Stock Index Trader Index For October 2020

Monthly Rankings

Rank CTA/Program Oct 2020 Min Inv Inception
35 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-8.36 25k 2/1/2016
34 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-7.55 1,500k 5/1/2017
33 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-6.12 1,500k 12/1/2014
32 QTS Capital Management, LLC
Chimera
-5.21 100k 11/1/2018
31 QTS Capital Management, LLC
Tail Reaper
-3.99 500k 8/1/2012
30 MarketCipher Partners LLC
MarketCipher Partners LLC
-3.40 1,000k 1/1/2018
29 Covenant Capital Management
Total Volatility Program (P&C)
-3.39 200k 1/1/2018
28 Rosetta Analytics Inc.
DL Two
-2.09 1,000k 9/1/2018
27 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
26 Typhon Capital Management, LLC
Helios Deutsche
-1.68 250k 4/1/2014
25 Rosetta Analytics Inc.
DL One
-1.45 1,000k 9/1/2018
24 Turk Capital LLC
US Equity Long/Short Strategy
-1.42 100k 4/1/2014
23 Covenant Capital Management
Tactical Growth Program
-1.28 100k 1/1/2017
22 Turk Capital LLC
US Market Hedge Strategy
-0.87 100k 11/1/2015
21 RTM Capital Advisors
RTM Core Indices Plus Strategy
-0.72 100k 9/1/2017
20 Buckingham Global Advisors, LLC
Weekly Emini Program
-0.62 200k 3/1/2015
19 361 Capital LLC
361 Managed Futures Strategy Fund
-0.48 3k 1/1/2012
18 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.39 2,000k 3/1/2014
17 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
16 Carbide Capital Inc.
Carbide Hedge Progam
-0.09 500k 9/1/2016
12 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
13 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
14 Lyons Trading Group
LATS (Client)
0.00 100k 6/1/2018
15 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
11 Warrington Asset Management
Warrington Strategic Program
0.04 50k 1/1/1997
10 Warrington Asset Management
Tactical Program Client
0.31 500k 2/1/2015
9 Crediton Hill LLC
Crediton Hill Managed Account Program
0.36 250k 8/1/2013
8 Carbide Capital Inc.
Carbide Absolute Return Program
0.96 200k 9/1/2014
7 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.97 100k 4/1/2014
6 White River Group
Dynamic S&P Options Strategy
1.03 50k 11/1/2014
5 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.24 1,000k 6/1/2018
4 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.45 250k 10/1/2009
3 Soaring Pelican, LLC
Diversified S&P Program
1.48 100k 1/1/2011
2 Tianyou Asset Management, LLC
Tianyou Trading Strategy
2.34 100k 10/1/2012
1 R Best LLC
R Best Private Client Program
3.37 50k 2/1/2010

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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