IASG CTA Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
215 Glenhaven Capital LLC
Glenhaven Global II LP
-5.94 25k 4/1/2012
214 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-5.54 200k 2/1/2016
213 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
212 Urban Tree Capital, LLC
UTC Plus (Client)
-4.47 100k 3/1/2013
211 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.31 20,000k 5/1/2013
210 RCMA Capital LLP
Merchant Commodity Fund
-4.20 1,000k 6/1/2004
209 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-4.18 10,000k 2/1/2006
208 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-4.11 1,000k 9/1/2012
207 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
206 Tlaloc Capital LLC
Grains Program
-3.79 1,000k 4/1/2010
205 Wharton Capital Management
Wharton AG Futures Program
-3.48 100k 9/1/2011
204 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
203 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-3.33 10,000k 4/1/2004
202 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.11 1,000k 5/1/2015
201 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.97 100k 11/1/2013
200 John Locke Investments
Cyril Systematic UCITS Fund
-2.88 8,000k 7/1/2000
199 Metolius Capital LLC
Metolius Enhanced Fund
-2.79 40k 6/1/2015
198 Vortex
Currency Program
-2.58 500k 1/1/2014
197 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-2.51 10,000k 2/1/2008
196 Demeter Capital Management
Livestock & Grain Trading Program
-2.44 50k 3/1/2010
195 Crabel Capital Management
Crabel Multi-Product
-2.44 1,000k 3/1/1998
194 Gregory P Asset Management LLC
Alternative Multi Strategy
-2.39 500k 11/1/2012
193 Emil van Essen
Spread Trading Program Limited
-2.39 5,000k 7/1/2013
192 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.24 3,000k 9/1/2015
191 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
190 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-2.16 500k 9/1/2015
189 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
188 Greenwave Capital Management
Greenwave Flagship Plus 2x
-2.13 1,500k 4/1/2016
187 Independent View
IV Quantitative Futures Fund
-2.08 100k 11/1/2012
186 Rosetta Capital Management
Macro Program
-2.07 50k 1/1/2009
185 Davis Commodities, LLC
Davis Trading Program
-1.99 250k 1/1/2016
184 QTS Capital Management, LLC
Tail Reaper
-1.93 100k 8/1/2012
183 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-1.89 500k 5/1/2013
182 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
181 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
180 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
179 Ditsch Trading, LLC
Agricultural Trading Program
-1.68 100k 1/1/2011
178 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.54 500k 9/1/2015
177 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.53 500k 10/1/2014
176 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
175 Leibniz Group
SWARM
-1.40 100k 9/1/2015
174 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.34 5,000k 8/1/2000
173 H2O AM LLP
Arctic Blue Commodity Program (2x)
-1.30 1,000k 6/1/2014
172 Robust Methods LLC
Macro Managed Account
-1.29 5,000k 1/1/2005
171 WESTCAY LLC
Tropicals Program
-1.28 250k 1/1/2014
170 Metolius Capital LLC
Metolius Diversified
-1.24 100k 6/1/2010
169 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.22 250k 4/1/2008
168 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.22 250k 10/1/2010
167 Doherty Advisors LLC
Relative Value Plus
-1.14 1,000k 7/1/2011
166 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
165 Seven Capital Management
Seven Absolute Return
-1.09 100k 6/1/2009
164 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
163 Bocken Trading LLC
Discretionary Trading Program
-1.08 100k 7/1/2011
162 Greenwave Capital Management
Greenwave Flagship Plus
-1.05 1,000k 6/1/2008
161 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.97 1,000k 3/1/2007
160 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
159 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.91 250k 10/1/2011
158 Witter & Lester, Inc.
Diversified Trading Program
-0.85 100k 4/1/2013
157 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.80 250k 5/1/2013
156 Certeza Asset Management
4x Omni
-0.69 1,000k 11/1/2014
155 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
154 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.68 500k 6/1/2007
153 Three Rock Capital Management
Global Macro Program
-0.67 1,000k 1/1/2009
152 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.64 100k 2/1/2010
151 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.62 10,000k 8/1/2007
150 Certeza Asset Management
Macro Vega
-0.54 1,000k 1/1/2012
149 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
148 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.50 500k 10/1/2015
147 Doherty Advisors LLC
Relative Value Growth
-0.49 1,000k 6/1/2003
146 Sector Arc Advisors
Global Lean Hog Ag
-0.40 250k 10/1/2015
145 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.39 3,000k 5/1/2014
144 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.39 1,000k 8/1/2012
143 Bighorn Capital Partners
Denali
-0.35 8/1/2015
142 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.35 250k 2/1/2016
141 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.34 250k 7/1/2015
140 Doherty Advisors LLC
Grey Swan Hedge
-0.34 10,000k 4/1/2010
139 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
138 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.31 2,000k 10/1/2014
137 Future Trade AG
Thales Swing Trading Programme
-0.29 250k 6/1/2007
136 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
135 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.28 100k 1/1/2014
134 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
133 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
132 NickJen Capital Management & Consultants LLC
NRD-1
-0.26 1,000k 4/1/2008
131 Jaguar Investments Ltd
Aegir Capital Strategy
-0.25 1,000k 1/1/2012
130 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
129 HPX Financial LLC
HPX Old School Program
-0.22 200k 6/1/2006
128 County Cork LLC
County Cork Macro Equity Hedge
-0.21 1,000k 2/1/2016
127 Strategic Capital Advisors LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
126 QTS Capital Management, LLC
FX Managed Account
-0.17 100k 1/1/2011
125 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
124 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-0.16 500k 1/1/2011
123 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
122 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.14 1,000k 3/1/2003
121 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.13 50k 9/1/2009
120 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.12 1,000k 10/1/2016
119 Bluegrass Capital Management
Cross Market Bias Model
-0.12 3,000k 7/1/2014
118 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.12 500k 8/1/2012
117 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.10 10,000k 7/1/2008
116 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
115 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
114 Hehmeyer Capital Management, LLC
Hehmeyer Discretionary S&P
-0.03 250k 4/1/2016
111 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
108 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
107 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
106 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
109 Ring Capital Management LLC
S&P E-Mini Select
0.00 100k 1/1/2012
110 Kopis Capital Management, LLC
Commodity Long Only
0.00 500k 1/1/2014
112 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
113 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
105 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.03 100k 11/1/2013
104 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.03 100k 10/1/2011
103 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
102 GammaQ
Commodity Program Managed Account
0.10 3,000k 4/1/2011
101 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
100 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
99 Crediton Hill LLC
Crediton Hill Managed Account Program
0.14 250k 8/1/2013
98 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
97 Leibniz Group
Enhanced Intelligence Strategy
0.17 100k 1/1/2016
96 GammaQ
Breckhurst Commodity Fund
0.20 1,000k 10/1/2006
95 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
94 Emil van Essen
Long-Short Commodity Program - Accelerated
0.22 200k 5/1/2014
93 Meliora Capital LLP
Commodity Absolute Return (1x)
0.23 250k 11/1/2014
92 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
91 Archsight Capital Partners LLC
Prometheus Trading Program
0.26 100k 10/1/2015
90 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
89 Schindler Capital Management, LLC
Dairy Advantage Program
0.26 400k 8/1/2005
88 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.28 250k 3/1/2010
87 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.29 1,000k 12/1/2014
86 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
85 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.34 2,000k 11/1/2011
84 Bulkara Capital
Bulkara Systematic Fund SP
0.35 250k 4/1/2014
83 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
82 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.38 10,000k 10/1/1993
81 ProfitScore Capital Management
Long/Short US Treasury
0.39 10,000k 10/1/2015
80 Crabel Capital Management
WPD Crabel Futures Program
0.39 1,000k 7/1/2008
79 R Best LLC
R Best Private Client Program
0.41 50k 2/1/2010
78 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
77 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
76 Strategic Capital Advisors LLC
Multi-strategy Futures Program
0.44 3,000k 5/1/2010
75 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.50 1,000k 2/1/2015
74 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
73 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.58 100k 5/1/2012
72 ML Systems LLC
Sledon Classic (Client)
0.61 300k 8/1/2014
71 Centurion Investment Management Inc.
Zero Margin Program
0.61 1,000k 5/1/2016
70 Blackheath Fund Management Inc.
Tactical FI Strategy
0.63 50k 10/1/2011
69 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
68 Buttonwood LLC
Energy Diversified 1
0.71 100k 7/1/2014
67 Soaring Pelican, LLC
Diversified S&P Program
0.76 100k 1/1/2011
66 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.76 500k 10/1/2014
65 Jaguar Investments Ltd
Ultro Capital Strategy
0.82 1,000k 1/1/2012
64 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
63 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.87 100k 7/1/2013
62 Leibniz Group
Systematic Intelligence Vol 10
0.91 3,000k 8/1/2011
61 Automaton Trading LLC
Diversified
0.93 500k 7/1/2014
60 Typhon Capital Management, LLC
Helios Deutsche
0.94 250k 4/1/2014
59 dormouse Limited
dormouse - Managed Account
0.97 10,000k 7/1/2011
58 Amapa Capital Advisors LLC
Energy Program
0.98 1,000k 2/1/2015
57 Orion Asset Management
Algorithmic Trading Program
0.99 10k 1/1/2013
56 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
55 QTS Capital Management, LLC
QTS Partners, L.P.
1.01 100k 1/1/2011
54 FORT LP
Fort Global Diversified
1.04 2,000k 10/1/1993
53 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.05 500k 4/1/2013
52 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.06 5,000k 9/1/2009
51 Doherty Advisors LLC
Compass
1.16 1,000k 6/1/2015
50 ISAM
ISAM Systematic Trend (Levitas)
1.17 1,000k 5/1/2010
49 Bluenose Capital Management, LLC
BNC EI
1.17 15k 7/1/2010
48 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.18 500k 8/1/2007
47 Millburn Ridgefield Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
46 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
1.24 5,000k 9/1/2009
45 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
44 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.25 250k 11/1/1996
43 Linnis
Linnis ONE, LP
1.27 100k 8/1/2014
42 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.30 5,000k 9/1/2013
41 Bluenose Capital Management, LLC
BNC CL
1.39 15k 12/1/2013
40 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.42 5,000k 6/1/2010
39 Melissinos Trading
Eupatrid Global Trends
1.52 50k 1/1/2011
38 Turk Capital LLC
US Market Hedge Strategy
1.52 250k 11/1/2015
37 FORT LP
Fort Global Contrarian
1.55 2,000k 10/1/2002
36 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
35 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
34 Vivienne Investissement
MACH 3
1.60 100k 6/1/2015
33 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
32 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.71 1,000k 5/1/2014
31 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
30 ROW Asset Managment
Row Diversified Fund, L.P.
1.92 1,000k 11/1/2011
29 Bluenose Capital Management, LLC
BNC BI
2.10 30k 10/1/2008
28 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.26 1,000k 1/1/2015
27 M&R Capital, LLC
Livestock Trading Program
2.33 100k 1/1/2015
26 Doherty Advisors LLC
Orion
2.50 1,000k 6/1/2015
25 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
24 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
23 Enduring Investments LLC
Enduring Commodity Alpha
2.72 500k 9/1/2015
22 Schot Capital
Multi Diversified Program
2.74 1,000k 1/1/2016
21 Whitmore Capital Management LLC
Whitmore Capital LP
2.80 250k 6/1/2012
20 Turk Capital LLC
US Equity Long/Short Strategy
2.84 250k 4/1/2014
19 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
2.94 40k 1/1/2016
18 Alder Capital DAC
CALM Eurozone Equity Program
3.10 100k 5/1/2015
17 Aquantum
Aquantum Commodity Spread Program (ACS)
3.20 5,000k 7/1/2013
16 Bensboro Advisors, LLC
Seasonal Spread Trading Program
3.39 500k 1/1/2015
15 County Cork LLC
RLA I
3.55 500k 1/1/2009
14 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.97 100k 12/1/1998
13 Red Rock Capital, LLC
Commodity Long-Short
4.29 500k 9/1/2013
12 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
11 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
10 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
4.67 100k 4/1/2014
9 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.82 5,000k 11/1/2012
8 Evergreen Commodity Advisors, LLC
Discretionary
4.92 100k 1/1/2015
7 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
6 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
5 Millburn Ridgefield Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Dreiss Research Corporation
Diversified Program
5.93 1,000k 5/1/1991
3 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
1 HASAFUMA
Börstjänaren Hedgehog
29.83 60k 5/1/2012

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.

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