IASG CTA Index For March 2021

Monthly Rankings

Rank CTA/Program Mar 2021 Min Inv Inception
197 Robust Methods LLC
Macro Managed Account
-7.70 5,000k 1/1/2005
196 AG Capital Management Partners, LP
Discretionary Global Macro Program
-7.41 5,000k 10/1/2014
195 dormouse Limited
dormouse - Managed Account
-7.29 20,000k 7/1/2011
194 dormouse Limited
dormouse Fund B Shares
-7.16 10,000k 8/1/2016
193 dormouse Limited
dormouse Fund A Shares
-7.16 1,000k 1/1/2017
192 Tactical Investment Management
Tactical Institutional Commodity Fund
-6.93 10,000k 5/1/2005
191 Superfund Group
Superfund Green SILVER SICAV
-6.36 20k 1/1/2017
190 Typhon Capital Management, LLC
Leonidas Macro Fund
-5.94 100k 4/1/2017
189 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-5.61 500k 8/1/2007
188 Davis Commodities, LLC
Davis Trading Program
-4.28 200k 1/1/2016
187 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-4.17 10,000k 2/1/2008
186 Eamon Capital
Zephyr Program
-4.15 300k 1/1/2016
185 M&R Capital, LLC
Livestock Trading Program
-4.12 100k 1/1/2015
184 Shepherd Energy AB
Shepherd Energy Portfolio
-3.82 1,000k 1/1/2013
183 Bocken Trading LLC
Discretionary Trading Program
-3.33 100k 7/1/2011
182 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-3.28 10,000k 2/1/2006
181 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.99 100k 5/1/2017
180 R Best LLC
R Best Private Client Program
-2.84 50k 2/1/2010
179 Breakout Funds
Breakout Funds Propeller Program
-2.61 5,000k 2/1/2018
178 HASAFUMA
Hedgehog
-2.57 50k 5/1/2012
177 Volt Capital Management AB
Diversified Alpha Program
-2.37 5,000k 3/1/2017
176 Tendance Finance
Tendance Finance Fund
-2.36 100k 5/1/2012
175 Eclipse Capital Management
Tactical Alpha Program
-2.33 25,000k 11/1/2016
174 Sandpiper Asset Management
Sandpiper Global Macro Program
-2.28 1,000k 8/1/2012
173 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.10 250k 10/1/2009
172 DeltaHedge
DH Styx
-2.03 1,000k 9/1/2017
171 Red Rock Capital, LLC
Commodity Long-Short
-1.92 500k 9/1/2013
170 W.G. Wealth Guardian Ltd.
QT Program (QTP)
-1.68 300k 6/1/2017
169 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
168 RTM Capital Advisors
RTM Core Indices Plus Strategy
-1.46 100k 9/1/2017
167 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.28 3,000k 7/1/2017
166 Vivienne Investissement
MACH 3
-1.23 100k 6/1/2015
165 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-1.14 250k 7/1/2015
164 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
-1.13 20,000k 7/1/2011
163 Anderson Creek Trading
Standard Diversified Strategy
-1.05 250k 7/1/2014
162 Emil van Essen
Long-Short Commodity Program - Accelerated
-0.98 200k 5/1/2014
161 Buttonwood LLC
Energy Diversified 1
-0.98 100k 7/1/2014
160 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.96 3,000k 5/1/2014
159 Leibniz Group
GRAB+
-0.92 100k 4/1/2016
158 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.85 2,000k 7/1/2016
157 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.80 3,000k 1/1/2015
156 Sector Arc Advisors
Global Lean Hog Ag
-0.79 250k 10/1/2015
155 Worldwide Capital Strategies
Profit Quest Macro World
-0.77 100k 1/1/2010
154 Soaring Pelican, LLC
Diversified S&P Program
-0.77 100k 1/1/2011
153 EMC Capital Advisors, LLC
EMC Alpha Program
-0.72 5,000k 6/1/2013
152 Crabel Capital Management
Crabel Multi-Product
-0.67 1,000k 3/1/1998
151 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.60 100k 1/1/2014
150 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.58 1,500k 10/1/2016
149 Aquantum
ACS Energies
-0.46 5,000k 1/1/2017
148 Finalyze Capital LLC
Retail Program
-0.44 500k 7/1/2017
147 Tarpon Trading
Altair FX Alpha Macro
-0.44 5,000k 1/1/2016
146 SMN Investment Services GmbH
Structural Alpha Trend
-0.43 5,000k 6/1/2016
145 Carbide Capital Inc.
Carbide Hedge Progam
-0.40 500k 9/1/2016
144 GZC Investment Management AG
GZC Strategic Commodities Fund (SCF)
-0.35 100k 1/1/2014
143 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.30 20,000k 5/1/2013
142 NickJen Capital Management & Consultants LLC
NRD-1
-0.26 1,000k 4/1/2008
141 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.23 500k 10/1/2014
140 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.22 25k 2/1/2016
139 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-0.19 1,500k 5/1/2017
138 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.17 250k 11/1/1996
137 County Cork LLC
RLA I
-0.16 500k 1/1/2009
136 ISAM
ISAM Systematic Trend (Levitas)
-0.10 1,000k 5/1/2010
135 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.09 1,500k 12/1/2014
134 Future Trade AG
Thales Swing Trading Programme
-0.07 250k 6/1/2007
133 Schot Capital
Multi Diversified Program (MDP)
-0.05 1,000k 1/1/2016
132 Evergreen Commodity Advisors, LLC
Discretionary
-0.05 100k 1/1/2015
131 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
130 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
129 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.02 100k 5/1/2012
128 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.02 500k 9/1/2015
126 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
127 Whitmore Capital Management LLC
Whitmore Capital LP
0.00 250k 6/1/2012
111 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
125 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
109 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
119 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
0.00 2,000k 2/1/2018
113 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
112 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
115 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.00 2,000k 11/1/2011
110 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
121 Auspice
Auspice Tactical Futures Program (ATFP)
0.00 5,000k 4/1/2018
117 Brisslen Capital Management, LLC
Brisslen Energy Strategy - Client
0.00 250k 12/1/2017
118 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.00 2,000k 3/1/2014
123 361 Capital LLC
361 Managed Futures Strategy Fund
0.00 3k 1/1/2012
122 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
114 Orgone Commodity Management LLC
Orgone AG 1
0.00 250k 9/1/2011
116 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.00 5,000k 9/1/2009
124 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
120 Quantumrock
Quantumrock VSOP
0.00 1,000k 7/1/2016
108 Schindler Capital Management, LLC
Dairy Advantage Program
0.03 400k 8/1/2005
107 Certeza Asset Management
Macro Vega
0.03 1,000k 1/1/2012
106 Blake Capital Management, Inc.
SRD Currencies
0.07 100k 3/1/2013
105 John Locke Investments
Cyril Systematic UCITS Fund
0.10 500k 7/1/2000
104 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.13 250k 2/1/2016
103 Superfund Group
Superfund Green GOLD SICAV
0.13 20k 1/1/2017
102 HPX Financial LLC
HPX Old School Program
0.13 200k 6/1/2006
101 Greenwave Capital Management
Greenwave Flagship Plus
0.17 1,000k 6/1/2008
100 Crediton Hill LLC
Crediton Hill Managed Account Program
0.22 250k 8/1/2013
99 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.25 500k 8/1/2012
98 Warrington Asset Management
Tactical Program Client
0.31 500k 2/1/2015
97 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.36 10,000k 8/1/2007
96 QTS Capital Management, LLC
Tail Reaper
0.36 500k 8/1/2012
95 Greenwave Capital Management
Greenwave Flagship Plus 2x
0.37 1,500k 4/1/2016
94 514 Capital Partners
514 Fund
0.38 100k 11/1/2013
93 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.39 100k 3/1/2017
92 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
0.41 1,000k 7/1/2016
91 Gregory P Asset Management LLC
Alternative Multi Strategy
0.42 500k 11/1/2012
90 QDRA Pty Ltd
QDRA Dynamic Macro
0.42 5,000k 11/1/2007
89 Warrington Asset Management
Warrington Strategic Program
0.42 50k 1/1/1997
88 Chesapeake Capital
Diversified Plus (HV)
0.44 100k 4/1/1994
87 FTC Capital GmbH
FTC Trend Select
0.48 50k 9/1/2007
86 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.55 5,000k 9/1/2009
85 ADG Capital Management
ADG Systematic Macro
0.59 1,000k 5/1/2013
84 Orbits Venture, Inc.
Risk Sigma Program No. 2
0.68 100k 3/1/2015
83 Global Sigma Group, LLC
GSF - Mult-Strategy
0.71 1,000k 11/1/2015
82 McMillan Asset Management
Volatility Capture CTA
0.79 100k 5/1/2018
81 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.84 2,000k 4/1/2017
80 DUNN Capital Management
DUNN WMA Institutional Program
0.87 100k 10/1/2011
79 NuWave Investment Management, LLC
Commodity Value Portfolio
0.90 2,000k 10/1/2014
78 Melissinos Trading
Eupatrid Global Trends
0.90 100k 1/1/2011
77 PAK Capital, LLC
PAK Capital Currency Program
0.90 200k 5/1/2017
76 Eagle Trading Systems Inc.
Eagle Customized Trend
0.93 10,000k 4/1/2017
75 Metolius Capital LLC
Metolius Enhanced Fund
0.93 40k 6/1/2015
74 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.98 500k 1/1/2015
73 Leibniz Group
SWARM
1.00 100k 9/1/2015
72 Carbide Capital Inc.
Carbide Absolute Return Program
1.05 200k 9/1/2014
71 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 10,000k 3/1/2003
70 Crabel Capital Management
WPD Crabel Futures Program
1.08 1,000k 7/1/2008
69 Superfund Group
Superfund Green USD SICAV
1.08 5k 1/1/2017
68 Leibniz Group
EVEREST
1.09 100k 3/1/2016
67 Emil van Essen
Spread Trading Program Limited
1.15 5,000k 7/1/2013
66 Superfund Group
Superfund Green EUR SICAV
1.17 5k 1/1/2017
65 Wharton Capital Management
Wharton AG Futures Program
1.18 100k 9/1/2011
64 R Best LLC
World Select Program
1.21 2,000k 4/1/2016
63 Aquantum
Aquantum Commodity Spread Program (ACS)
1.24 5,000k 7/1/2013
62 Jaguar Investments Ltd
Aegir Capital Strategy
1.27 1,000k 1/1/2012
61 Tom Capital AG
Tom Capital Growth Fund
1.40 5,000k 12/1/2015
60 QuantOn Solutions
Diversified Futures Program
1.40 1,000k 4/1/2017
59 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.42 1,000k 5/1/2014
58 Buckingham Global Advisors, LLC
Weekly Emini Program
1.44 200k 3/1/2015
57 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.47 10,000k 3/1/2007
56 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.50 10,000k 3/1/2003
55 Gamma Q
Breckhurst Commodity Fund
1.50 1,000k 10/1/2006
54 Gamma Q
Breckhurst Commodity Fund (Cayman) LP
1.50 1,000k 5/1/2018
53 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
1.53 5,000k 11/1/2012
52 Demeter Capital Management
Livestock & Grain Trading Program
1.53 50k 3/1/2010
51 Amapa Capital Advisors LLC
Energy Program
1.54 1,000k 2/1/2015
50 Turk Capital LLC
US Market Hedge Strategy
1.55 100k 11/1/2015
49 Welton Investment Partners
Welton Trend
1.59 25,000k 10/1/2012
48 Typhon Capital Management, LLC
Plutus Grain Strategy
1.60 250k 4/1/2008
47 Ditsch Trading, LLC
Agricultural Trading Program
1.62 100k 1/1/2011
46 Automaton Trading LLC
Diversified
1.66 500k 7/1/2014
45 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
1.67 2,500k 4/1/2017
44 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
1.68 400k 2/1/2016
43 Prolific Capital Markets, LLC
Prolific Swiss System
1.72 10,000k 1/1/2014
42 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.76 250k 5/1/2013
41 Candriam Investors Group
Absolute Return Equity Market Neutral C
1.82 250k 5/1/2016
40 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.88 50k 9/1/2009
39 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
2.04 100k 12/1/2014
38 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.10 100k 2/1/2017
37 FORT LP
Fort Global Contrarian
2.12 2,000k 10/1/2002
36 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.18 100k 1/1/2014
35 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
2.35 100k 2/1/2010
34 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.36 250k 10/1/2010
33 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.42 5,000k 6/1/2010
32 MarketCipher Partners LLC
MarketCipher Partners LLC
2.42 1,000k 1/1/2018
31 FORT LP
Fort Global Diversified
2.44 2,000k 3/1/2002
30 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.44 100k 10/1/2012
29 FORT LP
Global Futures Program (formerly Global Diversified Classic)
2.45 10,000k 3/1/2002
28 Silicon Valley Quantitative Advisors
UQP Large
2.55 500k 1/1/2009
27 DCM Systematic
Diversified Alpha
2.92 7,000k 2/1/2016
26 Estlander & Partners
Freedom
2.95 20,000k 8/1/2010
25 County Cork LLC
County Cork Macro Equity Hedge
3.08 1,000k 2/1/2016
24 Turk Capital LLC
US Equity Long/Short Strategy
3.10 100k 4/1/2014
23 Candriam Investors Group
Candriam Diversified Futures I (Part C)
3.21 250k 12/1/2009
22 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
3.25 5,000k 9/1/2013
21 Seven Capital Management
Seven Absolute Return
3.41 100k 6/1/2009
20 Typhon Capital Management, LLC
Leonidas Energy Program
3.46 100k 4/1/2017
19 Leibniz Group
Systematic Intelligence Vol 10
3.48 3,000k 8/1/2011
18 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.51 100k 12/1/1998
17 White River Group
Dynamic S&P Options Strategy
3.59 50k 11/1/2014
16 Glenhaven Capital LLC
Glenhaven Global II LP
3.98 25k 4/1/2012
15 Covenant Capital Management
Tactical Growth Program
4.02 100k 1/1/2017
14 H2O AM LLP
Force 10 (USD)
4.66 1,000k 3/1/2011
13 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
4.92 550k 11/1/2016
12 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
5.29 100k 10/1/2011
11 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
5.31 1,000k 10/1/2016
10 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
5.31 10,000k 3/1/1998
9 Pawberry LLC
MultiStrat Program
5.34 600k 6/1/2017
8 RCMA Capital LLP
Merchant Commodity Fund
5.70 1,000k 6/1/2004
7 GT CAPITAL CTA
GT Systematic Day Trading Program
5.91 60k 8/1/2017
6 Covenant Capital Management
Total Volatility Program (P&C)
6.98 200k 1/1/2018
5 AP Futures, LLC
Volatility Trading Program
7.25 100k 2/1/2017
4 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
7.30 100k 4/1/2014
3 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
7.40 1,000k 9/1/1995
2 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
8.53 500k 1/1/2017
1 Purple Valley Capital, Inc.
Diversified Trend 1
24.99 100k 8/1/2008

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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