IASG CTA Index For August 2020

Monthly Rankings

Rank CTA/Program Aug 2020 Min Inv Inception
193 Worldwide Capital Strategies
Profit Quest Macro World
-12.30 100k 1/1/2010
192 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-11.56 300k 6/1/2017
191 Linnis
Linnis ONE, LP
-9.39 100k 8/1/2014
190 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-8.38 60k 9/1/2016
189 Sandpiper Asset Management
Sandpiper Global Macro Program
-8.02 1,000k 8/1/2012
188 Schindler Capital Management, LLC
Dairy Advantage Program
-7.91 400k 8/1/2005
187 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-6.97 3,000k 9/1/2015
186 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-6.39 250k 2/1/2016
185 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-6.29 20,000k 5/1/2013
184 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-5.25 100k 12/1/1998
183 Eamon Capital
Zephyr Program
-4.85 600k 1/1/2016
182 Red Rock Capital, LLC
Commodity Long-Short
-4.58 500k 9/1/2013
181 ProfitScore Capital Management
Long/Short US Treasury
-4.14 10,000k 10/1/2015
180 Crabel Capital Management
Crabel Multi-Product
-4.01 1,000k 3/1/1998
179 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-3.54 500k 6/1/2007
178 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-3.50 1,000k 9/1/1995
177 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.33 10,000k 3/1/1998
176 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.33 1,000k 10/1/2016
175 Whitmore Capital Management LLC
Whitmore Capital LP
-2.86 250k 6/1/2012
174 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.75 100k 10/1/2011
173 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-2.71 400k 2/1/2016
172 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-2.71 100k 12/1/2014
171 Certeza Asset Management
Macro Vega
-2.53 1,000k 1/1/2012
170 dormouse Limited
dormouse - Managed Account
-2.43 20,000k 7/1/2011
169 Leibniz Group
Systematic Intelligence Vol 10
-2.36 3,000k 8/1/2011
168 Seven Capital Management
Seven Absolute Return
-2.31 100k 6/1/2009
167 dormouse Limited
dormouse Fund B Shares
-2.30 10,000k 8/1/2016
166 dormouse Limited
dormouse Fund A Shares
-2.30 1,000k 1/1/2017
165 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-2.20 250k 7/1/2015
164 R Best LLC
World Select Program
-2.18 2,000k 4/1/2016
163 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-2.15 250k 11/1/1996
162 Superfund Group
Superfund Red USD SICAV
-2.10 10k 3/1/2013
161 Estlander & Partners
Freedom
-2.08 20,000k 8/1/2010
160 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.03 5,000k 6/1/2010
159 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.00 250k 5/1/2013
158 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-1.99 40k 1/1/2016
157 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-1.96 500k 1/1/2015
156 Superfund Group
Superfund Red EUR SICAV
-1.95 10k 3/1/2013
155 Crabel Capital Management
WPD Crabel Futures Program
-1.84 1,000k 7/1/2008
154 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.77 1,500k 10/1/2016
153 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.68 1,500k 5/1/2017
152 Soaring Pelican, LLC
Diversified S&P Program
-1.59 100k 1/1/2011
151 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-1.54 500k 9/1/2015
150 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-1.54 100k 2/1/2017
149 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-1.53 500k 10/1/2014
148 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.52 5,000k 9/1/2013
147 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.51 100k 1/1/2014
146 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.44 1,000k 1/1/2013
145 FORT LP
Fort Global Contrarian
-1.38 2,000k 10/1/2002
144 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.38 200k 5/1/2014
143 Wharton Capital Management
Wharton AG Futures Program
-1.29 100k 9/1/2011
142 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-1.26 10,000k 2/1/2008
141 Sector Arc Advisors
Global Lean Hog Ag
-1.16 250k 10/1/2015
140 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.13 3,000k 7/1/2017
139 Leibniz Group
EVEREST
-1.01 100k 3/1/2016
138 FORT LP
Fort Global Diversified
-0.99 2,000k 10/1/1993
137 John Locke Investments
Cyril Systematic UCITS Fund
-0.99 500k 7/1/2000
136 ISAM
ISAM Systematic Trend (Levitas)
-0.98 1,000k 5/1/2010
135 Prolific Capital Markets, LLC
Prolific Swiss System
-0.96 10,000k 1/1/2014
134 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.89 10,000k 10/1/1993
133 Schot Capital
Multi Diversified Program
-0.68 1,000k 1/1/2016
132 Tianyou Asset Management, LLC
Tianyou Fund LP
-0.63 100k 10/1/2012
131 Superfund Group
Superfund Green GOLD SICAV
-0.63 20k 1/1/2017
130 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.54 1,000k 3/1/2003
129 Superfund Group
Superfund Green USD SICAV
-0.49 5k 1/1/2017
128 AP Futures, LLC
Volatility Trading Program
-0.48 100k 2/1/2017
127 Evergreen Commodity Advisors, LLC
Discretionary
-0.43 100k 1/1/2015
126 Demeter Capital Management
Livestock & Grain Trading Program
-0.42 50k 3/1/2010
125 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.41 100k 3/1/2017
124 Amapa Capital Advisors LLC
Energy Program
-0.41 1,000k 2/1/2015
123 Superfund Group
Superfund Green EUR SICAV
-0.40 5k 1/1/2017
122 Carbide Capital Inc.
Carbide Hedge Progam
-0.40 500k 9/1/2016
121 Rosetta Capital Management
Macro Program
-0.40 50k 1/1/2009
120 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.33 100k 2/1/2010
119 Eagle Trading Systems Inc.
Eagle Customized Trend
-0.32 10,000k 4/1/2017
118 Blake Capital Management, Inc.
SRD Currencies
-0.30 100k 3/1/2013
117 NickJen Capital Management & Consultants LLC
NRD-1
-0.28 1,000k 4/1/2008
116 Warrington Asset Management
Warrington Strategic Program
-0.25 50k 1/1/1997
115 514 Capital Partners
514 Fund
-0.24 100k 11/1/2013
114 Welton Investment Partners
Welton Trend
-0.22 25,000k 10/1/2012
113 County Cork LLC
RLA I
-0.19 500k 1/1/2009
112 QTS Capital Management, LLC
Tail Reaper
-0.17 500k 8/1/2012
111 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
110 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.13 100k 5/1/2012
109 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
108 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.04 1k 10/1/2006
107 Vivienne Investissement
MACH 3
-0.01 100k 6/1/2015
80 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
81 Pawberry LLC
MultiStrat Program
0.00 600k 6/1/2017
82 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
0.00 500k 1/1/2017
83 Covenant Capital Management
Tactical Growth Program
0.00 100k 1/1/2017
84 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
85 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
86 Typhon Capital Management, LLC
Leonidas Energy Program
0.00 100k 4/1/2017
87 Pearl Capital Advisors, LLC
Hedged VIX Program
0.00 500k 10/1/2015
88 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
89 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
90 Meliora Capital LLP
Commodity Absolute Return (1x)
0.00 250k 11/1/2014
91 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.00 2,000k 11/1/2011
92 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
93 Typhon Capital Management, LLC
Plutus Grain Strategy
0.00 250k 4/1/2008
94 HASAFUMA
Hedgehog
0.00 60k 5/1/2012
95 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
96 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
97 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
98 HASAFUMA
Micro Macro
0.00 25k 6/1/2013
99 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
100 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
101 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
102 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
103 Typhon Capital Management, LLC
Leonidas Macro Fund
0.00 100k 4/1/2017
104 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
105 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
106 RCMA Capital LLP
Merchant Commodity Fund
0.00 1,000k 6/1/2004
79 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.01 5,000k 9/1/2009
78 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.02 1,000k 5/1/2014
77 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.03 5,000k 9/1/2009
76 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.05 2,000k 7/1/2016
75 HPX Financial LLC
HPX Old School Program
0.05 200k 6/1/2006
74 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.06 10,000k 8/1/2007
73 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.07 1k 6/1/2009
72 PAK Capital, LLC
PAK Capital Currency Program
0.07 200k 5/1/2017
71 R Best LLC
R Best Private Client Program
0.15 50k 2/1/2010
70 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.16 1,000k 3/1/2007
69 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
0.16 550k 11/1/2016
68 Aquantum
Aquantum Commodity Spread Program (ACS)
0.17 5,000k 7/1/2013
67 Greenwave Capital Management
Greenwave Flagship Plus
0.22 1,000k 6/1/2008
66 Crediton Hill LLC
Crediton Hill Managed Account Program
0.23 250k 8/1/2013
65 Rcube Asset Management
Walnut Singularity
0.25 500k 7/1/2017
64 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.26 1,000k 3/1/2003
63 Jaguar Investments Ltd
Aegir Capital Strategy
0.30 1,000k 1/1/2012
62 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.30 10,000k 2/1/2006
61 Warrington Asset Management
Tactical Program Client
0.35 500k 2/1/2015
60 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.37 1,500k 4/1/2016
59 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.38 250k 5/1/2011
58 Emil van Essen
Spread Trading Program Limited
0.48 5,000k 7/1/2013
57 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.48 2,000k 7/1/2016
56 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.52 2,000k 4/1/2017
55 Global Sigma Group, LLC
GSF - Mult-Strategy
0.62 1,000k 11/1/2015
54 EMC Capital Advisors, LLC
EMC Alpha Program
0.62 5,000k 6/1/2013
53 QTS Capital Management, LLC
QTS Partners, L.P.
0.67 100k 1/1/2011
52 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.76 3,000k 5/1/2014
51 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.79 10,000k 4/1/2004
50 NuWave Investment Management, LLC
Commodity Value Portfolio
0.79 2,000k 10/1/2014
49 361 Capital LLC
361 Managed Futures Strategy Fund
0.79 3k 1/1/2012
48 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
47 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.90 1,000k 6/1/2014
46 Tarpon Trading
Altair FX Alpha
0.90 5,000k 1/1/2016
45 Carbide Capital Inc.
Carbide Absolute Return Program
0.93 200k 9/1/2014
44 H2O AM LLP
Arctic Blue Inuvik
1.00 1,000k 5/1/2017
43 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
1.04 1,500k 12/1/2014
42 Leibniz Group
SWARM
1.13 100k 9/1/2015
41 Vortex
Currency Program
1.14 500k 1/1/2014
40 FTC Capital GmbH
FTC Futures Fund Classic (USD)
1.27 250k 10/1/2010
39 Quantica Capital AG
1X Quantica Managed Futures Fund
1.30 100k 1/1/2014
38 Buckingham Global Advisors, LLC
Weekly Emini Program
1.30 200k 3/1/2015
37 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.33 250k 10/1/2009
36 Orgone Commodity Management LLC
Orgone AG 1
1.54 250k 9/1/2011
35 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.66 500k 8/1/2007
34 Melissinos Trading
Eupatrid Global Trends
1.71 50k 1/1/2011
33 Aquantum
ACS Energies
1.89 5,000k 1/1/2017
32 Gregory P Asset Management LLC
Alternative Multi Strategy
1.99 500k 11/1/2012
31 Turk Capital LLC
US Market Hedge Strategy
2.05 250k 11/1/2015
30 Tom Capital AG
Tom Capital Growth Fund
2.10 5,000k 12/1/2015
29 Buttonwood LLC
Energy Diversified 1
2.28 100k 7/1/2014
28 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.45 50k 9/1/2009
27 White River Group
Dynamic S&P Options Strategy
2.50 50k 11/1/2014
26 Quantica Capital AG
2X Quantica Managed Futures Fund
2.60 100k 1/1/2014
25 M&R Capital, LLC
Livestock Trading Program
2.61 100k 1/1/2015
24 361 Capital LLC
361 Global Managed Futures Strategy Fund
2.63 2,000k 3/1/2014
23 Orion Asset Management
Algorithmic Trading Program
2.75 10k 1/1/2013
22 Silicon Valley Quantitative Advisors
UQP Large
3.01 500k 1/1/2009
21 AG Capital Management Partners, LP
Discretionary Global Macro Program
3.42 500k 10/1/2014
20 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
3.52 5,000k 11/1/2012
19 Turk Capital LLC
US Equity Long/Short Strategy
3.55 250k 4/1/2014
18 Davis Commodities, LLC
Davis Trading Program
4.25 250k 1/1/2016
17 Tlaloc Capital LLC
Grains Program
4.54 1,000k 4/1/2010
16 Metolius Capital LLC
Metolius Enhanced Fund
4.87 40k 6/1/2015
15 Bocken Trading LLC
Discretionary Trading Program
5.46 100k 7/1/2011
14 Chesapeake Capital
Diversified Plus (HV)
5.47 100k 4/1/1994
13 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
5.54 100k 4/1/2014
12 County Cork LLC
County Cork Macro Equity Hedge
6.12 1,000k 2/1/2016
11 Anderson Creek Trading
Standard Diversified Strategy
7.14 250k 7/1/2014
10 RTM Capital Advisors
RTM Core Indices Plus Strategy
7.17 100k 9/1/2017
9 Robust Methods LLC
Macro Managed Account
7.56 5,000k 1/1/2005
8 Future Trade AG
Thales Swing Trading Programme
7.91 250k 6/1/2007
7 Ditsch Trading, LLC
Agricultural Trading Program
8.98 100k 1/1/2011
6 Blackheath Fund Management Inc.
Tactical FI Strategy
9.21 50k 10/1/2011
5 Leibniz Group
GRAB+
9.77 100k 4/1/2016
4 Purple Valley Capital, Inc.
Diversified Trend 1
10.57 100k 8/1/2008
3 Dreiss Research Corporation
Diversified Program
10.78 1,000k 5/1/1991
2 HASAFUMA
Gourishankar
14.39 1,000k 9/1/2013
1 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
17.62 20,000k 7/1/2011

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