IASG CTA Index For March 2020

Monthly Rankings

Rank CTA/Program Mar 2020 Min Inv Inception
190 Bulkara Capital
Bulkara Systematic Fund SP
-22.87 250k 4/1/2014
189 County Cork LLC
County Cork Macro Equity Hedge
-14.22 1,000k 2/1/2016
188 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-12.73 5,000k 11/1/2012
187 Turk Capital LLC
US Equity Long/Short Strategy
-12.72 250k 4/1/2014
186 Worldwide Capital Strategies
Profit Quest Macro World
-11.95 100k 1/1/2010
185 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-11.16 10,000k 10/1/1993
184 FORT LP
Fort Global Diversified
-11.13 2,000k 10/1/1993
183 Quantica Capital AG
2X Quantica Managed Futures Fund
-9.38 100k 1/1/2014
182 Robust Methods LLC
Macro Managed Account
-8.55 5,000k 1/1/2005
181 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.11 3,000k 9/1/2015
180 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-7.26 10,000k 4/1/2004
179 dormouse Limited
dormouse - Managed Account
-7.19 10,000k 7/1/2011
178 Linnis
Linnis ONE, LP
-6.70 100k 8/1/2014
177 dormouse Limited
dormouse Fund B Shares
-6.58 10,000k 8/1/2016
176 dormouse Limited
dormouse Fund A Shares
-6.58 1,000k 1/1/2017
175 County Cork LLC
RLA I
-6.12 500k 1/1/2009
174 Turk Capital LLC
US Market Hedge Strategy
-6.02 250k 11/1/2015
173 Carbide Capital Inc.
Carbide Absolute Return Program
-5.91 200k 9/1/2014
172 Tom Capital AG
Tom Capital Growth Fund
-5.60 5,000k 12/1/2015
171 Prolific Capital Markets, LLC
Prolific Swiss System
-5.43 10,000k 1/1/2014
170 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-5.20 10,000k 2/1/2006
169 FORT LP
Fort Global Contrarian
-4.26 2,000k 10/1/2002
168 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-4.24 200k 2/1/2016
167 Global Sigma Group, LLC
Global Sigma BondVOL LP
-4.18 1,000k 4/1/2015
166 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.10 250k 5/1/2013
165 NuWave Investment Management, LLC
Commodity Value Portfolio
-3.95 2,000k 10/1/2014
164 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
163 Gregory P Asset Management LLC
Alternative Multi Strategy
-3.66 500k 11/1/2012
162 Schindler Capital Management, LLC
Dairy Advantage Program
-3.65 400k 8/1/2005
161 Buckingham Global Advisors, LLC
Weekly Emini Program
-3.45 200k 3/1/2015
160 Rosetta Capital Management
Macro Program
-3.25 50k 1/1/2009
159 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.85 10,000k 8/1/2009
158 Buttonwood LLC
Energy Diversified 1
-2.74 100k 7/1/2014
157 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.46 2,000k 7/1/2016
156 Blackheath Fund Management Inc.
Tactical FI Strategy
-2.38 50k 10/1/2011
155 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-2.36 250k 7/1/2015
154 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.18 5,000k 9/1/2009
153 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.95 5,000k 9/1/2009
152 Automaton Trading LLC
Diversified
-1.89 500k 7/1/2014
151 Future Trade AG
Thales Swing Trading Programme
-1.88 250k 6/1/2007
150 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.86 250k 10/1/2011
149 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.80 5,000k 9/1/2013
148 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.58 2,000k 7/1/2016
147 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.57 50k 9/1/2009
146 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.51 1,000k 1/1/2013
145 Tlaloc Capital LLC
Grains Program
-1.51 1,000k 4/1/2010
144 Certeza Asset Management
Macro Vega
-1.39 1,000k 1/1/2012
143 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.34 5,000k 6/1/2010
142 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-1.33 100k 4/1/2014
141 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.27 2,000k 4/1/2017
140 Typhon Capital Management, LLC
Helios Deutsche
-0.95 250k 4/1/2014
139 M&R Capital, LLC
Livestock Trading Program
-0.91 100k 1/1/2015
138 Vivienne Investissement
MACH 3
-0.87 100k 6/1/2015
137 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.63 3,000k 5/1/2014
136 Sector Arc Advisors
Global Lean Hog Ag
-0.61 250k 10/1/2015
135 Soaring Pelican, LLC
Diversified S&P Program
-0.50 100k 1/1/2011
134 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.45 100k 5/1/2012
133 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-0.42 500k 1/1/2017
132 Evergreen Commodity Advisors, LLC
Discretionary
-0.23 100k 1/1/2015
131 Wharton Capital Management
Wharton AG Futures Program
-0.17 100k 9/1/2011
130 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
129 R Best LLC
R Best Private Client Program
-0.16 50k 2/1/2010
128 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
127 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
111 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
112 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
109 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
106 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
104 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
124 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.00 1,000k 6/1/2014
126 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
114 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.00 2,000k 11/1/2011
115 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
105 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
107 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
108 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
110 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
113 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
116 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
117 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
118 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
119 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
120 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
121 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
122 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
123 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
125 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
103 Warrington Asset Management
Tactical Program Client
0.01 500k 2/1/2015
102 Pinstripe Trading, LLC
Standard
0.03 125k 8/1/2009
101 Crabel Capital Management
WPD Crabel Futures Program
0.07 1,000k 7/1/2008
100 NickJen Capital Management & Consultants LLC
NRD-1
0.09 1,000k 4/1/2008
99 Warrington Asset Management
Warrington Strategic Program
0.13 50k 1/1/1997
98 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.15 1,000k 5/1/2017
97 Ditsch Trading, LLC
Agricultural Trading Program
0.20 100k 1/1/2011
96 Typhon Capital Management, LLC
Plutus Grain Strategy
0.26 250k 4/1/2008
95 Chesapeake Capital
Diversified Plus (HV)
0.29 100k 4/1/1994
94 Crediton Hill LLC
Crediton Hill Managed Account Program
0.29 250k 8/1/2013
93 Tianyou Asset Management, LLC
Tianyou Fund LP
0.38 100k 10/1/2012
92 Blake Capital Management, Inc.
SRD Currencies
0.39 100k 3/1/2013
91 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.40 100k 1/1/2014
90 EMC Capital Advisors, LLC
EMC Alpha Program
0.42 5,000k 6/1/2013
89 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.52 100k 12/1/1998
88 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.53 500k 1/1/2015
87 Crabel Capital Management
Crabel Multi-Product
0.64 1,000k 3/1/1998
86 Bocken Trading LLC
Discretionary Trading Program
0.64 100k 7/1/2011
85 Meliora Capital LLP
Commodity Absolute Return (1x)
0.66 250k 11/1/2014
84 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
0.68 100k 2/1/2017
83 Davis Commodities, LLC
Davis Trading Program
0.80 250k 1/1/2016
82 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.81 1,000k 10/1/2016
81 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.84 10,000k 3/1/1998
80 HPX Financial LLC
HPX Old School Program
1.10 200k 6/1/2006
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.14 1k 10/1/2006
78 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
1.28 100k 3/1/2017
77 Urban Tree Capital, LLC
UTC Plus (Client)
1.47 100k 3/1/2013
76 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
1.67 10,000k 2/1/2008
75 361 Capital LLC
361 Global Managed Futures Strategy Fund
1.95 2,000k 3/1/2014
74 Leibniz Group
EVEREST
1.97 100k 3/1/2016
73 Greenwave Capital Management
Greenwave Flagship Plus
2.14 1,000k 6/1/2008
72 Aquantum
ACS Energies
2.20 5,000k 1/1/2017
71 PAK Capital, LLC
PAK Capital Currency Program
2.25 200k 5/1/2017
70 514 Capital Partners
514 Fund
2.51 100k 11/1/2013
69 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.63 1k 6/1/2009
68 R Best LLC
World Select Program
2.72 2,000k 4/1/2016
67 Emil van Essen
Spread Trading Program Limited
2.73 5,000k 7/1/2013
66 Seven Capital Management
Seven Absolute Return
2.79 100k 6/1/2009
65 Vortex
Currency Program
2.86 500k 1/1/2014
64 ISAM
ISAM Systematic Trend (Levitas)
3.02 1,000k 5/1/2010
63 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.06 500k 6/1/2007
62 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
3.32 100k 2/1/2010
61 Schot Capital
Multi Diversified Program
3.40 1,000k 1/1/2016
60 John Locke Investments
Cyril Systematic UCITS Fund
3.51 8,000k 7/1/2000
59 Aquantum
Aquantum Commodity Spread Program (ACS)
3.58 5,000k 7/1/2013
58 Welton Investment Partners
Welton Trend
3.61 25,000k 10/1/2012
57 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.62 250k 5/1/2011
56 Glendorn Capital Management LLC
MultiWeek Trading Strategy
3.82 1,500k 10/1/2016
55 DUNN Capital Management
DUNN WMA Institutional Program
3.82 100k 10/1/2011
54 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.22 1,000k 3/1/2003
53 Estlander & Partners
Freedom
4.28 20,000k 8/1/2010
52 Greenwave Capital Management
Greenwave Flagship Plus 2x
4.44 1,500k 4/1/2016
51 Strategic Capital Advisors LLC
Global Contrarian Stock Index
4.53 1,000k 4/1/2017
50 Amapa Capital Advisors LLC
Energy Program
4.76 1,000k 2/1/2015
49 Leibniz Group
GRAB+
4.82 100k 4/1/2016
48 Dynamica Global Investments
Dynamica Commodity Trading Strategy
5.33 500k 9/1/2015
47 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.59 1,000k 3/1/2003
46 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
5.94 1,000k 5/1/2014
45 Strategic Capital Advisors LLC
Multi-strategy Futures Program
6.03 3,000k 5/1/2010
44 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
6.34 550k 11/1/2016
43 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
6.59 100k 10/1/2011
42 AP Futures, LLC
Volatility Trading Program
6.62 100k 2/1/2017
41 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
7.02 100k 12/1/2014
40 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
7.09 1,000k 12/1/2014
39 Pearl Capital Advisors, LLC
Hedged VIX Program
7.34 500k 10/1/2015
38 Silicon Valley Quantitative Advisors
UQP Large
7.70 500k 1/1/2009
37 Eamon Capital
Zephyr Program
8.20 600k 1/1/2016
36 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
8.21 1,000k 3/1/2007
35 Carbide Capital Inc.
Carbide Hedge Progam
8.69 1,000k 9/1/2016
34 Jaguar Investments Ltd
Aegir Capital Strategy
9.14 1,000k 1/1/2012
33 Eagle Trading Systems Inc.
Eagle Customized Trend
9.96 10,000k 4/1/2017
32 Typhon Capital Management, LLC
Leonidas Macro Fund
10.29 100k 4/1/2017
31 Eclipse Capital Management
Alpha Asia
10.43 25,000k 1/1/2015
30 Demeter Capital Management
Livestock & Grain Trading Program
10.57 50k 3/1/2010
29 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
10.90 250k 11/1/1996
28 J8 Capital Management LLP
J8 Global Absolute Return Strategy
10.99 500k 1/1/2015
27 FTC Capital GmbH
FTC Futures Fund Classic (USD)
11.18 250k 10/1/2010
26 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
11.29 100k 5/1/2017
25 Whitmore Capital Management LLC
Whitmore Capital LP
12.24 250k 6/1/2012
24 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
12.82 500k 10/1/2014
23 Metolius Capital LLC
Metolius Enhanced Fund
13.02 40k 6/1/2015
22 Red Rock Capital, LLC
Commodity Long-Short
13.16 500k 9/1/2013
21 Typhon Capital Management, LLC
Leonidas Energy Program
13.73 100k 4/1/2017
20 Anderson Creek Trading
Standard Diversified Strategy
14.43 250k 7/1/2014
19 Leibniz Group
Systematic Intelligence Vol 10
15.13 3,000k 8/1/2011
18 Leibniz Group
Total Intelligence Vol 10
17.07 100k 3/1/2016
17 Covenant Capital Management
Tactical Growth Program
17.47 100k 1/1/2017
16 Dreiss Research Corporation
Diversified Program
18.09 1,000k 5/1/1991
15 RCMA Capital LLP
Merchant Commodity Fund
18.10 1,000k 6/1/2004
14 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
18.98 20,000k 5/1/2013
13 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
19.08 250k 2/1/2016
12 QTS Capital Management, LLC
QTS Partners, L.P.
19.24 100k 1/1/2011
11 Leibniz Group
Enhanced Intelligence Strategy
21.82 100k 1/1/2016
10 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
22.52 250k 10/1/2009
9 AG Capital Investments, LLC
Discretionary Global Macro Program
22.65 500k 10/1/2014
8 Sandpiper Asset Management
Sandpiper Global Macro Program
23.21 1,000k 8/1/2012
7 Leibniz Group
SWARM
25.24 100k 9/1/2015
6 QTS Capital Management, LLC
Tail Reaper
28.21 100k 8/1/2012
5 Tomas Capital Pty Ltd
GCAF | USD
37.78 1,500k 7/1/2011
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
38.29 50k 7/1/2011
3 Leibniz Group
SWARM (Return on Margin)
50.48 1,500k 9/1/2015
2 Glenhaven Capital LLC
Glenhaven Global II LP
52.83 25k 4/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
56.35 100k 8/1/2008

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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