Stock Index Trader Index For January 2021

Monthly Rankings

Rank CTA/Program Jan 2021 Min Inv Inception
39 Covenant Capital Management
Total Volatility Program (P&C)
-11.75 200k 1/1/2018
38 Covenant Capital Management
Tactical Growth Program
-9.08 100k 1/1/2017
37 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-8.94 1,500k 12/1/2014
36 Rosetta Analytics Inc.
DL One
-8.77 1,000k 9/1/2018
35 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.00 25k 2/1/2016
34 Quantitative Investment Management
Global Fund (3x)
-5.83 1,000k 6/1/2005
33 Rosetta Analytics Inc.
DL Two
-5.31 1,000k 9/1/2018
32 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-5.26 500k 10/1/2014
31 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-3.49 1,500k 5/1/2017
30 Pearl Capital Advisors, LLC
Hedged VIX Program
-3.30 500k 10/1/2015
29 MarketCipher Partners LLC
MarketCipher Partners LLC
-2.00 1,000k 1/1/2018
28 Quantitative Investment Management
Global Fund (1x)
-1.95 1,000k 5/1/2006
27 QTS Capital Management, LLC
Tail Reaper
-1.80 500k 8/1/2012
26 Lyons Trading Group
LATS (Client)
-1.10 100k 6/1/2018
25 Pawberry LLC
MultiStrat Program
-1.06 500k 6/1/2017
24 Buckingham Global Advisors, LLC
Small Emini Program
-0.84 60k 12/1/2018
23 Turk Capital LLC
US Equity Long/Short Strategy
-0.79 100k 4/1/2014
22 Warrington Asset Management
Warrington Strategic Program
-0.49 50k 1/1/1997
21 Turk Capital LLC
US Market Hedge Strategy
-0.46 100k 11/1/2015
20 RTM Capital Advisors
RTM Core Indices Plus Strategy
-0.44 100k 9/1/2017
19 Soaring Pelican, LLC
Diversified S&P Program
-0.28 100k 1/1/2011
18 Carbide Capital Inc.
Carbide Hedge Progam
-0.28 500k 9/1/2016
17 Orbits Venture, Inc.
Risk Sigma Program No. 2
-0.14 100k 3/1/2015
16 361 Capital LLC
361 Managed Futures Strategy Fund
0.00 3k 1/1/2012
13 QTS Capital Management, LLC
VIX Timer
0.00 100k 11/1/2018
14 QTS Capital Management, LLC
Chimera
0.00 100k 11/1/2018
15 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
0.00 1,000k 6/1/2018
12 Warrington Asset Management
Tactical Program Client
0.35 500k 2/1/2015
11 Crediton Hill LLC
Crediton Hill Managed Account Program
0.47 250k 8/1/2013
10 McMillan Asset Management
Volatility Capture CTA
0.52 100k 5/1/2018
9 White River Group
Dynamic S&P Options Strategy
0.82 50k 11/1/2014
8 Buckingham Global Advisors, LLC
Weekly Emini Program
0.84 200k 3/1/2015
7 Carbide Capital Inc.
Carbide Absolute Return Program
1.00 200k 9/1/2014
6 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.38 250k 5/1/2013
5 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
2.86 100k 5/1/2017
4 Tianyou Asset Management, LLC
Tianyou Trading Strategy
3.48 100k 10/1/2012
3 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.61 250k 10/1/2009
2 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
4.77 500k 8/1/2007
1 R Best LLC
R Best Private Client Program
6.12 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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