IASG CTA Index For October 2020

Monthly Rankings

Rank CTA/Program Oct 2020 Min Inv Inception
173 Emil van Essen
Long-Short Commodity Program - Accelerated
-12.18 200k 5/1/2014
172 Eamon Capital
Zephyr Program
-10.09 300k 1/1/2016
171 Future Trade AG
Thales Swing Trading Programme
-8.84 250k 6/1/2007
170 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-8.36 25k 2/1/2016
169 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-7.73 50k 9/1/2009
168 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-7.55 1,500k 5/1/2017
167 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-6.12 1,500k 12/1/2014
166 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.87 1,000k 8/1/2012
165 Typhon Capital Management, LLC
Leonidas Macro Fund
-4.50 100k 4/1/2017
164 Superfund Group
Superfund Green EUR SICAV
-4.01 5k 1/1/2017
163 QTS Capital Management, LLC
Tail Reaper
-3.99 500k 8/1/2012
162 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-3.90 1,000k 9/1/1995
161 Superfund Group
Superfund Green USD SICAV
-3.90 5k 1/1/2017
160 Metolius Capital LLC
Metolius Enhanced Fund
-3.79 40k 6/1/2015
159 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
158 Tlaloc Capital LLC
Grains Program
-3.62 1,000k 4/1/2010
157 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.49 5,000k 11/1/2012
156 County Cork LLC
RLA I
-3.43 500k 1/1/2009
155 Linnis
Linnis ONE, LP
-3.32 100k 8/1/2014
154 Gregory P Asset Management LLC
Alternative Multi Strategy
-3.31 500k 11/1/2012
153 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-3.22 500k 9/1/2015
152 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.99 1,000k 5/1/2014
151 John Locke Investments
Cyril Systematic UCITS Fund
-2.98 500k 7/1/2000
150 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.86 10,000k 4/1/2017
149 Seven Capital Management
Seven Absolute Return
-2.80 100k 6/1/2009
148 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
147 County Cork LLC
County Cork Macro Equity Hedge
-2.63 1,000k 2/1/2016
146 NuWave Investment Management, LLC
Commodity Value Portfolio
-2.56 2,000k 10/1/2014
145 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-2.41 550k 11/1/2016
144 Vortex
Currency Program
-2.31 500k 1/1/2014
143 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-2.27 250k 10/1/2010
142 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-2.20 10,000k 4/1/2004
141 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.15 3,000k 5/1/2014
140 dormouse Limited
dormouse Fund A Shares
-2.06 1,000k 1/1/2017
139 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.03 100k 10/1/2011
138 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-2.01 500k 1/1/2015
137 Crabel Capital Management
WPD Crabel Futures Program
-1.99 1,000k 7/1/2008
136 AP Futures, LLC
Volatility Trading Program
-1.98 100k 2/1/2017
135 ProfitScore Capital Management
Long/Short US Treasury
-1.92 10,000k 10/1/2015
134 Orion Asset Management
Algorithmic Trading Program
-1.84 10k 1/1/2013
133 FORT LP
Fort Global Contrarian
-1.84 2,000k 10/1/2002
132 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.80 1k 6/1/2009
131 R Best LLC
World Select Program
-1.76 2,000k 4/1/2016
130 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
129 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
128 QTS Capital Management, LLC
QTS Partners, L.P.
-1.69 100k 1/1/2011
127 Typhon Capital Management, LLC
Helios Deutsche
-1.68 250k 4/1/2014
126 Schot Capital
Multi Diversified Program
-1.54 1,000k 1/1/2016
125 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-1.46 2,000k 7/1/2016
124 Turk Capital LLC
US Equity Long/Short Strategy
-1.42 100k 4/1/2014
123 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.37 250k 5/1/2011
122 Automaton Trading LLC
Diversified
-1.35 500k 7/1/2014
121 Covenant Capital Management
Tactical Growth Program
-1.28 100k 1/1/2017
120 Sector Arc Advisors
Global Lean Hog Ag
-1.06 250k 10/1/2015
119 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.99 2,000k 4/1/2017
118 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.91 100k 3/1/2017
117 Tendance Finance
Tendance Finance Fund
-0.91 100k 5/1/2012
116 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.90 1k 10/1/2006
115 Emil van Essen
Spread Trading Program Limited
-0.89 5,000k 7/1/2013
114 Turk Capital LLC
US Market Hedge Strategy
-0.87 100k 11/1/2015
113 Welton Investment Partners
Welton Trend
-0.86 25,000k 10/1/2012
112 EMC Capital Advisors, LLC
EMC Alpha Program
-0.83 5,000k 6/1/2013
111 Rosetta Capital Management
Macro Program
-0.75 50k 1/1/2009
110 FORT LP
Fort Global Diversified
-0.73 2,000k 3/1/2002
109 RTM Capital Advisors
RTM Core Indices Plus Strategy
-0.72 100k 9/1/2017
108 Crabel Capital Management
Crabel Multi-Product
-0.69 1,000k 3/1/1998
107 Chesapeake Capital
Diversified Plus (HV)
-0.63 100k 4/1/1994
106 Buckingham Global Advisors, LLC
Weekly Emini Program
-0.62 200k 3/1/2015
105 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.59 100k 12/1/2014
104 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.56 5,000k 7/1/2013
103 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.54 5,000k 9/1/2009
102 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.53 5,000k 9/1/2009
101 Robust Methods LLC
Macro Managed Account
-0.50 5,000k 1/1/2005
100 361 Capital LLC
361 Managed Futures Strategy Fund
-0.48 3k 1/1/2012
99 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.39 2,000k 3/1/2014
98 PAK Capital, LLC
PAK Capital Currency Program
-0.39 200k 5/1/2017
97 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.34 250k 4/1/2008
96 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
95 Amapa Capital Advisors LLC
Energy Program
-0.29 1,000k 2/1/2015
94 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.24 2,000k 7/1/2016
93 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.20 100k 12/1/1998
92 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.19 100k 2/1/2010
91 Leibniz Group
SWARM
-0.18 100k 9/1/2015
90 Red Rock Capital, LLC
Commodity Long-Short
-0.16 500k 9/1/2013
89 Aquantum
ACS Energies
-0.14 5,000k 1/1/2017
88 Leibniz Group
Systematic Intelligence Vol 10
-0.09 3,000k 8/1/2011
87 Carbide Capital Inc.
Carbide Hedge Progam
-0.09 500k 9/1/2016
86 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
85 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-0.07 400k 2/1/2016
84 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.07 40k 1/1/2016
83 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.07 60k 9/1/2016
82 Orgone Commodity Management LLC
Orgone AG 1
-0.05 250k 9/1/2011
81 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
80 Evergreen Commodity Advisors, LLC
Discretionary
-0.03 100k 1/1/2015
79 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.03 100k 5/1/2012
78 HPX Financial LLC
HPX Old School Program
-0.02 200k 6/1/2006
63 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.00 10,000k 3/1/2002
64 dormouse Limited
dormouse Fund B Shares
0.00 10,000k 8/1/2016
65 RCMA Capital LLP
Merchant Commodity Fund
0.00 1,000k 6/1/2004
66 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
67 514 Capital Partners
514 Fund
0.00 100k 11/1/2013
68 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
69 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
70 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.00 1,000k 6/1/2014
71 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
72 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.00 500k 8/1/2012
73 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
74 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
75 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
76 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
77 dormouse Limited
dormouse - Managed Account
0.00 20,000k 7/1/2011
62 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.02 2,000k 11/1/2011
61 Blake Capital Management, Inc.
SRD Currencies
0.03 100k 3/1/2013
60 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
59 Certeza Asset Management
Macro Vega
0.08 1,000k 1/1/2012
58 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.09 10,000k 8/1/2007
57 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.12 5,000k 9/1/2013
56 Vivienne Investissement
MACH 3
0.14 100k 6/1/2015
55 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.15 1,000k 1/1/2013
54 Greenwave Capital Management
Greenwave Flagship Plus
0.19 1,000k 6/1/2008
53 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.19 1,500k 4/1/2016
52 Warrington Asset Management
Tactical Program Client
0.31 500k 2/1/2015
51 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.34 250k 7/1/2015
50 Crediton Hill LLC
Crediton Hill Managed Account Program
0.36 250k 8/1/2013
49 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.37 10,000k 2/1/2008
48 NickJen Capital Management & Consultants LLC
NRD-1
0.38 1,000k 4/1/2008
47 Buttonwood LLC
Energy Diversified 1
0.44 100k 7/1/2014
46 Certeza Asset Management
Macro Vega Fund
0.51 100k 11/1/2017
45 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.54 5,000k 6/1/2010
44 Bocken Trading LLC
Discretionary Trading Program
0.66 100k 7/1/2011
43 Global Sigma Group, LLC
GSF - Mult-Strategy
0.93 1,000k 11/1/2015
42 Carbide Capital Inc.
Carbide Absolute Return Program
0.96 200k 9/1/2014
41 Prolific Capital Markets, LLC
Prolific Swiss System
0.96 10,000k 1/1/2014
40 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.97 100k 4/1/2014
39 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
0.99 100k 2/1/2017
38 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.99 100k 1/1/2014
37 Typhon Capital Management, LLC
Leonidas Energy Program
1.00 100k 4/1/2017
36 White River Group
Dynamic S&P Options Strategy
1.03 50k 11/1/2014
35 ISAM
ISAM Systematic Trend (Levitas)
1.05 1,000k 5/1/2010
34 J8 Capital Management LLP
J8 Global Absolute Return Strategy
1.20 3,000k 1/1/2015
33 M&R Capital, LLC
Livestock Trading Program
1.24 100k 1/1/2015
32 Rcube Asset Management
Walnut Singularity
1.32 500k 7/1/2017
31 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.45 250k 10/1/2009
30 Soaring Pelican, LLC
Diversified S&P Program
1.48 100k 1/1/2011
29 AG Capital Management Partners, LP
Discretionary Global Macro Program
1.59 5,000k 10/1/2014
28 Jaguar Investments Ltd
Aegir Capital Strategy
1.67 1,000k 1/1/2012
27 Wharton Capital Management
Wharton AG Futures Program
1.68 100k 9/1/2011
26 Silicon Valley Quantitative Advisors
UQP Large
1.76 500k 1/1/2009
25 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.83 1,500k 10/1/2016
24 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
1.88 500k 1/1/2017
23 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.90 3,000k 7/1/2017
22 Anderson Creek Trading
Standard Diversified Strategy
2.27 250k 7/1/2014
21 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.34 100k 10/1/2012
20 Schindler Capital Management, LLC
Dairy Advantage Program
2.42 400k 8/1/2005
19 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.46 1,000k 10/1/2016
18 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
2.86 10,000k 2/1/2006
17 Ditsch Trading, LLC
Agricultural Trading Program
2.86 100k 1/1/2011
16 Demeter Capital Management
Livestock & Grain Trading Program
3.02 50k 3/1/2010
15 Dreiss Research Corporation
Diversified Program
3.15 1,000k 5/1/1991
14 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
3.15 20,000k 5/1/2013
13 Leibniz Group
EVEREST
3.36 100k 3/1/2016
12 R Best LLC
R Best Private Client Program
3.37 50k 2/1/2010
11 Davis Commodities, LLC
Davis Trading Program
3.40 250k 1/1/2016
10 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.66 3,000k 9/1/2015
9 Tarpon Trading
Altair FX Alpha Macro
3.89 5,000k 1/1/2016
8 Leibniz Group
GRAB+
4.52 100k 4/1/2016
7 Brisslen Capital Management, LLC
Brisslen Energy Strategy - Client
5.51 250k 12/1/2017
6 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
5.87 250k 2/1/2016
5 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
6.19 250k 11/1/1996
4 Worldwide Capital Strategies
Profit Quest Macro World
6.38 100k 1/1/2010
3 Purple Valley Capital, Inc.
Diversified Trend 1
10.32 100k 8/1/2008
2 W.G. Wealth Guardian Ltd.
QT Program (QTP)
12.33 300k 6/1/2017
1 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
13.29 20,000k 7/1/2011

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.

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