IASG CTA Index For January 2019 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 Jan 2019 Min Inv Inception 197 Tomas Capital Pty Ltd GCAF | USD -14.10 1,500k 7/1/2011 196 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -13.85 50k 7/1/2011 195 Estlander & Partners Alpha Trend II - Class P -9.76 100k 12/1/2008 194 Whitmore Capital Management LLC Whitmore Capital LP -9.41 250k 6/1/2012 193 Dreiss Research Corporation Diversified Program -9.28 1,000k 5/1/1991 192 Quest Partners LLC AlphaQuest Short Bias (AQSB) -9.07 20,000k 5/1/2013 191 Red Rock Capital, LLC Commodity Long-Short -8.76 500k 9/1/2013 190 Purple Valley Capital, Inc. Diversified Trend 1 -8.03 100k 8/1/2008 189 Chesapeake Capital Diversified Plus (HV) -7.65 100k 4/1/1994 188 Dixon Midland Company LLC Dixon Midland Diversified LLC -6.64 250k 5/1/2011 187 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -6.26 100k 4/1/2014 186 Evergreen Commodity Advisors, LLC Discretionary -6.08 100k 1/1/2015 185 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.98 1k 6/1/2009 184 Metolius Capital LLC Metolius Enhanced Fund -5.44 40k 6/1/2015 183 Emil van Essen Long-Short Commodity Program - Accelerated -5.16 200k 5/1/2014 182 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -4.99 1,000k 10/1/2016 181 Estlander & Partners Freedom -4.88 20,000k 8/1/2010 180 Kaiser Trading Group Kaiser Global Diversified Program - Class A -4.87 10,000k 3/1/1998 179 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -4.53 500k 8/1/2007 178 Emil van Essen Long-Short Commodity Program -4.49 1,000k 6/1/2013 177 RCMA Capital LLP Merchant Commodity Fund -4.20 1,000k 6/1/2004 176 Vortex Currency Program -4.11 500k 1/1/2014 175 Urban Tree Capital, LLC UTC Plus (Client) -4.05 100k 3/1/2013 174 Prolific Capital Markets, LLC Prolific Swiss System -3.98 10,000k 1/1/2014 173 Alee Capital Management, LLC Mistral Program -3.74 2,500k 1/1/1999 172 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.70 250k 11/1/1996 171 Leibniz Group Systematic Intelligence Vol 10 -3.12 3,000k 8/1/2011 170 M&R Capital, LLC Livestock Trading Program -3.11 100k 1/1/2015 169 Eamon Capital Zephyr Program -3.08 300k 1/1/2016 168 Aquantum Aquantum Commodity Spread Program (ACS) -3.03 5,000k 7/1/2013 167 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.00 5,000k 11/1/2012 166 Garraway Capital Management LLP Garraway Financial Trends -2.97 100k 9/1/2012 165 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.96 1k 10/1/2006 164 Kopis Capital Management, LLC Commodity Long Short Separate Account -2.93 1,000k 5/1/2015 163 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -2.87 1,000k 5/1/2014 162 Anderson Creek Trading Standard Diversified Strategy -2.72 250k 7/1/2014 161 Pearl Capital Advisors, LLC Hedged VIX Program -2.48 500k 10/1/2015 160 Jaguar Investments Ltd Aegir Capital Strategy -2.31 1,000k 1/1/2012 159 Metolius Capital LLC Metolius Diversified -2.29 100k 6/1/2010 158 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -2.29 50k 9/1/2009 157 Enduring Investments LLC Enduring Commodity Alpha -2.24 500k 9/1/2015 156 Doherty Advisors LLC Relative Value Plus -2.10 1,000k 7/1/2011 155 Demeter Capital Management Livestock & Grain Trading Program -2.04 50k 3/1/2010 154 Davis Commodities, LLC Davis Trading Program -1.97 200k 1/1/2016 153 Greenwave Capital Management Greenwave Flagship Discretionary Plus -1.91 1,000k 9/1/2012 152 ROW Asset Managment Row Diversified Fund, L.P. -1.87 1,000k 11/1/2011 151 Pinstripe Trading, LLC Standard -1.75 125k 8/1/2009 150 Wharton Capital Management Wharton AG Futures Program -1.71 100k 9/1/2011 149 DUNN Capital Management DUNN WMA Institutional Program -1.67 100k 10/1/2011 148 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.60 250k 5/1/2013 147 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.55 100k 2/1/2010 146 Millburn Ridgefield Corporation Multi-Markets Program -1.48 25,000k 10/1/2004 145 NuWave Investment Management, LLC NuWave Matrix Portfolio -1.43 3,000k 9/1/2015 144 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -1.42 1,500k 12/1/2014 143 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -1.37 100k 1/1/2014 142 Doherty Advisors LLC Grey Swan Hedge -1.33 10,000k 4/1/2010 141 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -1.25 1,000k 1/1/2013 140 Typhon Capital Management, LLC Helios Deutsche -1.24 250k 4/1/2014 139 Emil van Essen Multi-Strategy Program -1.09 6,000k 5/1/2014 138 Eclipse Capital Management Alpha Asia -0.91 25,000k 1/1/2015 137 Ditsch Trading, LLC Agricultural Trading Program -0.90 100k 1/1/2011 136 Crabel Capital Management Crabel Multi-Product -0.90 1,000k 3/1/1998 135 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.88 100k 10/1/2011 134 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.86 100k 12/1/1998 133 Three Rock Capital Management Global Macro Program -0.80 1,000k 1/1/2009 132 Greenwave Capital Management Greenwave Flagship Plus -0.78 1,000k 6/1/2008 131 Jaguar Investments Ltd Ultro Capital Strategy -0.76 1,000k 1/1/2012 130 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) -0.74 400k 2/1/2016 129 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 -0.74 500k 5/1/2013 128 Centurion Investment Management Inc. Composite -0.72 10,000k 8/1/2012 127 Doherty Advisors LLC Relative Value Growth -0.67 1,000k 6/1/2003 126 Schindler Capital Management, LLC Dairy Advantage Program -0.66 400k 8/1/2005 125 Bocken Trading LLC Discretionary Trading Program -0.65 100k 7/1/2011 124 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.63 100k 11/1/2013 123 Seven Capital Management Seven Absolute Return -0.52 100k 6/1/2009 122 Typhon Capital Management, LLC Chiron Currency Program -0.47 250k 2/1/2008 121 WESTCAY LLC Tropicals Program -0.41 250k 1/1/2014 120 Typhon Capital Management, LLC Vulcan Metals Strategy -0.40 2,000k 11/1/2011 119 Gregory P Asset Management LLC Alternative Multi Strategy -0.30 500k 11/1/2012 118 dormouse Limited dormouse - Managed Account -0.29 20,000k 7/1/2011 117 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.27 10,000k 8/1/2009 116 Bighorn Capital Partners Denali -0.27 8/1/2015 115 Witter & Lester, Inc. Redstone -0.26 500k 9/1/1994 114 NuWave Investment Management, LLC Commodity Value Portfolio -0.22 2,000k 10/1/2014 113 Future Trade AG Thales Swing Trading Programme -0.22 250k 6/1/2007 112 Rosen Capital Advisors, LLC Rosen V Master Fund, LP -0.20 500k 4/1/2013 111 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 110 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 109 Blake Capital Management, Inc. SRD Currencies -0.14 100k 3/1/2013 108 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.10 5,000k 6/1/2010 107 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.10 500k 9/1/2015 106 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.09 500k 9/1/2015 105 Bluegrass Capital Management Cross Market Bias Model -0.08 3,000k 7/1/2014 104 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.06 10,000k 7/1/2008 103 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.06 500k 6/1/2007 102 Typhon Capital Management, LLC Plutus Grain Strategy -0.06 250k 4/1/2008 101 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.04 250k 7/1/2015 98 Trading Study SPK – E-Mini S&P 500 Option 0.00 15k 10/1/2009 99 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 85 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 87 Trigon Investment Advisors, LLC Foreign Exchange Program 0.00 5,000k 8/1/2000 86 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 84 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 83 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.00 3,000k 5/1/2010 100 Alder Capital DAC CALM Eurozone Equity Program 0.00 100k 5/1/2015 93 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 82 Four Seasons Commodities Corp Lone Star Program 0.00 300k 1/1/2005 89 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.00 250k 10/1/2009 88 Soaring Pelican, LLC Diversified S&P Program 0.00 100k 1/1/2011 91 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.00 100k 7/1/2013 92 Valia Capital Management Global Tactical Program 0.00 200k 5/1/2014 90 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.00 100k 11/1/2013 96 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 95 Talenta Capital LLP Diversified 0.00 950k 6/1/2014 97 Talenta Capital LLP S&P 500 Momentum 0.00 950k 2/1/2017 94 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 81 Silicon Valley Quantitative Advisors UQP Large 0.04 500k 1/1/2009 80 NickJen Capital Management & Consultants LLC NRD-1 0.04 1,000k 4/1/2008 79 HPX Financial LLC HPX Old School Program 0.12 200k 6/1/2006 78 Certeza Asset Management Macro Vega 0.14 1,000k 1/1/2012 77 Warrington Asset Management Warrington Strategic Program 0.15 50k 1/1/1997 76 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.15 500k 8/1/2012 75 Certeza Asset Management 4x Omni 0.16 1,000k 11/1/2014 74 Independent View IV Quantitative Futures Fund 0.21 100k 11/1/2012 73 Crediton Hill LLC Crediton Hill Managed Account Program 0.23 250k 8/1/2013 72 QTS Capital Management, LLC FX Managed Account 0.28 100k 1/1/2011 71 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.29 100k 4/1/2015 70 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 0.35 5,000k 9/1/2013 69 County Cork LLC RLA I 0.35 500k 1/1/2009 68 Sector Arc Advisors Global Lean Hog Ag 0.41 250k 10/1/2015 67 Warrington Asset Management Tactical Program Client 0.43 500k 2/1/2015 66 H2O AM LLP Arctic Blue Commodity Program (2x) 0.50 1,000k 6/1/2014 65 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.54 250k 3/1/2010 64 Global Sigma Group, LLC Global Sigma BondVOL LP 0.63 1,000k 4/1/2015 63 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.65 250k 10/1/2011 62 Witter & Lester, Inc. Diversified Trading Program 0.79 100k 4/1/2013 61 Tlaloc Capital LLC Grains Program 0.81 1,000k 4/1/2010 60 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.83 10,000k 3/1/2007 59 Sandpiper Asset Management Sandpiper Global Macro Program 0.90 1,000k 8/1/2012 58 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.93 500k 1/1/2011 57 Orion Asset Management Algorithmic Trading Program 1.00 10k 1/1/2013 56 QTS Capital Management, LLC Tail Reaper 1.00 500k 8/1/2012 55 DeltaHedge VIXVOX 2 1.00 250k 8/1/2015 54 Blackheath Fund Management Inc. Tactical FI Strategy 1.05 50k 10/1/2011 53 EMC Capital Advisors, LLC EMC Alpha Program 1.06 5,000k 6/1/2013 52 QTS Capital Management, LLC QTS Partners, L.P. 1.14 100k 1/1/2011 51 Bulkara Capital Bulkara Systematic Fund SP 1.14 250k 4/1/2014 50 Automaton Trading LLC Diversified 1.17 500k 7/1/2014 49 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.29 10,000k 3/1/2002 48 Amapa Capital Advisors LLC Energy Program 1.32 1,000k 2/1/2015 47 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.36 3,000k 5/1/2014 46 Gregory P Asset Management LLC Low Volatility Income Strategy 1.37 100k 5/1/2015 45 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 1.39 1,000k 2/1/2015 44 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 1.45 500k 1/1/2015 43 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.52 100k 10/1/2012 42 514 Capital Partners 514 Fund 1.65 100k 11/1/2013 41 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.68 10,000k 3/1/2003 40 Meliora Capital LLP Commodity Absolute Return (1x) 1.70 250k 11/1/2014 39 Emil van Essen Spread Trading Program Limited 1.76 5,000k 7/1/2013 38 Superfund Group Superfund Red EUR SICAV 1.82 10k 3/1/2013 37 Carbide Capital Inc. Carbide Absolute Return Program 1.87 200k 9/1/2014 36 FORT LP Fort Global Diversified 1.87 2,000k 3/1/2002 35 Buckingham Global Advisors, LLC Weekly Emini Program 1.88 200k 3/1/2015 34 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 1.90 1,000k 1/1/2015 33 Vivienne Investissement OUESSANT UCITS FUND (A) 1.94 100k 5/1/2012 32 Bensboro Advisors, LLC Seasonal Spread Trading Program 1.98 500k 1/1/2015 31 R Best LLC R Best Private Client Program 2.06 50k 2/1/2010 30 Robust Methods LLC Macro Managed Account 2.26 5,000k 1/1/2005 29 Gamma Q Commodity Program Managed Account 2.34 3,000k 4/1/2011 28 FORT LP Fort Global Contrarian 2.52 2,000k 10/1/2002 27 Superfund Group Superfund Red USD SICAV 2.56 10k 3/1/2013 26 County Cork LLC County Cork Macro Equity Hedge 2.57 1,000k 2/1/2016 25 Hartswell Capital Ltd MP-1 2.67 250k 1/1/2014 24 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 2.69 500k 10/1/2014 23 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 2.87 5,000k 9/1/2009 22 Doherty Advisors LLC Compass 3.24 1,000k 6/1/2015 21 Bluenose Capital Management, LLC BNC EI 3.32 15k 7/1/2010 20 DeltaHedge VIXVOX 1 3.50 250k 8/1/2015 19 Millburn Ridgefield Corporation Commodity Program 3.76 25,000k 3/1/2005 18 Quantica Capital AG 1X Quantica Managed Futures Fund 4.00 100k 1/1/2014 17 Worldwide Capital Strategies Profit Quest Macro World 4.02 100k 1/1/2010 16 Turk Capital LLC US Market Hedge Strategy 4.04 100k 11/1/2015 15 Kopis Capital Management, LLC Commodity Long Only 4.04 500k 1/1/2014 14 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 4.19 250k 2/1/2016 13 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 4.25 40k 1/1/2016 12 Bluenose Capital Management, LLC BNC CL 4.40 15k 12/1/2013 11 Linnis Linnis ONE, LP 4.41 100k 8/1/2014 10 Tom Capital AG Tom Capital Growth Fund 4.50 5,000k 12/1/2015 9 Bluenose Capital Management, LLC BNC BI 4.58 30k 10/1/2008 8 ML Systems LLC Sledon Classic (Client) 4.77 300k 8/1/2014 7 Gamma Q Breckhurst Commodity Fund 5.30 1,000k 10/1/2006 6 Vivienne Investissement MACH 3 6.27 100k 6/1/2015 5 Doherty Advisors LLC Orion 6.32 1,000k 6/1/2015 4 Turk Capital LLC US Equity Long/Short Strategy 7.87 100k 4/1/2014 3 Quantica Capital AG 2X Quantica Managed Futures Fund 9.30 100k 1/1/2014 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 9.97 10,000k 3/1/2003 1 AG Capital Management Partners, LP Discretionary Global Macro Program 13.97 5,000k 10/1/2014 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.