IASG CTA Index For September 2020

Monthly Rankings

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.

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