IASG CTA Index For June 2020

Monthly Rankings

Rank CTA/Program Jun 2020 Min Inv Inception
184 Purple Valley Capital, Inc.
Diversified Trend 1
-12.99 100k 8/1/2008
183 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-12.33 3,000k 9/1/2015
182 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-12.08 550k 11/1/2016
181 Dreiss Research Corporation
Diversified Program
-9.87 1,000k 5/1/1991
180 Leibniz Group
GRAB+
-8.34 100k 4/1/2016
179 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-8.30 60k 9/1/2016
178 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-8.10 250k 10/1/2011
177 AP Futures, LLC
Volatility Trading Program
-7.09 100k 2/1/2017
176 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.86 60k 8/1/2017
175 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-6.43 40k 1/1/2016
174 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-5.90 250k 5/1/2013
173 Strategic Capital Advisors LLC
Global Contrarian Stock Index
-5.47 1,000k 4/1/2017
172 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-4.74 100k 12/1/2014
171 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.62 20,000k 5/1/2013
170 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
169 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.50 1,000k 10/1/2016
168 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-3.46 10,000k 2/1/2006
167 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.46 10,000k 3/1/1998
166 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-3.44 300k 6/1/2017
165 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-3.36 500k 9/1/2015
164 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.36 1k 6/1/2009
163 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.23 1,000k 3/1/2003
162 Anderson Creek Trading
Standard Diversified Strategy
-3.11 250k 7/1/2014
161 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.08 250k 11/1/1996
160 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-3.04 10,000k 2/1/2008
159 M&R Capital, LLC
Livestock Trading Program
-2.90 100k 1/1/2015
158 Superfund Group
Superfund Green SILVER SICAV
-2.81 20k 1/1/2017
157 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.74 3,000k 7/1/2017
156 Pawberry LLC
MultiStrat Program
-2.64 600k 6/1/2017
155 Urban Tree Capital, LLC
UTC Plus (Client)
-2.64 100k 3/1/2013
154 Superfund Group
Superfund Green USD SICAV
-2.60 5k 1/1/2017
153 County Cork LLC
County Cork Macro Equity Hedge
-2.55 1,000k 2/1/2016
152 Superfund Group
Superfund Green EUR SICAV
-2.50 5k 1/1/2017
151 Prolific Capital Markets, LLC
Prolific Swiss System
-2.43 10,000k 1/1/2014
150 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.38 500k 10/1/2015
149 Emil van Essen
Spread Trading Program Limited
-2.28 5,000k 7/1/2013
148 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.13 100k 12/1/1998
147 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-2.08 100k 3/1/2017
146 Silicon Valley Quantitative Advisors
UQP Large
-2.00 500k 1/1/2009
145 dormouse Limited
dormouse Fund A Shares
-1.99 1,000k 1/1/2017
144 dormouse Limited
dormouse Fund B Shares
-1.99 10,000k 8/1/2016
143 Metolius Capital LLC
Metolius Enhanced Fund
-1.99 40k 6/1/2015
142 dormouse Limited
dormouse - Managed Account
-1.98 20,000k 7/1/2011
141 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-1.95 400k 2/1/2016
140 Seven Capital Management
Seven Absolute Return
-1.74 100k 6/1/2009
139 DUNN Capital Management
DUNN WMA Institutional Program
-1.70 100k 10/1/2011
138 Soaring Pelican, LLC
Diversified S&P Program
-1.70 100k 1/1/2011
137 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
136 RCMA Capital LLP
Merchant Commodity Fund
-1.60 1,000k 6/1/2004
135 Red Rock Capital, LLC
Commodity Long-Short
-1.59 500k 9/1/2013
134 Leibniz Group
Systematic Intelligence Vol 10
-1.25 3,000k 8/1/2011
133 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.22 1,000k 1/1/2013
132 Welton Investment Partners
Welton Trend
-1.21 25,000k 10/1/2012
131 Typhon Capital Management, LLC
Leonidas Macro Fund
-1.18 100k 4/1/2017
130 Aquantum
Aquantum Commodity Spread Program (ACS)
-1.18 5,000k 7/1/2013
129 ISAM
ISAM Systematic Trend (Levitas)
-1.15 1,000k 5/1/2010
128 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.07 250k 4/1/2008
127 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
126 Schot Capital
Multi Diversified Program
-1.01 1,000k 1/1/2016
125 Bocken Trading LLC
Discretionary Trading Program
-0.98 100k 7/1/2011
124 Eamon Capital
Zephyr Program
-0.98 600k 1/1/2016
123 PAK Capital, LLC
PAK Capital Currency Program
-0.94 200k 5/1/2017
122 Blackheath Fund Management Inc.
Tactical FI Strategy
-0.86 50k 10/1/2011
121 AG Capital Management Partners, LP
Discretionary Global Macro Program
-0.77 500k 10/1/2014
120 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-0.73 500k 1/1/2015
119 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.61 1,000k 5/1/2014
118 Amapa Capital Advisors LLC
Energy Program
-0.58 1,000k 2/1/2015
117 Chesapeake Capital
Diversified Plus (HV)
-0.56 100k 4/1/1994
116 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.48 5,000k 6/1/2010
115 Sector Arc Advisors
Global Lean Hog Ag
-0.46 250k 10/1/2015
114 Linnis
Linnis ONE, LP
-0.45 100k 8/1/2014
113 Evergreen Commodity Advisors, LLC
Discretionary
-0.39 100k 1/1/2015
112 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.37 3,000k 5/1/2010
111 Carbide Capital Inc.
Carbide Hedge Progam
-0.32 500k 9/1/2016
110 Typhon Capital Management, LLC
Leonidas Energy Program
-0.27 100k 4/1/2017
109 Warrington Asset Management
Tactical Program Client
-0.24 500k 2/1/2015
108 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.23 250k 7/1/2015
107 NickJen Capital Management & Consultants LLC
NRD-1
-0.23 1,000k 4/1/2008
106 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
105 John Locke Investments
Cyril Systematic UCITS Fund
-0.17 500k 7/1/2000
104 Tom Capital AG
Tom Capital Growth Fund
-0.10 5,000k 12/1/2015
83 Covenant Capital Management
Tactical Growth Program
0.00 100k 1/1/2017
84 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
85 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
86 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
87 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
88 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.00 1,000k 6/1/2014
89 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
90 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
91 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
92 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.00 5,000k 9/1/2009
93 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
94 Meliora Capital LLP
Commodity Absolute Return (1x)
0.00 250k 11/1/2014
95 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
96 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.00 3,000k 5/1/2014
97 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
98 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
99 Blake Capital Management, Inc.
SRD Currencies
0.00 100k 3/1/2013
100 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
101 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
102 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
103 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
82 R Best LLC
World Select Program
0.02 2,000k 4/1/2016
81 Turk Capital LLC
US Market Hedge Strategy
0.08 250k 11/1/2015
80 Crabel Capital Management
WPD Crabel Futures Program
0.08 1,000k 7/1/2008
79 EMC Capital Advisors, LLC
EMC Alpha Program
0.09 5,000k 6/1/2013
78 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
77 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
76 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.12 1,500k 10/1/2016
75 Greenwave Capital Management
Greenwave Flagship Plus
0.13 1,000k 6/1/2008
74 Eagle Trading Systems Inc.
Eagle Customized Trend
0.14 10,000k 4/1/2017
73 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
72 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.16 500k 6/1/2007
71 Crediton Hill LLC
Crediton Hill Managed Account Program
0.28 250k 8/1/2013
70 Certeza Asset Management
Macro Vega
0.28 1,000k 1/1/2012
69 Future Trade AG
Thales Swing Trading Programme
0.30 250k 6/1/2007
68 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.30 1,500k 4/1/2016
67 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.31 10,000k 8/1/2007
66 Carbide Capital Inc.
Carbide Absolute Return Program
0.33 200k 9/1/2014
65 Global Sigma Group, LLC
GSF - Mult-Strategy
0.34 1,000k 11/1/2015
64 FORT LP
Fort Global Diversified
0.34 2,000k 10/1/1993
63 Turk Capital LLC
US Equity Long/Short Strategy
0.40 250k 4/1/2014
62 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.40 2,000k 11/1/2011
61 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.42 250k 2/1/2016
60 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.42 1,000k 3/1/2003
59 Crabel Capital Management
Crabel Multi-Product
0.45 1,000k 3/1/1998
58 Sandpiper Asset Management
Sandpiper Global Macro Program
0.52 1,000k 8/1/2012
57 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.55 2,000k 7/1/2016
56 HPX Financial LLC
HPX Old School Program
0.58 200k 6/1/2006
55 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.60 5,000k 9/1/2013
54 Leibniz Group
SWARM
0.66 100k 9/1/2015
53 Tarpon Trading
Altair FX Alpha
0.73 5,000k 1/1/2016
52 Ditsch Trading, LLC
Agricultural Trading Program
0.75 100k 1/1/2011
51 Warrington Asset Management
Warrington Strategic Program
0.86 50k 1/1/1997
50 FORT LP
Fort Global Contrarian
0.87 2,000k 10/1/2002
49 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.94 100k 5/1/2012
48 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.95 50k 9/1/2009
47 Orgone Commodity Management LLC
Orgone AG 1
1.02 250k 9/1/2011
46 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
1.03 500k 1/1/2017
45 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.05 2,000k 7/1/2016
44 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.05 100k 2/1/2010
43 Buckingham Global Advisors, LLC
Weekly Emini Program
1.12 200k 3/1/2015
42 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.15 2,000k 4/1/2017
41 NuWave Investment Management, LLC
Commodity Value Portfolio
1.30 2,000k 10/1/2014
40 Robust Methods LLC
Macro Managed Account
1.30 5,000k 1/1/2005
39 Buttonwood LLC
Energy Diversified 1
1.31 100k 7/1/2014
38 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
1.33 10,000k 4/1/2004
37 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.35 10,000k 10/1/1993
36 County Cork LLC
RLA I
1.36 500k 1/1/2009
35 Tlaloc Capital LLC
Grains Program
1.38 1,000k 4/1/2010
34 Aquantum
ACS Energies
1.40 5,000k 1/1/2017
33 Alder Capital DAC
CALM Eurozone Equity Program
1.55 100k 5/1/2015
32 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.62 500k 10/1/2014
31 Estlander & Partners
Freedom
1.86 20,000k 8/1/2010
30 QTS Capital Management, LLC
QTS Partners, L.P.
1.88 100k 1/1/2011
29 Davis Commodities, LLC
Davis Trading Program
1.91 250k 1/1/2016
28 Emil van Essen
Long-Short Commodity Program - Accelerated
1.97 200k 5/1/2014
27 Gregory P Asset Management LLC
Alternative Multi Strategy
1.98 500k 11/1/2012
26 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.13 100k 10/1/2011
25 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.22 100k 4/1/2014
24 Jaguar Investments Ltd
Aegir Capital Strategy
2.32 1,000k 1/1/2012
23 Superfund Group
Superfund Red USD SICAV
2.42 10k 3/1/2013
22 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.45 1,000k 3/1/2007
21 QTS Capital Management, LLC
Tail Reaper
2.57 500k 8/1/2012
20 Superfund Group
Superfund Red EUR SICAV
2.60 10k 3/1/2013
19 Typhon Capital Management, LLC
Helios Deutsche
2.60 250k 4/1/2014
18 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.64 100k 1/1/2014
17 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.66 100k 2/1/2017
16 Vivienne Investissement
MACH 3
2.76 100k 6/1/2015
15 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.17 5,000k 11/1/2012
14 Demeter Capital Management
Livestock & Grain Trading Program
3.44 50k 3/1/2010
13 361 Capital LLC
361 Global Managed Futures Strategy Fund
3.48 2,000k 3/1/2014
12 361 Capital LLC
361 Managed Futures Strategy Fund
3.49 3k 1/1/2012
11 Tianyou Asset Management, LLC
Tianyou Fund LP
4.33 100k 10/1/2012
10 514 Capital Partners
514 Fund
4.53 100k 11/1/2013
9 Vortex
Currency Program
4.61 500k 1/1/2014
8 Bulkara Capital
Bulkara Systematic Fund SP
5.13 250k 4/1/2014
7 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
5.46 1,500k 12/1/2014
6 Leibniz Group
EVEREST
5.83 100k 3/1/2016
5 Wharton Capital Management
Wharton AG Futures Program
7.25 100k 9/1/2011
4 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
7.58 1,500k 5/1/2017
3 R Best LLC
R Best Private Client Program
9.04 50k 2/1/2010
2 Schindler Capital Management, LLC
Dairy Advantage Program
13.23 400k 8/1/2005
1 Worldwide Capital Strategies
Profit Quest Macro World
14.51 100k 1/1/2010

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.

Free Investment Plan Free CTA database