IASG CTA Index For April 2021

Monthly Rankings

Rank CTA/Program Apr 2021 Min Inv Inception
198 Emil van Essen
Spread Trading Program Limited
-9.10 5,000k 7/1/2013
197 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-8.47 400k 2/1/2016
196 Eamon Capital
Zephyr Program
-7.72 300k 1/1/2016
195 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-5.89 100k 12/1/2014
194 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-5.70 100k 3/1/2017
193 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-5.00 10,000k 3/1/2007
192 Typhon Capital Management, LLC
Plutus Grain Strategy
-4.07 250k 4/1/2008
191 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-3.98 100k 2/1/2017
190 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-3.96 100k 1/1/2014
189 Shepherd Energy AB
Shepherd Energy Portfolio
-3.61 1,000k 1/1/2013
188 Covenant Capital Management
Tactical Growth Program
-3.35 100k 1/1/2017
187 Eclipse Capital Management
Tactical Alpha Program
-3.07 25,000k 11/1/2016
186 Covenant Capital Management
Total Volatility Program (P&C)
-3.05 200k 1/1/2018
185 Typhon Capital Management, LLC
Leonidas Macro Fund
-2.69 100k 4/1/2017
184 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.51 20,000k 5/1/2013
183 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-2.44 10,000k 2/1/2008
182 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.43 250k 10/1/2009
181 Mesirow Financial Investment Management, Inc.
Asian Markets Alpha Program
-2.06 10,000k 2/1/2006
180 Brent Trading Pty Ltd
Agric Seasonal Spread
-1.97 100k 1/1/2014
179 DeltaHedge
DH Styx
-1.85 1,000k 9/1/2017
178 514 Capital Partners
514 Fund
-1.80 100k 11/1/2013
177 John Locke Investments
Cyril Systematic UCITS Fund
-1.69 500k 7/1/2000
176 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-1.68 2,000k 2/1/2018
175 Leibniz Group
EVEREST
-1.56 100k 3/1/2016
174 Auspice
Auspice Short Term
-1.54 5,000k 5/1/2014
173 Evergreen Commodity Advisors, LLC
Discretionary
-1.05 100k 1/1/2015
172 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.03 10,000k 8/1/2007
171 DCM Systematic
Diversified Alpha
-1.02 7,000k 2/1/2016
170 RTM Capital Advisors
RTM Core Indices Plus Strategy
-1.02 100k 9/1/2017
169 Eagle Trading Systems Inc.
Eagle Customized Trend
-0.93 10,000k 4/1/2017
168 Schindler Capital Management, LLC
Dairy Advantage Program
-0.78 400k 8/1/2005
167 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.74 250k 5/1/2013
166 Greenwave Capital Management
Greenwave Flagship Plus 2x
-0.65 1,500k 4/1/2016
165 Schot Capital
Multi Diversified Program (MDP)
-0.56 1,000k 1/1/2016
164 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.48 500k 8/1/2012
163 Auspice
Auspice Tactical Futures Program (ATFP)
-0.48 5,000k 4/1/2018
162 Warrington Asset Management
Warrington Strategic Program
-0.42 50k 1/1/1997
161 Carbide Capital Inc.
Carbide Hedge Progam
-0.37 500k 9/1/2016
160 Blake Capital Management, Inc.
SRD Currencies
-0.35 100k 3/1/2013
159 Greenwave Capital Management
Greenwave Flagship Plus
-0.24 1,000k 6/1/2008
158 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
157 GZC Investment Management AG
GZC Strategic Commodities Fund (SCF)
-0.10 100k 1/1/2014
156 Breakout Funds
Breakout Funds Propeller Program
-0.04 5,000k 2/1/2018
155 Certeza Asset Management
Macro Vega
-0.03 1,000k 1/1/2012
154 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
153 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
152 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-0.03 5,000k 9/1/2013
137 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
142 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.00 1,500k 12/1/2014
134 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
139 HASAFUMA
Hedgehog
0.00 50k 5/1/2012
144 Leibniz Group
Systematic Intelligence Vol 10
0.00 3,000k 8/1/2011
135 Orgone Commodity Management LLC
Orgone AG 1
0.00 250k 9/1/2011
136 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
143 Gregory P Asset Management LLC
Alternative Multi Strategy
0.00 500k 11/1/2012
130 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
133 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.00 250k 7/1/2015
151 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
0.00 1,000k 6/1/2018
126 Gamma Q
Breckhurst Commodity Fund (Cayman) LP
0.00 1,000k 5/1/2018
150 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
148 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
145 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
146 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
147 PAK Capital, LLC
PAK Capital Currency Program
0.00 200k 5/1/2017
141 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.00 1,500k 5/1/2017
129 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
127 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
128 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
138 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
132 Gamma Q
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
149 QDRA Pty Ltd
QDRA Dynamic Macro
0.00 5,000k 11/1/2007
140 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
0.00 50k 9/1/2009
131 QTS Capital Management, LLC
QTS Partners, L.P.
0.00 100k 1/1/2011
125 FTC Capital GmbH
FTC Trend Select
0.02 50k 9/1/2007
124 H2O AM LLP
Force 10 (USD)
0.05 1,000k 3/1/2011
123 Tom Capital AG
Tom Capital Growth Fund
0.10 5,000k 12/1/2015
122 Crediton Hill LLC
Crediton Hill Managed Account Program
0.12 250k 8/1/2013
121 NickJen Capital Management & Consultants LLC
NRD-1
0.20 1,000k 4/1/2008
120 Orbits Venture, Inc.
Risk Sigma Program No. 2
0.22 100k 3/1/2015
119 Finalyze Capital LLC
Retail Program
0.26 500k 7/1/2017
118 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.28 1,000k 5/1/2014
117 Orion Asset Management
Algorithmic Trading Program
0.31 10k 1/1/2013
116 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.31 10,000k 4/1/2004
115 Warrington Asset Management
Tactical Program Client
0.33 500k 2/1/2015
114 Global Sigma Group, LLC
GSF - Mult-Strategy
0.38 1,000k 11/1/2015
113 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
0.38 250k 2/1/2016
112 Aquantum
ACS Energies
0.43 5,000k 1/1/2017
111 Emil van Essen
Long-Short Commodity Program - Accelerated
0.45 200k 5/1/2014
110 Jaguar Investments Ltd
Aegir Capital Strategy
0.49 1,000k 1/1/2012
109 Candriam Investors Group
Candriam Diversified Futures I (Part C)
0.51 250k 12/1/2009
108 HPX Financial LLC
HPX Old School Program
0.54 200k 6/1/2006
107 Typhon Capital Management, LLC
Leonidas Energy Program
0.55 100k 4/1/2017
106 Tendance Finance
Tendance Finance Fund
0.62 100k 5/1/2012
105 Crabel Capital Management
Crabel Multi-Product
0.63 1,000k 3/1/1998
104 Buckingham Global Advisors, LLC
Weekly Emini Program
0.68 200k 3/1/2015
103 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.70 1,000k 3/1/2017
102 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.70 100k 5/1/2012
101 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.74 500k 8/1/2007
100 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.76 500k 1/1/2015
99 QTS Capital Management, LLC
Tail Reaper
0.79 500k 8/1/2012
98 Candriam Investors Group
Absolute Return Equity Market Neutral C
0.85 250k 5/1/2016
97 Glendorn Capital Management LLC
MultiWeek Trading Strategy
0.97 1,500k 10/1/2016
96 Carbide Capital Inc.
Carbide Absolute Return Program
0.98 200k 9/1/2014
95 Tarpon Trading
Altair FX Alpha Macro
1.01 5,000k 1/1/2016
94 NuWave Investment Management, LLC
Short-Term Futures Portfolio
1.06 2,000k 7/1/2016
93 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
1.06 1,000k 7/1/2016
92 Leibniz Group
SWARM
1.08 100k 9/1/2015
91 Garraway Capital Management LLP
Garraway Financial Trends
1.10 100k 9/1/2012
90 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.10 100k 10/1/2012
89 FORT LP
Fort Global Diversified
1.13 2,000k 3/1/2002
88 MarketCipher Partners LLC
MarketCipher Partners LLC
1.15 1,000k 1/1/2018
87 Superfund Group
Superfund Green USD SICAV
1.20 5k 1/1/2017
86 Dynamica Global Investments
Dynamica Commodity Trading Strategy
1.20 500k 9/1/2015
85 Sector Arc Advisors
Global Lean Hog Ag
1.23 250k 10/1/2015
84 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.31 4,000k 4/1/2017
83 Crabel Capital Management
WPD Crabel Futures Program
1.31 1,000k 7/1/2008
82 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.34 100k 10/1/2011
81 Amapa Capital Advisors LLC
Energy Program
1.38 1,000k 2/1/2015
80 ADG Capital Management
ADG Systematic Macro
1.41 1,000k 5/1/2013
79 Sandpiper Asset Management
Sandpiper Global Macro Program
1.43 1,000k 8/1/2012
78 Buttonwood LLC
Energy Diversified 1
1.49 100k 7/1/2014
77 Demeter Capital Management
Livestock & Grain Trading Program
1.62 50k 3/1/2010
76 NuWave Investment Management, LLC
Commodity Value Portfolio
1.68 2,000k 10/1/2014
75 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.70 10,000k 3/1/2002
74 FORT LP
Fort Global Contrarian
1.73 2,000k 10/1/2002
73 Lyons Trading Group
LATS (Client)
1.74 100k 6/1/2018
72 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.75 100k 2/1/2010
71 Vivienne Investissement
MACH 3
1.93 100k 6/1/2015
70 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.97 300k 6/1/2017
69 Seven Capital Management
Seven Absolute Return
2.09 100k 6/1/2009
68 Quantumrock
Quantumrock VSOP
2.09 250k 7/1/2016
67 Estlander & Partners
Freedom
2.11 20,000k 8/1/2010
66 FTC Capital GmbH
FTC Futures Fund Classic (USD)
2.11 250k 10/1/2010
65 Aquantum
Aquantum Commodity Spread Program (ACS)
2.14 5,000k 7/1/2013
64 White River Group
Dynamic S&P Options Strategy
2.16 50k 11/1/2014
63 T24 Capital
T24 Capital I
2.24 100k 12/1/2014
62 EMC Capital Advisors, LLC
EMC Alpha Program
2.26 5,000k 6/1/2013
61 Turk Capital LLC
US Market Hedge Strategy
2.29 100k 11/1/2015
60 R Best LLC
R Best Private Client Program
2.29 50k 2/1/2010
59 Worldwide Capital Strategies
Profit Quest Macro World
2.33 100k 1/1/2010
58 R Best LLC
World Select Program
2.37 2,000k 4/1/2016
57 Quantica Capital AG
1X Quantica Managed Futures Fund
2.40 100k 1/1/2014
56 Metolius Capital LLC
Metolius Enhanced Fund
2.44 40k 6/1/2015
55 ISAM
ISAM Systematic Trend (Levitas)
2.47 1,000k 5/1/2010
54 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
2.50 1,000k 9/1/1995
53 M&R Capital, LLC
Livestock Trading Program
2.53 100k 1/1/2015
52 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.59 500k 10/1/2014
51 Pawberry LLC
MultiStrat Program
2.69 500k 6/1/2017
50 AP Futures, LLC
Volatility Trading Program
2.92 100k 2/1/2017
49 County Cork LLC
RLA I
2.94 500k 1/1/2009
48 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.95 5,000k 6/1/2010
47 Prolific Capital Markets, LLC
Prolific Swiss System
3.00 10,000k 1/1/2014
46 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.04 10,000k 3/1/2003
45 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.06 100k 12/1/1998
44 O'Brien Investment Group
Quantitative Global Macro Futures Program
3.12 3,000k 7/1/2017
43 dormouse Limited
dormouse Fund A Shares
3.24 1,000k 1/1/2017
42 dormouse Limited
dormouse Fund B Shares
3.24 10,000k 8/1/2016
41 AG Capital Management Partners, LP
Discretionary Global Macro Program
3.27 5,000k 10/1/2014
40 dormouse Limited
dormouse - Managed Account
3.37 20,000k 7/1/2011
39 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
3.41 550k 11/1/2016
38 Welton Investment Partners
Welton Trend
3.67 25,000k 10/1/2012
37 DUNN Capital Management
DUNN WMA Institutional Program
3.76 100k 10/1/2011
36 EMC Capital Advisors, LLC
EMC Alpha Plus Program
3.80 3,000k 5/1/2014
35 HASAFUMA
Gourishankar
4.08 200k 9/1/2013
34 Pan Capital Management
Pan Capital Energy Strategy (Nat Gas)
4.23 20,000k 7/1/2011
33 County Cork LLC
County Cork Macro Equity Hedge
4.28 1,000k 2/1/2016
32 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.30 10,000k 3/1/1998
31 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
4.31 1,000k 10/1/2016
30 Anderson Creek Trading
Standard Diversified Strategy
4.35 250k 7/1/2014
29 Purple Valley Capital, Inc.
Diversified Trend 1
4.35 100k 8/1/2008
28 J8 Capital Management LLP
J8 Global Absolute Return Strategy
4.37 3,000k 1/1/2015
27 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.52 5,000k 11/1/2012
26 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
4.68 5,000k 9/1/2009
25 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.74 5,000k 9/1/2009
24 Quantica Capital AG
2X Quantica Managed Futures Fund
4.80 100k 1/1/2014
23 Turk Capital LLC
US Equity Long/Short Strategy
4.87 100k 4/1/2014
22 Typhon Capital Management, LLC
Zephyrus Livestock Strategy
5.18 500k 1/1/2017
21 Soaring Pelican, LLC
Diversified S&P Program
5.40 100k 1/1/2011
20 Volt Capital Management AB
Diversified Alpha Program
5.47 5,000k 3/1/2017
19 QuantOn Solutions
Diversified Futures Program
5.58 1,000k 4/1/2017
18 Davis Commodities, LLC
Davis Trading Program
5.65 200k 1/1/2016
17 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
6.22 2,500k 4/1/2017
16 Silicon Valley Quantitative Advisors
UQP Large
6.27 500k 1/1/2009
15 Robust Methods LLC
Macro Managed Account
6.40 5,000k 1/1/2005
14 Glenhaven Capital LLC
Glenhaven Global II LP
6.88 25k 4/1/2012
13 SMN Investment Services GmbH
Structural Alpha Trend
6.88 5,000k 6/1/2016
12 Chesapeake Capital
Diversified Plus (HV)
8.50 100k 4/1/1994
11 Tactical Investment Management
Tactical Institutional Commodity Fund
8.54 10,000k 5/1/2005
10 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
8.64 250k 11/1/1996
9 Melissinos Trading
Eupatrid Global Trends
9.06 100k 1/1/2011
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
9.44 10,000k 3/1/2003
7 Ditsch Trading, LLC
Agricultural Trading Program
11.29 100k 1/1/2011
6 Bocken Trading LLC
Discretionary Trading Program
12.04 100k 7/1/2011
5 Red Rock Capital, LLC
Commodity Long-Short
13.18 500k 9/1/2013
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
14.72 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
14.88 1,500k 7/1/2011
2 Leibniz Group
GRAB+
15.07 100k 4/1/2016
1 RCMA Capital LLP
Merchant Commodity Fund
23.20 1,000k 6/1/2004

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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