IASG CTA Index For October 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 Oct 2019 Min Inv Inception 181 Eamon Capital Zephyr Program -12.85 300k 1/1/2016 180 Estlander & Partners Alpha Trend II - Class P -10.98 100k 12/1/2008 179 Worldwide Capital Strategies Profit Quest Macro World -8.62 100k 1/1/2010 178 FTC Capital GmbH FTC Futures Fund Classic (USD) -8.60 250k 10/1/2010 177 Silicon Valley Quantitative Advisors UQP Large -8.11 500k 1/1/2009 176 Tomas Capital Pty Ltd GCAF | USD -6.91 1,500k 7/1/2011 175 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.65 1k 6/1/2009 174 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -6.63 50k 7/1/2011 173 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -6.38 250k 11/1/1996 172 514 Capital Partners 514 Fund -5.16 100k 11/1/2013 171 Sandpiper Asset Management Sandpiper Global Macro Program -5.05 1,000k 8/1/2012 170 Alee Capital Management, LLC Mistral Program -4.59 2,500k 1/1/1999 169 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.52 20,000k 5/1/2013 168 Emil van Essen Spread Trading Program Limited -4.49 5,000k 7/1/2013 167 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -4.48 10,000k 2/1/2008 166 Garraway Capital Management LLP Garraway Financial Trends -4.02 100k 9/1/2012 165 FORT LP Global Futures Program (formerly Global Diversified Classic) -3.74 10,000k 3/1/2002 164 Meliora Capital LLP Commodity Absolute Return (1x) -3.70 250k 11/1/2014 163 Vivienne Investissement MACH 3 -3.69 100k 6/1/2015 162 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.64 1k 10/1/2006 161 Aspect Capital Aspect Diversified Fund - Class A (USD) -3.52 100k 12/1/1998 160 Pinstripe Trading, LLC Standard -3.50 125k 8/1/2009 159 RCMA Capital LLP Merchant Commodity Fund -3.40 1,000k 6/1/2004 158 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -3.39 1,000k 1/1/2013 157 ISAM ISAM Systematic Trend (Levitas) -3.35 1,000k 5/1/2010 156 Melissinos Trading Eupatrid Global Trends -3.31 100k 1/1/2011 155 Emil van Essen Multi-Strategy Program -3.27 6,000k 5/1/2014 154 Red Rock Capital, LLC Commodity Long-Short -3.17 500k 9/1/2013 153 Welton Investment Partners Welton Trend -3.11 25,000k 10/1/2012 152 FORT LP Fort Global Diversified -3.08 2,000k 3/1/2002 151 DUNN Capital Management DUNN WMA Institutional Program -3.02 100k 10/1/2011 150 Chesapeake Capital Diversified Plus (HV) -2.99 100k 4/1/1994 149 Evergreen Commodity Advisors, LLC Discretionary -2.98 100k 1/1/2015 148 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.94 10,000k 2/1/2006 147 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.89 10,000k 4/1/2004 146 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -2.74 1,000k 1/1/2015 145 Emil van Essen Long-Short Commodity Program - Accelerated -2.73 200k 5/1/2014 144 Anderson Creek Trading Standard Diversified Strategy -2.72 250k 7/1/2014 143 John Locke Investments Cyril Systematic UCITS Fund -2.69 500k 7/1/2000 142 Pearl Capital Advisors, LLC Hedged VIX Program -2.65 500k 10/1/2015 141 Leibniz Group Systematic Intelligence Vol 10 -2.60 3,000k 8/1/2011 140 J8 Capital Management LLP J8 Global Absolute Return Strategy -2.60 3,000k 1/1/2015 139 Quantica Capital AG 2X Quantica Managed Futures Fund -2.40 100k 1/1/2014 138 FORT LP Fort Global Contrarian -2.39 2,000k 10/1/2002 137 Urban Tree Capital, LLC UTC Plus (Client) -2.31 100k 3/1/2013 136 Bocken Trading LLC Discretionary Trading Program -2.30 100k 7/1/2011 135 Estlander & Partners Freedom -2.28 20,000k 8/1/2010 134 Seven Capital Management Seven Absolute Return -2.27 100k 6/1/2009 133 AG Capital Management Partners, LP Discretionary Global Macro Program -2.26 5,000k 10/1/2014 132 Dreiss Research Corporation Diversified Program -2.20 1,000k 5/1/1991 131 ProfitScore Capital Management Long/Short US Treasury -2.19 10,000k 10/1/2015 130 dormouse Limited dormouse - Managed Account -2.16 20,000k 7/1/2011 129 Glendorn Capital Management LLC MultiWeek Trading Strategy -2.15 1,500k 10/1/2016 128 H2O AM LLP Arctic Blue Commodity Program (2x) -2.10 1,000k 6/1/2014 127 dormouse Limited dormouse Fund B Shares -2.02 10,000k 8/1/2016 126 Tom Capital AG Tom Capital Growth Fund -2.00 5,000k 12/1/2015 125 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.98 100k 2/1/2010 124 Metolius Capital LLC Metolius Enhanced Fund -1.96 40k 6/1/2015 123 Amapa Capital Advisors LLC Energy Program -1.90 1,000k 2/1/2015 122 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.86 10,000k 3/1/2003 121 Blackheath Fund Management Inc. Tactical FI Strategy -1.75 50k 10/1/2011 120 EMC Capital Advisors, LLC EMC Alpha Plus Program -1.74 3,000k 5/1/2014 119 Wharton Capital Management Wharton AG Futures Program -1.64 100k 9/1/2011 118 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -1.63 5,000k 9/1/2009 117 Superfund Group Superfund Red EUR SICAV -1.54 10k 3/1/2013 116 Rosetta Capital Management Macro Program -1.53 50k 1/1/2009 115 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program -1.49 1,000k 7/1/2016 114 Rivoli Fund Management Long/Short Bond Fund (Class P) -1.49 5,000k 12/1/2001 113 Eclipse Capital Management Alpha Asia -1.48 25,000k 1/1/2015 112 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -1.42 5,000k 9/1/2009 111 Ditsch Trading, LLC Agricultural Trading Program -1.40 100k 1/1/2011 110 Emil van Essen Long-Short Commodity Program -1.38 1,000k 6/1/2013 109 Vivienne Investissement OUESSANT UCITS FUND (A) -1.32 100k 5/1/2012 108 Greenwave Capital Management Greenwave Flagship Plus 2x -1.29 1,500k 4/1/2016 107 Superfund Group Superfund Red USD SICAV -1.28 10k 3/1/2013 106 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -1.27 250k 2/1/2016 105 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.24 250k 5/1/2011 104 Asset Management by Windsor Securities Income 2 Strategy (MI2) -1.22 500k 9/1/2015 103 Quantica Capital AG 1X Quantica Managed Futures Fund -1.20 100k 1/1/2014 102 Typhon Capital Management, LLC Helios Deutsche -1.18 250k 4/1/2014 101 Demeter Capital Management Livestock & Grain Trading Program -1.16 50k 3/1/2010 100 NuWave Investment Management, LLC NuWave Matrix Portfolio -1.15 3,000k 9/1/2015 99 EMC Capital Advisors, LLC EMC Alpha Program -1.13 5,000k 6/1/2013 98 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.03 1,000k 5/1/2014 97 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.03 250k 10/1/2009 96 R Best LLC World Select Program -1.03 2,000k 4/1/2016 95 Metolius Capital LLC Metolius Diversified -0.90 100k 6/1/2010 94 Vortex Currency Program -0.86 500k 1/1/2014 93 Greenwave Capital Management Greenwave Flagship Plus -0.60 1,000k 6/1/2008 92 ML Systems LLC Sledon Classic (Client) -0.56 300k 8/1/2014 91 Soaring Pelican, LLC Diversified S&P Program -0.49 100k 1/1/2011 90 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.49 250k 10/1/2011 89 Alder Capital DAC CALM Eurozone Equity Program -0.41 100k 5/1/2015 88 County Cork LLC RLA I -0.40 500k 1/1/2009 87 Certeza Asset Management Macro Vega -0.35 1,000k 1/1/2012 86 Independent View IV Quantitative Futures Fund -0.34 100k 11/1/2012 85 QTS Capital Management, LLC Tail Reaper -0.34 500k 8/1/2012 84 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.33 500k 9/1/2015 83 Trigon Investment Advisors, LLC Discretionary Macro Program -0.31 10,000k 8/1/2007 82 Certeza Asset Management 4x Omni -0.14 1,000k 11/1/2014 81 NickJen Capital Management & Consultants LLC NRD-1 -0.13 1,000k 4/1/2008 80 Carbide Capital Inc. Carbide Hedge Progam -0.12 500k 9/1/2016 79 Blake Capital Management, Inc. SRD Short Equities -0.11 100k 1/1/2011 78 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.11 100k 11/1/2013 77 HPX Financial LLC HPX Old School Program -0.10 200k 6/1/2006 76 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.09 10,000k 3/1/1998 75 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.09 1,000k 10/1/2016 74 Trigon Investment Advisors, LLC Foreign Exchange Program -0.06 5,000k 8/1/2000 73 Typhon Capital Management, LLC Plutus Grain Strategy -0.04 250k 4/1/2008 72 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.04 3,000k 5/1/2010 71 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.02 2,000k 7/1/2016 70 Doherty Advisors LLC Orion 0.00 1,000k 6/1/2015 66 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.00 1,000k 5/1/2015 69 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.00 250k 7/1/2015 64 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.00 100k 4/1/2014 67 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 68 Gamma Q Commodity Program Managed Account 0.00 3,000k 4/1/2011 63 Three Rock Capital Management Global Macro Program 0.00 1,000k 1/1/2009 65 Whitmore Capital Management LLC Whitmore Capital LP 0.00 250k 6/1/2012 62 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.00 500k 6/1/2007 61 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.02 60k 9/1/2016 60 Blake Capital Management, Inc. SRD Currencies 0.04 100k 3/1/2013 59 Warrington Asset Management Tactical Program Client 0.05 500k 2/1/2015 58 Crediton Hill LLC Crediton Hill Managed Account Program 0.19 250k 8/1/2013 57 Sector Arc Advisors Global Lean Hog Ag 0.20 250k 10/1/2015 56 Jaguar Investments Ltd Aegir Capital Strategy 0.20 1,000k 1/1/2012 55 Typhon Capital Management, LLC Vulcan Metals Strategy 0.21 2,000k 11/1/2011 54 Warrington Asset Management Warrington Strategic Program 0.21 50k 1/1/1997 53 Purple Valley Capital, Inc. Diversified Trend 1 0.23 100k 8/1/2008 52 Prolific Capital Markets, LLC Prolific Swiss System 0.27 10,000k 1/1/2014 51 Leibniz Group Enhanced Intelligence Strategy 0.29 100k 1/1/2016 50 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.30 50k 9/1/2009 49 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.33 500k 1/1/2015 48 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.38 10,000k 3/1/2003 47 JTM Capital Management LLC JTM Absolute Return Strategy 0.40 100k 10/1/2016 46 Crabel Capital Management WPD Crabel Futures Program 0.41 1,000k 7/1/2008 45 NuWave Investment Management, LLC Commodity Value Portfolio 0.55 2,000k 10/1/2014 44 Turk Capital LLC US Market Hedge Strategy 0.58 100k 11/1/2015 43 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.66 100k 10/1/2011 42 Global Sigma Group, LLC Global Sigma BondVOL LP 0.68 1,000k 4/1/2015 41 Schot Capital Multi Diversified Program (MDP) 0.69 1,000k 1/1/2016 40 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.71 5,000k 11/1/2012 39 Tlaloc Capital LLC Grains Program 0.81 1,000k 4/1/2010 38 Orion Asset Management Algorithmic Trading Program 0.82 10k 1/1/2013 37 Carbide Capital Inc. Carbide Absolute Return Program 0.88 200k 9/1/2014 36 Bulkara Capital Bulkara Systematic Fund SP 0.91 250k 4/1/2014 35 Gregory P Asset Management LLC Low Volatility Income Strategy 0.98 100k 5/1/2015 34 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.01 100k 4/1/2015 33 Gamma Q Breckhurst Commodity Fund 1.07 1,000k 10/1/2006 32 County Cork LLC County Cork Macro Equity Hedge 1.12 1,000k 2/1/2016 31 Buckingham Global Advisors, LLC Weekly Emini Program 1.13 200k 3/1/2015 30 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.25 100k 10/1/2012 29 Leibniz Group SWARM 1.26 100k 9/1/2015 28 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 1.29 40k 1/1/2016 27 Turk Capital LLC US Equity Long/Short Strategy 1.34 100k 4/1/2014 26 Aquantum Aquantum Commodity Spread Program (ACS) 1.35 5,000k 7/1/2013 25 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.54 10,000k 3/1/2007 24 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 1.72 500k 10/1/2014 23 Gregory P Asset Management LLC Alternative Multi Strategy 1.86 500k 11/1/2012 22 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 2.10 500k 1/1/2011 21 QTS Capital Management, LLC QTS Partners, L.P. 2.10 100k 1/1/2011 20 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.24 400k 2/1/2016 19 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 2.32 100k 1/1/2014 18 Robust Methods LLC Macro Managed Account 2.42 5,000k 1/1/2005 17 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 2.43 5,000k 9/1/2013 16 M&R Capital, LLC Livestock Trading Program 2.48 100k 1/1/2015 15 361 Capital LLC 361 Global Managed Futures Strategy Fund 2.51 2,000k 3/1/2014 14 Leibniz Group SWARM (Return on Margin) 2.52 1,500k 9/1/2015 13 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.59 5,000k 6/1/2010 12 Buttonwood LLC Energy Diversified 1 2.72 100k 7/1/2014 11 Crabel Capital Management Crabel Multi-Product 2.88 1,000k 3/1/1998 10 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.00 250k 5/1/2013 9 R Best LLC R Best Private Client Program 3.02 50k 2/1/2010 8 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 3.14 1,000k 2/1/2015 7 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 3.21 1,500k 12/1/2014 6 Davis Commodities, LLC Davis Trading Program 3.41 200k 1/1/2016 5 Linnis Linnis ONE, LP 3.93 100k 8/1/2014 4 SpreadEdge Capital, LLC Diversified Seasonal Spreads 4.87 100k 12/1/2014 3 Schindler Capital Management, LLC Dairy Advantage Program 8.37 400k 8/1/2005 2 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 10.49 25k 2/1/2016 1 Future Trade AG Thales Swing Trading Programme 13.44 250k 6/1/2007 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.