IASG CTA Index For June 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 Jun 2019 Min Inv Inception 192 RCMA Capital LLP Merchant Commodity Fund -5.70 1,000k 6/1/2004 191 Ditsch Trading, LLC Agricultural Trading Program -3.72 100k 1/1/2011 190 Davis Commodities, LLC Davis Trading Program -3.54 250k 1/1/2016 189 Blackheath Fund Management Inc. Tactical FI Strategy -3.51 50k 10/1/2011 188 Demeter Capital Management Livestock & Grain Trading Program -3.42 50k 3/1/2010 187 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -3.28 50k 9/1/2009 186 Vortex Currency Program -2.95 500k 1/1/2014 185 SpreadEdge Capital, LLC Diversified Seasonal Spreads -2.71 100k 12/1/2014 184 Trigon Investment Advisors, LLC Foreign Exchange Program -2.60 5,000k 8/1/2000 183 Aquantum Aquantum Commodity Spread Program (ACS) -2.57 5,000k 7/1/2013 182 Red Rock Capital, LLC Commodity Long-Short -2.44 500k 9/1/2013 181 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program -2.44 10,000k 2/1/2006 180 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -2.30 250k 5/1/2013 179 Typhon Capital Management, LLC Helios Deutsche -2.28 250k 4/1/2014 178 Soaring Pelican, LLC Diversified S&P Program -1.98 100k 1/1/2011 177 County Cork LLC RLA I -1.75 500k 1/1/2009 176 Wharton Capital Management Wharton AG Futures Program -1.74 100k 9/1/2011 175 Garraway Capital Management LLP Garraway Financial Trends -1.66 100k 9/1/2012 174 Whitmore Capital Management LLC Whitmore Capital LP -1.60 250k 6/1/2012 173 Silicon Valley Quantitative Advisors UQP Large -1.47 500k 1/1/2009 172 Certeza Asset Management 4x Omni -1.44 1,000k 11/1/2014 171 R Best LLC World Select Program -1.44 2,000k 4/1/2016 170 Rosetta Capital Management Macro Program -1.43 50k 1/1/2009 169 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.34 250k 5/1/2011 168 Anderson Creek Trading Standard Diversified Strategy -1.31 250k 7/1/2014 167 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.28 10,000k 2/1/2008 166 Bocken Trading LLC Discretionary Trading Program -1.22 100k 7/1/2011 165 R Best LLC R Best Private Client Program -1.17 50k 2/1/2010 164 QTS Capital Management, LLC QTS Partners, L.P. -1.10 100k 1/1/2011 163 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.06 5,000k 6/1/2010 162 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -1.04 5,000k 9/1/2013 161 QTS Capital Management, LLC Tail Reaper -0.96 500k 8/1/2012 160 Leibniz Group Enhanced Intelligence Strategy -0.94 100k 1/1/2016 159 Alee Capital Management, LLC Mistral Program -0.78 2,500k 1/1/1999 158 NuWave Investment Management, LLC Commodity Value Portfolio -0.73 2,000k 10/1/2014 157 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.68 500k 9/1/2015 156 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.49 500k 9/1/2015 155 M&R Capital, LLC Livestock Trading Program -0.47 100k 1/1/2015 154 DeltaHedge VIXVOX 1 -0.43 250k 8/1/2015 153 Trigon Investment Advisors, LLC Discretionary Macro Program -0.43 10,000k 8/1/2007 152 Eclipse Capital Management Alpha Asia -0.41 25,000k 1/1/2015 151 Typhon Capital Management, LLC Vulcan Metals Strategy -0.34 2,000k 11/1/2011 150 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities -0.34 500k 1/1/2011 149 NickJen Capital Management & Consultants LLC NRD-1 -0.26 1,000k 4/1/2008 148 Blake Capital Management, Inc. SRD Currencies -0.23 100k 3/1/2013 147 Warrington Asset Management Warrington Strategic Program -0.18 50k 1/1/1997 146 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 145 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.15 20,000k 5/1/2013 144 Certeza Asset Management Macro Vega -0.12 1,000k 1/1/2012 143 Blake Capital Management, Inc. SRD Short Equities -0.11 100k 1/1/2011 142 ProfitScore Capital Management Long/Short US Treasury -0.06 10,000k 10/1/2015 141 DeltaHedge VIXVOX 2 -0.03 250k 8/1/2015 140 HPX Financial LLC HPX Old School Program -0.02 200k 6/1/2006 128 GammaQ Commodity Program Managed Account 0.00 3,000k 4/1/2011 129 Emil van Essen Spread Trading Program Limited 0.00 5,000k 7/1/2013 132 Doherty Advisors LLC Grey Swan Hedge 0.00 10,000k 4/1/2010 133 Doherty Advisors LLC Compass 0.00 1,000k 6/1/2015 134 Doherty Advisors LLC Relative Value Growth 0.00 1,000k 6/1/2003 136 Doherty Advisors LLC Relative Value Plus 0.00 1,000k 7/1/2011 138 Centurion Investment Management Inc. Zero Margin Program 0.00 1,000k 5/1/2016 137 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 126 Witter & Lester, Inc. Diversified Trading Program 0.00 100k 4/1/2013 125 Emil van Essen Multi-Strategy Program 0.00 6,000k 5/1/2014 123 Emil van Essen Long-Short Commodity Program - Accelerated 0.00 200k 5/1/2014 124 Jaguar Investments Ltd Ultro Capital Strategy 0.00 1,000k 1/1/2012 121 Greenwave Capital Management Greenwave Flagship Discretionary Plus 0.00 1,000k 9/1/2012 122 Emil van Essen Long-Short Commodity Program 0.00 1,000k 6/1/2013 118 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 119 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 120 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 127 GammaQ Breckhurst Commodity Fund 0.00 1,000k 10/1/2006 139 ISAM ISAM Systematic Trend (Levitas) 0.00 1,000k 5/1/2010 130 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.00 1,000k 2/1/2015 135 Doherty Advisors LLC Orion 0.00 1,000k 6/1/2015 131 ROW Asset Managment ROW Diversified 2X Fund, LP 0.00 1,000k 8/1/2016 117 Evergreen Commodity Advisors, LLC Discretionary 0.03 100k 1/1/2015 116 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.07 40k 1/1/2016 115 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.08 1,500k 12/1/2014 114 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.12 250k 7/1/2015 113 Meliora Capital LLP Commodity Absolute Return (1x) 0.12 250k 11/1/2014 112 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.18 2,000k 7/1/2016 111 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.19 10,000k 4/1/2004 110 Sandpiper Asset Management Sandpiper Global Macro Program 0.21 1,000k 8/1/2012 109 Amapa Capital Advisors LLC Energy Program 0.22 1,000k 2/1/2015 108 Crediton Hill LLC Crediton Hill Managed Account Program 0.23 250k 8/1/2013 107 Sector Arc Advisors Global Lean Hog Ag 0.23 250k 10/1/2015 106 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.24 250k 10/1/2009 105 Greenwave Capital Management Greenwave Flagship Plus 0.25 1,000k 6/1/2008 104 Gregory P Asset Management LLC Alternative Multi Strategy 0.26 500k 11/1/2012 103 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.26 500k 8/1/2012 102 Buttonwood LLC Energy Diversified 1 0.27 100k 7/1/2014 101 ML Systems LLC Sledon Classic (Client) 0.29 300k 8/1/2014 100 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 0.31 100k 11/1/2013 99 Jaguar Investments Ltd Aegir Capital Strategy 0.33 1,000k 1/1/2012 98 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.34 500k 1/1/2015 97 Millburn Ridgefield Corporation Commodity Program 0.44 25,000k 3/1/2005 96 Greenwave Capital Management Greenwave Flagship Plus 2x 0.47 1,500k 4/1/2016 95 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.50 1,000k 5/1/2014 94 Pearl Capital Advisors, LLC Hedged VIX Program 0.50 500k 10/1/2015 93 Melissinos Trading Eupatrid Global Trends 0.51 50k 1/1/2011 92 Bulkara Capital Bulkara Systematic Fund SP 0.55 250k 4/1/2014 91 Tianyou Asset Management, LLC Tianyou Fund LP 0.57 100k 10/1/2012 90 Metolius Capital LLC Metolius Diversified 0.72 100k 6/1/2010 89 Pinstripe Trading, LLC Standard 0.73 125k 8/1/2009 88 Warrington Asset Management Tactical Program Client 0.76 500k 2/1/2015 87 Global Sigma Group, LLC Global Sigma BondVOL LP 0.84 1,000k 4/1/2015 86 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.85 250k 10/1/2011 85 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 0.86 400k 2/1/2016 84 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.90 500k 1/1/2015 83 Carbide Capital Inc. Carbide Absolute Return Program 0.97 200k 9/1/2014 82 H2O AM LLP Arctic Blue Commodity Program (2x) 1.00 1,000k 6/1/2014 81 John Locke Investments Cyril Systematic UCITS Fund 1.07 500k 7/1/2000 80 Typhon Capital Management, LLC Plutus Grain Strategy 1.13 250k 4/1/2008 79 Estlander & Partners Freedom 1.13 20,000k 8/1/2010 78 Three Rock Capital Management Global Macro Program 1.15 1,000k 1/1/2009 77 Leibniz Group SWARM 1.24 100k 9/1/2015 76 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.27 1,000k 3/1/2007 75 Automaton Trading LLC Diversified 1.31 500k 7/1/2014 74 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.37 3,000k 5/1/2010 73 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.41 1k 10/1/2006 72 Leibniz Group Systematic Intelligence Vol 10 1.41 3,000k 8/1/2011 71 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.48 1,000k 5/1/2015 70 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.54 100k 2/1/2010 69 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 1.56 250k 2/1/2016 68 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.56 500k 6/1/2007 67 Crabel Capital Management WPD Crabel Futures Program 1.82 1,000k 7/1/2008 66 Tlaloc Capital LLC Grains Program 1.83 1,000k 4/1/2010 65 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.85 100k 4/1/2015 64 Superfund Group Superfund Red EUR SICAV 1.87 10k 3/1/2013 63 Gregory P Asset Management LLC Low Volatility Income Strategy 1.91 100k 5/1/2015 62 Millburn Ridgefield Corporation Multi-Markets Program 1.93 25,000k 10/1/2004 61 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 1.97 2,000k 7/1/2016 60 Metolius Capital LLC Metolius Enhanced Fund 2.10 40k 6/1/2015 59 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.12 1k 6/1/2009 58 DUNN Capital Management DUNN WMA Institutional Program 2.15 100k 10/1/2011 57 Purple Valley Capital, Inc. Diversified Trend 1 2.15 100k 8/1/2008 56 Buckingham Global Advisors, LLC Weekly Emini Program 2.16 200k 3/1/2015 55 Schindler Capital Management, LLC Dairy Advantage Program 2.20 400k 8/1/2005 54 Leibniz Group SWARM (Return on Margin) 2.28 1,500k 9/1/2015 53 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 2.35 500k 1/1/2015 52 Superfund Group Superfund Red USD SICAV 2.55 10k 3/1/2013 51 Prolific Capital Markets, LLC Prolific Swiss System 2.64 10,000k 1/1/2014 50 FTC Capital GmbH FTC Futures Fund Classic (USD) 2.71 250k 10/1/2010 49 Tom Capital AG Tom Capital Growth Fund 2.80 5,000k 12/1/2015 48 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 2.92 1,000k 1/1/2015 47 dormouse Limited dormouse - Managed Account 3.04 20,000k 7/1/2011 46 dormouse Limited dormouse Fund B Shares 3.10 10,000k 8/1/2016 45 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 3.11 500k 10/1/2014 44 NuWave Investment Management, LLC NuWave Matrix Portfolio 3.14 3,000k 9/1/2015 43 Linnis Linnis ONE, LP 3.28 100k 8/1/2014 42 Urban Tree Capital, LLC UTC Plus (Client) 3.32 100k 3/1/2013 41 EMC Capital Advisors, LLC EMC Alpha Program 3.34 5,000k 6/1/2013 40 FORT LP Fort Global Contrarian 3.38 2,000k 10/1/2002 39 Chesapeake Capital Diversified Plus (HV) 3.61 100k 4/1/1994 38 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 3.63 100k 4/1/2014 37 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.77 100k 10/1/2011 36 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.84 3,000k 5/1/2014 35 Candriam Investor Group Alternative Return Systemat 3.85 125k 1/1/2007 34 Crabel Capital Management Crabel Multi-Product 3.90 1,000k 3/1/1998 33 Alder Capital DAC CALM Eurozone Equity Program 4.02 100k 5/1/2015 32 Robust Methods LLC Macro Managed Account 4.06 5,000k 1/1/2005 31 Independent View IV Quantitative Futures Fund 4.10 100k 11/1/2012 30 Vivienne Investissement OUESSANT UCITS FUND (A) 4.21 100k 5/1/2012 29 Worldwide Capital Strategies Profit Quest Macro World 4.21 100k 1/1/2010 28 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 4.33 250k 11/1/1996 27 FORT LP Fort Global Diversified 4.41 2,000k 10/1/1993 26 Eamon Capital Zephyr Program 4.56 600k 1/1/2016 25 Turk Capital LLC US Market Hedge Strategy 4.86 250k 11/1/2015 24 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.91 100k 1/1/2014 23 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 5.03 1,000k 1/1/2013 22 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.10 50k 7/1/2011 21 Aspect Capital Aspect Diversified Fund - Class A (USD) 5.11 100k 12/1/1998 20 Tomas Capital Pty Ltd GCAF | USD 5.11 1,500k 7/1/2011 19 Kaiser Trading Group Kaiser Global Diversified Program - Class A 5.19 10,000k 3/1/1998 18 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 5.35 1,000k 10/1/2016 17 514 Capital Partners 514 Fund 5.62 100k 11/1/2013 16 Dreiss Research Corporation Diversified Program 6.01 1,000k 5/1/1991 15 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 6.10 5,000k 11/1/2012 14 FORT LP Global Futures Program (formerly Global Diversified Classic) 6.14 10,000k 10/1/1993 13 Future Trade AG Thales Swing Trading Programme 6.28 250k 6/1/2007 12 Quantica Capital AG 1X Quantica Managed Futures Fund 6.30 100k 1/1/2014 11 County Cork LLC County Cork Macro Equity Hedge 6.41 1,000k 2/1/2016 10 Schot Capital Multi Diversified Program 6.76 1,000k 1/1/2016 9 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 6.78 1,000k 3/1/2003 8 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 8.43 1,000k 3/1/2003 7 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 8.81 5,000k 9/1/2009 6 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 8.90 5,000k 9/1/2009 5 Estlander & Partners Alpha Trend II - Class P 9.10 100k 12/1/2008 4 Turk Capital LLC US Equity Long/Short Strategy 9.71 250k 4/1/2014 3 AG Capital Management Partners, LP Discretionary Global Macro Program 10.21 500k 10/1/2014 2 Vivienne Investissement MACH 3 12.43 100k 6/1/2015 1 Quantica Capital AG 2X Quantica Managed Futures Fund 12.60 100k 1/1/2014 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.