Stock Index Trader Index For December 2020

Monthly Rankings

Rank CTA/Program Dec 2020 Min Inv Inception
38 Pearl Capital Advisors, LLC
Hedged VIX Program
-4.30 500k 10/1/2015
37 Quantitative Investment Management
Global Fund (3x)
-3.93 1,000k 6/1/2005
36 Covenant Capital Management
Tactical Growth Program
-3.10 100k 1/1/2017
35 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-3.03 1,500k 12/1/2014
34 Lyons Trading Group
LATS (Client)
-2.97 100k 6/1/2018
33 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.20 1,500k 5/1/2017
32 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.20 250k 5/1/2013
31 Covenant Capital Management
Total Volatility Program (P&C)
-2.08 200k 1/1/2018
30 R Best LLC
R Best Private Client Program
-1.75 50k 2/1/2010
29 QTS Capital Management, LLC
Chimera
-1.68 100k 11/1/2018
28 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
-1.57 1,000k 6/1/2018
27 Quantitative Investment Management
Global Fund (1x)
-1.31 1,000k 5/1/2006
26 QTS Capital Management, LLC
Tail Reaper
-1.26 500k 8/1/2012
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.36 250k 10/1/2009
24 Carbide Capital Inc.
Carbide Hedge Progam
-0.28 500k 9/1/2016
23 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
22 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
20 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
21 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
19 MarketCipher Partners LLC
MarketCipher Partners LLC
0.10 1,000k 1/1/2018
18 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
17 Warrington Asset Management
Tactical Program Client
0.46 500k 2/1/2015
16 Crediton Hill LLC
Crediton Hill Managed Account Program
0.50 250k 8/1/2013
15 Warrington Asset Management
Warrington Strategic Program
0.71 50k 1/1/1997
14 Turk Capital LLC
US Market Hedge Strategy
1.09 100k 11/1/2015
13 Soaring Pelican, LLC
Diversified S&P Program
1.33 100k 1/1/2011
12 Buckingham Global Advisors, LLC
Weekly Emini Program
1.42 200k 3/1/2015
11 Carbide Capital Inc.
Carbide Absolute Return Program
1.48 200k 9/1/2014
10 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.86 500k 10/1/2014
9 Buckingham Global Advisors, LLC
Small Emini Program
1.91 60k 12/1/2018
8 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.91 100k 10/1/2012
7 Turk Capital LLC
US Equity Long/Short Strategy
2.08 100k 4/1/2014
6 Rosetta Analytics Inc.
DL One
2.55 1,000k 9/1/2018
5 RTM Capital Advisors
RTM Core Indices Plus Strategy
2.60 100k 9/1/2017
4 White River Group
Dynamic S&P Options Strategy
2.68 50k 11/1/2014
3 Rosetta Analytics Inc.
DL Two
3.18 1,000k 9/1/2018
2 Pawberry LLC
MultiStrat Program
3.61 500k 6/1/2017
1 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
6.82 500k 8/1/2007

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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