IASG CTA Index For January 2021

Monthly Rankings

Rank CTA/Program Jan 2021 Min Inv Inception
209 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-14.52 60k 9/1/2016
208 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-12.42 40k 1/1/2016
207 Covenant Capital Management
Total Volatility Program (P&C)
-11.75 200k 1/1/2018
206 Covenant Capital Management
Tactical Growth Program
-9.08 100k 1/1/2017
205 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-8.94 1,500k 12/1/2014
204 Worldwide Capital Strategies
Profit Quest Macro World
-8.32 100k 1/1/2010
203 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-8.10 300k 6/1/2017
202 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-8.02 550k 11/1/2016
201 Vivienne Investissement
MACH 3
-7.82 100k 6/1/2015
200 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.00 25k 2/1/2016
199 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-6.84 250k 2/1/2016
198 DCM Systematic
Diversified Alpha
-6.69 7,000k 2/1/2016
197 John Locke Investments
Cyril Systematic UCITS Fund
-6.27 500k 7/1/2000
196 Linnis
Linnis ONE, LP
-6.06 100k 8/1/2014
195 514 Capital Partners
514 Fund
-5.95 100k 11/1/2013
194 Quantitative Investment Management
Global Fund (3x)
-5.83 1,000k 6/1/2005
193 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-5.26 500k 10/1/2014
192 Leibniz Group
GRAB+
-4.96 100k 4/1/2016
191 AP Futures, LLC
Volatility Trading Program
-4.90 100k 2/1/2017
190 Leibniz Group
Systematic Intelligence Vol 10
-4.82 3,000k 8/1/2011
189 Emil van Essen
Spread Trading Program Limited
-4.62 5,000k 7/1/2013
188 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-3.91 100k 10/1/2011
187 Breakout Funds
Breakout Funds Propeller Program
-3.58 5,000k 2/1/2018
186 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-3.49 1,500k 5/1/2017
185 Greenwave Capital Management
Greenwave Flagship Plus 2x
-3.43 1,500k 4/1/2016
184 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.32 20,000k 5/1/2013
183 Pearl Capital Advisors, LLC
Hedged VIX Program
-3.30 500k 10/1/2015
182 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.10 10,000k 3/1/1998
181 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-3.10 1,000k 10/1/2016
180 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.99 100k 5/1/2012
179 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.60 1,000k 8/1/2012
178 Eamon Capital
Zephyr Program
-2.59 300k 1/1/2016
177 QDRA Pty Ltd
QDRA Dynamic Macro
-2.57 5,000k 11/1/2007
176 Estlander & Partners
Freedom
-2.53 20,000k 8/1/2010
175 Seven Capital Management
Seven Absolute Return
-2.51 100k 6/1/2009
174 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.37 5,000k 7/1/2013
173 Tendance Finance
Tendance Finance Fund
-2.22 100k 5/1/2012
172 MarketCipher Partners LLC
MarketCipher Partners LLC
-2.00 1,000k 1/1/2018
171 Quantitative Investment Management
Global Fund (1x)
-1.95 1,000k 5/1/2006
170 Eagle Trading Systems Inc.
Eagle Customized Trend
-1.87 10,000k 4/1/2017
169 QTS Capital Management, LLC
Tail Reaper
-1.80 500k 8/1/2012
168 Greenwave Capital Management
Greenwave Flagship Plus
-1.78 1,000k 6/1/2008
167 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.78 200k 5/1/2014
166 County Cork LLC
County Cork Macro Equity Hedge
-1.72 1,000k 2/1/2016
165 Schot Capital
Multi Diversified Program
-1.67 1,000k 1/1/2016
164 Shepherd Energy AB
Shepherd Energy Portfolio
-1.62 1,000k 1/1/2013
163 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-1.62 10,000k 4/1/2004
162 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-1.58 10,000k 2/1/2008
161 FORT LP
Fort Global Contrarian
-1.58 2,000k 10/1/2002
160 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.51 250k 10/1/2010
159 dormouse Limited
dormouse Fund A Shares
-1.50 1,000k 1/1/2017
158 dormouse Limited
dormouse Fund B Shares
-1.50 10,000k 8/1/2016
157 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.43 10,000k 3/1/2002
156 dormouse Limited
dormouse - Managed Account
-1.33 20,000k 7/1/2011
155 FORT LP
Fort Global Diversified
-1.31 2,000k 3/1/2002
154 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.21 100k 12/1/1998
153 Schindler Capital Management, LLC
Dairy Advantage Program
-1.20 400k 8/1/2005
152 DUNN Capital Management
DUNN WMA Institutional Program
-1.16 100k 10/1/2011
151 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.10 2,000k 4/1/2017
150 Pawberry LLC
MultiStrat Program
-1.06 600k 6/1/2017
149 Davis Commodities, LLC
Davis Trading Program
-1.06 250k 1/1/2016
148 ISAM
ISAM Systematic Trend (Levitas)
-0.99 1,000k 5/1/2010
147 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.89 100k 2/1/2010
146 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.80 500k 9/1/2015
145 Turk Capital LLC
US Equity Long/Short Strategy
-0.79 100k 4/1/2014
144 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.75 3,000k 1/1/2015
143 Aquantum
ACS Energies
-0.75 5,000k 1/1/2017
142 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-0.75 2,000k 2/1/2018
141 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
-0.74 2,500k 4/1/2017
140 Sector Arc Advisors
Global Lean Hog Ag
-0.73 250k 10/1/2015
139 Warrington Asset Management
Warrington Strategic Program
-0.49 50k 1/1/1997
138 Turk Capital LLC
US Market Hedge Strategy
-0.46 100k 11/1/2015
137 RTM Capital Advisors
RTM Core Indices Plus Strategy
-0.44 100k 9/1/2017
136 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.42 3,000k 5/1/2014
135 Welton Investment Partners
Welton Trend
-0.33 25,000k 10/1/2012
134 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.32 250k 11/1/1996
133 Crabel Capital Management
WPD Crabel Futures Program
-0.30 1,000k 7/1/2008
132 Soaring Pelican, LLC
Diversified S&P Program
-0.28 100k 1/1/2011
131 Carbide Capital Inc.
Carbide Hedge Progam
-0.28 500k 9/1/2016
130 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.28 5,000k 11/1/2012
129 O'Brien Investment Group
Quantitative Global Macro Futures Program
-0.27 3,000k 7/1/2017
128 Crabel Capital Management
Crabel Multi-Product
-0.24 1,000k 3/1/1998
127 Brisslen Capital Management, LLC
Brisslen Energy Strategy - Client
-0.22 250k 12/1/2017
126 Amapa Capital Advisors LLC
Energy Program
-0.22 1,000k 2/1/2015
125 Volt Capital Management AB
Diversified Alpha Program
-0.21 5,000k 3/1/2017
124 Trigon Investment Advisors, LLC
Discretionary Macro Program
-0.21 10,000k 8/1/2007
123 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.19 2,000k 3/1/2014
122 Leibniz Group
EVEREST
-0.17 100k 3/1/2016
121 Orbits Venture, Inc.
Risk Sigma Program No. 2
-0.14 100k 3/1/2015
120 Certeza Asset Management
Macro Vega
-0.11 1,000k 1/1/2012
119 Blake Capital Management, Inc.
SRD Currencies
-0.10 100k 3/1/2013
118 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.04 1,000k 5/1/2014
117 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
116 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
-0.04 500k 1/1/2017
115 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-0.03 2,000k 7/1/2016
114 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.02 1,500k 10/1/2016
108 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
109 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
104 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.00 250k 12/1/2009
105 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.00 250k 5/1/2016
103 Certeza Asset Management
Macro Vega Fund
0.00 100k 11/1/2017
84 Orgone Commodity Management LLC
Orgone AG 1
0.00 250k 9/1/2011
95 HASAFUMA
Hedgehog
0.00 50k 5/1/2012
89 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
96 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
87 HASAFUMA
Micro Macro
0.00 20k 6/1/2013
90 HASAFUMA
La Cucaracha
0.00 50k 9/1/2013
83 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
71 Vortex
Currency Program
0.00 500k 1/1/2014
93 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
97 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
113 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
75 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
88 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
94 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.00 50k 9/1/2009
68 Gregory P Asset Management LLC
Alternative Multi Strategy
0.00 500k 11/1/2012
85 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.00 2,000k 11/1/2011
69 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
72 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
92 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
91 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
98 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
99 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
100 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
101 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
111 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
112 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
102 361 Capital LLC
361 Managed Futures Strategy Fund
0.00 3k 1/1/2012
107 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
81 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
82 Geosol Capital LLC
Geosol Trading Program
0.00 10,000k 6/1/2012
110 Quantumrock
Quantumrock VSOP
0.00 1,000k 7/1/2016
76 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
73 PAK Capital, LLC
PAK Capital Currency Program
0.00 200k 5/1/2017
70 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
106 H2O AM LLP
Force 10 (USD)
0.00 1,000k 3/1/2011
79 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.00 100k 3/1/2017
78 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
0.00 100k 12/1/2014
67 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.00 5,000k 9/1/2009
77 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
86 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
74 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
80 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
66 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.01 2,000k 7/1/2016
65 EMC Capital Advisors, LLC
EMC Alpha Program
0.03 5,000k 6/1/2013
64 Typhon Capital Management, LLC
Leonidas Energy Program
0.16 100k 4/1/2017
63 NuWave Investment Management, LLC
Commodity Value Portfolio
0.18 2,000k 10/1/2014
62 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.18 250k 10/1/2011
61 NickJen Capital Management & Consultants LLC
NRD-1
0.20 1,000k 4/1/2008
60 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
0.20 1,000k 9/1/1995
59 Warrington Asset Management
Tactical Program Client
0.35 500k 2/1/2015
58 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.35 10,000k 3/1/2007
57 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.36 500k 8/1/2012
56 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
55 Jaguar Investments Ltd
Aegir Capital Strategy
0.45 1,000k 1/1/2012
54 Crediton Hill LLC
Crediton Hill Managed Account Program
0.47 250k 8/1/2013
53 HPX Financial LLC
HPX Old School Program
0.48 200k 6/1/2006
52 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
0.62 10,000k 2/1/2006
51 County Cork LLC
RLA I
0.63 500k 1/1/2009
50 Evergreen Commodity Advisors, LLC
Discretionary
0.65 100k 1/1/2015
49 Typhon Capital Management, LLC
Plutus Grain Strategy
0.73 250k 4/1/2008
48 White River Group
Dynamic S&P Options Strategy
0.82 50k 11/1/2014
47 Global Sigma Group, LLC
GSF - Mult-Strategy
0.82 1,000k 11/1/2015
46 Buckingham Global Advisors, LLC
Weekly Emini Program
0.84 200k 3/1/2015
45 GZC Investment Management AG
GZC Strategic Commodities Fund (SCF)
0.90 100k 1/1/2014
44 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.98 10,000k 3/1/2003
43 AG Capital Management Partners, LP
Discretionary Global Macro Program
0.99 5,000k 10/1/2014
42 Carbide Capital Inc.
Carbide Absolute Return Program
1.00 200k 9/1/2014
41 Robust Methods LLC
Macro Managed Account
1.01 5,000k 1/1/2005
40 RCMA Capital LLP
Merchant Commodity Fund
1.10 1,000k 6/1/2004
39 Automaton Trading LLC
Diversified
1.19 500k 7/1/2014
38 Rcube Asset Management
Walnut Singularity
1.21 500k 7/1/2017
37 M&R Capital, LLC
Livestock Trading Program
1.22 100k 1/1/2015
36 Quantica Capital AG
1X Quantica Managed Futures Fund
1.30 100k 1/1/2014
35 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.38 250k 5/1/2013
34 Prolific Capital Markets, LLC
Prolific Swiss System
1.55 10,000k 1/1/2014
33 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.73 400k 2/1/2016
32 Wharton Capital Management
Wharton AG Futures Program
1.76 100k 9/1/2011
31 Quantica Capital AG
2X Quantica Managed Futures Fund
1.80 100k 1/1/2014
30 SMN Investment Services GmbH
Structural Alpha Trend
1.88 5,000k 6/1/2016
29 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.05 500k 1/1/2015
28 Red Rock Capital, LLC
Commodity Long-Short
2.10 500k 9/1/2013
27 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
2.38 5,000k 9/1/2013
26 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.38 10,000k 3/1/2003
25 Buttonwood LLC
Energy Diversified 1
2.49 100k 7/1/2014
24 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.50 100k 2/1/2017
23 Metolius Capital LLC
Metolius Enhanced Fund
2.53 40k 6/1/2015
22 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.54 100k 1/1/2014
21 R Best LLC
World Select Program
2.60 2,000k 4/1/2016
20 Tarpon Trading
Altair FX Alpha Macro
2.68 5,000k 1/1/2016
19 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
2.86 100k 5/1/2017
18 Dreiss Research Corporation
Diversified Program
3.14 1,000k 5/1/1991
17 Anderson Creek Trading
Standard Diversified Strategy
3.29 250k 7/1/2014
16 Gamma Q
Breckhurst Commodity Fund
3.35 1,000k 10/1/2006
15 Tactical Investment Management
Tactical Institutional Commodity Fund
3.45 10,000k 5/1/2005
14 Tianyou Asset Management, LLC
Tianyou Trading Strategy
3.48 100k 10/1/2012
13 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.59 5,000k 6/1/2010
12 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.61 250k 10/1/2009
11 Glenhaven Capital LLC
Glenhaven Global II LP
3.80 25k 4/1/2012
10 Melissinos Trading
Eupatrid Global Trends
4.07 50k 1/1/2011
9 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
4.20 20,000k 7/1/2011
8 Chesapeake Capital
Diversified Plus (HV)
4.40 100k 4/1/1994
7 Bocken Trading LLC
Discretionary Trading Program
4.50 100k 7/1/2011
6 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
4.77 500k 8/1/2007
5 Demeter Capital Management
Livestock & Grain Trading Program
5.38 50k 3/1/2010
4 R Best LLC
R Best Private Client Program
6.12 50k 2/1/2010
3 Ditsch Trading, LLC
Agricultural Trading Program
6.86 100k 1/1/2011
2 Purple Valley Capital, Inc.
Diversified Trend 1
7.72 100k 8/1/2008
1 Typhon Capital Management, LLC
Leonidas Macro Fund
12.69 100k 4/1/2017

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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