52 100k 8/1/2008 8 County Cork LLC RLA I 4.90 500k 1/1/2009 7 Linnis Linnis ONE, LP 5.75 100k 8/1/2014 6 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 5.84 10,000k 4/1/2004 5 Worldwide Capital Strategies Profit Quest Macro World 6.11 100k 1/1/2010 4 Kopis Capital Management, LLC Commodity Long Short Separate Account 6.34 1,000k 5/1/2015 3 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 7.02 10,000k 2/1/2006 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 7.28 100k 1/1/2014 1 Covenant Capital Management Optimal Program 9.29 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.