Stock Index Trader Index For November 2020

Monthly Rankings

Rank CTA/Program Nov 2020 Min Inv Inception
38 Rosetta Analytics Inc.
DL One
-7.22 1,000k 9/1/2018
37 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
-3.69 1,000k 6/1/2018
36 R Best LLC
R Best Private Client Program
-2.70 50k 2/1/2010
35 QTS Capital Management, LLC
Chimera
-2.38 100k 11/1/2018
34 QTS Capital Management, LLC
Tail Reaper
-1.80 500k 8/1/2012
33 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.69 500k 10/1/2015
32 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.31 1,500k 5/1/2017
31 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.22 1,500k 12/1/2014
30 Carbide Capital Inc.
Carbide Hedge Progam
-0.62 500k 9/1/2016
29 Warrington Asset Management
Warrington Strategic Program
-0.26 50k 1/1/1997
28 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
25 Pawberry LLC
MultiStrat Program
0.00 500k 6/1/2017
26 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
27 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
24 Warrington Asset Management
Tactical Program Client
0.26 500k 2/1/2015
23 Crediton Hill LLC
Crediton Hill Managed Account Program
0.30 250k 8/1/2013
22 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
21 Tianyou Asset Management, LLC
Tianyou Trading Strategy
0.51 100k 10/1/2012
20 Soaring Pelican, LLC
Diversified S&P Program
0.79 100k 1/1/2011
19 McMillan Asset Management
Volatility Capture CTA
1.06 100k 5/1/2018
18 361 Capital LLC
361 Global Managed Futures Strategy Fund
1.09 2,000k 3/1/2014
17 White River Group
Dynamic S&P Options Strategy
1.16 50k 11/1/2014
16 Carbide Capital Inc.
Carbide Absolute Return Program
1.19 200k 9/1/2014
15 Buckingham Global Advisors, LLC
Small Emini Program
1.32 60k 12/1/2018
14 Buckingham Global Advisors, LLC
Weekly Emini Program
1.38 200k 3/1/2015
13 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.90 250k 5/1/2013
12 Rosetta Analytics Inc.
DL Two
1.90 1,000k 9/1/2018
11 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.92 500k 10/1/2014
10 Turk Capital LLC
US Market Hedge Strategy
3.18 100k 11/1/2015
9 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.34 250k 10/1/2009
8 Lyons Trading Group
LATS (Client)
3.58 100k 6/1/2018
7 RTM Capital Advisors
RTM Core Indices Plus Strategy
5.43 100k 9/1/2017
6 Turk Capital LLC
US Equity Long/Short Strategy
5.54 100k 4/1/2014
5 Covenant Capital Management
Tactical Growth Program
5.78 100k 1/1/2017
4 MarketCipher Partners LLC
MarketCipher Partners LLC
8.30 1,000k 1/1/2018
3 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
8.42 500k 8/1/2007
2 Covenant Capital Management
Total Volatility Program (P&C)
9.71 200k 1/1/2018
1 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
16.85 25k 2/1/2016

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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