IASG CTA Index For March 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 Mar 2019 Min Inv Inception 206 HASAFUMA Hedgehog -32.26 60k 5/1/2012 205 HASAFUMA La Cucaracha -16.28 300k 9/1/2013 204 Purple Valley Capital, Inc. Diversified Trend 1 -12.08 100k 8/1/2008 203 HASAFUMA FX Momentum -7.85 20k 7/1/2012 202 Eclipse Capital Management Alpha Asia -4.21 25,000k 1/1/2015 201 Sandpiper Asset Management Sandpiper Global Macro Program -4.05 1,000k 8/1/2012 200 Trigon Investment Advisors, LLC Foreign Exchange Program -3.90 5,000k 8/1/2000 199 Alee Capital Management, LLC Mistral Program -3.79 2,500k 1/1/1999 198 Silicon Valley Quantitative Advisors UQP Large -3.67 500k 1/1/2009 197 514 Capital Partners 514 Fund -3.55 100k 11/1/2013 196 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -3.35 10,000k 3/1/2007 195 Red Rock Capital, LLC Commodity Long-Short -3.07 500k 9/1/2013 194 Anderson Creek Trading Standard Diversified Strategy -3.00 250k 7/1/2014 193 Robust Methods LLC Macro Managed Account -2.89 5,000k 1/1/2005 192 HASAFUMA Heavy Metal -2.82 20k 9/1/2014 191 DeltaHedge VIXVOX 1 -2.81 250k 8/1/2015 190 Davis Commodities, LLC Davis Trading Program -2.81 250k 1/1/2016 189 Greenwave Capital Management Greenwave Flagship Discretionary Plus -2.76 1,000k 9/1/2012 188 DeltaHedge VIXVOX 2 -2.62 250k 8/1/2015 187 Pearl Capital Advisors, LLC Hedged VIX Program -2.53 500k 10/1/2015 186 Typhon Capital Management, LLC Plutus Grain Strategy -2.33 250k 4/1/2008 185 Enduring Investments LLC Enduring Commodity Alpha -2.00 500k 9/1/2015 184 Estlander & Partners Alpha Trend II - Class P -1.93 100k 12/1/2008 183 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.91 5,000k 6/1/2010 182 H2O AM LLP Arctic Blue Commodity Program (2x) -1.90 1,000k 6/1/2014 181 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -1.85 100k 11/1/2013 180 Eamon Capital Zephyr Program -1.83 600k 1/1/2016 179 Amapa Capital Advisors LLC Energy Program -1.60 1,000k 2/1/2015 178 Typhon Capital Management, LLC Helios Deutsche -1.56 250k 4/1/2014 177 Trigon Investment Advisors, LLC Discretionary Macro Program -1.54 10,000k 8/1/2007 176 M&R Capital, LLC Livestock Trading Program -1.46 100k 1/1/2015 175 Meliora Capital LLP Commodity Absolute Return (1x) -1.44 250k 11/1/2014 174 Emil van Essen Long-Short Commodity Program -1.35 1,000k 6/1/2013 173 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -1.32 5,000k 9/1/2013 172 HPX Financial LLC HPX Old School Program -1.29 200k 6/1/2006 171 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -1.24 5,000k 9/1/2009 170 Centurion Investment Management Inc. Zero Margin Program -1.20 1,000k 5/1/2016 169 R Best LLC R Best Private Client Program -1.19 50k 2/1/2010 168 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -1.18 500k 1/1/2011 167 Soaring Pelican, LLC Diversified S&P Program -1.11 100k 1/1/2011 166 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -0.98 5,000k 9/1/2009 165 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.97 10,000k 3/1/2003 164 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.92 250k 3/1/2010 163 Typhon Capital Management, LLC Chiron Currency Program -0.91 250k 2/1/2008 162 Greenwave Capital Management Greenwave Flagship Plus 2x -0.82 1,500k 4/1/2016 161 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.81 100k 11/1/2013 160 Evergreen Commodity Advisors, LLC Discretionary -0.80 100k 1/1/2015 159 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.70 250k 5/1/2013 158 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.49 500k 9/1/2015 157 Greenwave Capital Management Greenwave Flagship Plus -0.37 1,000k 6/1/2008 156 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.32 25k 2/1/2016 155 Jaguar Investments Ltd Aegir Capital Strategy -0.31 1,000k 1/1/2012 154 County Cork LLC RLA I -0.24 500k 1/1/2009 153 Future Trade AG Thales Swing Trading Programme -0.24 250k 6/1/2007 152 Pinstripe Trading, LLC Standard -0.23 125k 8/1/2009 151 NuWave Investment Management, LLC Commodity Value Portfolio -0.23 2,000k 10/1/2014 150 Tom Capital AG Tom Capital Growth Fund -0.20 5,000k 12/1/2015 149 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -0.20 500k 8/1/2007 148 NickJen Capital Management & Consultants LLC NRD-1 -0.18 1,000k 4/1/2008 147 Jaguar Investments Ltd Ultro Capital Strategy -0.17 1,000k 1/1/2012 146 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -0.14 500k 10/1/2014 145 Third Street Ag Investments, LLC Fundamental Discretionary Ag -0.13 500k 8/1/2012 144 Bluegrass Capital Management Cross Market Bias Model -0.08 3,000k 7/1/2014 143 HASAFUMA Micro Macro -0.05 25k 6/1/2013 142 Hehmeyer Capital Management, LLC Hehmeyer Discretionary S&P -0.05 250k 4/1/2016 141 QTS Capital Management, LLC FX Managed Account -0.05 100k 1/1/2011 140 Independent View IV Quantitative Futures Fund -0.04 100k 11/1/2012 139 Blake Capital Management, Inc. SRD Currencies -0.04 100k 3/1/2013 138 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.03 10,000k 7/1/2008 126 GammaQ Commodity Program Managed Account 0.00 3,000k 4/1/2011 127 Trading Study SPK – E-Mini S&P 500 Option 0.00 15k 10/1/2009 135 Leibniz Group SWARM 0.00 100k 9/1/2015 136 Leibniz Group Enhanced Intelligence Strategy 0.00 100k 1/1/2016 128 WESTCAY LLC Tropicals Program 0.00 250k 1/1/2014 129 Doherty Advisors LLC Grey Swan Hedge 0.00 10,000k 4/1/2010 130 Doherty Advisors LLC Compass 0.00 1,000k 6/1/2015 131 Doherty Advisors LLC Relative Value Growth 0.00 1,000k 6/1/2003 133 Doherty Advisors LLC Relative Value Plus 0.00 1,000k 7/1/2011 124 Witter & Lester, Inc. Diversified Trading Program 0.00 100k 4/1/2013 125 Wharton Capital Management Wharton AG Futures Program 0.00 100k 9/1/2011 115 Bluenose Capital Management, LLC BNC CL 0.00 15k 12/1/2013 116 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.00 500k 5/1/2013 117 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.00 100k 7/1/2013 114 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 108 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 110 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 111 Bluenose Capital Management, LLC BNC EI 0.00 15k 7/1/2010 112 Bluenose Capital Management, LLC BNC BI 0.00 30k 10/1/2008 113 Tlaloc Capital LLC Grains Program 0.00 1,000k 4/1/2010 132 Doherty Advisors LLC Orion 0.00 1,000k 6/1/2015 134 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 137 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.00 250k 10/1/2010 118 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 119 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.00 100k 10/1/2011 120 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 109 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 123 Linnis Linnis ONE, LP 0.00 100k 8/1/2014 121 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 122 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 107 Gregory P Asset Management LLC Low Volatility Income Strategy 0.07 100k 5/1/2015 106 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.10 1,000k 2/1/2015 105 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.11 250k 5/1/2011 104 QTS Capital Management, LLC QTS Partners, L.P. 0.18 100k 1/1/2011 103 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.19 250k 7/1/2015 102 ML Systems LLC Sledon Classic (Client) 0.21 300k 8/1/2014 101 Rosen Capital Advisors, LLC Rosen V Master Fund, LP 0.22 500k 4/1/2013 100 Sector Arc Advisors Global Lean Hog Ag 0.22 250k 10/1/2015 99 Crediton Hill LLC Crediton Hill Managed Account Program 0.24 250k 8/1/2013 98 QTS Capital Management, LLC Tail Reaper 0.29 500k 8/1/2012 97 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.32 250k 10/1/2009 96 Bocken Trading LLC Discretionary Trading Program 0.35 100k 7/1/2011 95 Vortex Currency Program 0.35 500k 1/1/2014 94 Warrington Asset Management Tactical Program Client 0.47 500k 2/1/2015 93 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 0.50 1,000k 1/1/2015 92 Carbide Capital Inc. Carbide Absolute Return Program 0.53 200k 9/1/2014 91 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.55 1,500k 12/1/2014 90 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.57 3,000k 5/1/2010 89 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.61 250k 10/1/2011 88 Prolific Capital Markets, LLC Prolific Swiss System 0.62 10,000k 1/1/2014 87 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.62 250k 2/1/2016 86 Emil van Essen Multi-Strategy Program 0.66 6,000k 5/1/2014 85 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.70 100k 4/1/2015 84 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.74 40k 1/1/2016 83 Ditsch Trading, LLC Agricultural Trading Program 0.77 100k 1/1/2011 82 Turk Capital LLC US Market Hedge Strategy 0.79 250k 11/1/2015 81 Global Sigma Group, LLC Global Sigma BondVOL LP 0.83 1,000k 4/1/2015 80 Certeza Asset Management Macro Vega 0.86 1,000k 1/1/2012 79 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.87 50k 9/1/2009 78 Metolius Capital LLC Metolius Diversified 0.88 100k 6/1/2010 77 Typhon Capital Management, LLC Vulcan Metals Strategy 0.89 2,000k 11/1/2011 76 Schindler Capital Management, LLC Dairy Advantage Program 0.95 400k 8/1/2005 75 Archsight Capital Partners LLC Prometheus Trading Program 0.98 100k 10/1/2015 74 GammaQ Breckhurst Commodity Fund 1.00 1,000k 10/1/2006 73 Three Rock Capital Management Global Macro Program 1.01 1,000k 1/1/2009 72 Emil van Essen Long-Short Commodity Program - Accelerated 1.01 200k 5/1/2014 71 Rosetta Capital Management Macro Program 1.02 50k 1/1/2009 70 Certeza Asset Management 4x Omni 1.07 1,000k 11/1/2014 69 Warrington Asset Management Warrington Strategic Program 1.08 50k 1/1/1997 68 Seven Capital Management Seven Absolute Return 1.09 100k 6/1/2009 67 Alder Capital DAC CALM Eurozone Equity Program 1.10 100k 5/1/2015 66 Bulkara Capital Bulkara Systematic Fund SP 1.12 250k 4/1/2014 65 Automaton Trading LLC Diversified 1.22 500k 7/1/2014 64 Tianyou Asset Management, LLC Tianyou Fund LP 1.26 100k 10/1/2012 63 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 1.36 500k 1/1/2015 62 Chesapeake Capital Diversified Plus (HV) 1.44 100k 4/1/1994 61 County Cork LLC County Cork Macro Equity Hedge 1.45 1,000k 2/1/2016 60 Blackheath Fund Management Inc. Tactical FI Strategy 1.48 50k 10/1/2011 59 Estlander & Partners Freedom 1.50 20,000k 8/1/2010 58 Buckingham Global Advisors, LLC Weekly Emini Program 1.53 200k 3/1/2015 57 R Best LLC World Select Program 1.56 2,000k 4/1/2016 56 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.65 500k 6/1/2007 55 Turk Capital LLC US Equity Long/Short Strategy 1.86 250k 4/1/2014 54 Superfund Group Superfund Red EUR SICAV 1.95 10k 3/1/2013 53 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.09 3,000k 9/1/2015 52 ISAM ISAM Systematic Trend (Levitas) 2.12 1,000k 5/1/2010 51 Superfund Group Superfund Red USD SICAV 2.14 10k 3/1/2013 50 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 2.15 100k 1/1/2014 49 Emil van Essen Spread Trading Program Limited 2.38 5,000k 7/1/2013 48 Millburn Ridgefield Corporation Commodity Program 2.46 25,000k 3/1/2005 47 Metolius Capital LLC Metolius Enhanced Fund 2.51 40k 6/1/2015 46 Millburn Ridgefield Corporation Multi-Markets Program 2.59 25,000k 10/1/2004 45 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 2.60 250k 11/1/1996 44 dormouse Limited dormouse - Managed Account 2.67 20,000k 7/1/2011 43 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.81 100k 4/1/2014 42 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 2.96 1,000k 1/1/2013 41 Asset Management by Windsor Securities Income 2 Strategy (MI2) 3.42 500k 9/1/2015 40 Leibniz Group Systematic Intelligence Vol 10 3.42 3,000k 8/1/2011 39 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 3.50 100k 2/1/2010 38 Quest Partners LLC AlphaQuest Short Bias (AQSB) 3.57 20,000k 5/1/2013 37 ROW Asset Managment Row Diversified Fund, L.P. 3.65 1,000k 11/1/2011 36 Gregory P Asset Management LLC Alternative Multi Strategy 3.84 500k 11/1/2012 35 ProfitScore Capital Management Long/Short US Treasury 3.88 10,000k 10/1/2015 34 EMC Capital Advisors, LLC EMC Alpha Program 3.93 5,000k 6/1/2013 33 Vivienne Investissement OUESSANT UCITS FUND (A) 4.06 100k 5/1/2012 32 Aquantum Aquantum Commodity Spread Program (ACS) 4.13 5,000k 7/1/2013 31 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 4.24 5,000k 11/1/2012 30 Aspect Capital Aspect Diversified Fund - Class A (USD) 4.35 100k 12/1/1998 29 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 4.36 400k 2/1/2016 28 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.42 1k 10/1/2006 27 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 4.51 1,000k 5/1/2014 26 Schot Capital Multi Diversified Program 4.56 1,000k 1/1/2016 25 FORT LP Fort Global Contrarian 4.69 2,000k 10/1/2002 24 EMC Capital Advisors, LLC EMC Alpha Plus Program 4.72 3,000k 5/1/2014 23 Melissinos Trading Eupatrid Global Trends 4.96 50k 1/1/2011 22 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 5.24 1,000k 10/1/2016 21 Worldwide Capital Strategies Profit Quest Macro World 5.27 100k 1/1/2010 20 FORT LP Fort Global Diversified 5.33 2,000k 10/1/1993 19 Kaiser Trading Group Kaiser Global Diversified Program - Class A 5.37 10,000k 3/1/1998 18 DUNN Capital Management DUNN WMA Institutional Program 5.38 100k 10/1/2011 17 Urban Tree Capital, LLC UTC Plus (Client) 5.38 100k 3/1/2013 16 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 5.52 10,000k 3/1/2003 15 Bensboro Advisors, LLC Seasonal Spread Trading Program 5.69 500k 1/1/2015 14 Demeter Capital Management Livestock & Grain Trading Program 6.58 50k 3/1/2010 13 John Locke Investments Cyril Systematic UCITS Fund 6.71 500k 7/1/2000 12 Quantica Capital AG 1X Quantica Managed Futures Fund 6.80 100k 1/1/2014 11 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.71 1k 6/1/2009 10 AG Capital Management Partners, LP Discretionary Global Macro Program 8.38 500k 10/1/2014 9 FORT LP Global Futures Program (formerly Global Diversified Classic) 8.46 10,000k 10/1/1993 8 Vivienne Investissement MACH 3 10.90 100k 6/1/2015 7 Whitmore Capital Management LLC Whitmore Capital LP 12.45 250k 6/1/2012 6 Kopis Capital Management, LLC Commodity Long Short Separate Account 13.30 1,000k 5/1/2015 5 Quantica Capital AG 2X Quantica Managed Futures Fund 13.50 100k 1/1/2014 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 13.74 50k 7/1/2011 3 Tomas Capital Pty Ltd GCAF | USD 13.84 1,500k 7/1/2011 2 RCMA Capital LLP Merchant Commodity Fund 15.60 1,000k 6/1/2004 1 Glenhaven Capital LLC Glenhaven Global II LP 20.30 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.