IASG CTA Index For April 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 Apr 2019 Min Inv Inception 210 Gregory P Asset Management LLC Low Volatility Income Strategy -6.84 100k 5/1/2015 209 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -5.83 100k 1/1/2014 208 Estlander & Partners Alpha Trend II - Class P -5.81 100k 12/1/2008 207 Linnis Linnis ONE, LP -5.73 100k 8/1/2014 206 Kopis Capital Management, LLC Commodity Long Short Separate Account -5.39 1,000k 5/1/2015 205 Greenwave Capital Management Greenwave Flagship Discretionary Plus -4.43 1,000k 9/1/2012 204 Urban Tree Capital, LLC UTC Plus (Client) -4.17 100k 3/1/2013 203 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.14 20,000k 5/1/2013 202 514 Capital Partners 514 Fund -3.24 100k 11/1/2013 201 Greenwave Capital Management Greenwave Flagship Plus 2x -2.32 1,500k 4/1/2016 200 Demeter Capital Management Livestock & Grain Trading Program -2.12 50k 3/1/2010 199 ProfitScore Capital Management Long/Short US Treasury -2.11 10,000k 10/1/2015 198 Sector Arc Advisors Global Lean Hog Ag -1.98 250k 10/1/2015 197 Alee Capital Management, LLC Mistral Program -1.86 2,500k 1/1/1999 196 H2O AM LLP Arctic Blue Commodity Program (2x) -1.60 1,000k 6/1/2014 195 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.58 250k 5/1/2011 194 AG Capital Management Partners, LP Discretionary Global Macro Program -1.52 500k 10/1/2014 193 Bulkara Capital Bulkara Systematic Fund SP -1.47 250k 4/1/2014 192 Three Rock Capital Management Global Macro Program -1.34 1,000k 1/1/2009 191 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -1.24 500k 1/1/2011 190 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -1.22 10,000k 3/1/2007 189 Evergreen Commodity Advisors, LLC Discretionary -1.15 100k 1/1/2015 188 Greenwave Capital Management Greenwave Flagship Plus -1.13 1,000k 6/1/2008 187 Buttonwood LLC Energy Diversified 1 -1.02 100k 7/1/2014 186 Tlaloc Capital LLC Grains Program -0.99 1,000k 4/1/2010 185 Eclipse Capital Management Alpha Asia -0.95 25,000k 1/1/2015 184 Crabel Capital Management Crabel Multi-Product -0.83 1,000k 3/1/1998 183 Crabel Capital Management WPD Crabel Futures Program -0.76 1,000k 7/1/2008 182 WESTCAY LLC Tropicals Program -0.75 250k 1/1/2014 181 County Cork LLC RLA I -0.74 500k 1/1/2009 180 Robust Methods LLC Macro Managed Account -0.73 5,000k 1/1/2005 179 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) -0.71 400k 2/1/2016 178 dormouse Limited dormouse - Managed Account -0.71 20,000k 7/1/2011 177 SpreadEdge Capital, LLC Diversified Seasonal Spreads -0.67 100k 12/1/2014 176 Warrington Asset Management Warrington Strategic Program -0.64 50k 1/1/1997 175 Trigon Investment Advisors, LLC Discretionary Macro Program -0.63 10,000k 8/1/2007 174 HPX Financial LLC HPX Old School Program -0.56 200k 6/1/2006 173 Emil van Essen Long-Short Commodity Program -0.55 1,000k 6/1/2013 172 Doherty Advisors LLC Grey Swan Hedge -0.54 10,000k 4/1/2010 171 Garraway Capital Management LLP Garraway Financial Trends -0.53 100k 9/1/2012 170 Bensboro Advisors, LLC Seasonal Spread Trading Program -0.51 500k 1/1/2015 169 Trigon Investment Advisors, LLC Foreign Exchange Program -0.42 5,000k 8/1/2000 168 Wharton Capital Management Wharton AG Futures Program -0.37 100k 9/1/2011 167 Vortex Currency Program -0.36 500k 1/1/2014 166 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.32 250k 7/1/2015 165 Jaguar Investments Ltd Ultro Capital Strategy -0.29 1,000k 1/1/2012 164 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -0.23 250k 2/1/2016 163 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.22 100k 11/1/2013 162 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 161 Typhon Capital Management, LLC Vulcan Metals Strategy -0.20 2,000k 11/1/2011 160 Doherty Advisors LLC Relative Value Growth -0.19 1,000k 6/1/2003 159 Doherty Advisors LLC Relative Value Plus -0.19 1,000k 7/1/2011 158 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -0.17 500k 1/1/2015 157 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 156 Metolius Capital LLC Metolius Diversified -0.17 100k 6/1/2010 155 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.17 500k 6/1/2007 154 Future Trade AG Thales Swing Trading Programme -0.15 250k 6/1/2007 153 Archsight Capital Partners LLC Prometheus Trading Program -0.15 100k 10/1/2015 152 Metolius Capital LLC Metolius Enhanced Fund -0.12 40k 6/1/2015 151 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -0.12 1,500k 12/1/2014 150 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.11 10,000k 7/1/2008 149 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.10 500k 9/1/2015 148 Pearl Capital Advisors, LLC Hedged VIX Program -0.08 500k 10/1/2015 147 ML Systems LLC Sledon Classic (Client) -0.02 300k 8/1/2014 146 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.02 3,000k 5/1/2010 142 QTS Capital Management, LLC Tail Reaper 0.00 500k 8/1/2012 145 Hehmeyer Capital Management, LLC Hehmeyer Discretionary S&P 0.00 250k 4/1/2016 128 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 135 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.00 100k 7/1/2013 143 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.00 1,000k 2/1/2015 140 HASAFUMA Heavy Metal 0.00 20k 9/1/2014 131 HASAFUMA Hedgehog 0.00 60k 5/1/2012 132 HASAFUMA FX Momentum 0.00 20k 7/1/2012 129 Bluenose Capital Management, LLC BNC EI 0.00 15k 7/1/2010 130 Bluenose Capital Management, LLC BNC BI 0.00 30k 10/1/2008 141 QTS Capital Management, LLC FX Managed Account 0.00 100k 1/1/2011 137 HASAFUMA La Cucaracha 0.00 300k 9/1/2013 138 Bluegrass Capital Management Cross Market Bias Model 0.00 3,000k 7/1/2014 134 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 0.00 500k 5/1/2013 136 HASAFUMA Micro Macro 0.00 25k 6/1/2013 133 Bluenose Capital Management, LLC BNC CL 0.00 15k 12/1/2013 139 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 0.00 100k 7/1/2013 144 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 127 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.09 10,000k 10/1/1993 126 Bocken Trading LLC Discretionary Trading Program 0.11 100k 7/1/2011 125 Centurion Investment Management Inc. Zero Margin Program 0.12 1,000k 5/1/2016 124 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.15 10,000k 2/1/2006 123 NickJen Capital Management & Consultants LLC NRD-1 0.17 1,000k 4/1/2008 122 Crediton Hill LLC Crediton Hill Managed Account Program 0.18 250k 8/1/2013 121 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.20 250k 5/1/2013 120 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.22 3,000k 9/1/2015 119 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.22 100k 11/1/2013 118 FORT LP Fort Global Diversified 0.25 2,000k 10/1/1993 117 Typhon Capital Management, LLC Plutus Grain Strategy 0.27 250k 4/1/2008 116 Emil van Essen Multi-Strategy Program 0.27 6,000k 5/1/2014 115 Dynamica Global Investments Dynamica Commodity Trading Strategy 0.30 500k 9/1/2015 114 Soaring Pelican, LLC Diversified S&P Program 0.31 100k 1/1/2011 113 Typhon Capital Management, LLC Helios Deutsche 0.33 250k 4/1/2014 112 QTS Capital Management, LLC QTS Partners, L.P. 0.34 100k 1/1/2011 111 R Best LLC R Best Private Client Program 0.35 50k 2/1/2010 110 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.37 250k 3/1/2010 109 Certeza Asset Management Macro Vega 0.42 1,000k 1/1/2012 108 Carbide Capital Inc. Carbide Absolute Return Program 0.45 200k 9/1/2014 107 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.45 500k 1/1/2015 106 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.46 500k 10/1/2014 105 Melissinos Trading Eupatrid Global Trends 0.46 50k 1/1/2011 104 GammaQ Commodity Program Managed Account 0.48 3,000k 4/1/2011 103 Jaguar Investments Ltd Aegir Capital Strategy 0.55 1,000k 1/1/2012 102 Warrington Asset Management Tactical Program Client 0.58 500k 2/1/2015 101 R Best LLC World Select Program 0.58 2,000k 4/1/2016 100 John Locke Investments Cyril Systematic UCITS Fund 0.58 500k 7/1/2000 99 NuWave Investment Management, LLC Commodity Value Portfolio 0.61 2,000k 10/1/2014 98 Aquantum Aquantum Commodity Spread Program (ACS) 0.66 5,000k 7/1/2013 97 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.69 10,000k 3/1/2003 96 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.75 10,000k 2/1/2008 95 Certeza Asset Management 4x Omni 0.77 1,000k 11/1/2014 94 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 0.77 50k 9/1/2009 93 Global Sigma Group, LLC Global Sigma BondVOL LP 0.77 1,000k 4/1/2015 92 Blackheath Fund Management Inc. Tactical FI Strategy 0.79 50k 10/1/2011 91 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.79 500k 8/1/2012 90 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.84 250k 10/1/2009 89 DUNN Capital Management DUNN WMA Institutional Program 0.85 100k 10/1/2011 88 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.86 100k 2/1/2010 87 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.87 2,000k 7/1/2016 86 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.95 10,000k 4/1/2004 85 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.97 100k 4/1/2015 84 Prolific Capital Markets, LLC Prolific Swiss System 0.98 10,000k 1/1/2014 83 Tianyou Asset Management, LLC Tianyou Fund LP 1.06 100k 10/1/2012 82 Automaton Trading LLC Diversified 1.06 500k 7/1/2014 81 Worldwide Capital Strategies Profit Quest Macro World 1.10 100k 1/1/2010 80 Witter & Lester, Inc. Redstone 1.13 500k 9/1/1994 79 Millburn Ridgefield Corporation Multi-Markets Program 1.15 25,000k 10/1/2004 78 Buckingham Global Advisors, LLC Weekly Emini Program 1.15 200k 3/1/2015 77 Leibniz Group SWARM 1.17 100k 9/1/2015 76 Orion Asset Management Algorithmic Trading Program 1.21 10k 1/1/2013 75 GammaQ Breckhurst Commodity Fund 1.22 1,000k 10/1/2006 74 Witter & Lester, Inc. Diversified Trading Program 1.23 100k 4/1/2013 73 Emil van Essen Spread Trading Program Limited 1.26 5,000k 7/1/2013 72 Rosen Capital Advisors, LLC Rosen V Master Fund, LP 1.27 500k 4/1/2013 71 Millburn Ridgefield Corporation Commodity Program 1.28 25,000k 3/1/2005 70 Ditsch Trading, LLC Agricultural Trading Program 1.29 100k 1/1/2011 69 FORT LP Fort Global Contrarian 1.33 2,000k 10/1/2002 68 EMC Capital Advisors, LLC EMC Alpha Program 1.37 5,000k 6/1/2013 67 Emil van Essen Long-Short Commodity Program - Accelerated 1.40 200k 5/1/2014 66 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.40 1k 10/1/2006 65 Red Rock Capital, LLC Commodity Long-Short 1.40 500k 9/1/2013 64 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.41 1,000k 1/1/2013 63 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.43 100k 10/1/2011 62 Pinstripe Trading, LLC Standard 1.43 125k 8/1/2009 61 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 1.50 1,000k 10/1/2016 60 Gregory P Asset Management LLC Alternative Multi Strategy 1.53 500k 11/1/2012 59 Vivienne Investissement OUESSANT UCITS FUND (A) 1.54 100k 5/1/2012 58 Kaiser Trading Group Kaiser Global Diversified Program - Class A 1.59 10,000k 3/1/1998 57 Turk Capital LLC US Market Hedge Strategy 1.59 250k 11/1/2015 56 Leibniz Group Systematic Intelligence Vol 10 1.64 3,000k 8/1/2011 55 DeltaHedge VIXVOX 1 1.66 250k 8/1/2015 54 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.68 250k 10/1/2011 53 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.70 3,000k 5/1/2014 52 Quantica Capital AG 1X Quantica Managed Futures Fund 1.70 100k 1/1/2014 51 Estlander & Partners Freedom 1.89 20,000k 8/1/2010 50 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 1.91 500k 8/1/2007 49 Eamon Capital Zephyr Program 1.92 600k 1/1/2016 48 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 1.99 40k 1/1/2016 47 DeltaHedge VIXVOX 2 2.00 250k 8/1/2015 46 Doherty Advisors LLC Compass 2.03 1,000k 6/1/2015 45 Meliora Capital LLP Commodity Absolute Return (1x) 2.08 250k 11/1/2014 44 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 2.08 250k 11/1/1996 43 Davis Commodities, LLC Davis Trading Program 2.10 250k 1/1/2016 42 Leibniz Group Enhanced Intelligence Strategy 2.11 100k 1/1/2016 41 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 2.26 5,000k 9/1/2013 40 County Cork LLC County Cork Macro Equity Hedge 2.26 1,000k 2/1/2016 39 Amapa Capital Advisors LLC Energy Program 2.32 1,000k 2/1/2015 38 Anderson Creek Trading Standard Diversified Strategy 2.32 250k 7/1/2014 37 Whitmore Capital Management LLC Whitmore Capital LP 2.35 250k 6/1/2012 36 Tom Capital AG Tom Capital Growth Fund 2.40 5,000k 12/1/2015 35 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.49 100k 4/1/2014 34 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 2.50 1,000k 5/1/2014 33 Schindler Capital Management, LLC Dairy Advantage Program 2.54 400k 8/1/2005 32 ISAM ISAM Systematic Trend (Levitas) 2.59 1,000k 5/1/2010 31 Superfund Group Superfund Red USD SICAV 2.68 10k 3/1/2013 30 Schot Capital Multi Diversified Program 2.71 1,000k 1/1/2016 29 Superfund Group Superfund Red EUR SICAV 2.71 10k 3/1/2013 28 Chesapeake Capital Diversified Plus (HV) 2.96 100k 4/1/1994 27 Doherty Advisors LLC Orion 3.01 1,000k 6/1/2015 26 Sandpiper Asset Management Sandpiper Global Macro Program 3.21 1,000k 8/1/2012 25 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 3.22 5,000k 9/1/2009 24 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.22 1k 6/1/2009 23 Turk Capital LLC US Equity Long/Short Strategy 3.27 250k 4/1/2014 22 Enduring Investments LLC Enduring Commodity Alpha 3.32 500k 9/1/2015 21 M&R Capital, LLC Livestock Trading Program 3.36 100k 1/1/2015 20 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 3.38 5,000k 9/1/2009 19 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.42 10,000k 3/1/2003 18 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 3.59 1,000k 1/1/2015 17 Alder Capital DAC CALM Eurozone Equity Program 3.68 100k 5/1/2015 16 Candriam Investors Group Alternative Return Systemat 3.77 125k 1/1/2007 15 Quantica Capital AG 2X Quantica Managed Futures Fund 3.90 100k 1/1/2014 14 Independent View IV Quantitative Futures Fund 4.04 100k 11/1/2012 13 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.34 5,000k 6/1/2010 12 FTC Capital GmbH FTC Futures Fund Classic (USD) 4.50 250k 10/1/2010 11 Aspect Capital Aspect Diversified Fund - Class A (USD) 4.69 100k 12/1/1998 10 Vivienne Investissement MACH 3 4.74 100k 6/1/2015 9 Silicon Valley Quantitative Advisors UQP Large 4.99 500k 1/1/2009 8 Purple Valley Capital, Inc. Diversified Trend 1 5.09 100k 8/1/2008 7 ROW Asset Managment Row Diversified Fund, L.P. 5.35 1,000k 11/1/2011 6 Rosetta Capital Management Macro Program 5.61 50k 1/1/2009 5 Dreiss Research Corporation Diversified Program 6.28 1,000k 5/1/1991 4 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 6.39 5,000k 11/1/2012 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 8.60 50k 7/1/2011 2 Tomas Capital Pty Ltd GCAF | USD 9.07 1,500k 7/1/2011 1 RCMA Capital LLP Merchant Commodity Fund 13.50 1,000k 6/1/2004 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.