IASG CTA Index For September 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 Sep 2020 Min Inv Inception 186 Purple Valley Capital, Inc. Diversified Trend 1 -21.09 100k 8/1/2008 185 Leibniz Group GRAB+ -15.76 100k 4/1/2016 184 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -13.00 40k 1/1/2016 183 Dreiss Research Corporation Diversified Program -12.35 1,000k 5/1/1991 182 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -12.15 25k 2/1/2016 181 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -9.62 60k 9/1/2016 180 Robust Methods LLC Macro Managed Account -9.58 5,000k 1/1/2005 179 W.G. Wealth Guardian Ltd. QT Program (QTP) -8.22 300k 6/1/2017 178 Quantica Capital AG 2X Quantica Managed Futures Fund -8.20 100k 1/1/2014 177 Emil van Essen Long-Short Commodity Program - Accelerated -8.11 200k 5/1/2014 176 Metolius Capital LLC Metolius Enhanced Fund -8.00 40k 6/1/2015 175 FTC Capital GmbH FTC Futures Fund Classic (USD) -7.74 250k 10/1/2010 174 Eagle Trading Systems Inc. Eagle Customized Trend -6.31 10,000k 4/1/2017 173 Persistent Capital Management Global Diversified Program -6.28 500k 1/1/2003 172 Leibniz Group EVEREST -6.09 100k 3/1/2016 171 John Locke Investments Cyril Systematic UCITS Fund -5.90 500k 7/1/2000 170 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -5.38 1,500k 12/1/2014 169 Future Trade AG Thales Swing Trading Programme -5.13 250k 6/1/2007 168 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) -5.12 550k 11/1/2016 167 Eamon Capital Zephyr Program -4.75 600k 1/1/2016 166 Pawberry LLC MultiStrat Program -4.73 600k 6/1/2017 165 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -4.60 250k 10/1/2009 164 County Cork LLC County Cork Macro Equity Hedge -4.39 1,000k 2/1/2016 163 Prolific Capital Markets, LLC Prolific Swiss System -4.30 10,000k 1/1/2014 162 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.94 250k 5/1/2011 161 M&R Capital, LLC Livestock Trading Program -3.90 100k 1/1/2015 160 Quantica Capital AG 1X Quantica Managed Futures Fund -3.90 100k 1/1/2014 159 EMC Capital Advisors, LLC EMC Alpha Plus Program -3.67 3,000k 5/1/2014 158 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.49 250k 11/1/1996 157 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.44 500k 1/1/2015 156 514 Capital Partners 514 Fund -3.43 100k 11/1/2013 155 Chesapeake Capital Diversified Plus (HV) -3.40 100k 4/1/1994 154 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.37 250k 2/1/2016 153 Vivienne Investissement MACH 3 -3.31 100k 6/1/2015 152 RTM Capital Advisors RTM Core Indices Plus Strategy -3.18 100k 9/1/2017 151 SpreadEdge Capital, LLC Diversified Seasonal Spreads -3.10 100k 12/1/2014 150 Leibniz Group Systematic Intelligence Vol 10 -3.00 3,000k 8/1/2011 149 Anderson Creek Trading Standard Diversified Strategy -2.98 250k 7/1/2014 148 Bensboro Advisors, LLC Seasonal Spread Trading Program -2.81 500k 1/1/2015 147 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.75 1k 6/1/2009 146 DUNN Capital Management DUNN WMA Institutional Program -2.63 100k 10/1/2011 145 H2O AM LLP Arctic Blue Inuvik -2.60 1,000k 5/1/2017 144 SpreadEdge Capital, LLC Agriculture Seasonal Spreads -2.57 100k 3/1/2017 143 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -2.51 500k 8/1/2007 142 H2O AM LLP Arctic Blue Commodity Program (2x) -2.50 1,000k 6/1/2014 141 Pearl Capital Advisors, LLC Hedged VIX Program -2.45 500k 10/1/2015 140 QTS Capital Management, LLC Tail Reaper -2.43 500k 8/1/2012 139 Tom Capital AG Tom Capital Growth Fund -2.40 5,000k 12/1/2015 138 ReSolve Asset Management Inc. Adaptive Asset Allocation 20V -2.26 2,500k 4/1/2017 137 HPX Financial LLC HPX Old School Program -2.24 200k 6/1/2006 136 Silicon Valley Quantitative Advisors UQP Large -2.19 500k 1/1/2009 135 County Cork LLC RLA I -2.17 500k 1/1/2009 134 ISAM ISAM Systematic Trend (Levitas) -2.15 1,000k 5/1/2010 133 Amapa Capital Advisors LLC Energy Program -2.14 1,000k 2/1/2015 132 Turk Capital LLC US Equity Long/Short Strategy -2.11 250k 4/1/2014 131 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.02 5,000k 11/1/2012 130 Pan Capital Management Pan Capital Energy Strategy (Nat Gas) -1.93 20,000k 7/1/2011 129 Schot Capital Multi Diversified Program -1.92 1,000k 1/1/2016 128 EMC Capital Advisors, LLC EMC Alpha Program -1.88 5,000k 6/1/2013 127 Seven Capital Management Seven Absolute Return -1.80 100k 6/1/2009 126 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.72 1,000k 5/1/2014 125 Gregory P Asset Management LLC Alternative Multi Strategy -1.69 500k 11/1/2012 124 White River Group Dynamic S&P Options Strategy -1.67 50k 11/1/2014 123 Tlaloc Capital LLC Grains Program -1.55 1,000k 4/1/2010 122 Vivienne Investissement OUESSANT UCITS FUND (A) -1.47 100k 5/1/2012 121 Linnis Linnis ONE, LP -1.43 100k 8/1/2014 120 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.37 1k 10/1/2006 119 O'Brien Investment Group Quantitative Global Macro Futures Program -1.36 3,000k 7/1/2017 118 Turk Capital LLC US Market Hedge Strategy -1.30 250k 11/1/2015 117 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.25 10,000k 4/1/2004 116 Welton Investment Partners Welton Trend -1.25 25,000k 10/1/2012 115 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.24 10,000k 10/1/1993 114 Crabel Capital Management WPD Crabel Futures Program -1.11 1,000k 7/1/2008 113 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.05 10,000k 2/1/2008 112 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.05 100k 12/1/1998 111 Warrington Asset Management Tactical Program Client -1.03 500k 2/1/2015 110 Demeter Capital Management Livestock & Grain Trading Program -0.91 50k 3/1/2010 109 Emil van Essen Global Tactical Allocation Program (GTAP) -0.86 2,000k 4/1/2017 108 Greenwave Capital Management Greenwave Flagship Plus 2x -0.83 1,500k 4/1/2016 107 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -0.77 1,000k 1/1/2013 106 Estlander & Partners Freedom -0.70 20,000k 8/1/2010 105 Leibniz Group SWARM -0.69 100k 9/1/2015 104 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) -0.57 1,500k 5/1/2017 103 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.57 1,000k 10/1/2016 102 FORT LP Fort Global Diversified -0.56 2,000k 10/1/1993 101 Greenwave Capital Management Greenwave Flagship Plus -0.47 1,000k 6/1/2008 100 Dynamica Global Investments Dynamica Commodity Trading Strategy -0.40 500k 9/1/2015 99 Carbide Capital Inc. Carbide Hedge Progam -0.36 500k 9/1/2016 98 NuWave Investment Management, LLC Commodity Value Portfolio -0.33 2,000k 10/1/2014 97 QTS Capital Management, LLC QTS Partners, L.P. -0.33 100k 1/1/2011 96 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.32 10,000k 3/1/1998 95 Schindler Capital Management, LLC Dairy Advantage Program -0.27 400k 8/1/2005 94 Red Rock Capital, LLC Commodity Long-Short -0.25 500k 9/1/2013 93 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.24 100k 10/1/2011 92 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.17 250k 7/1/2015 91 Jaguar Investments Ltd Aegir Capital Strategy -0.17 1,000k 1/1/2012 90 Emil van Essen Spread Trading Program Limited -0.16 5,000k 7/1/2013 89 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.14 10,000k 3/1/2003 88 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 87 Whitmore Capital Management LLC Whitmore Capital LP -0.08 250k 6/1/2012 86 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.03 1,500k 10/1/2016 85 R Best LLC R Best Private Client Program -0.01 50k 2/1/2010 58 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 59 Superfund Group Superfund Red EUR SICAV 0.00 10k 3/1/2013 60 Superfund Group Superfund Red USD SICAV 0.00 10k 3/1/2013 61 361 Capital LLC 361 Global Managed Futures Strategy Fund 0.00 2,000k 3/1/2014 62 Aquantum ACS Energies 0.00 5,000k 1/1/2017 63 Typhon Capital Management, LLC Helios Deutsche 0.00 250k 4/1/2014 64 PAK Capital, LLC PAK Capital Currency Program 0.00 200k 5/1/2017 65 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 66 Typhon Capital Management, LLC Leonidas Energy Program 0.00 100k 4/1/2017 67 DeltaHedge DH Styx 0.00 1,000k 9/1/2017 68 Typhon Capital Management, LLC Zephyrus Livestock Strategy 0.00 500k 1/1/2017 69 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 70 HASAFUMA Gourishankar 0.00 1,000k 9/1/2013 71 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.00 250k 10/1/2011 72 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.00 500k 6/1/2007 73 Typhon Capital Management, LLC Plutus Grain Strategy 0.00 250k 4/1/2008 74 Trigon Investment Advisors, LLC Discretionary Macro Program 0.00 10,000k 8/1/2007 75 Blackheath Fund Management Inc. Tactical FI Strategy 0.00 50k 10/1/2011 76 Orgone Commodity Management LLC Orgone AG 1 0.00 250k 9/1/2011 77 GammaQ Commodity Program Managed Account 0.00 3,000k 4/1/2011 78 Wharton Capital Management Wharton AG Futures Program 0.00 100k 9/1/2011 79 Typhon Capital Management, LLC Vulcan Metals Strategy 0.00 2,000k 11/1/2011 80 Buttonwood LLC Energy Diversified 1 0.00 100k 7/1/2014 81 Typhon Capital Management, LLC Leonidas Macro Fund 0.00 100k 4/1/2017 82 Superfund Group Superfund Green EUR SICAV 0.00 5k 1/1/2017 83 Superfund Group Superfund Green USD SICAV 0.00 5k 1/1/2017 84 Superfund Group Superfund Green GOLD SICAV 0.00 20k 1/1/2017 57 Crabel Capital Management Crabel Multi-Product 0.02 1,000k 3/1/1998 56 Warrington Asset Management Warrington Strategic Program 0.06 50k 1/1/1997 55 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 0.12 2,000k 7/1/2016 54 Sandpiper Asset Management Sandpiper Global Macro Program 0.13 1,000k 8/1/2012 53 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.17 20,000k 5/1/2013 52 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.17 100k 2/1/2010 51 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.17 500k 8/1/2012 50 Blake Capital Management, Inc. SRD Currencies 0.32 100k 3/1/2013 49 R Best LLC World Select Program 0.36 2,000k 4/1/2016 48 Crediton Hill LLC Crediton Hill Managed Account Program 0.36 250k 8/1/2013 47 Soaring Pelican, LLC Diversified S&P Program 0.38 100k 1/1/2011 46 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 0.39 5,000k 9/1/2013 45 Certeza Asset Management Macro Vega 0.48 1,000k 1/1/2012 44 FORT LP Fort Global Contrarian 0.51 2,000k 10/1/2002 43 NickJen Capital Management & Consultants LLC NRD-1 0.55 1,000k 4/1/2008 42 Rcube Asset Management Walnut Singularity 0.56 500k 7/1/2017 41 Rosetta Capital Management Macro Program 0.60 50k 1/1/2009 40 QMS Capital Management LP QMS Diversified Global Macro Strategy 0.65 5,000k 6/1/2010 39 Tarpon Trading Altair FX Alpha 0.77 5,000k 1/1/2016 38 361 Capital LLC 361 Managed Futures Strategy Fund 0.88 3k 1/1/2012 37 Global Sigma Group, LLC GSF - Mult-Strategy 1.04 1,000k 11/1/2015 36 Buckingham Global Advisors, LLC Weekly Emini Program 1.10 200k 3/1/2015 35 Covenant Capital Management Tactical Growth Program 1.24 100k 1/1/2017 34 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.25 5,000k 9/1/2009 33 Sector Arc Advisors Global Lean Hog Ag 1.26 250k 10/1/2015 32 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 1.31 5,000k 9/1/2009 31 Sigma Advanced Capital Management, LLC Global Advanced Futures and Spread Program (QEP) 1.39 400k 2/1/2016 30 Evergreen Commodity Advisors, LLC Discretionary 1.41 100k 1/1/2015 29 Carbide Capital Inc. Carbide Absolute Return Program 1.45 200k 9/1/2014 28 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.65 2,000k 7/1/2016 27 Bocken Trading LLC Discretionary Trading Program 1.83 100k 7/1/2011 26 Automaton Trading LLC Diversified 2.03 500k 7/1/2014 25 RCMA Capital LLP Merchant Commodity Fund 2.10 1,000k 6/1/2004 24 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 2.56 500k 10/1/2014 23 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 2.75 10,000k 2/1/2006 22 AP Futures, LLC Volatility Trading Program 2.82 100k 2/1/2017 21 Aquantum Aquantum Commodity Spread Program (ACS) 2.96 5,000k 7/1/2013 20 Tianyou Asset Management, LLC Tianyou Fund LP 3.02 100k 10/1/2012 19 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.03 10,000k 3/1/2003 18 Vortex Currency Program 3.08 500k 1/1/2014 17 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.10 250k 5/1/2013 16 Gregory P Asset Management LLC Seasonal Spread and Options Strategy 3.54 50k 9/1/2009 15 Davis Commodities, LLC Davis Trading Program 3.61 250k 1/1/2016 14 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 3.78 100k 1/1/2014 13 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 3.90 100k 2/1/2017 12 AG Capital Management Partners, LP Discretionary Global Macro Program 4.04 500k 10/1/2014 11 dormouse Limited dormouse Fund B Shares 4.12 10,000k 8/1/2016 10 dormouse Limited dormouse Fund A Shares 4.12 1,000k 1/1/2017 9 dormouse Limited dormouse - Managed Account 4.30 20,000k 7/1/2011 8 Ditsch Trading, LLC Agricultural Trading Program 4.65 100k 1/1/2011 7 Worldwide Capital Strategies Profit Quest Macro World 4.93 100k 1/1/2010 6 NuWave Investment Management, LLC NuWave Matrix Portfolio 5.48 3,000k 9/1/2015 5 Certeza Asset Management Macro Vega Fund 5.71 100k 11/1/2017 4 GT CAPITAL CTA GT Systematic Day Trading Program 6.20 60k 8/1/2017 3 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 6.33 10,000k 3/1/2007 2 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 11.94 100k 4/1/2014 1 R. G. Niederhoffer Capital Management, Inc. Diversified Program 13.80 1,000k 9/1/1995 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.