IASG CTA Index For August 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 Aug 2018 Min Inv Inception 204 Bighorn Capital Partners Denali -8.46 8/1/2015 203 Vivienne Investissement MACH 3 -6.54 100k 6/1/2015 202 Bulkara Capital Bulkara Systematic Fund SP -5.92 250k 4/1/2014 201 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -5.37 100k 1/1/2014 200 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -5.33 5,000k 11/1/2012 199 Trading Study SPK – E-Mini S&P 500 Option -5.04 15k 10/1/2009 198 Whitmore Capital Management LLC Whitmore Capital LP -4.98 250k 6/1/2012 197 Global Wealth Analytics, Inc. Triple M -4.61 1,000k 6/1/2014 196 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -3.73 5,000k 9/1/2013 195 AG Capital Investments, LLC Discretionary Global Macro Program -3.70 500k 10/1/2014 194 Tlaloc Capital LLC Grains Program -3.63 1,000k 4/1/2010 193 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -3.56 25k 1/1/2011 192 Alder Capital DAC CALM Eurozone Equity Program -3.45 100k 5/1/2015 191 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -3.30 250k 5/1/2013 190 Pearl Capital Advisors, LLC Hedged VIX Program -3.17 500k 10/1/2015 189 Linnis Linnis ONE, LP -3.17 100k 8/1/2014 188 Future Trade AG Thales Swing Trading Programme -3.16 250k 6/1/2007 187 Metolius Capital LLC Metolius Enhanced Fund -3.12 40k 6/1/2015 186 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -2.94 500k 1/1/2011 185 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -2.69 100k 7/1/2013 184 Robust Methods LLC Macro Managed Account -2.54 5,000k 1/1/2005 183 Vivienne Investissement OUESSANT UCITS FUND (A) -2.21 100k 5/1/2012 182 ROW Asset Managment Row Currency Program -2.14 1,000k 11/1/2010 181 Leibniz Group Systematic Intelligence Vol 10 -1.93 3,000k 8/1/2011 180 Sandpiper Asset Management Sandpiper Global Macro Program -1.86 1,000k 8/1/2012 179 HPX Financial LLC HPX Old School Program -1.68 200k 6/1/2006 178 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -1.64 50k 10/1/2011 177 Typhon Capital Management, LLC Plutus Grain Strategy -1.47 250k 4/1/2008 176 Metolius Capital LLC Metolius Diversified -1.37 100k 6/1/2010 175 Trigon Investment Advisors, LLC Discretionary Macro Program -1.31 10,000k 8/1/2007 174 H2O AM LLP Arctic Blue Commodity Program (2x) -1.30 1,000k 6/1/2014 173 Emil van Essen Spread Trading Program Limited -1.27 5,000k 7/1/2013 172 Bocken Trading LLC Discretionary Trading Program -1.24 100k 7/1/2011 171 Typhon Capital Management, LLC Chiron Currency Program -1.17 250k 2/1/2008 170 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.09 10,000k 10/1/1993 169 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.03 250k 3/1/2010 168 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -1.01 50k 9/1/2009 167 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.99 500k 5/1/2013 166 Hehmeyer Capital Management, LLC HOGO -0.96 1,000k 5/1/2013 165 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.95 500k 6/1/2007 164 DeltaHedge VIXVOX 1 -0.93 250k 8/1/2015 163 Emil van Essen Multi-Strategy Program -0.90 6,000k 5/1/2014 162 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.87 5,000k 9/1/2009 161 Commodities Analytics LLC Daily Analytics -0.86 100k 1/1/2014 160 Blackwater Capital Management Tactical Equity -0.77 500k 12/1/2013 159 Four Seasons Commodities Corp Lone Star Program -0.70 300k 1/1/2005 158 Witter & Lester, Inc. Diversified Trading Program -0.66 100k 4/1/2013 157 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.59 1,000k 3/1/2003 156 Emil van Essen Long-Short Commodity Program -0.59 1,000k 6/1/2013 155 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.57 5,000k 6/1/2010 154 Doherty Advisors LLC Relative Value Plus -0.54 1,000k 7/1/2011 153 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.50 100k 2/1/2010 152 Seven Capital Management Seven Absolute Return -0.38 100k 6/1/2009 151 WESTCAY LLC Tropicals Program -0.31 250k 1/1/2014 150 Doherty Advisors LLC Relative Value Growth -0.30 1,000k 6/1/2003 149 Doherty Advisors LLC Grey Swan Hedge -0.25 10,000k 4/1/2010 148 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.24 1,000k 1/1/2006 147 DeltaHedge VIXVOX 2 -0.19 250k 8/1/2015 146 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.17 1,000k 3/1/2007 145 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 144 QTS Capital Management, LLC Tail Reaper -0.14 100k 8/1/2012 143 FORT LP Fort Global Contrarian -0.12 2,000k 10/1/2002 142 QTS Capital Management, LLC QTS Partners, L.P. -0.12 100k 1/1/2011 141 Bluegrass Capital Management Cross Market Bias Model -0.11 3,000k 7/1/2014 140 NickJen Capital Management & Consultants LLC NRD-1 -0.11 1,000k 4/1/2008 139 Vortex Currency Program -0.09 500k 1/1/2014 138 Typhon Capital Management, LLC Vulcan Metals Strategy -0.09 2,000k 11/1/2011 137 Candriam Investor Group Alternative Return Systemat -0.09 125k 1/1/2007 136 ML Systems LLC Sledon Classic (Client) -0.09 300k 8/1/2014 135 Blake Capital Management, Inc. SRD Short Equities -0.08 100k 1/1/2011 134 M&R Capital, LLC Livestock Trading Program -0.04 100k 1/1/2015 133 QTS Capital Management, LLC FX Managed Account -0.02 100k 1/1/2011 117 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.00 100k 11/1/2013 118 Valia Capital Management Global Tactical Program 0.00 200k 5/1/2014 119 Turk Capital LLC US Equity Long/Short Strategy 0.00 250k 4/1/2014 120 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 125 R Best LLC R Best Private Client Program 0.00 50k 2/1/2010 122 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 123 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 124 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 121 Wharton Capital Management Wharton AG Futures Program 0.00 100k 9/1/2011 106 Bluenose Capital Management, LLC BNC EI 0.00 15k 7/1/2010 107 Bluenose Capital Management, LLC BNC BI 0.00 30k 10/1/2008 105 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 109 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 108 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 113 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 110 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.00 10,000k 2/1/2006 111 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 112 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 114 Greenwave Capital Management Greenwave Flagship Discretionary Plus 0.00 1,000k 9/1/2012 115 Greenwave Capital Management Greenwave Flagship Plus 0.00 1,000k 6/1/2008 116 Bluenose Capital Management, LLC BNC CL 0.00 15k 12/1/2013 128 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 0.00 200k 2/1/2015 126 SandPointe SandPointe Opportunities Strategy 0.00 5,000k 5/1/2014 127 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 131 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 130 Hartswell Capital Ltd MP-1 0.00 250k 1/1/2014 129 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 132 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.00 1,000k 12/1/2014 104 Warrington Asset Management Warrington Strategic Program 0.03 50k 1/1/1997 103 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.04 250k 7/1/2015 102 FORT LP Fort Global Diversified 0.06 2,000k 10/1/1993 101 Blake Capital Management, Inc. SRD Currencies 0.08 100k 3/1/2013 100 Soaring Pelican, LLC Diversified S&P Program 0.09 100k 1/1/2011 99 Gregory P Asset Management LLC Alternative Multi Strategy 0.11 500k 11/1/2012 98 Three Rock Capital Management Global Macro Program 0.12 1,000k 1/1/2009 97 Gregory P Asset Management LLC Low Volatility Income Strategy 0.13 100k 5/1/2015 96 Typhon Capital Management, LLC Helios Deutsche 0.15 250k 4/1/2014 95 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.17 500k 8/1/2012 94 EMC Capital Advisors, LLC EMC Alpha Program 0.19 5,000k 6/1/2013 93 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.22 1,000k 2/1/2015 92 Crabel Capital Management WPD Crabel Futures Program 0.25 1,000k 7/1/2008 91 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.26 1,000k 3/1/2003 90 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.26 100k 4/1/2014 89 Witter & Lester, Inc. Redstone 0.28 500k 9/1/1994 88 Ditsch Trading, LLC Agricultural Trading Program 0.29 100k 1/1/2011 87 Jaguar Investments Ltd Aegir Capital Strategy 0.33 1,000k 1/1/2012 86 Jaguar Investments Ltd Ultro Capital Strategy 0.34 1,000k 1/1/2012 85 RCMA Capital LLP Merchant Commodity Fund 0.40 1,000k 6/1/2004 84 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.43 500k 10/1/2014 83 Global Sigma Group, LLC Global Sigma BondVOL LP 0.51 1,000k 4/1/2015 82 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.53 3,000k 5/1/2014 81 GammaQ Commodity Program Managed Account 0.57 3,000k 4/1/2011 80 GammaQ Breckhurst Commodity Fund 0.60 1,000k 10/1/2006 79 NuWave Investment Management, LLC Commodity Value Portfolio 0.60 2,000k 10/1/2014 78 dormouse Limited dormouse - Managed Account 0.61 10,000k 7/1/2011 77 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.62 250k 10/1/2011 76 Warrington Asset Management Tactical Program Client 0.63 500k 2/1/2015 75 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.69 100k 11/1/2013 74 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.71 1k 10/1/2006 73 Centurion Investment Management Inc. Composite 0.71 10,000k 8/1/2012 72 ROW Asset Managment Row Diversified Fund, L.P. 0.71 1,000k 11/1/2011 71 Carbide Capital Inc. Carbide Absolute Return Program 0.75 200k 9/1/2014 70 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.86 100k 4/1/2015 69 Demeter Capital Management Livestock & Grain Trading Program 0.87 50k 3/1/2010 68 Talenta Capital LLP Diversified 0.96 950k 6/1/2014 67 Asset Management by Windsor Securities Income 2 Strategy (MI2) 0.99 500k 9/1/2015 66 Meliora Capital LLP Commodity Absolute Return (1x) 0.99 250k 11/1/2014 65 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 1.05 500k 1/1/2015 64 ProfitScore Capital Management Long/Short US Treasury 1.17 10,000k 10/1/2015 63 Cauldron Investments, LLC Stock Index Plus 1.20 1,000k 10/1/2009 62 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.20 1k 6/1/2009 61 Crabel Capital Management Crabel Multi-Product 1.22 1,000k 3/1/1998 60 Aquantum Aquantum Commodity Spread Program (ACS) 1.30 5,000k 7/1/2013 59 Amapa Capital Advisors LLC Energy Program 1.34 1,000k 2/1/2015 58 Pinstripe Trading, LLC Standard 1.35 125k 8/1/2009 57 Schindler Capital Management, LLC Dairy Advantage Program 1.40 400k 8/1/2005 56 Evergreen Commodity Advisors, LLC Discretionary 1.43 100k 1/1/2015 55 Trigon Investment Advisors, LLC Foreign Exchange Program 1.48 5,000k 8/1/2000 54 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 1.60 1,000k 1/1/2015 53 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.71 20,000k 5/1/2013 52 Buckingham Global Advisors, LLC Weekly Emini Program 1.75 200k 3/1/2015 51 Sector Arc Advisors Global Lean Hog Ag 1.78 250k 10/1/2015 50 Doherty Advisors LLC Compass 1.82 1,000k 6/1/2015 49 DUNN Capital Management DUNN WMA Institutional Program 1.85 100k 10/1/2011 48 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.87 1,000k 5/1/2014 47 County Cork LLC RLA I 1.90 500k 1/1/2009 46 M6 Capital Management LLC Standard Program 2.13 300k 7/1/2005 45 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.17 250k 10/1/2009 44 Garraway Capital Management LLP Garraway Financial Trends 2.24 100k 9/1/2012 43 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 2.26 500k 8/1/2007 42 Prolific Capital Markets, LLC Prolific Swiss System 2.27 10,000k 1/1/2014 41 Estlander & Partners Freedom 2.35 20,000k 8/1/2010 40 Tianyou Asset Management, LLC Tianyou Fund LP 2.47 100k 10/1/2012 39 Superfund Group Superfund Red EUR SICAV 2.58 10k 3/1/2013 38 Doherty Advisors LLC Orion 2.60 1,000k 6/1/2015 37 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.72 3,000k 5/1/2010 36 Talenta Capital LLP S&P 500 Momentum 2.79 950k 2/1/2017 35 Quantica Capital AG 1X Quantica Managed Futures Fund 2.90 100k 1/1/2014 34 Bensboro Advisors, LLC Seasonal Spread Trading Program 2.97 500k 1/1/2015 33 Worldwide Capital Strategies Profit Quest Macro World 3.11 100k 1/1/2010 32 Superfund Group Superfund Red USD SICAV 3.14 10k 3/1/2013 31 Aspect Capital Aspect Diversified Fund - Class A (USD) 3.14 100k 12/1/1998 30 Melissinos Trading Eupatrid Global Trends 3.20 50k 1/1/2011 29 Independent View IV Quantitative Futures Fund 3.30 100k 11/1/2012 28 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.35 1,000k 10/1/2016 27 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.44 10,000k 3/1/1998 26 Millburn Ridgefield Corporation Commodity Program 3.44 25,000k 3/1/2005 25 Alee Capital Management, LLC Mistral Program 3.52 2,500k 1/1/1999 24 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.54 100k 10/1/2011 23 Eclipse Capital Management Alpha Asia 3.65 25,000k 1/1/2015 22 Qbasis Invest Qbasis i Trend Fund 3.65 1k 1/1/2014 21 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.74 1,000k 5/1/2015 20 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.79 250k 5/1/2011 19 Millburn Ridgefield Corporation Multi-Markets Program 4.11 25,000k 10/1/2004 18 Blackheath Fund Management Inc. Tactical FI Strategy 4.21 50k 10/1/2011 17 Emil van Essen Long-Short Commodity Program - Accelerated 4.35 200k 5/1/2014 16 Covenant Capital Management Optimal Program 4.49 10k 2/1/2014 15 Red Rock Capital, LLC Commodity Long-Short 4.65 500k 9/1/2013 14 Angle Capital Management LLC AIP Program 4.84 100k 1/1/2010 13 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.88 1,000k 1/1/2013 12 Urban Tree Capital, LLC UTC Plus (Client) 5.03 100k 3/1/2013 11 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 5.38 250k 11/1/1996 10 Silicon Valley Quantitative Advisors UQP Large 6.05 500k 1/1/2009 9 Quantica Capital AG 2X Quantica Managed Futures Fund 6.10 100k 1/1/2014 8 ISAM ISAM Systematic Trend Fund 8.48 1,000k 6/1/2001 7 Estlander & Partners Alpha Trend II - Class P 8.52 100k 12/1/2008 6 NuWave Investment Management, LLC NuWave Matrix Portfolio 8.74 3,000k 9/1/2015 5 Chesapeake Capital Diversified Plus (HV) 10.11 100k 4/1/1994 4 Dreiss Research Corporation Diversified Program 10.97 1,000k 5/1/1991 3 Purple Valley Capital, Inc. Diversified Trend 1 14.22 100k 8/1/2008 2 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 15.02 50k 7/1/2011 1 Tomas Capital Pty Ltd GCAF | USD 15.72 1,500k 7/1/2011 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.