IASG CTA Index For July 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 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 50k 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 50k 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 Gamma Q 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 300k 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 138 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 133 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 118 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 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 115 Rosetta Capital Management Macro Program 0.00 50k 1/1/2009 119 Typhon Capital Management, LLC Plutus Grain Strategy 0.00 250k 4/1/2008 114 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 135 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 137 White River Group Dynamic S&P Options Strategy 0.00 50k 11/1/2014 129 Typhon Capital Management, LLC Helios Deutsche 0.00 250k 4/1/2014 112 Buckingham Global Advisors, LLC Weekly Emini Program 0.00 200k 3/1/2015 134 Bulkara Capital Bulkara Systematic Fund SP 0.00 250k 4/1/2014 123 Typhon Capital Management, LLC Zephyrus Livestock Strategy 0.00 500k 1/1/2017 130 GT CAPITAL CTA GT Systematic Day Trading Program 0.00 60k 8/1/2017 132 PAK Capital, LLC PAK Capital Currency Program 0.00 200k 5/1/2017 127 Soaring Pelican, LLC S&P Multiday Hybrid Program 0.00 175k 5/1/2017 131 Strategic Capital Advisors LLC Global Contrarian Stock Index 0.00 1,000k 4/1/2017 126 Pawberry LLC MultiStrat Program 0.00 600k 6/1/2017 128 Typhon Capital Management, LLC Leonidas Energy Program 0.00 100k 4/1/2017 140 Typhon Capital Management, LLC Leonidas Macro Fund 0.00 100k 4/1/2017 136 Melissinos Trading Eupatrid Global Trends 0.00 100k 1/1/2011 110 Orgone Commodity Management LLC Orgone AG 1 0.00 250k 9/1/2011 113 Wharton Capital Management Wharton AG Futures Program 0.00 100k 9/1/2011 111 Typhon Capital Management, LLC Vulcan Metals Strategy 0.00 2,000k 11/1/2011 121 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.00 250k 10/1/2011 125 Welton Investment Partners Welton Trend 0.00 25,000k 10/1/2012 120 Urban Tree Capital, LLC UTC Plus (Client) 0.00 100k 3/1/2013 124 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 122 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.00 100k 4/1/2014 139 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 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 (2L) Systematic Macro Program 0.33 1,000k 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. IS Trends Program - Series 1 (USD 10V) 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 Macro 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 (MDP) 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 100k 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 3/1/2002 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 200k 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 3/1/2002 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 100k 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 Trading Strategy 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 5,000k 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 20k 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 200k 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.