IASG CTA Index For September 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 Sep 2018 Min Inv Inception 207 Covenant Capital Management Optimal Program -18.09 10k 2/1/2014 206 Tomas Capital Pty Ltd GCAF | USD -10.45 1,500k 7/1/2011 205 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -10.27 50k 7/1/2011 204 Qbasis Invest Qbasis i Trend Fund -9.81 1k 1/1/2014 203 Hartswell Capital Ltd MP-1 -9.06 250k 1/1/2014 202 Bighorn Capital Partners Denali -5.66 8/1/2015 201 Whitmore Capital Management LLC Whitmore Capital LP -5.46 250k 6/1/2012 200 GammaQ Breckhurst Commodity Fund -5.24 1,000k 10/1/2006 199 Estlander & Partners Alpha Trend II - Class P -5.23 100k 12/1/2008 198 Garraway Capital Management LLP Garraway Financial Trends -5.13 100k 9/1/2012 197 Tom Capital AG Tom Capital Growth Fund -5.00 5,000k 12/1/2015 196 Schindler Capital Management, LLC Dairy Advantage Program -4.87 400k 8/1/2005 195 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -4.57 10,000k 2/1/2008 194 AG Capital Management Partners, LP Discretionary Global Macro Program -3.98 500k 10/1/2014 193 Linnis Linnis ONE, LP -3.82 100k 8/1/2014 192 Global Wealth Analytics, Inc. Triple M -3.82 1,000k 6/1/2014 191 Quantica Capital AG 2X Quantica Managed Futures Fund -3.80 100k 1/1/2014 190 Trigon Investment Advisors, LLC Foreign Exchange Program -3.54 5,000k 8/1/2000 189 Blackheath Fund Management Inc. Tactical FI Strategy -3.01 50k 10/1/2011 188 Rosetta Capital Management Macro Program -2.99 50k 1/1/2009 187 ProfitScore Capital Management Long/Short US Treasury -2.91 10,000k 10/1/2015 186 Wharton Capital Management Wharton AG Futures Program -2.89 100k 9/1/2011 185 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.80 10,000k 2/1/2006 184 ISAM ISAM Systematic Trend Fund -2.75 1,000k 6/1/2001 183 Estlander & Partners Freedom -2.71 20,000k 8/1/2010 182 ROW Asset Managment Row Diversified Fund, L.P. -2.64 1,000k 11/1/2011 181 Tlaloc Capital LLC Grains Program -2.47 1,000k 4/1/2010 180 Trading Study SPK – E-Mini S&P 500 Option -2.43 15k 10/1/2009 179 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -2.40 1,000k 3/1/2003 178 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 -2.36 100k 7/1/2013 177 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.30 1k 6/1/2009 176 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.29 250k 10/1/2009 175 GammaQ Commodity Program Managed Account -2.25 3,000k 4/1/2011 174 Eclipse Capital Management Alpha Asia -2.15 25,000k 1/1/2015 173 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.08 3,000k 5/1/2010 172 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.95 20,000k 5/1/2013 171 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -1.95 1,000k 10/1/2016 170 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -1.92 500k 10/1/2014 169 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.91 10,000k 10/1/1993 168 Kaiser Trading Group Kaiser Global Diversified Program - Class A -1.90 10,000k 3/1/1998 167 Pearl Capital Advisors, LLC Hedged VIX Program -1.76 500k 10/1/2015 166 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.72 1,000k 1/1/2013 165 Quantica Capital AG 1X Quantica Managed Futures Fund -1.70 100k 1/1/2014 164 Blackwater Capital Management Tactical Equity -1.67 500k 12/1/2013 163 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.67 250k 11/1/1996 162 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.67 5,000k 11/1/2012 161 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.57 10,000k 4/1/2004 160 Superfund Group Superfund Red USD SICAV -1.55 10k 3/1/2013 159 RCMA Capital LLP Merchant Commodity Fund -1.50 1,000k 6/1/2004 158 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 157 Orion Asset Management Algorithmic Trading Program -1.44 10k 1/1/2013 156 Bluenose Capital Management, LLC BNC CL -1.40 15k 12/1/2013 155 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.40 100k 2/1/2010 154 Ditsch Trading, LLC Agricultural Trading Program -1.38 100k 1/1/2011 153 Robust Methods LLC Macro Managed Account -1.38 5,000k 1/1/2005 152 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.35 1k 10/1/2006 151 Metolius Capital LLC Metolius Enhanced Fund -1.34 40k 6/1/2015 150 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -1.29 500k 8/1/2007 149 Jaguar Investments Ltd Ultro Capital Strategy -1.21 1,000k 1/1/2012 148 Kopis Capital Management, LLC Commodity Long Only -1.21 500k 1/1/2014 147 Automaton Trading LLC Diversified -1.18 500k 7/1/2014 146 Talenta Capital LLP Diversified -1.15 950k 6/1/2014 145 ROW Asset Managment Row Currency Program -1.12 1,000k 11/1/2010 144 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.10 10,000k 8/1/2009 143 Conquest Capital Group Conquest Select -1.08 250k 6/1/2004 142 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.07 1,000k 5/1/2014 141 Vortex Currency Program -1.04 500k 1/1/2014 140 Chesapeake Capital Diversified Plus (HV) -1.02 100k 4/1/1994 139 Urban Tree Capital, LLC UTC Plus (Client) -1.01 100k 3/1/2013 138 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.95 100k 12/1/1998 137 Leibniz Group Systematic Intelligence Vol 10 -0.95 3,000k 8/1/2011 136 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.94 500k 9/1/2015 135 Melissinos Trading Eupatrid Global Trends -0.92 50k 1/1/2011 134 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.91 3,000k 5/1/2014 133 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -0.80 1,000k 1/1/2015 132 Bocken Trading LLC Discretionary Trading Program -0.72 100k 7/1/2011 131 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.72 250k 5/1/2011 130 Hehmeyer Capital Management, LLC HOGO -0.66 1,000k 5/1/2013 129 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.66 500k 5/1/2013 128 Metolius Capital LLC Metolius Diversified -0.65 100k 6/1/2010 127 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.65 100k 11/1/2013 126 Future Trade AG Thales Swing Trading Programme -0.64 250k 6/1/2007 125 Four Seasons Commodities Corp Lone Star Program -0.62 300k 1/1/2005 124 Greenwave Capital Management Greenwave Flagship Discretionary Plus -0.61 1,000k 9/1/2012 123 Demeter Capital Management Livestock & Grain Trading Program -0.61 50k 3/1/2010 122 Independent View IV Quantitative Futures Fund -0.61 100k 11/1/2012 121 FORT LP Fort Global Diversified -0.60 2,000k 10/1/1993 120 Seven Capital Management Seven Absolute Return -0.56 100k 6/1/2009 119 Prolific Capital Markets, LLC Prolific Swiss System -0.54 10,000k 1/1/2014 118 Turning Wheel Capital, Inc. Pure Alpha -0.51 10,000k 1/1/2012 117 WESTCAY LLC Tropicals Program -0.47 250k 1/1/2014 116 Value & Growth CTA, LLC Value & Growth Program -0.46 50k 6/1/2014 115 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -0.42 50k 10/1/2011 114 Dreiss Research Corporation Diversified Program -0.41 1,000k 5/1/1991 113 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.39 1,000k 1/1/2006 112 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.35 500k 8/1/2012 111 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.34 1,000k 3/1/2003 110 Jaguar Investments Ltd Aegir Capital Strategy -0.27 1,000k 1/1/2012 109 Doherty Advisors LLC Grey Swan Hedge -0.25 10,000k 4/1/2010 108 Crabel Capital Management Crabel Multi-Product -0.25 1,000k 3/1/1998 107 Blake Capital Management, Inc. SRD Currencies -0.25 100k 3/1/2013 106 EMC Capital Advisors, LLC EMC Alpha Program -0.23 5,000k 6/1/2013 105 Valia Capital Management Global Tactical Program -0.22 200k 5/1/2014 104 NuWave Investment Management, LLC Commodity Value Portfolio -0.22 2,000k 10/1/2014 103 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 102 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 101 Typhon Capital Management, LLC Chiron Currency Program -0.13 250k 2/1/2008 100 Greenwave Capital Management Greenwave Flagship Plus -0.11 1,000k 6/1/2008 99 Blake Capital Management, Inc. SRD Short Equities -0.09 100k 1/1/2011 98 HPX Financial LLC HPX Old School Program -0.09 200k 6/1/2006 97 ML Systems LLC Sledon Classic (Client) -0.09 300k 8/1/2014 96 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -0.07 25k 1/1/2011 95 QTS Capital Management, LLC QTS Partners, L.P. -0.06 100k 1/1/2011 94 Bluegrass Capital Management Cross Market Bias Model -0.04 3,000k 7/1/2014 93 Three Rock Capital Management Global Macro Program -0.04 1,000k 1/1/2009 92 Typhon Capital Management, LLC Vulcan Metals Strategy -0.03 2,000k 11/1/2011 91 County Cork LLC RLA I -0.03 500k 1/1/2009 90 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.01 10,000k 7/1/2008 85 QTS Capital Management, LLC Tail Reaper 0.00 500k 8/1/2012 84 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 87 Commodities Analytics LLC Daily Analytics 0.00 100k 1/1/2014 86 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 0.00 200k 2/1/2015 88 Doherty Advisors LLC Relative Value Plus 0.00 1,000k 7/1/2011 89 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 83 Turk Capital LLC US Market Hedge Strategy 0.02 250k 11/1/2015 82 R Best LLC R Best Private Client Program 0.03 50k 2/1/2010 81 Sector Arc Advisors Global Lean Hog Ag 0.04 250k 10/1/2015 80 QTS Capital Management, LLC FX Managed Account 0.04 100k 1/1/2011 79 Silicon Valley Quantitative Advisors UQP Large 0.05 500k 1/1/2009 78 NickJen Capital Management & Consultants LLC NRD-1 0.07 1,000k 4/1/2008 77 Typhon Capital Management, LLC Helios Deutsche 0.11 250k 4/1/2014 76 M6 Capital Management LLC Standard Program 0.11 300k 7/1/2005 75 Centurion Investment Management Inc. Composite 0.13 10,000k 8/1/2012 74 Emil van Essen Long-Short Commodity Program 0.14 1,000k 6/1/2013 73 Turk Capital LLC US Equity Long/Short Strategy 0.14 250k 4/1/2014 72 Purple Valley Capital, Inc. Diversified Trend 1 0.20 100k 8/1/2008 71 Vivienne Investissement OUESSANT UCITS FUND (A) 0.21 100k 5/1/2012 70 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.22 100k 4/1/2015 69 Witter & Lester, Inc. Diversified Trading Program 0.22 100k 4/1/2013 68 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.25 250k 3/1/2010 67 Doherty Advisors LLC Relative Value Growth 0.28 1,000k 6/1/2003 66 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.28 500k 1/1/2015 65 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.31 250k 7/1/2015 64 Bulkara Capital Bulkara Systematic Fund SP 0.36 250k 4/1/2014 63 Alder Capital DAC CALM Eurozone Equity Program 0.39 100k 5/1/2015 62 Trigon Investment Advisors, LLC Discretionary Macro Program 0.41 10,000k 8/1/2007 61 Bluenose Capital Management, LLC BNC BI 0.41 30k 10/1/2008 60 Gregory P Asset Management LLC Low Volatility Income Strategy 0.42 100k 5/1/2015 59 Certeza Asset Management 4x Omni 0.44 1,000k 11/1/2014 58 Crabel Capital Management WPD Crabel Futures Program 0.44 1,000k 7/1/2008 57 Certeza Asset Management Macro Vega 0.46 1,000k 1/1/2012 56 Witter & Lester, Inc. Redstone 0.48 500k 9/1/1994 55 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.53 500k 1/1/2011 54 Global Sigma Group, LLC Global Sigma BondVOL LP 0.63 1,000k 4/1/2015 53 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.64 250k 10/1/2011 52 H2O AM LLP Arctic Blue Commodity Program (2x) 0.70 1,000k 6/1/2014 51 dormouse Limited dormouse - Managed Account 0.72 20,000k 7/1/2011 50 Doherty Advisors LLC Compass 0.74 1,000k 6/1/2015 49 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.74 500k 1/1/2015 48 DeltaHedge VIXVOX 2 0.76 250k 8/1/2015 47 Carbide Capital Inc. Carbide Absolute Return Program 0.78 200k 9/1/2014 46 Vivienne Investissement MACH 3 0.79 100k 6/1/2015 45 Emil van Essen Multi-Strategy Program 0.80 6,000k 5/1/2014 44 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.89 1,000k 3/1/2007 43 Emil van Essen Long-Short Commodity Program - Accelerated 0.89 200k 5/1/2014 42 Warrington Asset Management Tactical Program Client 1.00 500k 2/1/2015 41 Doherty Advisors LLC Orion 1.01 1,000k 6/1/2015 40 Soaring Pelican, LLC Diversified S&P Program 1.10 100k 1/1/2011 39 Talenta Capital LLP S&P 500 Momentum 1.11 950k 2/1/2017 38 Warrington Asset Management Warrington Strategic Program 1.14 50k 1/1/1997 37 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.14 100k 10/1/2011 36 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 1.18 1,000k 2/1/2015 35 ITB Capital Advisors LLC ITB Time Value Trading Program 1.26 5,000k 1/1/2009 34 Typhon Capital Management, LLC Plutus Grain Strategy 1.30 250k 4/1/2008 33 Cauldron Investments, LLC Stock Index Plus 1.33 1,000k 10/1/2009 32 Emil van Essen Spread Trading Program Limited 1.34 5,000k 7/1/2013 31 DUNN Capital Management DUNN WMA Institutional Program 1.41 100k 10/1/2011 30 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.42 500k 6/1/2007 29 DeltaHedge VIXVOX 1 1.46 250k 8/1/2015 28 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.50 250k 5/1/2013 27 Meliora Capital LLP Commodity Absolute Return (1x) 1.51 250k 11/1/2014 26 Buckingham Global Advisors, LLC Weekly Emini Program 1.65 200k 3/1/2015 25 Alee Capital Management, LLC Mistral Program 1.73 2,500k 1/1/1999 24 Evergreen Commodity Advisors, LLC Discretionary 1.78 100k 1/1/2015 23 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.79 100k 11/1/2013 22 Millburn Ridgefield Corporation Multi-Markets Program 1.85 25,000k 10/1/2004 21 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 1.93 1,500k 12/1/2014 20 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 1.97 100k 7/1/2013 19 Tianyou Asset Management, LLC Tianyou Fund LP 2.06 100k 10/1/2012 18 Amapa Capital Advisors LLC Energy Program 2.15 1,000k 2/1/2015 17 Bluenose Capital Management, LLC BNC EI 2.22 15k 7/1/2010 16 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.49 3,000k 9/1/2015 15 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.63 100k 4/1/2014 14 Candriam Investor Group Alternative Return Systemat 2.78 125k 1/1/2007 13 Worldwide Capital Strategies Profit Quest Macro World 2.81 100k 1/1/2010 12 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 2.96 50k 9/1/2009 11 Aquantum Aquantum Commodity Spread Program (ACS) 3.04 5,000k 7/1/2013 10 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 3.05 5,000k 9/1/2009 9 M&R Capital, LLC Livestock Trading Program 3.56 100k 1/1/2015 8 Gregory P Asset Management LLC Alternative Multi Strategy 3.60 500k 11/1/2012 7 Sandpiper Asset Management Sandpiper Global Macro Program 3.67 1,000k 8/1/2012 6 Millburn Ridgefield Corporation Commodity Program 3.72 25,000k 3/1/2005 5 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 4.10 5,000k 9/1/2013 4 Red Rock Capital, LLC Commodity Long-Short 4.28 500k 9/1/2013 3 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.51 5,000k 6/1/2010 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 5.45 100k 1/1/2014 1 Kopis Capital Management, LLC Commodity Long Short Separate Account 5.64 1,000k 5/1/2015 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.