IASG CTA Index For September 2018

Monthly Rankings

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 Investments, LLC
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 100k 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 10,000k 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 1,000k 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.

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