IASG CTA Index For May 2020

Monthly Rankings

Rank CTA/Program May 2020 Min Inv Inception
186 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-22.42 50k 7/1/2011
185 Tomas Capital Pty Ltd
GCAF | USD
-18.89 1,500k 7/1/2011
184 Emil van Essen
Spread Trading Program Limited
-9.42 5,000k 7/1/2013
183 AG Capital Management Partners, LP
Discretionary Global Macro Program
-7.81 500k 10/1/2014
182 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.22 20,000k 5/1/2013
181 R Best LLC
R Best Private Client Program
-5.98 50k 2/1/2010
180 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-5.68 300k 6/1/2017
179 Purple Valley Capital, Inc.
Diversified Trend 1
-5.66 100k 8/1/2008
178 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-5.40 10,000k 3/1/1998
177 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-5.38 1,000k 10/1/2016
176 Dreiss Research Corporation
Diversified Program
-4.83 1,000k 5/1/1991
175 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.79 1,000k 3/1/2003
174 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-4.53 3,000k 9/1/2015
173 Silicon Valley Quantitative Advisors
UQP Large
-4.18 500k 1/1/2009
172 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-4.10 3,000k 5/1/2010
171 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.10 250k 5/1/2013
170 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.95 1,000k 8/1/2012
169 Whitmore Capital Management LLC
Whitmore Capital LP
-3.90 250k 6/1/2012
168 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-3.74 250k 10/1/2010
167 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-3.45 1,000k 3/1/2007
166 Eamon Capital
Zephyr Program
-2.86 600k 1/1/2016
165 Wharton Capital Management
Wharton AG Futures Program
-2.67 100k 9/1/2011
164 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.67 250k 5/1/2011
163 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.50 5,000k 6/1/2010
162 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.44 1k 6/1/2009
161 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-2.39 100k 3/1/2017
160 Superfund Group
Superfund Red EUR SICAV
-2.22 10k 3/1/2013
159 Schot Capital
Multi Diversified Program
-2.02 1,000k 1/1/2016
158 Superfund Group
Superfund Red USD SICAV
-2.02 10k 3/1/2013
157 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-1.92 250k 2/1/2016
156 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-1.85 60k 9/1/2016
155 514 Capital Partners
514 Fund
-1.80 100k 11/1/2013
154 John Locke Investments
Cyril Systematic UCITS Fund
-1.69 500k 7/1/2000
153 Covenant Capital Management
Tactical Growth Program
-1.67 100k 1/1/2017
152 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.67 250k 10/1/2009
151 Superfund Group
Superfund Green EUR SICAV
-1.63 5k 1/1/2017
150 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.56 3,000k 7/1/2017
149 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-1.52 500k 1/1/2015
148 Seven Capital Management
Seven Absolute Return
-1.51 100k 6/1/2009
147 RCMA Capital LLP
Merchant Commodity Fund
-1.50 1,000k 6/1/2004
146 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.47 100k 12/1/1998
145 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.43 100k 4/1/2017
144 DUNN Capital Management
DUNN WMA Institutional Program
-1.42 100k 10/1/2011
143 Superfund Group
Superfund Green USD SICAV
-1.35 5k 1/1/2017
142 Leibniz Group
Systematic Intelligence Vol 10
-1.32 3,000k 8/1/2011
141 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.32 1,000k 1/1/2013
140 Greenwave Capital Management
Greenwave Flagship Plus 2x
-1.31 1,500k 4/1/2016
139 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.20 1,500k 10/1/2016
138 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.20 1k 10/1/2006
137 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.20 100k 1/1/2014
136 Typhon Capital Management, LLC
Helios Deutsche
-1.17 250k 4/1/2014
135 Welton Investment Partners
Welton Trend
-1.08 25,000k 10/1/2012
134 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.07 250k 11/1/1996
133 Red Rock Capital, LLC
Commodity Long-Short
-0.99 500k 9/1/2013
132 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-0.97 500k 1/1/2017
131 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-0.95 5,000k 9/1/2013
130 NickJen Capital Management & Consultants LLC
NRD-1
-0.94 1,000k 4/1/2008
129 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.93 100k 12/1/2014
128 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.90 250k 11/1/2014
127 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.90 100k 2/1/2010
126 H2O AM LLP
Arctic Blue Commodity Program (2x)
-0.90 1,000k 6/1/2014
125 ISAM
ISAM Systematic Trend (Levitas)
-0.90 1,000k 5/1/2010
124 Jaguar Investments Ltd
Aegir Capital Strategy
-0.81 1,000k 1/1/2012
123 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.79 500k 9/1/2015
122 Bocken Trading LLC
Discretionary Trading Program
-0.78 100k 7/1/2011
121 Greenwave Capital Management
Greenwave Flagship Plus
-0.76 1,000k 6/1/2008
120 H2O AM LLP
Arctic Blue Inuvik
-0.70 1,000k 5/1/2017
119 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.60 500k 10/1/2015
118 dormouse Limited
dormouse Fund B Shares
-0.59 10,000k 8/1/2016
117 dormouse Limited
dormouse Fund A Shares
-0.59 1,000k 1/1/2017
116 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.57 250k 10/1/2011
115 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.53 2,000k 4/1/2017
114 Estlander & Partners
Freedom
-0.53 20,000k 8/1/2010
113 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.50 100k 1/1/2014
112 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.47 2,000k 7/1/2016
111 dormouse Limited
dormouse - Managed Account
-0.42 20,000k 7/1/2011
110 Carbide Capital Inc.
Carbide Hedge Progam
-0.41 500k 9/1/2016
109 FORT LP
Fort Global Contrarian
-0.39 2,000k 10/1/2002
108 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.38 1,000k 5/1/2014
107 Evergreen Commodity Advisors, LLC
Discretionary
-0.35 100k 1/1/2015
106 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.32 250k 7/1/2015
105 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
104 Davis Commodities, LLC
Davis Trading Program
-0.30 250k 1/1/2016
103 Blake Capital Management, Inc.
SRD Currencies
-0.28 100k 3/1/2013
102 Leibniz Group
GRAB+
-0.20 100k 4/1/2016
101 Automaton Trading LLC
Diversified
-0.19 500k 7/1/2014
100 Crabel Capital Management
WPD Crabel Futures Program
-0.15 1,000k 7/1/2008
99 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.12 500k 6/1/2007
98 Typhon Capital Management, LLC
Leonidas Energy Program
-0.10 100k 4/1/2017
97 Crabel Capital Management
Crabel Multi-Product
-0.06 1,000k 3/1/1998
82 Worldwide Capital Strategies
Profit Quest Macro World
0.00 100k 1/1/2010
83 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
84 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
85 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
86 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.00 10,000k 2/1/2008
87 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
88 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
89 Eagle Trading Systems Inc.
Eagle Customized Trend
0.00 10,000k 4/1/2017
90 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
91 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
92 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
93 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
94 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
95 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
96 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
81 Certeza Asset Management
Macro Vega
0.05 1,000k 1/1/2012
80 Urban Tree Capital, LLC
UTC Plus (Client)
0.13 100k 3/1/2013
79 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.14 100k 7/1/2013
78 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.23 10,000k 10/1/1993
77 QTS Capital Management, LLC
Tail Reaper
0.25 500k 8/1/2012
76 Crediton Hill LLC
Crediton Hill Managed Account Program
0.25 250k 8/1/2013
75 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.27 10,000k 8/1/2007
74 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.29 1,000k 4/1/2015
73 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.39 2,000k 7/1/2016
72 PAK Capital, LLC
PAK Capital Currency Program
0.41 200k 5/1/2017
71 HPX Financial LLC
HPX Old School Program
0.43 200k 6/1/2006
70 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.44 50k 9/1/2009
69 Amapa Capital Advisors LLC
Energy Program
0.44 1,000k 2/1/2015
68 FORT LP
Fort Global Diversified
0.45 2,000k 10/1/1993
67 Warrington Asset Management
Tactical Program Client
0.46 500k 2/1/2015
66 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.46 5,000k 9/1/2009
65 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.46 1,500k 12/1/2014
64 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.48 5,000k 9/1/2009
63 Sector Arc Advisors
Global Lean Hog Ag
0.50 250k 10/1/2015
62 Bulkara Capital
Bulkara Systematic Fund SP
0.51 250k 4/1/2014
61 Warrington Asset Management
Warrington Strategic Program
0.51 50k 1/1/1997
60 Anderson Creek Trading
Standard Diversified Strategy
0.53 250k 7/1/2014
59 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.54 1,000k 3/1/2003
58 EMC Capital Advisors, LLC
EMC Alpha Program
0.59 5,000k 6/1/2013
57 Typhon Capital Management, LLC
Plutus Grain Strategy
0.64 250k 4/1/2008
56 Global Sigma Group, LLC
GSF - Mult-Strategy
0.66 1,000k 11/1/2015
55 Turk Capital LLC
US Market Hedge Strategy
0.69 250k 11/1/2015
54 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.74 100k 5/1/2012
53 Ditsch Trading, LLC
Agricultural Trading Program
0.78 100k 1/1/2011
52 Metolius Capital LLC
Metolius Enhanced Fund
0.78 40k 6/1/2015
51 Tlaloc Capital LLC
Grains Program
0.79 1,000k 4/1/2010
50 Buckingham Global Advisors, LLC
Weekly Emini Program
0.84 200k 3/1/2015
49 County Cork LLC
RLA I
0.84 500k 1/1/2009
48 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.86 100k 10/1/2011
47 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.90 2,000k 11/1/2011
46 Superfund Group
Superfund Green GOLD SICAV
1.03 20k 1/1/2017
45 Tarpon Trading
Altair FX Alpha
1.06 5,000k 1/1/2016
44 Chesapeake Capital
Diversified Plus (HV)
1.06 100k 4/1/1994
43 R Best LLC
World Select Program
1.08 2,000k 4/1/2016
42 QTS Capital Management, LLC
QTS Partners, L.P.
1.22 100k 1/1/2011
41 Demeter Capital Management
Livestock & Grain Trading Program
1.38 50k 3/1/2010
40 Future Trade AG
Thales Swing Trading Programme
1.39 250k 6/1/2007
39 Alder Capital DAC
CALM Eurozone Equity Program
1.49 100k 5/1/2015
38 GammaQ
Breckhurst Commodity Fund
1.50 1,000k 10/1/2006
37 Gregory P Asset Management LLC
Alternative Multi Strategy
1.51 500k 11/1/2012
36 Turk Capital LLC
US Equity Long/Short Strategy
1.54 250k 4/1/2014
35 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.55 3,000k 5/1/2014
34 County Cork LLC
County Cork Macro Equity Hedge
1.63 1,000k 2/1/2016
33 AP Futures, LLC
Volatility Trading Program
1.69 100k 2/1/2017
32 Soaring Pelican, LLC
Diversified S&P Program
1.74 100k 1/1/2011
31 Tianyou Asset Management, LLC
Tianyou Fund LP
1.78 100k 10/1/2012
30 Carbide Capital Inc.
Carbide Absolute Return Program
1.82 200k 9/1/2014
29 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.97 400k 2/1/2016
28 Strategic Capital Advisors LLC
Global Contrarian Stock Index
2.05 1,000k 4/1/2017
27 ProfitScore Capital Management
Long/Short US Treasury
2.07 10,000k 10/1/2015
26 Aquantum
ACS Energies
2.12 5,000k 1/1/2017
25 Blackheath Fund Management Inc.
Tactical FI Strategy
2.16 50k 10/1/2011
24 Aquantum
Aquantum Commodity Spread Program (ACS)
2.20 5,000k 7/1/2013
23 NuWave Investment Management, LLC
Commodity Value Portfolio
2.25 2,000k 10/1/2014
22 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
2.36 1,500k 5/1/2017
21 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
2.42 550k 11/1/2016
20 Prolific Capital Markets, LLC
Prolific Swiss System
2.51 10,000k 1/1/2014
19 Linnis
Linnis ONE, LP
2.72 100k 8/1/2014
18 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.74 2,000k 3/1/2014
17 Vivienne Investissement
MACH 3
2.81 100k 6/1/2015
16 Buttonwood LLC
Energy Diversified 1
3.05 100k 7/1/2014
15 Leibniz Group
SWARM
3.07 100k 9/1/2015
14 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.22 5,000k 11/1/2012
13 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.33 100k 4/1/2014
12 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
3.51 40k 1/1/2016
11 Leibniz Group
EVEREST
3.74 100k 3/1/2016
10 M&R Capital, LLC
Livestock Trading Program
4.05 100k 1/1/2015
9 Kopis Capital Management, LLC
Commodity Long Short Separate Account
4.52 1,000k 5/1/2015
8 Vortex
Currency Program
4.80 500k 1/1/2014
7 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
4.96 100k 2/1/2017
6 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.10 100k 1/1/2014
5 Robust Methods LLC
Macro Managed Account
6.16 5,000k 1/1/2005
4 Pawberry LLC
MultiStrat Program
6.70 600k 6/1/2017
3 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
9.57 25k 2/1/2016
2 Schindler Capital Management, LLC
Dairy Advantage Program
10.27 400k 8/1/2005
1 Superfund Group
Superfund Green SILVER SICAV
21.75 20k 1/1/2017

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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