IASG CTA Index For December 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 Dec 2019 Min Inv Inception 192 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -5.62 10,000k 2/1/2008 191 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -5.25 1,500k 12/1/2014 190 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.63 20,000k 5/1/2013 189 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.34 5,000k 6/1/2010 188 NuWave Investment Management, LLC NuWave Matrix Portfolio -4.14 3,000k 9/1/2015 187 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -3.95 1,000k 1/1/2015 186 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -3.93 5,000k 9/1/2013 185 Glendorn Capital Management LLC MultiWeek Trading Strategy -3.45 1,500k 10/1/2016 184 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -3.26 10,000k 2/1/2006 183 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -3.01 10,000k 4/1/2004 182 FTC Capital GmbH FTC Futures Fund Classic (USD) -2.76 250k 10/1/2010 181 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.54 3,000k 5/1/2010 180 Vivienne Investissement MACH 3 -2.47 100k 6/1/2015 179 Covenant Capital Management Tactical Growth Program -2.34 100k 1/1/2017 178 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.12 10,000k 3/1/2003 177 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -2.02 1,000k 1/1/2013 176 Welton Investment Partners Welton Trend -1.99 25,000k 10/1/2012 175 Evergreen Commodity Advisors, LLC Discretionary -1.91 100k 1/1/2015 174 Amapa Capital Advisors LLC Energy Program -1.90 1,000k 2/1/2015 173 Seven Capital Management Seven Absolute Return -1.84 100k 6/1/2009 172 Quantica Capital AG 2X Quantica Managed Futures Fund -1.60 100k 1/1/2014 171 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -1.60 250k 2/1/2016 170 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.58 100k 2/1/2010 169 Eamon Capital Zephyr Program -1.48 300k 1/1/2016 168 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.25 1k 6/1/2009 167 Emil van Essen Long-Short Commodity Program - Accelerated -1.21 200k 5/1/2014 166 M&R Capital, LLC Livestock Trading Program -1.17 100k 1/1/2015 165 Sector Arc Advisors Global Lean Hog Ag -1.15 250k 10/1/2015 164 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.10 250k 5/1/2011 163 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.09 1,000k 5/1/2014 162 Urban Tree Capital, LLC UTC Plus (Client) -1.06 100k 3/1/2013 161 Vivienne Investissement OUESSANT UCITS FUND (A) -1.06 100k 5/1/2012 160 Demeter Capital Management Livestock & Grain Trading Program -1.00 50k 3/1/2010 159 John Locke Investments Cyril Systematic UCITS Fund -0.96 500k 7/1/2000 158 FORT LP Fort Global Contrarian -0.83 2,000k 10/1/2002 157 County Cork LLC RLA I -0.81 500k 1/1/2009 156 SpreadEdge Capital, LLC Diversified Seasonal Spreads -0.78 100k 12/1/2014 155 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.77 2,000k 7/1/2016 154 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.74 100k 12/1/1998 153 Quantica Capital AG 1X Quantica Managed Futures Fund -0.70 100k 1/1/2014 152 Certeza Asset Management Macro Vega -0.67 1,000k 1/1/2012 151 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.66 1k 10/1/2006 150 Meliora Capital LLP Commodity Absolute Return (1x) -0.60 250k 11/1/2014 149 Typhon Capital Management, LLC Helios Deutsche -0.59 250k 4/1/2014 148 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -0.56 250k 11/1/1996 147 361 Capital LLC 361 Global Managed Futures Strategy Fund -0.39 2,000k 3/1/2014 146 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.37 10,000k 3/1/2002 145 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.37 500k 6/1/2007 144 FORT LP Fort Global Diversified -0.36 2,000k 3/1/2002 143 Soaring Pelican, LLC Diversified S&P Program -0.35 100k 1/1/2011 142 Eclipse Capital Management Alpha Asia -0.26 25,000k 1/1/2015 141 Carbide Capital Inc. Carbide Hedge Progam -0.25 500k 9/1/2016 140 Anderson Creek Trading Standard Diversified Strategy -0.24 250k 7/1/2014 139 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 138 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.16 100k 10/1/2011 137 DUNN Capital Management DUNN WMA Institutional Program -0.15 100k 10/1/2011 136 Typhon Capital Management, LLC Zephyrus Livestock Strategy -0.14 500k 1/1/2017 135 JTM Capital Management LLC JTM Absolute Return Strategy -0.12 100k 10/1/2016 134 HPX Financial LLC HPX Old School Program -0.03 200k 6/1/2006 133 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.02 250k 7/1/2015 132 Crabel Capital Management WPD Crabel Futures Program -0.01 1,000k 7/1/2008 111 Superfund Group Superfund Red EUR SICAV 0.00 10k 3/1/2013 112 Superfund Group Superfund Red USD SICAV 0.00 10k 3/1/2013 114 Whitmore Capital Management LLC Whitmore Capital LP 0.00 250k 6/1/2012 117 Gamma Q Breckhurst Commodity Fund 0.00 1,000k 10/1/2006 113 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 120 Superfund Group Superfund Green EUR SICAV 0.00 5k 1/1/2017 121 Superfund Group Superfund Green USD SICAV 0.00 5k 1/1/2017 122 Superfund Group Superfund Green SILVER SICAV 0.00 20k 1/1/2017 123 Superfund Group Superfund Green GOLD SICAV 0.00 20k 1/1/2017 124 Superfund Group Superfund Red One SP I - Class A EUR 0.00 10k 1/1/2017 125 Superfund Group Superfund Red One SP I - Class A USD 0.00 10k 1/1/2017 126 Superfund Group Superfund Red One SP I - Class A Gold 0.00 10k 1/1/2017 127 Superfund Group Superfund Red One SP I - Class A Silver 0.00 10k 1/1/2017 118 QTS Capital Management, LLC Tail Reaper 0.00 500k 8/1/2012 115 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.00 1,000k 5/1/2015 116 Wharton Capital Management Wharton AG Futures Program 0.00 100k 9/1/2011 109 Blake Capital Management, Inc. SRD Currencies 0.00 100k 3/1/2013 110 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.00 100k 11/1/2013 107 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 108 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 129 Greenwave Capital Management Greenwave Flagship Plus 2x 0.00 1,500k 4/1/2016 128 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 130 Leibniz Group SWARM (Return on Margin) 0.00 1,500k 9/1/2015 131 Rivoli Fund Management Long/Short Bond Fund (Class P) 0.00 5,000k 12/1/2001 119 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 106 Warrington Asset Management Warrington Strategic Program 0.02 50k 1/1/1997 105 R Best LLC R Best Private Client Program 0.05 50k 2/1/2010 104 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.06 500k 10/1/2014 103 Emil van Essen Long-Short Commodity Program 0.07 1,000k 6/1/2013 102 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.07 1,000k 10/1/2016 101 ML Systems LLC Sledon Classic (Client) 0.08 300k 8/1/2014 100 Crabel Capital Management Crabel Multi-Product 0.08 1,000k 3/1/1998 99 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.13 10,000k 3/1/1998 98 ISAM ISAM Systematic Trend (Levitas) 0.15 1,000k 5/1/2010 97 Chesapeake Capital Diversified Plus (HV) 0.23 100k 4/1/1994 96 Melissinos Trading Eupatrid Global Trends 0.26 50k 1/1/2011 95 Leibniz Group Systematic Intelligence Vol 10 0.26 3,000k 8/1/2011 94 Schindler Capital Management, LLC Dairy Advantage Program 0.28 400k 8/1/2005 93 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.39 250k 10/1/2009 92 Warrington Asset Management Tactical Program Client 0.39 500k 2/1/2015 91 NickJen Capital Management & Consultants LLC NRD-1 0.43 1,000k 4/1/2008 90 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.45 100k 4/1/2014 89 Blackheath Fund Management Inc. Tactical FI Strategy 0.51 50k 10/1/2011 88 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 0.58 2,000k 7/1/2016 87 Trigon Investment Advisors, LLC Discretionary Macro Program 0.58 10,000k 8/1/2007 86 AP Futures, LLC Volatility Trading Program 0.61 100k 2/1/2017 85 Alder Capital DAC CALM Eurozone Equity Program 0.62 100k 5/1/2015 84 Estlander & Partners Alpha Trend II - Class P 0.64 100k 12/1/2008 83 Greenwave Capital Management Greenwave Flagship Plus 0.66 1,000k 6/1/2008 82 Global Sigma Group, LLC Global Sigma BondVOL LP 0.67 1,000k 4/1/2015 81 NuWave Investment Management, LLC Commodity Value Portfolio 0.69 2,000k 10/1/2014 80 Crediton Hill LLC Crediton Hill Managed Account Program 0.70 250k 8/1/2013 79 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.81 500k 1/1/2011 78 Jaguar Investments Ltd Aegir Capital Strategy 0.83 1,000k 1/1/2012 77 Carbide Capital Inc. Carbide Absolute Return Program 0.83 200k 9/1/2014 76 Tlaloc Capital LLC Grains Program 0.86 1,000k 4/1/2010 75 QTS Capital Management, LLC QTS Partners, L.P. 0.87 100k 1/1/2011 74 Automaton Trading LLC Diversified 0.87 500k 7/1/2014 73 R Best LLC World Select Program 0.91 2,000k 4/1/2016 72 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.01 100k 4/1/2015 71 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 1.04 100k 7/1/2013 70 Turk Capital LLC US Market Hedge Strategy 1.05 100k 11/1/2015 69 Worldwide Capital Strategies Profit Quest Macro World 1.11 100k 1/1/2010 68 Gregory P Asset Management LLC Low Volatility Income Strategy 1.12 100k 5/1/2015 67 Buckingham Global Advisors, LLC Weekly Emini Program 1.13 200k 3/1/2015 66 Independent View IV Quantitative Futures Fund 1.23 100k 11/1/2012 65 Aquantum ACS Energies 1.25 5,000k 1/1/2017 64 514 Capital Partners 514 Fund 1.25 100k 11/1/2013 63 Bensboro Advisors, LLC Seasonal Spread Trading Program 1.31 500k 1/1/2015 62 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.32 5,000k 9/1/2009 61 RCMA Capital LLP Merchant Commodity Fund 1.47 1,000k 6/1/2004 60 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 1.48 5,000k 9/1/2009 59 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.52 10,000k 3/1/2007 58 EMC Capital Advisors, LLC EMC Alpha Program 1.54 5,000k 6/1/2013 57 Typhon Capital Management, LLC Vulcan Metals Strategy 1.55 2,000k 11/1/2011 56 Davis Commodities, LLC Davis Trading Program 1.57 250k 1/1/2016 55 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.59 250k 10/1/2011 54 Aquantum Aquantum Commodity Spread Program (ACS) 1.59 5,000k 7/1/2013 53 H2O AM LLP Arctic Blue Commodity Program (2x) 1.70 1,000k 6/1/2014 52 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.74 100k 10/1/2012 51 Emil van Essen Multi-Strategy Program 1.79 6,000k 5/1/2014 50 Tom Capital AG Tom Capital Growth Fund 1.80 5,000k 12/1/2015 49 Metolius Capital LLC Metolius Diversified 1.84 100k 6/1/2010 48 dormouse Limited dormouse - Managed Account 1.90 20,000k 7/1/2011 47 EMC Capital Advisors, LLC EMC Alpha Plus Program 2.02 3,000k 5/1/2014 46 County Cork LLC County Cork Macro Equity Hedge 2.05 1,000k 2/1/2016 45 Buttonwood LLC Energy Diversified 1 2.12 100k 7/1/2014 44 Bulkara Capital Bulkara Systematic Fund SP 2.14 250k 4/1/2014 43 Bocken Trading LLC Discretionary Trading Program 2.15 100k 7/1/2011 42 Emil van Essen Spread Trading Program Limited 2.17 5,000k 7/1/2013 41 Leibniz Group Enhanced Intelligence Strategy 2.26 100k 1/1/2016 40 Turk Capital LLC US Equity Long/Short Strategy 2.29 100k 4/1/2014 39 Aleph Strategies LLC Aleph Options 2.33 100k 1/1/2016 38 dormouse Limited dormouse Fund B Shares 2.36 10,000k 8/1/2016 37 dormouse Limited dormouse Fund A Shares 2.36 1,000k 1/1/2017 36 AG Capital Management Partners, LP Discretionary Global Macro Program 2.44 5,000k 10/1/2014 35 Typhon Capital Management, LLC Plutus Grain Strategy 2.50 250k 4/1/2008 34 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 2.51 400k 2/1/2016 33 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.56 10,000k 3/1/2003 32 Cauldron Investments, LLC Cauldron Systematic 2.60 500k 1/1/2017 31 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 2.63 60k 9/1/2016 30 Schot Capital Multi Diversified Program 2.72 1,000k 1/1/2016 29 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.73 5,000k 11/1/2012 28 Silicon Valley Quantitative Advisors UQP Large 2.74 500k 1/1/2009 27 Prolific Capital Markets, LLC Prolific Swiss System 2.78 10,000k 1/1/2014 26 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 2.79 40k 1/1/2016 25 Dynamica Global Investments Dynamica Commodity Trading Strategy 2.91 500k 9/1/2015 24 J8 Capital Management LLP J8 Global Absolute Return Strategy 3.06 3,000k 1/1/2015 23 Pearl Capital Advisors, LLC Hedged VIX Program 3.10 500k 10/1/2015 22 Ditsch Trading, LLC Agricultural Trading Program 3.28 100k 1/1/2011 21 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.30 250k 5/1/2013 20 Estlander & Partners Freedom 3.37 20,000k 8/1/2010 19 Gregory P Asset Management LLC Alternative Multi Strategy 3.54 500k 11/1/2012 18 Sandpiper Asset Management Sandpiper Global Macro Program 3.71 1,000k 8/1/2012 17 Pinstripe Trading, LLC Standard 3.88 125k 8/1/2009 16 Robust Methods LLC Macro Managed Account 3.90 5,000k 1/1/2005 15 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.96 50k 9/1/2009 14 Trigon Investment Advisors, LLC Foreign Exchange Program 4.09 5,000k 8/1/2000 13 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.22 100k 1/1/2014 12 Linnis Linnis ONE, LP 4.25 100k 8/1/2014 11 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 4.28 100k 2/1/2017 10 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.66 50k 7/1/2011 9 Metolius Capital LLC Metolius Enhanced Fund 4.91 40k 6/1/2015 8 Tomas Capital Pty Ltd GCAF | USD 5.19 1,500k 7/1/2011 7 Red Rock Capital, LLC Commodity Long-Short 5.24 500k 9/1/2013 6 Vortex Currency Program 5.53 500k 1/1/2014 5 Leibniz Group SWARM 5.55 100k 9/1/2015 4 Future Trade AG Thales Swing Trading Programme 8.46 250k 6/1/2007 3 Purple Valley Capital, Inc. Diversified Trend 1 10.08 100k 8/1/2008 2 Dreiss Research Corporation Diversified Program 12.09 1,000k 5/1/1991 1 Glenhaven Capital LLC Glenhaven Global II LP 13.35 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.