IASG CTA Index For July 2020

Monthly Rankings

Rank CTA/Program Jul 2020 Min Inv Inception
193 Emil van Essen
Long-Short Commodity Program - Accelerated
-10.49 200k 5/1/2014
192 R Best LLC
R Best Private Client Program
-9.14 50k 2/1/2010
191 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.35 3,000k 9/1/2015
190 Gregory P Asset Management LLC
Alternative Multi Strategy
-4.97 500k 11/1/2012
189 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-4.47 50k 9/1/2009
188 Pearl Capital Advisors, LLC
Hedged VIX Program
-4.35 500k 10/1/2015
187 Linnis
Linnis ONE, LP
-4.25 100k 8/1/2014
186 Blackheath Fund Management Inc.
Tactical FI Strategy
-4.21 50k 10/1/2011
185 RCMA Capital LLP
Merchant Commodity Fund
-4.20 1,000k 6/1/2004
184 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.82 5,000k 9/1/2013
183 Tlaloc Capital LLC
Grains Program
-3.44 1,000k 4/1/2010
182 Covenant Capital Management
Tactical Growth Program
-3.12 100k 1/1/2017
181 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.70 5,000k 6/1/2010
180 Leibniz Group
EVEREST
-2.56 100k 3/1/2016
179 361 Capital LLC
361 Global Managed Futures Strategy Fund
-2.18 2,000k 3/1/2014
178 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.08 250k 11/1/2014
177 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.06 1,500k 5/1/2017
176 QTS Capital Management, LLC
Tail Reaper
-1.95 500k 8/1/2012
175 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.78 20,000k 5/1/2013
174 HASAFUMA
La Cucaracha
-1.69 300k 9/1/2013
173 County Cork LLC
RLA I
-1.67 500k 1/1/2009
172 Red Rock Capital, LLC
Commodity Long-Short
-1.65 500k 9/1/2013
171 Demeter Capital Management
Livestock & Grain Trading Program
-1.43 50k 3/1/2010
170 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-1.43 60k 9/1/2016
169 Persistent Capital Management
Global Diversified Program
-1.31 500k 1/1/2003
168 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-1.21 100k 3/1/2017
167 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.17 1,500k 12/1/2014
166 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.08 1,500k 10/1/2016
165 Ditsch Trading, LLC
Agricultural Trading Program
-1.05 100k 1/1/2011
164 Rcube Asset Management
Walnut Singularity
-0.91 500k 7/1/2017
163 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.91 500k 9/1/2015
162 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.89 250k 7/1/2015
161 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.77 1,000k 8/1/2012
160 Bocken Trading LLC
Discretionary Trading Program
-0.77 100k 7/1/2011
159 Leibniz Group
SWARM
-0.75 100k 9/1/2015
158 Amapa Capital Advisors LLC
Energy Program
-0.73 1,000k 2/1/2015
157 Alder Capital DAC
CALM Eurozone Equity Program
-0.72 100k 5/1/2015
156 HASAFUMA
Hedgehog
-0.69 60k 5/1/2012
155 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.69 100k 1/1/2014
154 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.67 100k 2/1/2017
153 Carbide Capital Inc.
Carbide Hedge Progam
-0.65 500k 9/1/2016
152 Blake Capital Management, Inc.
SRD Currencies
-0.61 100k 3/1/2013
151 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.60 250k 5/1/2013
150 DUNN Capital Management
DUNN WMA Institutional Program
-0.59 100k 10/1/2011
149 GammaQ
Breckhurst Commodity Fund
-0.50 1,000k 10/1/2006
148 NickJen Capital Management & Consultants LLC
NRD-1
-0.48 1,000k 4/1/2008
147 Eamon Capital
Zephyr Program
-0.40 600k 1/1/2016
146 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.37 5,000k 9/1/2009
145 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.35 5,000k 9/1/2009
144 Soaring Pelican, LLC
Diversified S&P Program
-0.24 100k 1/1/2011
143 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
142 Schindler Capital Management, LLC
Dairy Advantage Program
-0.14 400k 8/1/2005
141 Warrington Asset Management
Warrington Strategic Program
-0.07 50k 1/1/1997
110 Orgone Commodity Management LLC
Orgone AG 1
0.00 250k 9/1/2011
111 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.00 2,000k 11/1/2011
112 Buckingham Global Advisors, LLC
Weekly Emini Program
0.00 200k 3/1/2015
113 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
114 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
115 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
116 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
117 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.00 10,000k 2/1/2008
118 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
119 Typhon Capital Management, LLC
Plutus Grain Strategy
0.00 250k 4/1/2008
120 Urban Tree Capital, LLC
UTC Plus (Client)
0.00 100k 3/1/2013
121 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
122 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
123 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
0.00 500k 1/1/2017
124 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
125 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
126 Pawberry LLC
MultiStrat Program
0.00 600k 6/1/2017
127 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.00 175k 5/1/2017
128 Typhon Capital Management, LLC
Leonidas Energy Program
0.00 100k 4/1/2017
129 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
130 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
131 Strategic Capital Advisors LLC
Global Contrarian Stock Index
0.00 1,000k 4/1/2017
132 PAK Capital, LLC
PAK Capital Currency Program
0.00 200k 5/1/2017
133 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
134 Bulkara Capital
Bulkara Systematic Fund SP
0.00 250k 4/1/2014
135 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
136 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
137 White River Group
Dynamic S&P Options Strategy
0.00 50k 11/1/2014
138 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
139 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
140 Typhon Capital Management, LLC
Leonidas Macro Fund
0.00 100k 4/1/2017
109 Prolific Capital Markets, LLC
Prolific Swiss System
0.03 10,000k 1/1/2014
108 QTS Capital Management, LLC
QTS Partners, L.P.
0.06 100k 1/1/2011
107 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.09 1,000k 5/1/2014
106 Certeza Asset Management
Macro Vega
0.12 1,000k 1/1/2012
105 HPX Financial LLC
HPX Old School Program
0.12 200k 6/1/2006
104 Crediton Hill LLC
Crediton Hill Managed Account Program
0.12 250k 8/1/2013
103 Aquantum
ACS Energies
0.14 5,000k 1/1/2017
102 Leibniz Group
GRAB+
0.29 100k 4/1/2016
101 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.33 100k 5/1/2012
100 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.33 2,000k 7/1/2016
99 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.33 10,000k 3/1/2003
98 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
0.34 100k 12/1/2014
97 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
96 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.45 10,000k 3/1/2003
95 DeltaHedge
DH Styx
0.46 1,000k 9/1/2017
94 NuWave Investment Management, LLC
Commodity Value Portfolio
0.56 2,000k 10/1/2014
93 Eagle Trading Systems Inc.
Eagle Customized Trend
0.59 10,000k 4/1/2017
92 361 Capital LLC
361 Managed Futures Strategy Fund
0.59 3k 1/1/2012
91 Automaton Trading LLC
Diversified
0.66 500k 7/1/2014
90 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.74 1,000k 4/1/2015
89 FORT LP
Fort Global Contrarian
0.74 2,000k 10/1/2002
88 Global Sigma Group, LLC
GSF - Mult-Strategy
0.78 1,000k 11/1/2015
87 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.90 1,000k 6/1/2014
86 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.91 100k 12/1/1998
85 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.94 1,000k 10/1/2016
84 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.94 10,000k 3/1/1998
83 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.00 250k 5/1/2011
82 Leibniz Group
Systematic Intelligence Vol 10
1.00 3,000k 8/1/2011
81 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.01 10,000k 3/1/2007
80 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.08 100k 10/1/2011
79 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.09 1,000k 1/1/2013
78 Evergreen Commodity Advisors, LLC
Discretionary
1.14 100k 1/1/2015
77 R Best LLC
World Select Program
1.15 2,000k 4/1/2016
76 Silicon Valley Quantitative Advisors
UQP Large
1.16 500k 1/1/2009
75 Jaguar Investments Ltd
Aegir Capital Strategy
1.18 1,000k 1/1/2012
74 Tarpon Trading
Altair FX Alpha
1.21 5,000k 1/1/2016
73 Aquantum
Aquantum Commodity Spread Program (ACS)
1.25 5,000k 7/1/2013
72 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.29 100k 2/1/2010
71 H2O AM LLP
Arctic Blue Inuvik
1.30 1,000k 5/1/2017
70 Schot Capital
Multi Diversified Program
1.32 1,000k 1/1/2016
69 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.33 500k 1/1/2015
68 Carbide Capital Inc.
Carbide Absolute Return Program
1.37 200k 9/1/2014
67 EMC Capital Advisors, LLC
EMC Alpha Program
1.43 5,000k 6/1/2013
66 Turk Capital LLC
US Market Hedge Strategy
1.51 250k 11/1/2015
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.62 1k 10/1/2006
64 Greenwave Capital Management
Greenwave Flagship Plus
1.66 1,000k 6/1/2008
63 FORT LP
Fort Global Diversified
1.70 2,000k 10/1/1993
62 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.74 500k 6/1/2007
61 Superfund Group
Superfund Red EUR SICAV
1.75 10k 3/1/2013
60 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.86 3,000k 5/1/2014
59 Vivienne Investissement
MACH 3
1.86 100k 6/1/2015
58 Superfund Group
Superfund Red USD SICAV
1.95 10k 3/1/2013
57 ISAM
ISAM Systematic Trend (Levitas)
1.97 1,000k 5/1/2010
56 Davis Commodities, LLC
Davis Trading Program
2.13 250k 1/1/2016
55 Emil van Essen
Spread Trading Program Limited
2.14 5,000k 7/1/2013
54 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.32 10,000k 10/1/1993
53 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
2.37 400k 2/1/2016
52 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.49 2,000k 4/1/2017
51 Sector Arc Advisors
Global Lean Hog Ag
2.51 250k 10/1/2015
50 Greenwave Capital Management
Greenwave Flagship Plus 2x
2.66 1,500k 4/1/2016
49 Turk Capital LLC
US Equity Long/Short Strategy
2.67 250k 4/1/2014
48 Tom Capital AG
Tom Capital Growth Fund
2.70 5,000k 12/1/2015
47 Estlander & Partners
Freedom
2.74 20,000k 8/1/2010
46 Quantica Capital AG
1X Quantica Managed Futures Fund
3.10 100k 1/1/2014
45 Seven Capital Management
Seven Absolute Return
3.13 100k 6/1/2009
44 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.16 1k 6/1/2009
43 NuWave Investment Management, LLC
Short-Term Futures Portfolio
3.22 2,000k 7/1/2016
42 RTM Capital Advisors
RTM Core Indices Plus Strategy
3.29 100k 9/1/2017
41 HASAFUMA
FX Momentum
3.45 20k 7/1/2012
40 Vortex
Currency Program
3.77 500k 1/1/2014
39 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.94 5,000k 11/1/2012
38 John Locke Investments
Cyril Systematic UCITS Fund
4.03 500k 7/1/2000
37 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
4.06 500k 10/1/2014
36 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
4.14 2,500k 4/1/2017
35 514 Capital Partners
514 Fund
4.14 100k 11/1/2013
34 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
4.21 250k 2/1/2016
33 dormouse Limited
dormouse Fund B Shares
4.55 10,000k 8/1/2016
32 dormouse Limited
dormouse Fund A Shares
4.55 1,000k 1/1/2017
31 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.79 50k 7/1/2011
30 dormouse Limited
dormouse - Managed Account
4.85 20,000k 7/1/2011
29 M&R Capital, LLC
Livestock Trading Program
4.94 100k 1/1/2015
28 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
4.97 40k 1/1/2016
27 Tomas Capital Pty Ltd
GCAF | USD
5.05 1,500k 7/1/2011
26 Superfund Group
Superfund Green EUR SICAV
5.17 5k 1/1/2017
25 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
5.19 550k 11/1/2016
24 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
5.20 250k 11/1/1996
23 Dreiss Research Corporation
Diversified Program
5.37 1,000k 5/1/1991
22 FTC Capital GmbH
FTC Futures Fund Classic (USD)
5.48 250k 10/1/2010
21 Superfund Group
Superfund Green USD SICAV
5.57 5k 1/1/2017
20 Tianyou Asset Management, LLC
Tianyou Fund LP
5.73 100k 10/1/2012
19 Quantica Capital AG
2X Quantica Managed Futures Fund
6.30 100k 1/1/2014
18 County Cork LLC
County Cork Macro Equity Hedge
6.96 1,000k 2/1/2016
17 AG Capital Management Partners, LP
Discretionary Global Macro Program
8.00 500k 10/1/2014
16 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
8.01 250k 10/1/2009
15 Worldwide Capital Strategies
Profit Quest Macro World
8.51 100k 1/1/2010
14 HASAFUMA
Micro Macro
9.35 25k 6/1/2013
13 O'Brien Investment Group
Quantitative Global Macro Futures Program
9.70 3,000k 7/1/2017
12 AP Futures, LLC
Volatility Trading Program
10.05 100k 2/1/2017
11 HASAFUMA
Heavy Metal
10.40 20k 9/1/2014
10 Anderson Creek Trading
Standard Diversified Strategy
10.69 250k 7/1/2014
9 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
11.21 500k 8/1/2007
8 Metolius Capital LLC
Metolius Enhanced Fund
11.51 40k 6/1/2015
7 Future Trade AG
Thales Swing Trading Programme
14.38 250k 6/1/2007
6 Superfund Group
Superfund Green GOLD SICAV
14.73 20k 1/1/2017
5 W.G. Wealth Guardian Ltd.
QT Program (QTP)
16.52 300k 6/1/2017
4 Robust Methods LLC
Macro Managed Account
19.87 5,000k 1/1/2005
3 Purple Valley Capital, Inc.
Diversified Trend 1
27.16 100k 8/1/2008
2 HASAFUMA
Gourishankar
28.54 1,000k 9/1/2013
1 Superfund Group
Superfund Green SILVER SICAV
34.49 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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