IASG CTA Index For July 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 Jul 2018 Min Inv Inception 205 Bluenose Capital Management, LLC BNC BI -9.92 30k 10/1/2008 204 Whitmore Capital Management LLC Whitmore Capital LP -7.80 250k 6/1/2012 203 Qbasis Invest Qbasis i Trend Fund -7.38 1k 1/1/2014 202 Worldwide Capital Strategies Profit Quest Macro World -6.43 100k 1/1/2010 201 Hartswell Capital Ltd MP-1 -6.37 250k 1/1/2014 200 Angle Capital Management LLC AIP Program -6.08 100k 1/1/2010 199 Vortex Currency Program -5.86 500k 1/1/2014 198 Bluenose Capital Management, LLC BNC EI -5.53 15k 7/1/2010 197 Ditsch Trading, LLC Agricultural Trading Program -4.68 100k 1/1/2011 196 Purple Valley Capital, Inc. Diversified Trend 1 -4.60 100k 8/1/2008 195 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -4.37 100k 4/1/2014 194 Emil van Essen Long-Short Commodity Program - Accelerated -4.33 200k 5/1/2014 193 Trading Study SPK – E-Mini S&P 500 Option -3.90 15k 10/1/2009 192 Urban Tree Capital, LLC UTC Plus (Client) -3.89 100k 3/1/2013 191 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -3.78 1,000k 10/1/2016 190 Emil van Essen Long-Short Commodity Program -3.73 1,000k 6/1/2013 189 Kaiser Trading Group Kaiser Global Diversified Program - Class A -3.68 10,000k 3/1/1998 188 Metolius Capital LLC Metolius Enhanced Fund -3.60 40k 6/1/2015 187 Bulkara Capital Bulkara Systematic Fund SP -3.42 250k 4/1/2014 186 Prolific Capital Markets, LLC Prolific Swiss System -3.37 10,000k 1/1/2014 185 RCMA Capital LLP Merchant Commodity Fund -3.20 1,000k 6/1/2004 184 Global Wealth Analytics, Inc. Triple M -3.10 1,000k 6/1/2014 183 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.04 20,000k 5/1/2013 182 Millburn Ridgefield Corporation Multi-Markets Program -2.98 25,000k 10/1/2004 181 Linnis Linnis ONE, LP -2.94 100k 8/1/2014 180 Gregory P Asset Management LLC Alternative Multi Strategy -2.77 500k 11/1/2012 179 Trigon Investment Advisors, LLC Foreign Exchange Program -2.69 5,000k 8/1/2000 178 M6 Capital Management LLC Standard Program -2.66 300k 7/1/2005 177 Greenwave Capital Management Greenwave Flagship Discretionary Plus -2.43 1,000k 9/1/2012 176 Robust Methods LLC Macro Managed Account -2.31 5,000k 1/1/2005 175 Centurion Investment Management Inc. Composite -2.15 10,000k 8/1/2012 174 Garraway Capital Management LLP Garraway Financial Trends -1.98 100k 9/1/2012 173 County Cork LLC RLA I -1.87 500k 1/1/2009 172 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.80 250k 5/1/2013 171 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.73 10,000k 10/1/1993 170 Blackheath Fund Management Inc. Tactical FI Strategy -1.72 50k 10/1/2011 169 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.66 500k 6/1/2007 168 AG Capital Investments, LLC Discretionary Global Macro Program -1.65 500k 10/1/2014 167 Metolius Capital LLC Metolius Diversified -1.56 100k 6/1/2010 166 Emil van Essen Multi-Strategy Program -1.53 6,000k 5/1/2014 165 Future Trade AG Thales Swing Trading Programme -1.52 250k 6/1/2007 164 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -1.52 500k 1/1/2011 163 Asset Management by Windsor Securities Income 2 Strategy (MI2) -1.35 500k 9/1/2015 162 FORT LP Fort Global Diversified -1.23 2,000k 10/1/1993 161 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.22 50k 9/1/2009 160 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.07 1k 6/1/2009 159 Aquantum Aquantum Commodity Spread Program (ACS) -1.04 5,000k 7/1/2013 158 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.00 250k 10/1/2011 157 Typhon Capital Management, LLC Helios Deutsche -0.98 250k 4/1/2014 156 Millburn Ridgefield Corporation Commodity Program -0.98 25,000k 3/1/2005 155 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.86 250k 10/1/2009 154 Crabel Capital Management Crabel Multi-Product -0.82 1,000k 3/1/1998 153 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.77 100k 12/1/1998 152 Doherty Advisors LLC Grey Swan Hedge -0.75 10,000k 4/1/2010 151 Covenant Capital Management Optimal Program -0.69 10k 2/1/2014 150 WESTCAY LLC Tropicals Program -0.69 250k 1/1/2014 149 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.67 1k 10/1/2006 148 Typhon Capital Management, LLC Chiron Currency Program -0.66 250k 2/1/2008 147 R Best LLC R Best Private Client Program -0.65 50k 2/1/2010 146 DUNN Capital Management DUNN WMA Institutional Program -0.63 100k 10/1/2011 145 Buttonwood LLC Energy Diversified 1 -0.62 100k 7/1/2014 144 Silicon Valley Quantitative Advisors UQP Large -0.57 500k 1/1/2009 143 Greenwave Capital Management Greenwave Flagship Plus -0.57 1,000k 6/1/2008 142 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.56 100k 11/1/2013 141 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.55 5,000k 6/1/2010 140 Valia Capital Management Global Tactical Program -0.44 200k 5/1/2014 139 Rosetta Capital Management Macro Program -0.41 50k 1/1/2009 138 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.35 1,000k 3/1/2003 137 Dreiss Research Corporation Diversified Program -0.30 1,000k 5/1/1991 136 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.30 250k 3/1/2010 135 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.28 10,000k 8/1/2009 134 Trigon Investment Advisors, LLC Discretionary Macro Program -0.25 10,000k 8/1/2007 133 Crabel Capital Management WPD Crabel Futures Program -0.24 1,000k 7/1/2008 132 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 131 ML Systems LLC Sledon Classic (Client) -0.20 300k 8/1/2014 130 Commodities Analytics LLC Daily Analytics -0.20 100k 1/1/2014 129 Leibniz Group Systematic Intelligence Vol 10 -0.19 3,000k 8/1/2011 128 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.17 1,000k 5/1/2014 127 Schindler Capital Management, LLC Dairy Advantage Program -0.15 400k 8/1/2005 126 Talenta Capital LLP Diversified -0.13 950k 6/1/2014 125 Soaring Pelican, LLC Diversified S&P Program -0.13 100k 1/1/2011 124 Gregory P Asset Management LLC Low Volatility Income Strategy -0.12 100k 5/1/2015 123 Vivienne Investissement OUESSANT UCITS FUND (A) -0.07 100k 5/1/2012 122 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.06 10,000k 7/1/2008 121 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.05 50k 10/1/2011 120 Alee Capital Management, LLC Mistral Program -0.04 2,500k 1/1/1999 99 Typhon Capital Management, LLC Plutus Grain Strategy 0.00 250k 4/1/2008 101 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.00 10,000k 2/1/2006 102 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 103 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 106 QCM Alpha Financials Program 0.00 10,000k 6/1/2012 105 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 108 Paradox Capital Management Sentiment Program (1X) 0.00 1,000k 1/1/2013 107 Aquantum Aquantum Global Systematic Program (AGS) 0.00 5,000k 7/1/2013 110 Bluegrass Capital Management Cross Market Bias Model 0.00 3,000k 7/1/2014 109 Value & Growth CTA, LLC Value & Growth Program 0.00 50k 6/1/2014 112 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.00 2,000k 7/1/2013 113 Meliora Capital LLP Commodity Absolute Return (1x) 0.00 250k 11/1/2014 114 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 117 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.00 250k 9/1/2014 118 Doherty Advisors LLC Relative Value Plus 0.00 1,000k 7/1/2011 116 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 115 SandPointe SandPointe Opportunities Strategy 0.00 5,000k 5/1/2014 111 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 104 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 100 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 119 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 98 Blake Capital Management, Inc. SRD Short Equities 0.02 100k 1/1/2011 97 Sandpiper Asset Management Sandpiper Global Macro Program 0.03 1,000k 8/1/2012 96 Witter & Lester, Inc. Diversified Trading Program 0.04 100k 4/1/2013 95 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.05 3,000k 5/1/2014 94 Vivienne Investissement MACH 3 0.07 100k 6/1/2015 93 Certeza Asset Management Macro Vega 0.09 1,000k 1/1/2012 92 Amapa Capital Advisors LLC Energy Program 0.15 1,000k 2/1/2015 91 Ring Capital Management LLC S&P E-Mini Select 0.16 100k 1/1/2012 90 QTS Capital Management, LLC Tail Reaper 0.16 100k 8/1/2012 89 Certeza Asset Management 4x Omni 0.18 1,000k 11/1/2014 88 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.18 3,000k 9/1/2015 87 QTS Capital Management, LLC QTS Partners, L.P. 0.20 100k 1/1/2011 86 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.21 1,000k 5/1/2015 85 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K 0.23 25k 1/1/2011 84 QTS Capital Management, LLC FX Managed Account 0.24 100k 1/1/2011 83 Warrington Asset Management Warrington Strategic Program 0.27 50k 1/1/1997 82 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.27 1,000k 3/1/2003 81 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.28 500k 1/1/2015 80 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.28 500k 5/1/2013 79 Hehmeyer Capital Management, LLC HOGO 0.29 1,000k 5/1/2013 78 Witter & Lester, Inc. Redstone 0.30 500k 9/1/1994 77 DeltaHedge VIXVOX 2 0.31 250k 8/1/2015 76 Jaguar Investments Ltd Ultro Capital Strategy 0.31 1,000k 1/1/2012 75 Chesapeake Capital Diversified Plus (HV) 0.32 100k 4/1/1994 74 Estlander & Partners Alpha Trend II - Class P 0.33 100k 12/1/2008 73 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.36 500k 10/1/2014 72 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.37 1,000k 1/1/2013 71 ISAM ISAM Systematic Trend Fund 0.39 1,000k 6/1/2001 70 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.39 3,000k 5/1/2010 69 H2O AM LLP Arctic Blue Commodity Program (2x) 0.40 1,000k 6/1/2014 68 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.45 5,000k 11/1/2012 67 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.47 100k 2/1/2010 66 Doherty Advisors LLC Relative Value Growth 0.48 1,000k 6/1/2003 65 Global Sigma Group, LLC Global Sigma BondVOL LP 0.50 1,000k 4/1/2015 64 EMC Capital Advisors, LLC EMC Alpha Program 0.51 5,000k 6/1/2013 63 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.54 100k 4/1/2015 62 Three Rock Capital Management Global Macro Program 0.56 1,000k 1/1/2009 61 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.57 500k 8/1/2012 60 Estlander & Partners Freedom 0.60 20,000k 8/1/2010 59 Melissinos Trading Eupatrid Global Trends 0.61 50k 1/1/2011 58 Four Seasons Commodities Corp Lone Star Program 0.64 300k 1/1/2005 57 Emil van Essen Spread Trading Program Limited 0.66 5,000k 7/1/2013 56 NickJen Capital Management & Consultants LLC NRD-1 0.68 1,000k 4/1/2008 55 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.75 5,000k 9/1/2009 54 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.79 250k 7/1/2015 53 Talenta Capital LLP S&P 500 Momentum 0.79 950k 2/1/2017 52 FORT LP Fort Global Contrarian 0.80 2,000k 10/1/2002 51 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.83 250k 5/1/2011 50 Independent View IV Quantitative Futures Fund 0.85 100k 11/1/2012 49 NuWave Investment Management, LLC Commodity Value Portfolio 0.86 2,000k 10/1/2014 48 Blackwater Capital Management Tactical Equity 0.89 500k 12/1/2013 47 DeltaHedge VIXVOX 1 0.95 250k 8/1/2015 46 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.97 100k 7/1/2013 45 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 1.02 1,000k 2/1/2015 44 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program 1.11 1,000k 1/1/2006 43 Warrington Asset Management Tactical Program Client 1.16 500k 2/1/2015 42 Bensboro Advisors, LLC Seasonal Spread Trading Program 1.20 500k 1/1/2015 41 Seven Capital Management Seven Absolute Return 1.21 100k 6/1/2009 40 HPX Financial LLC HPX Old School Program 1.22 200k 6/1/2006 39 M&R Capital, LLC Livestock Trading Program 1.28 100k 1/1/2015 38 Jaguar Investments Ltd Aegir Capital Strategy 1.40 1,000k 1/1/2012 37 Red Rock Capital, LLC Commodity Long-Short 1.45 500k 9/1/2013 36 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.47 100k 11/1/2013 35 Typhon Capital Management, LLC Vulcan Metals Strategy 1.50 2,000k 11/1/2011 34 Quantica Capital AG 1X Quantica Managed Futures Fund 1.50 100k 1/1/2014 33 Pinstripe Trading, LLC Standard 1.60 125k 8/1/2009 32 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.65 100k 10/1/2011 31 Bocken Trading LLC Discretionary Trading Program 1.71 100k 7/1/2011 30 Tianyou Asset Management, LLC Tianyou Fund LP 1.74 100k 10/1/2012 29 Superfund Group Superfund Red EUR SICAV 1.74 10k 3/1/2013 28 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 1.77 250k 11/1/1996 27 Tomas Capital Pty Ltd GCAF | USD 1.78 1,500k 7/1/2011 26 Wharton Capital Management Wharton AG Futures Program 1.83 100k 9/1/2011 25 Cauldron Investments, LLC Stock Index Plus 1.83 1,000k 10/1/2009 24 Carbide Capital Inc. Carbide Absolute Return Program 1.89 200k 9/1/2014 23 Superfund Group Superfund Red USD SICAV 1.91 10k 3/1/2013 22 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.98 50k 7/1/2011 21 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 2.13 1,000k 1/1/2015 20 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.37 1,000k 3/1/2007 19 Buckingham Global Advisors, LLC Weekly Emini Program 2.41 200k 3/1/2015 18 GammaQ Commodity Program Managed Account 2.50 3,000k 4/1/2011 17 Demeter Capital Management Livestock & Grain Trading Program 2.54 50k 3/1/2010 16 Alder Capital DAC CALM Eurozone Equity Program 2.62 100k 5/1/2015 15 Quantica Capital AG 2X Quantica Managed Futures Fund 2.80 100k 1/1/2014 14 Doherty Advisors LLC Compass 2.90 1,000k 6/1/2015 13 Evergreen Commodity Advisors, LLC Discretionary 3.14 100k 1/1/2015 12 Eclipse Capital Management Alpha Asia 3.14 25,000k 1/1/2015 11 dormouse Limited dormouse - Managed Account 3.49 10,000k 7/1/2011 10 Doherty Advisors LLC Orion 3.58 1,000k 6/1/2015 9 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 4.61 200k 2/1/2015 8 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.67 100k 1/1/2014 7 Bluenose Capital Management, LLC BNC CL 4.79 15k 12/1/2013 6 Tlaloc Capital LLC Grains Program 4.83 1,000k 4/1/2010 5 Turk Capital LLC US Equity Long/Short Strategy 5.30 250k 4/1/2014 4 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 5.33 100k 7/1/2013 3 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 5.46 500k 8/1/2007 2 GammaQ Breckhurst Commodity Fund 5.75 1,000k 10/1/2006 1 Bighorn Capital Partners Denali 6.76 8/1/2015 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.