IASG CTA Index For February 2020

Monthly Rankings

Rank CTA/Program Feb 2020 Min Inv Inception
197 Tianyou Asset Management, LLC
Tianyou Fund LP
-38.52 100k 10/1/2012
196 Glenhaven Capital LLC
Glenhaven Global II LP
-19.59 25k 4/1/2012
195 Tom Capital AG
Tom Capital Growth Fund
-18.90 5,000k 12/1/2015
194 Future Trade AG
Thales Swing Trading Programme
-16.28 250k 6/1/2007
193 Superfund Group
Superfund Red One SP I - Class A Silver
-15.22 10k 1/1/2017
192 361 Capital LLC
361 Global Managed Futures Strategy Fund
-10.56 2,000k 3/1/2014
191 Buckingham Global Advisors, LLC
Weekly Emini Program
-10.37 200k 3/1/2015
190 Strategic Capital Advisors LLC
Global Contrarian Stock Index
-9.49 1,000k 4/1/2017
189 Superfund Group
Superfund Green SILVER SICAV
-8.91 20k 1/1/2017
188 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
187 Turk Capital LLC
US Equity Long/Short Strategy
-8.58 250k 4/1/2014
186 Carbide Capital Inc.
Carbide Absolute Return Program
-8.46 200k 9/1/2014
185 Superfund Group
Superfund Red One SP I - Class A Gold
-7.56 10k 1/1/2017
184 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-7.51 250k 11/1/1996
183 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-7.45 5,000k 6/1/2010
182 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-7.36 500k 10/1/2014
181 AP Futures, LLC
Volatility Trading Program
-6.93 100k 2/1/2017
180 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-6.44 5,000k 9/1/2013
179 Superfund Group
Superfund Red One SP I - Class A USD
-6.23 10k 1/1/2017
178 Superfund Group
Superfund Red One SP I - Class A EUR
-6.16 10k 1/1/2017
177 Typhon Capital Management, LLC
Helios Deutsche
-5.70 250k 4/1/2014
176 Leibniz Group
SWARM (Return on Margin)
-5.30 1,500k 9/1/2015
175 Emil van Essen
Multi-Strategy Program
-5.10 6,000k 5/1/2014
174 Superfund Group
Superfund Red EUR SICAV
-4.89 10k 3/1/2013
173 Superfund Group
Superfund Red USD SICAV
-4.81 10k 3/1/2013
172 Eclipse Capital Management
Alpha Asia
-4.55 25,000k 1/1/2015
171 Melissinos Trading
Eupatrid Global Trends
-4.47 50k 1/1/2011
170 Emil van Essen
Spread Trading Program Limited
-4.37 5,000k 7/1/2013
169 Turk Capital LLC
US Market Hedge Strategy
-4.27 250k 11/1/2015
168 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
167 Estlander & Partners
Freedom
-4.06 20,000k 8/1/2010
166 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.92 250k 5/1/2011
165 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.86 1k 6/1/2009
164 Pinstripe Trading, LLC
Standard
-3.78 125k 8/1/2009
163 Alder Capital DAC
CALM Eurozone Equity Program
-3.50 100k 5/1/2015
162 Chesapeake Capital
Diversified Plus (HV)
-3.26 100k 4/1/1994
161 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.20 5,000k 11/1/2012
160 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.05 1,000k 8/1/2012
159 County Cork LLC
County Cork Macro Equity Hedge
-2.93 1,000k 2/1/2016
158 Silicon Valley Quantitative Advisors
UQP Large
-2.84 500k 1/1/2009
157 DUNN Capital Management
DUNN WMA Institutional Program
-2.71 100k 10/1/2011
156 Vivienne Investissement
MACH 3
-2.62 100k 6/1/2015
155 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.49 1,000k 1/1/2013
154 R Best LLC
R Best Private Client Program
-2.39 50k 2/1/2010
153 Crabel Capital Management
WPD Crabel Futures Program
-2.16 1,000k 7/1/2008
152 FORT LP
Fort Global Contrarian
-2.11 2,000k 10/1/2002
151 Rosetta Capital Management
Macro Program
-2.05 50k 1/1/2009
150 Prolific Capital Markets, LLC
Prolific Swiss System
-2.03 10,000k 1/1/2014
149 Leibniz Group
SWARM
-1.93 100k 9/1/2015
148 Soaring Pelican, LLC
Diversified S&P Program
-1.88 100k 1/1/2011
147 Robust Methods LLC
Macro Managed Account
-1.88 5,000k 1/1/2005
146 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.81 10,000k 8/1/2009
145 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.69 500k 10/1/2015
144 M&R Capital, LLC
Livestock Trading Program
-1.63 100k 1/1/2015
143 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.59 1k 10/1/2006
142 Urban Tree Capital, LLC
UTC Plus (Client)
-1.58 100k 3/1/2013
141 County Cork LLC
RLA I
-1.54 500k 1/1/2009
140 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.52 100k 4/1/2015
139 FORT LP
Fort Global Diversified
-1.41 2,000k 10/1/1993
138 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-1.34 100k 10/1/2011
137 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-1.28 500k 1/1/2017
136 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.17 200k 5/1/2014
135 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-1.09 3,000k 5/1/2010
134 Garraway Capital Management LLP
Garraway Financial Trends
-1.06 100k 9/1/2012
133 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.00 100k 5/1/2012
132 Crabel Capital Management
Crabel Multi-Product
-0.98 1,000k 3/1/1998
131 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.95 2,000k 11/1/2011
130 Tlaloc Capital LLC
Grains Program
-0.83 1,000k 4/1/2010
129 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.82 1,000k 5/1/2014
128 Buttonwood LLC
Energy Diversified 1
-0.81 100k 7/1/2014
127 Superfund Group
Superfund Green GOLD SICAV
-0.64 20k 1/1/2017
126 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.61 60k 9/1/2016
125 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.57 3,000k 5/1/2014
124 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.56 100k 1/1/2014
123 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.56 1,000k 3/1/2007
122 PAK Capital, LLC
PAK Capital Currency Program
-0.54 200k 5/1/2017
121 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.52 100k 2/1/2017
120 Warrington Asset Management
Warrington Strategic Program
-0.51 50k 1/1/1997
119 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.39 10,000k 8/1/2007
118 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.38 500k 9/1/2015
117 Dreiss Research Corporation
Diversified Program
-0.33 1,000k 5/1/1991
116 Seven Capital Management
Seven Absolute Return
-0.33 100k 6/1/2009
115 Orion Asset Management
Algorithmic Trading Program
-0.31 10k 1/1/2013
114 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.27 250k 11/1/2014
113 Automaton Trading LLC
Diversified
-0.26 500k 7/1/2014
112 Schindler Capital Management, LLC
Dairy Advantage Program
-0.25 400k 8/1/2005
111 GammaQ
Breckhurst Commodity Fund
-0.19 1,000k 10/1/2006
110 Cauldron Investments, LLC
Cauldron Systematic
-0.16 500k 1/1/2017
109 Bocken Trading LLC
Discretionary Trading Program
-0.11 100k 7/1/2011
108 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.02 500k 1/1/2015
106 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
0.00 1,000k 1/1/2015
104 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.00 100k 5/1/2015
105 Sector Arc Advisors
Global Lean Hog Ag
0.00 250k 10/1/2015
103 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
107 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.00 500k 1/1/2011
102 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
101 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.02 40k 1/1/2016
100 Certeza Asset Management
Macro Vega
0.04 1,000k 1/1/2012
99 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
0.04 550k 11/1/2016
98 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.08 10,000k 10/1/1993
97 Warrington Asset Management
Tactical Program Client
0.10 500k 2/1/2015
96 Evergreen Commodity Advisors, LLC
Discretionary
0.18 100k 1/1/2015
95 NickJen Capital Management & Consultants LLC
NRD-1
0.18 1,000k 4/1/2008
94 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.19 5,000k 9/1/2009
93 Welton Investment Partners
Welton Trend
0.21 25,000k 10/1/2012
92 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.21 100k 12/1/1998
91 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.23 250k 7/1/2015
90 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.25 100k 4/1/2014
89 Davis Commodities, LLC
Davis Trading Program
0.31 250k 1/1/2016
88 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
0.32 100k 2/1/2010
87 Carbide Capital Inc.
Carbide Hedge Progam
0.39 1,000k 9/1/2016
86 Demeter Capital Management
Livestock & Grain Trading Program
0.41 50k 3/1/2010
85 HPX Financial LLC
HPX Old School Program
0.41 200k 6/1/2006
84 Leibniz Group
Systematic Intelligence Vol 10
0.42 3,000k 8/1/2011
83 Superfund Group
Superfund Green USD SICAV
0.44 5k 1/1/2017
82 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.45 5,000k 9/1/2009
81 Ditsch Trading, LLC
Agricultural Trading Program
0.46 100k 1/1/2011
80 Amapa Capital Advisors LLC
Energy Program
0.46 1,000k 2/1/2015
79 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.48 50k 9/1/2009
78 Independent View
IV Quantitative Futures Fund
0.61 100k 11/1/2012
77 Blake Capital Management, Inc.
SRD Currencies
0.61 100k 3/1/2013
76 EMC Capital Advisors, LLC
EMC Alpha Program
0.63 5,000k 6/1/2013
75 Superfund Group
Superfund Green EUR SICAV
0.65 5k 1/1/2017
74 NuWave Investment Management, LLC
Commodity Value Portfolio
0.68 2,000k 10/1/2014
73 Linnis
Linnis ONE, LP
0.69 100k 8/1/2014
72 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.70 250k 10/1/2010
71 Covenant Capital Management
Tactical Growth Program
0.71 100k 1/1/2017
70 Typhon Capital Management, LLC
Leonidas Energy Program
0.73 100k 4/1/2017
69 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.77 1,000k 10/1/2016
68 dormouse Limited
dormouse - Managed Account
0.77 10,000k 7/1/2011
67 Crediton Hill LLC
Crediton Hill Managed Account Program
0.77 250k 8/1/2013
66 dormouse Limited
dormouse Fund B Shares
0.78 10,000k 8/1/2016
65 dormouse Limited
dormouse Fund A Shares
0.78 1,000k 1/1/2017
64 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.79 10,000k 3/1/1998
63 Typhon Capital Management, LLC
Plutus Grain Strategy
0.80 250k 4/1/2008
62 ISAM
ISAM Systematic Trend (Levitas)
0.87 1,000k 5/1/2010
61 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.88 100k 3/1/2017
60 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.95 2,000k 4/1/2017
59 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.97 250k 10/1/2009
58 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.00 1,000k 4/1/2015
57 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
1.16 100k 12/1/2014
56 Greenwave Capital Management
Greenwave Flagship Plus
1.26 1,000k 6/1/2008
55 H2O AM LLP
Arctic Blue Commodity Program (2x)
1.30 1,000k 6/1/2014
54 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
1.36 2,000k 7/1/2016
53 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.40 250k 5/1/2013
52 Jaguar Investments Ltd
Aegir Capital Strategy
1.42 1,000k 1/1/2012
51 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.50 2,000k 7/1/2016
50 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.65 1,500k 10/1/2016
49 Vortex
Currency Program
1.72 500k 1/1/2014
48 Leibniz Group
Enhanced Intelligence Strategy
1.74 100k 1/1/2016
47 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.78 250k 10/1/2011
46 R Best LLC
World Select Program
1.81 2,000k 4/1/2016
45 Gregory P Asset Management LLC
Alternative Multi Strategy
1.95 500k 11/1/2012
44 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.04 1,000k 3/1/2003
43 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.15 500k 1/1/2015
42 Greenwave Capital Management
Greenwave Flagship Plus 2x
2.38 1,500k 4/1/2016
41 John Locke Investments
Cyril Systematic UCITS Fund
2.42 8,000k 7/1/2000
40 Wharton Capital Management
Wharton AG Futures Program
2.50 100k 9/1/2011
39 Metolius Capital LLC
Metolius Enhanced Fund
2.68 40k 6/1/2015
38 Leibniz Group
EVEREST
2.72 100k 3/1/2016
37 Aquantum
Aquantum Commodity Spread Program (ACS)
2.73 5,000k 7/1/2013
36 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.83 200k 2/1/2016
35 NuWave Investment Management, LLC
NuWave Matrix Portfolio
2.94 3,000k 9/1/2015
34 Leibniz Group
Total Intelligence Vol 10
2.99 100k 3/1/2016
33 Schot Capital
Multi Diversified Program
3.02 1,000k 1/1/2016
32 Aquantum
ACS Energies
3.05 5,000k 1/1/2017
31 Blackheath Fund Management Inc.
Tactical FI Strategy
3.23 50k 10/1/2011
30 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
3.38 10,000k 4/1/2004
29 ProfitScore Capital Management
Long/Short US Treasury
3.42 10,000k 10/1/2015
28 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.54 500k 6/1/2007
27 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.76 1,000k 5/1/2015
26 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
4.07 1,000k 12/1/2014
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.13 1,000k 3/1/2003
24 QTS Capital Management, LLC
QTS Partners, L.P.
4.51 100k 1/1/2011
23 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
4.70 1,000k 5/1/2017
22 AG Capital Investments, LLC
Discretionary Global Macro Program
4.93 500k 10/1/2014
21 Bulkara Capital
Bulkara Systematic Fund SP
5.07 250k 4/1/2014
20 514 Capital Partners
514 Fund
5.39 100k 11/1/2013
19 Eagle Trading Systems Inc.
Eagle Customized Trend
5.80 10,000k 4/1/2017
18 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
6.01 250k 2/1/2016
17 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
6.86 10,000k 2/1/2006
16 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.19 20,000k 5/1/2013
15 Anderson Creek Trading
Standard Diversified Strategy
7.94 250k 7/1/2014
14 Red Rock Capital, LLC
Commodity Long-Short
8.18 500k 9/1/2013
13 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
8.20 10,000k 2/1/2008
12 RCMA Capital LLP
Merchant Commodity Fund
8.50 1,000k 6/1/2004
11 QTS Capital Management, LLC
Tail Reaper
8.66 100k 8/1/2012
10 Whitmore Capital Management LLC
Whitmore Capital LP
9.62 250k 6/1/2012
9 Leibniz Group
GRAB+
10.42 100k 4/1/2016
8 Typhon Capital Management, LLC
Leonidas Macro Fund
11.64 100k 4/1/2017
7 Eamon Capital
Zephyr Program
12.13 600k 1/1/2016
6 Worldwide Capital Strategies
Profit Quest Macro World
17.11 100k 1/1/2010
5 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
17.56 25k 2/1/2016
4 Purple Valley Capital, Inc.
Diversified Trend 1
17.65 100k 8/1/2008
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
20.19 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
20.94 1,500k 7/1/2011
1 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
23.15 100k 5/1/2017

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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