IASG CTA Index For November 2020

Monthly Rankings

Rank CTA/Program Nov 2020 Min Inv Inception
194 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-13.56 20,000k 5/1/2013
193 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-9.80 1,000k 10/1/2016
192 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-9.80 10,000k 3/1/1998
191 Brisslen Capital Management, LLC
Brisslen Energy Strategy - Client
-8.63 250k 12/1/2017
190 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
-8.31 20,000k 7/1/2011
189 QDRA Pty Ltd
QDRA Dynamic Macro
-6.49 5,000k 11/1/2007
188 Robust Methods LLC
Macro Managed Account
-5.99 5,000k 1/1/2005
187 Leibniz Group
EVEREST
-5.18 100k 3/1/2016
186 Superfund Group
Superfund Green GOLD SICAV
-5.14 20k 1/1/2017
185 Tlaloc Capital LLC
Grains Program
-4.92 1,000k 4/1/2010
184 AG Capital Management Partners, LP
Discretionary Global Macro Program
-4.20 5,000k 10/1/2014
183 John Locke Investments
Cyril Systematic UCITS Fund
-4.08 500k 7/1/2000
182 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-3.73 250k 7/1/2015
181 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.10 5,000k 9/1/2013
180 Global Sigma Group, LLC
GSF - Mult-Strategy
-3.06 1,000k 11/1/2015
179 R Best LLC
R Best Private Client Program
-2.70 50k 2/1/2010
178 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.66 3,000k 7/1/2017
177 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.53 5,000k 6/1/2010
176 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-2.36 10,000k 2/1/2008
175 Shepherd Energy AB
Shepherd Energy Portfolio
-2.15 1,000k 1/1/2013
174 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-2.12 500k 9/1/2015
173 QTS Capital Management, LLC
Tail Reaper
-1.80 500k 8/1/2012
172 Red Rock Capital, LLC
Commodity Long-Short
-1.76 500k 9/1/2013
171 Prolific Capital Markets, LLC
Prolific Swiss System
-1.73 10,000k 1/1/2014
170 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.69 500k 10/1/2015
169 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.41 100k 12/1/1998
168 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.39 250k 10/1/2010
167 Tendance Finance
Tendance Finance Fund
-1.39 100k 5/1/2012
166 Jaguar Investments Ltd
Aegir Capital Strategy
-1.37 1,000k 1/1/2012
165 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.31 1,500k 5/1/2017
164 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-1.30 500k 1/1/2015
163 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.22 1,500k 12/1/2014
162 GZC Investment Management AG
GZC Strategic Commodities Fund (SCF)
-1.20 100k 1/1/2014
161 dormouse Limited
dormouse Fund A Shares
-1.12 1,000k 1/1/2017
160 dormouse Limited
dormouse Fund B Shares
-1.12 10,000k 8/1/2016
159 dormouse Limited
dormouse - Managed Account
-1.09 20,000k 7/1/2011
158 Schot Capital
Multi Diversified Program
-1.03 1,000k 1/1/2016
157 Tarpon Trading
Altair FX Alpha Macro
-0.94 5,000k 1/1/2016
156 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.79 100k 12/1/2014
155 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.71 2,000k 11/1/2011
154 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.65 100k 2/1/2017
153 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.64 100k 1/1/2014
152 Carbide Capital Inc.
Carbide Hedge Progam
-0.62 500k 9/1/2016
151 Vortex
Currency Program
-0.54 500k 1/1/2014
150 Rosetta Capital Management
Macro Program
-0.49 50k 1/1/2009
149 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-0.40 1,000k 9/1/1995
148 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.39 10,000k 3/1/2002
147 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.36 250k 11/1/1996
146 Warrington Asset Management
Warrington Strategic Program
-0.26 50k 1/1/1997
145 QTS Capital Management, LLC
QTS Partners, L.P.
-0.23 100k 1/1/2011
144 FORT LP
Fort Global Diversified
-0.21 2,000k 3/1/2002
143 Leibniz Group
GRAB+
-0.17 100k 4/1/2016
142 DUNN Capital Management
DUNN WMA Institutional Program
-0.16 100k 10/1/2011
141 NickJen Capital Management & Consultants LLC
NRD-1
-0.16 1,000k 4/1/2008
140 HPX Financial LLC
HPX Old School Program
-0.10 200k 6/1/2006
139 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-0.07 500k 1/1/2017
138 Demeter Capital Management
Livestock & Grain Trading Program
-0.06 50k 3/1/2010
137 Amapa Capital Advisors LLC
Energy Program
-0.06 1,000k 2/1/2015
136 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
115 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
108 HASAFUMA
Micro Macro
0.00 20k 6/1/2013
114 HASAFUMA
Hedgehog
0.00 50k 5/1/2012
111 HASAFUMA
La Cucaracha
0.00 50k 9/1/2013
110 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
106 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
116 Schindler Capital Management, LLC
Dairy Advantage Program
0.00 400k 8/1/2005
112 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
109 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
133 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
113 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
130 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
104 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
105 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
107 Orgone Commodity Management LLC
Orgone AG 1
0.00 250k 9/1/2011
118 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
121 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
129 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
131 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.00 250k 5/1/2011
124 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
119 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.00 3,000k 9/1/2015
127 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
132 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
117 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
135 Gamma Q
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
134 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
128 Rcube Asset Management
Walnut Singularity
0.00 500k 7/1/2017
120 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
125 PAK Capital, LLC
PAK Capital Currency Program
0.00 200k 5/1/2017
123 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
126 Pawberry LLC
MultiStrat Program
0.00 600k 6/1/2017
122 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
103 Certeza Asset Management
Macro Vega
0.04 1,000k 1/1/2012
102 Emil van Essen
Spread Trading Program Limited
0.07 5,000k 7/1/2013
101 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.17 250k 10/1/2011
100 Seven Capital Management
Seven Absolute Return
0.18 100k 6/1/2009
99 Greenwave Capital Management
Greenwave Flagship Plus
0.24 1,000k 6/1/2008
98 Superfund Group
Superfund Green EUR SICAV
0.25 5k 1/1/2017
97 Warrington Asset Management
Tactical Program Client
0.26 500k 2/1/2015
96 Crediton Hill LLC
Crediton Hill Managed Account Program
0.30 250k 8/1/2013
95 Aquantum
Aquantum Commodity Spread Program (ACS)
0.33 5,000k 7/1/2013
94 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
93 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
92 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.44 1,500k 4/1/2016
91 Gregory P Asset Management LLC
Alternative Multi Strategy
0.45 500k 11/1/2012
90 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
0.46 400k 2/1/2016
89 Tianyou Asset Management, LLC
Tianyou Trading Strategy
0.51 100k 10/1/2012
88 Typhon Capital Management, LLC
Leonidas Energy Program
0.53 100k 4/1/2017
87 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.65 3,000k 1/1/2015
86 Eagle Trading Systems Inc.
Eagle Customized Trend
0.71 10,000k 4/1/2017
85 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.71 2,000k 7/1/2016
84 County Cork LLC
RLA I
0.72 500k 1/1/2009
83 Soaring Pelican, LLC
Diversified S&P Program
0.79 100k 1/1/2011
82 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.84 100k 3/1/2017
81 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.91 2,000k 7/1/2016
80 Blake Capital Management, Inc.
SRD Currencies
0.98 100k 3/1/2013
79 R Best LLC
World Select Program
1.00 2,000k 4/1/2016
78 361 Capital LLC
361 Global Managed Futures Strategy Fund
1.09 2,000k 3/1/2014
77 Crabel Capital Management
Crabel Multi-Product
1.13 1,000k 3/1/1998
76 Crabel Capital Management
WPD Crabel Futures Program
1.13 1,000k 7/1/2008
75 DCM Systematic
Diversified Alpha
1.14 7,000k 2/1/2016
74 ISAM
ISAM Systematic Trend (Levitas)
1.15 1,000k 5/1/2010
73 White River Group
Dynamic S&P Options Strategy
1.16 50k 11/1/2014
72 Carbide Capital Inc.
Carbide Absolute Return Program
1.19 200k 9/1/2014
71 Buckingham Global Advisors, LLC
Weekly Emini Program
1.38 200k 3/1/2015
70 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.39 1,500k 10/1/2016
69 M&R Capital, LLC
Livestock Trading Program
1.40 100k 1/1/2015
68 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.44 100k 2/1/2010
67 Aquantum
ACS Energies
1.45 5,000k 1/1/2017
66 Typhon Capital Management, LLC
Plutus Grain Strategy
1.52 250k 4/1/2008
65 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
1.55 550k 11/1/2016
64 NuWave Investment Management, LLC
Commodity Value Portfolio
1.57 2,000k 10/1/2014
63 FORT LP
Fort Global Contrarian
1.63 2,000k 10/1/2002
62 Certeza Asset Management
Macro Vega Fund
1.80 100k 11/1/2017
61 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.90 250k 5/1/2013
60 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.14 5,000k 9/1/2009
59 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.15 5,000k 9/1/2009
58 Rcube Asset Management
Rcube Genio Capital Systematic Macro
2.46 1,000k 3/1/2017
57 Leibniz Group
SWARM
2.48 100k 9/1/2015
56 EMC Capital Advisors, LLC
EMC Alpha Program
2.73 5,000k 6/1/2013
55 Evergreen Commodity Advisors, LLC
Discretionary
2.84 100k 1/1/2015
54 Sector Arc Advisors
Global Lean Hog Ag
2.86 250k 10/1/2015
53 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.92 500k 10/1/2014
52 Metolius Capital LLC
Metolius Enhanced Fund
2.96 40k 6/1/2015
51 Linnis
Linnis ONE, LP
2.99 100k 8/1/2014
50 Turk Capital LLC
US Market Hedge Strategy
3.18 100k 11/1/2015
49 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.34 250k 10/1/2009
48 Emil van Essen
Global Tactical Allocation Program (GTAP)
3.43 2,000k 4/1/2017
47 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.44 50k 9/1/2009
46 Volt Capital Management AB
Diversified Alpha Program
3.53 5,000k 3/1/2017
45 Vivienne Investissement
OUESSANT UCITS FUND (A)
3.83 100k 5/1/2012
44 514 Capital Partners
514 Fund
4.11 100k 11/1/2013
43 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
4.13 10,000k 4/1/2004
42 Eamon Capital
Zephyr Program
4.29 300k 1/1/2016
41 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
4.33 10,000k 2/1/2006
40 Estlander & Partners
Freedom
4.38 20,000k 8/1/2010
39 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.45 10,000k 8/1/2009
38 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
4.53 100k 10/1/2011
37 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
36 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
4.84 250k 2/1/2016
35 Davis Commodities, LLC
Davis Trading Program
4.89 250k 1/1/2016
34 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
4.98 60k 9/1/2016
33 RTM Capital Advisors
RTM Core Indices Plus Strategy
5.43 100k 9/1/2017
32 Candriam Investors Group
Alternative Return Systemat
5.53 125k 1/1/2007
31 Turk Capital LLC
US Equity Long/Short Strategy
5.54 100k 4/1/2014
30 Covenant Capital Management
Tactical Growth Program
5.78 100k 1/1/2017
29 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.04 1k 10/1/2006
28 EMC Capital Advisors, LLC
EMC Alpha Plus Program
6.08 3,000k 5/1/2014
27 Emil van Essen
Long-Short Commodity Program - Accelerated
6.19 200k 5/1/2014
26 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
6.51 40k 1/1/2016
25 Bocken Trading LLC
Discretionary Trading Program
6.87 100k 7/1/2011
24 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
6.91 1,000k 5/1/2014
23 Typhon Capital Management, LLC
Leonidas Macro Fund
6.96 100k 4/1/2017
22 Leibniz Group
Systematic Intelligence Vol 10
7.85 3,000k 8/1/2011
21 MarketCipher Partners LLC
MarketCipher Partners LLC
8.30 1,000k 1/1/2018
20 Sandpiper Asset Management
Sandpiper Global Macro Program
8.33 1,000k 8/1/2012
19 Silicon Valley Quantitative Advisors
UQP Large
8.35 500k 1/1/2009
18 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
8.42 500k 8/1/2007
17 County Cork LLC
County Cork Macro Equity Hedge
9.08 1,000k 2/1/2016
16 Ditsch Trading, LLC
Agricultural Trading Program
9.51 100k 1/1/2011
15 Chesapeake Capital
Diversified Plus (HV)
9.65 100k 4/1/1994
14 Quantica Capital AG
2X Quantica Managed Futures Fund
9.70 100k 1/1/2014
13 Melissinos Trading
Eupatrid Global Trends
9.70 50k 1/1/2011
12 Covenant Capital Management
Total Volatility Program (P&C)
9.71 200k 1/1/2018
11 Anderson Creek Trading
Standard Diversified Strategy
9.83 250k 7/1/2014
10 Dreiss Research Corporation
Diversified Program
10.05 1,000k 5/1/1991
9 W.G. Wealth Guardian Ltd.
QT Program (QTP)
10.24 300k 6/1/2017
8 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
10.57 5,000k 11/1/2012
7 Vivienne Investissement
MACH 3
12.24 100k 6/1/2015
6 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
12.27 1k 6/1/2009
5 Worldwide Capital Strategies
Profit Quest Macro World
16.34 100k 1/1/2010
4 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
16.85 25k 2/1/2016
3 Purple Valley Capital, Inc.
Diversified Trend 1
20.39 100k 8/1/2008
2 AP Futures, LLC
Volatility Trading Program
20.62 100k 2/1/2017
1 Glenhaven Capital LLC
Glenhaven Global II LP
26.41 25k 4/1/2012

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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