IASG CTA Index For May 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 May 2019 Min Inv Inception 193 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -9.64 50k 7/1/2011 192 Tomas Capital Pty Ltd GCAF | USD -9.45 1,500k 7/1/2011 191 Turk Capital LLC US Equity Long/Short Strategy -9.01 250k 4/1/2014 190 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -8.80 1,000k 1/1/2015 189 Tom Capital AG Tom Capital Growth Fund -7.90 5,000k 12/1/2015 188 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.71 5,000k 6/1/2010 187 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -7.56 25k 2/1/2016 186 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -7.26 250k 11/1/1996 185 Urban Tree Capital, LLC UTC Plus (Client) -6.53 100k 3/1/2013 184 Emil van Essen Long-Short Commodity Program - Accelerated -6.33 200k 5/1/2014 183 Vivienne Investissement MACH 3 -6.03 100k 6/1/2015 182 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -5.59 100k 4/1/2014 181 Sandpiper Asset Management Sandpiper Global Macro Program -5.48 1,000k 8/1/2012 180 Doherty Advisors LLC Orion -5.29 1,000k 6/1/2015 179 Emil van Essen Long-Short Commodity Program -5.29 1,000k 6/1/2013 178 Emil van Essen Multi-Strategy Program -5.28 6,000k 5/1/2014 177 QTS Capital Management, LLC Tail Reaper -5.16 100k 8/1/2012 176 Blackheath Fund Management Inc. Tactical FI Strategy -5.14 50k 10/1/2011 175 J8 Capital Management LLP J8 Global Absolute Return Strategy -4.95 500k 1/1/2015 174 Turk Capital LLC US Market Hedge Strategy -4.58 250k 11/1/2015 173 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -4.48 100k 1/1/2014 172 County Cork LLC County Cork Macro Equity Hedge -4.33 1,000k 2/1/2016 171 Sector Arc Advisors Global Lean Hog Ag -3.92 250k 10/1/2015 170 Independent View IV Quantitative Futures Fund -3.92 100k 11/1/2012 169 Emil van Essen Spread Trading Program Limited -3.77 5,000k 7/1/2013 168 Anderson Creek Trading Standard Diversified Strategy -3.56 250k 7/1/2014 167 RCMA Capital LLP Merchant Commodity Fund -3.56 1,000k 6/1/2004 166 Leibniz Group SWARM -3.55 100k 9/1/2015 165 Alder Capital DAC CALM Eurozone Equity Program -3.43 100k 5/1/2015 164 Aspect Capital Aspect Diversified Fund - Class A (USD) -3.30 100k 12/1/1998 163 Witter & Lester, Inc. Diversified Trading Program -3.21 100k 4/1/2013 162 M&R Capital, LLC Livestock Trading Program -3.09 100k 1/1/2015 161 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.07 1,000k 3/1/2003 160 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) -3.03 200k 2/1/2016 159 Estlander & Partners Freedom -2.90 20,000k 8/1/2010 158 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -2.86 5,000k 9/1/2013 157 ISAM ISAM Systematic Trend (Levitas) -2.84 1,000k 5/1/2010 156 Quantica Capital AG 2X Quantica Managed Futures Fund -2.80 100k 1/1/2014 155 Vortex Currency Program -2.75 500k 1/1/2014 154 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.69 5,000k 11/1/2012 153 Millburn Ridgefield Corporation Multi-Markets Program -2.69 25,000k 10/1/2004 152 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -2.66 5,000k 9/1/2009 151 Buckingham Global Advisors, LLC Weekly Emini Program -2.64 200k 3/1/2015 150 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -2.46 500k 1/1/2015 149 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -2.45 5,000k 9/1/2009 148 Demeter Capital Management Livestock & Grain Trading Program -2.35 50k 3/1/2010 147 Aquantum Aquantum Commodity Spread Program (ACS) -2.30 5,000k 7/1/2013 146 Silicon Valley Quantitative Advisors UQP Large -2.24 500k 1/1/2009 145 NuWave Investment Management, LLC NuWave Matrix Portfolio -2.14 3,000k 9/1/2015 144 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -2.12 100k 10/1/2011 143 Pinstripe Trading, LLC Standard -2.08 125k 8/1/2009 142 Superfund Group Superfund Red EUR SICAV -2.05 10k 3/1/2013 141 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -2.05 1,000k 12/1/2014 140 Vivienne Investissement OUESSANT UCITS FUND (A) -2.01 100k 5/1/2012 139 Superfund Group Superfund Red USD SICAV -1.94 10k 3/1/2013 138 Crabel Capital Management Crabel Multi-Product -1.75 1,000k 3/1/1998 137 Dynamica Global Investments Dynamica Commodity Trading Strategy -1.73 500k 9/1/2015 136 Asset Management by Windsor Securities Income 2 Strategy (MI2) -1.69 500k 9/1/2015 135 Quantica Capital AG 1X Quantica Managed Futures Fund -1.50 100k 1/1/2014 134 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.35 100k 4/1/2015 133 Robust Methods LLC Macro Managed Account -1.19 5,000k 1/1/2005 132 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.19 250k 10/1/2009 131 Amapa Capital Advisors LLC Energy Program -1.18 1,000k 2/1/2015 130 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.15 3,000k 5/1/2010 129 QTS Capital Management, LLC QTS Partners, L.P. -1.14 100k 1/1/2011 128 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.10 250k 5/1/2011 127 R Best LLC World Select Program -0.97 2,000k 4/1/2016 126 Trigon Investment Advisors, LLC Discretionary Macro Program -0.80 10,000k 8/1/2007 125 R Best LLC R Best Private Client Program -0.78 50k 2/1/2010 124 Bulkara Capital Bulkara Systematic Fund SP -0.78 250k 4/1/2014 123 FORT LP Fort Global Contrarian -0.76 2,000k 10/1/2002 122 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.73 1,000k 10/1/2016 121 Leibniz Group Systematic Intelligence Vol 10 -0.72 3,000k 8/1/2011 120 Jaguar Investments Ltd Ultro Capital Strategy -0.66 1,000k 1/1/2012 119 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.64 100k 2/1/2010 118 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.60 10,000k 3/1/1998 117 Soaring Pelican, LLC Diversified S&P Program -0.54 100k 1/1/2011 116 H2O AM LLP Arctic Blue Commodity Program (2x) -0.50 1,000k 6/1/2014 115 NuWave Investment Management, LLC Commodity Value Portfolio -0.48 2,000k 10/1/2014 114 Typhon Capital Management, LLC Helios Deutsche -0.45 250k 4/1/2014 113 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.37 1,000k 5/1/2014 112 SpreadEdge Capital, LLC Diversified Seasonal Spreads -0.32 100k 12/1/2014 111 Blake Capital Management, Inc. SRD Short Equities -0.21 100k 1/1/2011 110 Dreiss Research Corporation Diversified Program -0.20 1,000k 5/1/1991 109 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.16 1k 6/1/2009 108 Carbide Capital Inc. Carbide Absolute Return Program -0.14 200k 9/1/2014 107 Pearl Capital Advisors, LLC Hedged VIX Program -0.08 500k 10/1/2015 106 Blake Capital Management, Inc. SRD Currencies -0.07 100k 3/1/2013 105 Warrington Asset Management Tactical Program Client -0.02 500k 2/1/2015 101 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 95 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 96 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 97 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 90 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 0.00 10,000k 2/1/2006 91 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 92 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 98 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 99 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 93 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.00 250k 3/1/2010 94 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 0.00 100k 7/1/2013 102 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 0.00 500k 8/1/2007 103 Hehmeyer Capital Management, LLC Hehmeyer Discretionary S&P 0.00 250k 4/1/2016 104 Enduring Investments LLC Enduring Commodity Alpha 0.00 500k 9/1/2015 100 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex 0.00 100k 11/1/2013 89 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.02 1,000k 1/1/2013 88 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.13 10,000k 7/1/2008 87 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.13 40k 1/1/2016 86 Schindler Capital Management, LLC Dairy Advantage Program 0.16 400k 8/1/2005 85 514 Capital Partners 514 Fund 0.16 100k 11/1/2013 84 Metolius Capital LLC Metolius Diversified 0.19 100k 6/1/2010 83 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.23 1,000k 3/1/2007 82 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 0.25 500k 1/1/2011 81 NickJen Capital Management & Consultants LLC NRD-1 0.26 1,000k 4/1/2008 80 Automaton Trading LLC Diversified 0.33 500k 7/1/2014 79 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.34 250k 10/1/2010 78 Crediton Hill LLC Crediton Hill Managed Account Program 0.35 250k 8/1/2013 77 Typhon Capital Management, LLC Vulcan Metals Strategy 0.35 2,000k 11/1/2011 76 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.36 1,000k 2/1/2015 75 Three Rock Capital Management Global Macro Program 0.36 1,000k 1/1/2009 74 EMC Capital Advisors, LLC EMC Alpha Program 0.38 5,000k 6/1/2013 73 Orion Asset Management Algorithmic Trading Program 0.41 10k 1/1/2013 72 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.42 500k 10/1/2014 71 Jaguar Investments Ltd Aegir Capital Strategy 0.44 1,000k 1/1/2012 70 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.47 1k 10/1/2006 69 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.49 250k 10/1/2011 68 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.56 250k 2/1/2016 67 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.56 2,000k 7/1/2016 66 DUNN Capital Management DUNN WMA Institutional Program 0.57 100k 10/1/2011 65 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.62 3,000k 5/1/2014 64 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.64 1,000k 3/1/2003 63 ML Systems LLC Sledon Classic (Client) 0.66 300k 8/1/2014 62 Witter & Lester, Inc. Redstone 0.68 500k 9/1/1994 61 HPX Financial LLC HPX Old School Program 0.73 200k 6/1/2006 60 Metolius Capital LLC Metolius Enhanced Fund 0.79 40k 6/1/2015 59 Future Trade AG Thales Swing Trading Programme 0.79 250k 6/1/2007 58 Global Sigma Group, LLC Global Sigma BondVOL LP 0.94 1,000k 4/1/2015 57 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.95 500k 8/1/2012 56 ROW Asset Managment Row Diversified Fund, L.P. 1.02 1,000k 11/1/2011 55 ProfitScore Capital Management Long/Short US Treasury 1.03 10,000k 10/1/2015 54 Doherty Advisors LLC Grey Swan Hedge 1.09 10,000k 4/1/2010 53 Warrington Asset Management Warrington Strategic Program 1.12 50k 1/1/1997 52 Centurion Investment Management Inc. Zero Margin Program 1.13 1,000k 5/1/2016 51 Greenwave Capital Management Greenwave Flagship Plus 1.23 1,000k 6/1/2008 50 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 49 dormouse Limited dormouse - Managed Account 1.37 10,000k 7/1/2011 48 Tianyou Asset Management, LLC Tianyou Fund LP 1.50 100k 10/1/2012 47 FORT LP Fort Global Diversified 1.51 2,000k 10/1/1993 46 Doherty Advisors LLC Compass 1.56 1,000k 6/1/2015 45 Doherty Advisors LLC Relative Value Growth 1.56 1,000k 6/1/2003 44 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 1.64 250k 7/1/2015 43 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.78 1,000k 5/1/2015 42 Meliora Capital LLP Commodity Absolute Return (1x) 1.85 250k 11/1/2014 41 County Cork LLC RLA I 1.86 500k 1/1/2009 40 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.92 100k 11/1/2013 39 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 1.92 50k 9/1/2009 38 Evergreen Commodity Advisors, LLC Discretionary 1.95 100k 1/1/2015 37 Melissinos Trading Eupatrid Global Trends 2.17 50k 1/1/2011 36 GammaQ Commodity Program Managed Account 2.19 3,000k 4/1/2011 35 AG Capital Investments, LLC Discretionary Global Macro Program 2.30 500k 10/1/2014 34 Greenwave Capital Management Greenwave Flagship Plus 2x 2.39 1,500k 4/1/2016 33 FORT LP Global Futures Program (formerly Global Diversified Classic) 2.54 10,000k 10/1/1993 32 Bocken Trading LLC Discretionary Trading Program 2.54 100k 7/1/2011 31 Greenwave Capital Management Greenwave Flagship Discretionary Plus 2.65 1,000k 9/1/2012 30 Doherty Advisors LLC Relative Value Plus 2.65 1,000k 7/1/2011 29 Leibniz Group Enhanced Intelligence Strategy 2.78 100k 1/1/2016 28 Gregory P Asset Management LLC Alternative Multi Strategy 2.90 500k 11/1/2012 27 Worldwide Capital Strategies Profit Quest Macro World 2.91 100k 1/1/2010 26 Ditsch Trading, LLC Agricultural Trading Program 3.19 100k 1/1/2011 25 Bensboro Advisors, LLC Seasonal Spread Trading Program 3.33 500k 1/1/2015 24 Schot Capital Multi Diversified Program 3.35 1,000k 1/1/2016 23 Prolific Capital Markets, LLC Prolific Swiss System 3.62 10,000k 1/1/2014 22 Wharton Capital Management Wharton AG Futures Program 3.63 100k 9/1/2011 21 Eclipse Capital Management Alpha Asia 3.86 25,000k 1/1/2015 20 Rosetta Capital Management Macro Program 3.86 50k 1/1/2009 19 Trigon Investment Advisors, LLC Foreign Exchange Program 4.00 5,000k 8/1/2000 18 GammaQ Breckhurst Commodity Fund 4.00 1,000k 10/1/2006 17 Alee Capital Management, LLC Mistral Program 4.28 2,500k 1/1/1999 16 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 4.53 500k 6/1/2007 15 Typhon Capital Management, LLC Plutus Grain Strategy 4.98 250k 4/1/2008 14 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 5.30 250k 5/1/2013 13 DeltaHedge VIXVOX 2 5.89 250k 8/1/2015 12 Purple Valley Capital, Inc. Diversified Trend 1 5.93 100k 8/1/2008 11 Davis Commodities, LLC Davis Trading Program 5.99 250k 1/1/2016 10 Whitmore Capital Management LLC Whitmore Capital LP 6.06 250k 6/1/2012 9 Gregory P Asset Management LLC Low Volatility Income Strategy 6.09 100k 5/1/2015 8 Linnis Linnis ONE, LP 6.22 100k 8/1/2014 7 DeltaHedge VIXVOX 1 6.86 250k 8/1/2015 6 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.85 20,000k 5/1/2013 5 Red Rock Capital, LLC Commodity Long-Short 8.12 500k 9/1/2013 4 Eamon Capital Zephyr Program 8.14 600k 1/1/2016 3 John Locke Investments Cyril Systematic UCITS Fund 8.72 8,000k 7/1/2000 2 Estlander & Partners Alpha Trend II - Class P 12.60 100k 12/1/2008 1 Tlaloc Capital LLC Grains Program 13.67 1,000k 4/1/2010 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.