IASG CTA Index For May 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 Investments, LLC 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 10,000k 7/1/2011 110 Carbide Capital Inc. Carbide Hedge Progam -0.41 1,000k 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 1,000k 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 200k 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 1,000k 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.