IASG CTA Index For November 2019 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 Nov 2019 Min Inv Inception 191 Estlander & Partners Alpha Trend II - Class P -8.25 100k 12/1/2008 190 Future Trade AG Thales Swing Trading Programme -7.04 250k 6/1/2007 189 Superfund Group Superfund Red One SP I - Class A Silver -6.48 10k 1/1/2017 188 Ditsch Trading, LLC Agricultural Trading Program -6.39 100k 1/1/2011 187 Sandpiper Asset Management Sandpiper Global Macro Program -5.63 1,000k 8/1/2012 186 AG Capital Investments, LLC Discretionary Global Macro Program -4.53 500k 10/1/2014 185 Robust Methods LLC Macro Managed Account -4.01 5,000k 1/1/2005 184 RCMA Capital LLP Merchant Commodity Fund -3.81 1,000k 6/1/2004 183 Superfund Group Superfund Red One SP I - Class A Gold -3.58 10k 1/1/2017 182 Leibniz Group SWARM (Return on Margin) -3.52 1,500k 9/1/2015 181 Superfund Group Superfund Green SILVER SICAV -3.49 20k 1/1/2017 180 Greenwave Capital Management Greenwave Flagship Plus 2x -3.11 1,500k 4/1/2016 179 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -2.97 500k 1/1/2011 178 Typhon Capital Management, LLC Plutus Grain Strategy -2.48 250k 4/1/2008 177 Wharton Capital Management Wharton AG Futures Program -2.35 100k 9/1/2011 176 Chesapeake Capital Diversified Plus (HV) -2.10 100k 4/1/1994 175 Davis Commodities, LLC Davis Trading Program -1.96 250k 1/1/2016 174 Leibniz Group SWARM -1.76 100k 9/1/2015 173 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.67 250k 5/1/2011 172 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -1.67 100k 1/1/2014 171 Greenwave Capital Management Greenwave Flagship Plus -1.61 1,000k 6/1/2008 170 Schot Capital Multi Diversified Program -1.58 1,000k 1/1/2016 169 ML Systems LLC Sledon Classic (Client) -1.57 300k 8/1/2014 168 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.47 1,000k 3/1/2003 167 Glendorn Capital Management LLC MultiWeek Trading Strategy -1.28 1,500k 10/1/2016 166 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.25 20,000k 5/1/2013 165 Vortex Currency Program -1.18 500k 1/1/2014 164 Leibniz Group Enhanced Intelligence Strategy -1.07 100k 1/1/2016 163 Bocken Trading LLC Discretionary Trading Program -1.01 100k 7/1/2011 162 R Best LLC World Select Program -0.97 2,000k 4/1/2016 161 Typhon Capital Management, LLC Vulcan Metals Strategy -0.90 2,000k 11/1/2011 160 Red Rock Capital, LLC Commodity Long-Short -0.88 500k 9/1/2013 159 Melissinos Trading Eupatrid Global Trends -0.85 50k 1/1/2011 158 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.82 5,000k 11/1/2012 157 dormouse Limited dormouse - Managed Account -0.82 10,000k 7/1/2011 156 Aquantum Aquantum Commodity Spread Program (ACS) -0.70 5,000k 7/1/2013 155 Tlaloc Capital LLC Grains Program -0.69 1,000k 4/1/2010 154 Anderson Creek Trading Standard Diversified Strategy -0.68 250k 7/1/2014 153 Superfund Group Superfund Red One SP I - Class A EUR -0.66 10k 1/1/2017 152 Eamon Capital Zephyr Program -0.65 600k 1/1/2016 151 dormouse Limited dormouse Fund B Shares -0.63 10,000k 8/1/2016 150 dormouse Limited dormouse Fund A Shares -0.63 1,000k 1/1/2017 149 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.55 500k 6/1/2007 148 NickJen Capital Management & Consultants LLC NRD-1 -0.55 1,000k 4/1/2008 147 Superfund Group Superfund Red One SP I - Class A USD -0.49 10k 1/1/2017 146 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.48 250k 7/1/2015 145 Superfund Group Superfund Green GOLD SICAV -0.48 20k 1/1/2017 144 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.41 100k 11/1/2013 143 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -0.39 50k 9/1/2009 142 Carbide Capital Inc. Carbide Hedge Progam -0.36 1,000k 9/1/2016 141 Warrington Asset Management Warrington Strategic Program -0.29 50k 1/1/1997 140 Blake Capital Management, Inc. SRD Currencies -0.28 100k 3/1/2013 139 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -0.26 500k 10/1/2014 138 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.24 5,000k 9/1/2009 137 ProfitScore Capital Management Long/Short US Treasury -0.23 10,000k 10/1/2015 136 Independent View IV Quantitative Futures Fund -0.22 100k 11/1/2012 135 Seven Capital Management Seven Absolute Return -0.20 100k 6/1/2009 134 Superfund Group Superfund Red EUR SICAV -0.18 10k 3/1/2013 133 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 132 Genio Capital Ltd. Genio PRIMO Systematic Macro Program -0.17 2,000k 7/1/2016 131 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -0.15 5,000k 9/1/2009 130 Typhon Capital Management, LLC Zephyrus Livestock Strategy -0.14 500k 1/1/2017 129 ISAM ISAM Systematic Trend (Levitas) -0.14 1,000k 5/1/2010 128 Covenant Capital Management Tactical Growth Program -0.11 100k 1/1/2017 127 Certeza Asset Management Macro Vega -0.11 1,000k 1/1/2012 126 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.10 250k 5/1/2013 125 Blake Capital Management, Inc. SRD Short Equities -0.06 100k 1/1/2011 124 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.06 10,000k 10/1/1993 99 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 101 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 123 Rivoli Fund Management Long/Short Bond Fund (Class P) 0.00 5,000k 12/1/2001 106 Trigon Investment Advisors, LLC Foreign Exchange Program 0.00 5,000k 8/1/2000 116 Worldwide Capital Strategies Profit Quest Macro World 0.00 100k 1/1/2010 100 Purple Valley Capital, Inc. Diversified Trend 1 0.00 100k 8/1/2008 110 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 102 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 104 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 105 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 114 GammaQ Breckhurst Commodity Fund 0.00 1,000k 10/1/2006 103 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.00 10,000k 2/1/2006 122 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.00 250k 10/1/2010 107 Soaring Pelican, LLC Diversified S&P Program 0.00 100k 1/1/2011 115 QTS Capital Management, LLC Tail Reaper 0.00 100k 8/1/2012 108 Urban Tree Capital, LLC UTC Plus (Client) 0.00 100k 3/1/2013 111 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 120 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 109 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.00 100k 4/1/2014 118 JTM Capital Management LLC JTM Absolute Return Strategy 0.00 100k 10/1/2016 119 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.00 1,000k 2/1/2015 121 Alder Capital DAC CALM Eurozone Equity Program 0.00 100k 5/1/2015 112 Meliora Capital LLP Commodity Absolute Return (1x) 0.00 250k 11/1/2014 113 M&R Capital, LLC Livestock Trading Program 0.00 100k 1/1/2015 117 Buckingham Global Advisors, LLC Weekly Emini Program 0.00 200k 3/1/2015 98 Superfund Group Superfund Red USD SICAV 0.07 10k 3/1/2013 97 Metolius Capital LLC Metolius Diversified 0.09 100k 6/1/2010 96 Emil van Essen Multi-Strategy Program 0.10 6,000k 5/1/2014 95 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.13 250k 11/1/1996 94 EMC Capital Advisors, LLC EMC Alpha Program 0.15 5,000k 6/1/2013 93 Emil van Essen Spread Trading Program Limited 0.15 5,000k 7/1/2013 92 Bulkara Capital Bulkara Systematic Fund SP 0.15 250k 4/1/2014 91 Crediton Hill LLC Crediton Hill Managed Account Program 0.17 250k 8/1/2013 90 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.19 60k 9/1/2016 89 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.20 3,000k 5/1/2014 88 Global Sigma Group, LLC Global Sigma BondVOL LP 0.29 1,000k 4/1/2015 87 Eclipse Capital Management Alpha Asia 0.34 25,000k 1/1/2015 86 Cauldron Investments, LLC Cauldron Systematic 0.39 500k 1/1/2017 85 Warrington Asset Management Tactical Program Client 0.45 500k 2/1/2015 84 Sector Arc Advisors Global Lean Hog Ag 0.47 250k 10/1/2015 83 NuWave Investment Management, LLC Commodity Value Portfolio 0.48 2,000k 10/1/2014 82 Prolific Capital Markets, LLC Prolific Swiss System 0.51 10,000k 1/1/2014 81 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.52 100k 10/1/2011 80 R Best LLC R Best Private Client Program 0.52 50k 2/1/2010 79 Metolius Capital LLC Metolius Enhanced Fund 0.52 40k 6/1/2015 78 Carbide Capital Inc. Carbide Absolute Return Program 0.57 200k 9/1/2014 77 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.62 3,000k 5/1/2010 76 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.64 100k 4/1/2015 75 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.65 2,000k 7/1/2016 74 Pearl Capital Advisors, LLC Hedged VIX Program 0.68 500k 10/1/2015 73 Gregory P Asset Management LLC Alternative Multi Strategy 0.72 500k 11/1/2012 72 Tianyou Asset Management, LLC Tianyou Fund LP 0.73 100k 10/1/2012 71 361 Capital LLC 361 Global Managed Futures Strategy Fund 0.73 2,000k 3/1/2014 70 Garraway Capital Management LLP Garraway Financial Trends 0.75 100k 9/1/2012 69 Welton Investment Partners Welton Trend 0.76 25,000k 10/1/2012 68 Gregory P Asset Management LLC Low Volatility Income Strategy 0.77 100k 5/1/2015 67 Schindler Capital Management, LLC Dairy Advantage Program 0.81 400k 8/1/2005 66 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.82 3,000k 9/1/2015 65 Jaguar Investments Ltd Aegir Capital Strategy 0.83 1,000k 1/1/2012 64 John Locke Investments Cyril Systematic UCITS Fund 0.83 8,000k 7/1/2000 63 Demeter Capital Management Livestock & Grain Trading Program 0.83 50k 3/1/2010 62 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.86 1,000k 3/1/2003 61 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.88 1k 10/1/2006 60 FORT LP Fort Global Diversified 0.89 2,000k 10/1/1993 59 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.93 500k 1/1/2015 58 Emil van Essen Long-Short Commodity Program 1.01 1,000k 6/1/2013 57 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 1.04 5,000k 9/1/2013 56 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 1.05 1,000k 1/1/2015 55 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.09 1,000k 3/1/2007 54 H2O AM LLP Arctic Blue Commodity Program (2x) 1.10 1,000k 6/1/2014 53 Turk Capital LLC US Market Hedge Strategy 1.11 250k 11/1/2015 52 FORT LP Fort Global Contrarian 1.16 2,000k 10/1/2002 51 Estlander & Partners Freedom 1.17 20,000k 8/1/2010 50 Vivienne Investissement OUESSANT UCITS FUND (A) 1.18 100k 5/1/2012 49 Dynamica Global Investments Dynamica Commodity Trading Strategy 1.19 500k 9/1/2015 48 Tom Capital AG Tom Capital Growth Fund 1.20 5,000k 12/1/2015 47 County Cork LLC RLA I 1.20 500k 1/1/2009 46 Rosetta Capital Management Macro Program 1.20 50k 1/1/2009 45 QTS Capital Management, LLC QTS Partners, L.P. 1.21 100k 1/1/2011 44 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.22 1,000k 1/1/2013 43 Aleph Strategies LLC Aleph Options 1.24 100k 1/1/2016 42 Aquantum ACS Energies 1.25 5,000k 1/1/2017 41 HPX Financial LLC HPX Old School Program 1.32 200k 6/1/2006 40 Automaton Trading LLC Diversified 1.39 500k 7/1/2014 39 Quantica Capital AG 1X Quantica Managed Futures Fund 1.40 100k 1/1/2014 38 Orion Asset Management Algorithmic Trading Program 1.43 10k 1/1/2013 37 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 1.46 250k 2/1/2016 36 DUNN Capital Management DUNN WMA Institutional Program 1.47 100k 10/1/2011 35 Typhon Capital Management, LLC Helios Deutsche 1.48 250k 4/1/2014 34 Amapa Capital Advisors LLC Energy Program 1.74 1,000k 2/1/2015 33 Leibniz Group Systematic Intelligence Vol 10 1.91 3,000k 8/1/2011 32 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.92 1k 6/1/2009 31 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.92 100k 2/1/2010 30 Silicon Valley Quantitative Advisors UQP Large 1.92 500k 1/1/2009 29 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.93 1,000k 5/1/2015 28 Aspect Capital Aspect Diversified Fund - Class A (USD) 2.02 100k 12/1/1998 27 Bensboro Advisors, LLC Seasonal Spread Trading Program 2.04 500k 1/1/2015 26 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.30 250k 10/1/2011 25 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 2.34 40k 1/1/2016 24 County Cork LLC County Cork Macro Equity Hedge 2.36 1,000k 2/1/2016 23 514 Capital Partners 514 Fund 2.40 100k 11/1/2013 22 Turk Capital LLC US Equity Long/Short Strategy 2.42 250k 4/1/2014 21 Evergreen Commodity Advisors, LLC Discretionary 2.48 100k 1/1/2015 20 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.65 5,000k 6/1/2010 19 Superfund Group Superfund Green EUR SICAV 2.66 5k 1/1/2017 18 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.67 200k 2/1/2016 17 Linnis Linnis ONE, LP 2.67 100k 8/1/2014 16 Quantica Capital AG 2X Quantica Managed Futures Fund 2.70 100k 1/1/2014 15 Whitmore Capital Management LLC Whitmore Capital LP 2.83 250k 6/1/2012 14 Superfund Group Superfund Green USD SICAV 2.85 5k 1/1/2017 13 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.16 50k 7/1/2011 12 Emil van Essen Long-Short Commodity Program - Accelerated 3.18 200k 5/1/2014 11 Pinstripe Trading, LLC Standard 3.27 125k 8/1/2009 10 Vivienne Investissement MACH 3 3.54 100k 6/1/2015 9 Tomas Capital Pty Ltd GCAF | USD 3.64 1,500k 7/1/2011 8 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.65 10,000k 3/1/1998 7 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.66 1,000k 10/1/2016 6 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.75 1,000k 5/1/2014 5 SpreadEdge Capital, LLC Diversified Seasonal Spreads 3.79 100k 12/1/2014 4 Blackheath Fund Management Inc. Tactical FI Strategy 3.87 50k 10/1/2011 3 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 4.35 250k 10/1/2009 2 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 5.55 1,000k 12/1/2014 1 Glenhaven Capital LLC Glenhaven Global II LP 8.58 25k 4/1/2012 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.