IASG CTA Index For August 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 Aug 2019 Min Inv Inception 183 Blackheath Fund Management Inc. Tactical FI Strategy -14.47 50k 10/1/2011 182 DeltaHedge VIXVOX 1 -8.22 250k 8/1/2015 181 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -7.74 1,000k 1/1/2015 180 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -6.28 5,000k 11/1/2012 179 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -6.21 100k 4/1/2014 178 Emil van Essen Long-Short Commodity Program - Accelerated -5.84 200k 5/1/2014 177 Pearl Capital Advisors, LLC Hedged VIX Program -5.32 500k 10/1/2015 176 DeltaHedge VIXVOX 2 -5.31 250k 8/1/2015 175 Future Trade AG Thales Swing Trading Programme -4.59 250k 6/1/2007 174 Leibniz Group SWARM (Return on Margin) -4.52 1,500k 9/1/2015 173 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -4.51 5,000k 9/1/2013 172 Emil van Essen Long-Short Commodity Program -4.46 1,000k 6/1/2013 171 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -4.20 250k 5/1/2013 170 M&R Capital, LLC Livestock Trading Program -4.18 100k 1/1/2015 169 Pinstripe Trading, LLC Standard -4.18 125k 8/1/2009 168 Kopis Capital Management, LLC Commodity Long Short Separate Account -4.05 1,000k 5/1/2015 167 Urban Tree Capital, LLC UTC Plus (Client) -3.71 100k 3/1/2013 166 Typhon Capital Management, LLC Plutus Grain Strategy -3.42 250k 4/1/2008 165 Ditsch Trading, LLC Agricultural Trading Program -3.33 100k 1/1/2011 164 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -3.31 50k 9/1/2009 163 Rosetta Capital Management Macro Program -3.25 50k 1/1/2009 162 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -2.98 1,000k 12/1/2014 161 Turk Capital LLC US Equity Long/Short Strategy -2.97 250k 4/1/2014 160 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) -2.66 1,000k 2/1/2015 159 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.63 5,000k 6/1/2010 158 Emil van Essen Multi-Strategy Program -2.51 6,000k 5/1/2014 157 Tlaloc Capital LLC Grains Program -2.47 1,000k 4/1/2010 156 Superfund Group Superfund Red EUR SICAV -2.27 10k 3/1/2013 155 Leibniz Group SWARM -2.26 100k 9/1/2015 154 GammaQ Breckhurst Commodity Fund -2.24 1,000k 10/1/2006 153 Superfund Group Superfund Red USD SICAV -2.13 10k 3/1/2013 152 Aquantum Aquantum Commodity Spread Program (ACS) -1.97 5,000k 7/1/2013 151 Sector Arc Advisors Global Lean Hog Ag -1.95 250k 10/1/2015 150 Gregory P Asset Management LLC Low Volatility Income Strategy -1.81 100k 5/1/2015 149 Demeter Capital Management Livestock & Grain Trading Program -1.77 50k 3/1/2010 148 Crabel Capital Management WPD Crabel Futures Program -1.56 1,000k 7/1/2008 147 Turk Capital LLC US Market Hedge Strategy -1.46 250k 11/1/2015 146 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.42 100k 10/1/2011 145 Bocken Trading LLC Discretionary Trading Program -1.38 100k 7/1/2011 144 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.37 3,000k 5/1/2010 143 Tom Capital AG Tom Capital Growth Fund -1.30 5,000k 12/1/2015 142 Emil van Essen Spread Trading Program Limited -1.25 5,000k 7/1/2013 141 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -1.23 100k 1/1/2014 140 ProfitScore Capital Management Long/Short US Treasury -1.18 10,000k 10/1/2015 139 Schindler Capital Management, LLC Dairy Advantage Program -1.07 400k 8/1/2005 138 GammaQ Commodity Program Managed Account -1.05 3,000k 4/1/2011 137 Buttonwood LLC Energy Diversified 1 -1.01 100k 7/1/2014 136 RCMA Capital LLP Merchant Commodity Fund -1.00 1,000k 6/1/2004 135 Meliora Capital LLP Commodity Absolute Return (1x) -0.88 250k 11/1/2014 134 Leibniz Group Enhanced Intelligence Strategy -0.65 100k 1/1/2016 133 JTM Capital Management LLC JTM Absolute Return Strategy -0.56 100k 10/1/2016 132 Typhon Capital Management, LLC Vulcan Metals Strategy -0.48 2,000k 11/1/2011 131 County Cork LLC RLA I -0.39 500k 1/1/2009 130 Blake Capital Management, Inc. SRD Short Equities -0.33 100k 1/1/2011 129 NickJen Capital Management & Consultants LLC NRD-1 -0.31 1,000k 4/1/2008 128 Leibniz Group Systematic Intelligence Vol 10 -0.27 3,000k 8/1/2011 127 Blake Capital Management, Inc. SRD Currencies -0.25 100k 3/1/2013 126 Ilgenwald Trading, LLC Ilgenwald Trading, LLC -0.24 100k 11/1/2013 125 County Cork LLC County Cork Macro Equity Hedge -0.22 1,000k 2/1/2016 124 Warrington Asset Management Tactical Program Client -0.17 500k 2/1/2015 123 Whitmore Capital Management LLC Whitmore Capital LP -0.06 250k 6/1/2012 122 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.06 500k 9/1/2015 121 Jaguar Investments Ltd Aegir Capital Strategy -0.01 1,000k 1/1/2012 114 Greenwave Capital Management Greenwave Flagship Plus 0.00 1,000k 6/1/2008 115 HPX Financial LLC HPX Old School Program 0.00 200k 6/1/2006 116 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 113 Greenwave Capital Management Greenwave Flagship Discretionary Plus 0.00 1,000k 9/1/2012 112 Trigon Investment Advisors, LLC Foreign Exchange Program 0.00 5,000k 8/1/2000 111 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 110 Greenwave Capital Management Greenwave Flaghship (Futures Only) 0.00 10,000k 7/1/2008 118 Greenwave Capital Management Greenwave Flagship Plus 2x 0.00 1,500k 4/1/2016 117 Alder Capital DAC CALM Eurozone Equity Program 0.00 100k 5/1/2015 120 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.00 500k 1/1/2015 119 Davis Commodities, LLC Davis Trading Program 0.00 250k 1/1/2016 109 Warrington Asset Management Warrington Strategic Program 0.01 50k 1/1/1997 108 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.05 40k 1/1/2016 107 Amapa Capital Advisors LLC Energy Program 0.05 1,000k 2/1/2015 106 SpreadEdge Capital, LLC Diversified Seasonal Spreads 0.06 100k 12/1/2014 105 H2O AM LLP Arctic Blue Commodity Program (2x) 0.10 1,000k 6/1/2014 104 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.15 250k 10/1/2009 103 Gregory P Asset Management LLC Alternative Multi Strategy 0.15 500k 11/1/2012 102 Bulkara Capital Bulkara Systematic Fund SP 0.18 250k 4/1/2014 101 Crediton Hill LLC Crediton Hill Managed Account Program 0.20 250k 8/1/2013 100 Independent View IV Quantitative Futures Fund 0.32 100k 11/1/2012 99 Global Sigma Group, LLC Global Sigma BondVOL LP 0.43 1,000k 4/1/2015 98 Carbide Capital Inc. Carbide Hedge Progam 0.54 1,000k 9/1/2016 97 Typhon Capital Management, LLC Helios Deutsche 0.55 250k 4/1/2014 96 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.71 250k 7/1/2015 95 Automaton Trading LLC Diversified 0.71 500k 7/1/2014 94 Carbide Capital Inc. Carbide Absolute Return Program 0.73 200k 9/1/2014 93 Vivienne Investissement OUESSANT UCITS FUND (A) 0.74 100k 5/1/2012 92 Glendorn Capital Management LLC MultiWeek Trading Strategy 0.75 1,500k 10/1/2016 91 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.77 250k 11/1/1996 90 Linnis Linnis ONE, LP 0.78 100k 8/1/2014 89 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.82 250k 2/1/2016 88 Orion Asset Management Algorithmic Trading Program 0.87 10k 1/1/2013 87 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.95 500k 6/1/2007 86 Dynamica Global Investments Dynamica Commodity Trading Strategy 0.96 500k 9/1/2015 85 R Best LLC R Best Private Client Program 1.02 50k 2/1/2010 84 NuWave Investment Management, LLC Commodity Value Portfolio 1.03 2,000k 10/1/2014 83 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 1.03 200k 2/1/2016 82 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.03 250k 10/1/2011 81 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.04 10,000k 2/1/2006 80 Vortex Currency Program 1.18 500k 1/1/2014 79 Evergreen Commodity Advisors, LLC Discretionary 1.21 100k 1/1/2015 78 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.22 1,000k 3/1/2007 77 Buckingham Global Advisors, LLC Weekly Emini Program 1.27 200k 3/1/2015 76 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.44 100k 4/1/2015 75 Certeza Asset Management Macro Vega 1.74 1,000k 1/1/2012 74 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.88 100k 2/1/2010 73 FORT LP Fort Global Contrarian 2.14 2,000k 10/1/2002 72 Vivienne Investissement MACH 3 2.20 100k 6/1/2015 71 Certeza Asset Management 4x Omni 2.26 1,000k 11/1/2014 70 Bensboro Advisors, LLC Seasonal Spread Trading Program 2.27 500k 1/1/2015 69 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 2.37 5,000k 9/1/2009 68 NuWave Investment Management, LLC Short-Term Futures Portfolio 2.39 2,000k 7/1/2016 67 361 Capital LLC 361 Global Managed Futures Strategy Fund 2.39 2,000k 3/1/2014 66 John Locke Investments Cyril Systematic UCITS Fund 2.47 8,000k 7/1/2000 65 Tianyou Asset Management, LLC Tianyou Fund LP 2.48 100k 10/1/2012 64 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 2.56 60k 9/1/2016 63 dormouse Limited dormouse - Managed Account 2.56 10,000k 7/1/2011 62 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.59 1k 10/1/2006 61 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 2.60 5,000k 9/1/2009 60 Three Rock Capital Management Global Macro Program 2.66 1,000k 1/1/2009 59 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 2.82 2,000k 7/1/2016 58 R Best LLC World Select Program 2.83 2,000k 4/1/2016 57 dormouse Limited dormouse Fund B Shares 2.84 10,000k 8/1/2016 56 Seven Capital Management Seven Absolute Return 2.92 100k 6/1/2009 55 Schot Capital Multi Diversified Program 3.09 1,000k 1/1/2016 54 Metolius Capital LLC Metolius Diversified 3.12 100k 6/1/2010 53 QTS Capital Management, LLC QTS Partners, L.P. 3.37 100k 1/1/2011 52 FORT LP Fort Global Diversified 3.38 2,000k 10/1/1993 51 Alpha Centauri Capital Management LLC Alpha Centauri Tactical Opportunities 3.43 500k 1/1/2011 50 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.48 1,000k 5/1/2014 49 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.50 1,000k 3/1/2003 48 EMC Capital Advisors, LLC EMC Alpha Program 3.60 5,000k 6/1/2013 47 Eclipse Capital Management Alpha Asia 3.62 25,000k 1/1/2015 46 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.65 3,000k 5/1/2014 45 Anderson Creek Trading Standard Diversified Strategy 3.68 250k 7/1/2014 44 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 3.70 500k 10/1/2014 43 Crabel Capital Management Crabel Multi-Product 3.72 1,000k 3/1/1998 42 NuWave Investment Management, LLC NuWave Matrix Portfolio 3.73 3,000k 9/1/2015 41 ISAM ISAM Systematic Trend (Levitas) 3.90 1,000k 5/1/2010 40 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.90 10,000k 2/1/2008 39 Chesapeake Capital Diversified Plus (HV) 3.91 100k 4/1/1994 38 Quantica Capital AG 1X Quantica Managed Futures Fund 4.00 100k 1/1/2014 37 Rivoli Fund Management Long/Short Bond Fund (Class P) 4.14 5,000k 12/1/2001 36 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.16 1k 6/1/2009 35 Red Rock Capital, LLC Commodity Long-Short 4.38 500k 9/1/2013 34 FORT LP Global Futures Program (formerly Global Diversified Classic) 4.39 10,000k 10/1/1993 33 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.65 1,000k 1/1/2013 32 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.73 1,000k 3/1/2003 31 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.90 10,000k 4/1/2004 30 QTS Capital Management, LLC Tail Reaper 5.19 100k 8/1/2012 29 Alee Capital Management, LLC Mistral Program 5.29 2,500k 1/1/1999 28 514 Capital Partners 514 Fund 5.40 100k 11/1/2013 27 DUNN Capital Management DUNN WMA Institutional Program 5.47 100k 10/1/2011 26 AG Capital Investments, LLC Discretionary Global Macro Program 5.54 500k 10/1/2014 25 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.82 50k 7/1/2011 24 ML Systems LLC Sledon Classic (Client) 5.86 300k 8/1/2014 23 Tomas Capital Pty Ltd GCAF | USD 6.07 1,500k 7/1/2011 22 FTC Capital GmbH FTC Futures Fund Classic (USD) 6.32 250k 10/1/2010 21 Dixon Midland Company LLC Dixon Midland Diversified LLC 6.85 250k 5/1/2011 20 Eamon Capital Zephyr Program 6.94 600k 1/1/2016 19 Aspect Capital Aspect Diversified Fund - Class A (USD) 7.05 100k 12/1/1998 18 Sandpiper Asset Management Sandpiper Global Macro Program 7.23 1,000k 8/1/2012 17 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 7.28 1,000k 10/1/2016 16 Soaring Pelican, LLC Diversified S&P Program 7.40 100k 1/1/2011 15 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.69 20,000k 5/1/2013 14 Prolific Capital Markets, LLC Prolific Swiss System 7.78 10,000k 1/1/2014 13 Silicon Valley Quantitative Advisors UQP Large 7.85 500k 1/1/2009 12 Kaiser Trading Group Kaiser Global Diversified Program - Class A 8.01 10,000k 3/1/1998 11 Quantica Capital AG 2X Quantica Managed Futures Fund 8.10 100k 1/1/2014 10 Metolius Capital LLC Metolius Enhanced Fund 8.13 40k 6/1/2015 9 Melissinos Trading Eupatrid Global Trends 8.15 50k 1/1/2011 8 Wharton Capital Management Wharton AG Futures Program 8.19 100k 9/1/2011 7 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 8.22 25k 2/1/2016 6 Candriam Investor Group Alternative Return Systemat 9.16 125k 1/1/2007 5 Estlander & Partners Freedom 9.24 20,000k 8/1/2010 4 Worldwide Capital Strategies Profit Quest Macro World 13.66 100k 1/1/2010 3 Estlander & Partners Alpha Trend II - Class P 18.68 100k 12/1/2008 2 Purple Valley Capital, Inc. Diversified Trend 1 24.84 100k 8/1/2008 1 Dreiss Research Corporation Diversified Program 26.01 1,000k 5/1/1991 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.