2018 IASG CTA Index Year Rolling

Rank CTA/Program 1yr 3yr 5yr Sharpe
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
41.63 160.81 618.81 1.31
2 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
34.98 37.58 49.81 0.68
3 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
28.10 69.71 0.88
4 Millburn Ridgefield Corporation
Commodity Program
23.58 30.83 110.47 0.62
5 M&R Capital, LLC
Livestock Trading Program
22.06 44.40 0.66
6 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
21.78 -3.38 1.63 -0.02
7 Kopis Capital Management, LLC
Commodity Long Short Separate Account
21.21 27.19 0.45
8 Amapa Capital Advisors LLC
Energy Program
19.40 46.63 44.85 0.40
9 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
17.29 31.44 71.63 1.27
10 Bensboro Advisors, LLC
Seasonal Spread Trading Program
17.25 6.97 0.08
11 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
17.09 20.47 43.04 0.52
12 Urban Tree Capital, LLC
UTC Plus (Client)
16.89 38.54 43.53 0.43
13 514 Capital Partners
514 Fund
15.70 -3.62 82.79 0.71
14 Emil van Essen
Long-Short Commodity Program - Accelerated
14.90 29.33 0.65
15 Pearl Capital Advisors, LLC
Hedged VIX Program
14.85 37.82 0.85
16 QTS Capital Management, LLC
Tail Reaper
14.55 15.03 29.01 1.12
17 Evergreen Commodity Advisors, LLC
Discretionary
14.48 38.51 1.87
18 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
14.42 1.86 22.11 0.40
19 Aquantum
Aquantum Commodity Spread Program (ACS)
13.96 14.11 45.95 0.64
20 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
13.29 19.37 21.66 0.83
21 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
12.77 8.90 0.54
22 QMS Capital Management LP
QMS Diversified Global Macro Strategy
12.15 -7.31 11.46 0.46
23 dormouse Limited
dormouse - Managed Account
11.63 21.09 66.68 0.81
24 Sandpiper Asset Management
Sandpiper Global Macro Program
11.37 2.33 51.20 0.45
25 RCMA Capital LLP
Merchant Commodity Fund
11.36 6.89 64.67 0.65
26 Prolific Capital Markets, LLC
Prolific Swiss System
10.50 14.38 38.10 0.58
27 Crabel Capital Management
Crabel Multi-Product
9.35 11.95 21.21 0.63
28 Tom Capital AG
Tom Capital Growth Fund
8.43 17.35 0.51
29 Dynamica Global Investments
Dynamica Commodity Trading Strategy
8.15 15.69 0.88
30 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
7.89 10.23 12.67 0.28
31 GammaQ
Breckhurst Commodity Fund
7.82 49.37 88.99 0.75
32 DeltaHedge
VIXVOX 1
7.30 49.25 0.58
33 DeltaHedge
VIXVOX 2
7.28 47.36 0.61
34 Sector Arc Advisors
Global Lean Hog Ag
7.26 36.37 1.35
35 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
7.03 0.45
36 Jaguar Investments Ltd
Ultro Capital Strategy
6.63 6.25 25.95 1.04
37 Eclipse Capital Management
Alpha Asia
6.42 28.48 0.73
38 QTS Capital Management, LLC
QTS Partners, L.P.
6.33 1.18 24.11 0.60
39 NuWave Investment Management, LLC
Commodity Value Portfolio
6.31 19.43 1.14
40 Demeter Capital Management
Livestock & Grain Trading Program
6.09 19.53 43.30 0.55
41 Crediton Hill LLC
Crediton Hill Managed Account Program
5.34 16.03 38.20 3.51
42 Buckingham Global Advisors, LLC
Weekly Emini Program
5.31 54.15 1.87
43 Warrington Asset Management
Tactical Program Client
5.28 20.15 2.74
44 Soaring Pelican, LLC
Diversified S&P Program
5.06 -0.60 31.76 0.57
45 ROW Asset Managment
Row Diversified Fund, L.P.
4.88 6.48 44.86 0.67
46 NuWave Investment Management, LLC
NuWave Matrix Portfolio
4.60 4.19 0.28
47 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
4.53 20.01 0.97
48 Trading Study
SPK – E-Mini S&P 500 Option
4.41 3.47 4.38 0.10
49 Millburn Ridgefield Corporation
Multi-Markets Program
4.40 23.09 53.59 0.56
50 Alee Capital Management, LLC
Mistral Program
4.28 1.34 15.89 0.59
51 County Cork LLC
RLA I
4.16 -4.38 20.15 0.50
52 Crabel Capital Management
WPD Crabel Futures Program
4.13 14.56 24.99 0.68
53 Doherty Advisors LLC
Relative Value Plus
4.12 3.98 11.48 0.32
54 Gregory P Asset Management LLC
Alternative Multi Strategy
3.89 33.01 78.62 0.52
55 Warrington Asset Management
Warrington Strategic Program
3.80 12.72 18.37 1.09
56 Global Sigma Group, LLC
Global Sigma BondVOL LP
3.73 8.63 0.70
57 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
3.63 0.76
58 GammaQ
Commodity Program Managed Account
3.51 16.01 42.29 0.45
59 Enduring Investments LLC
Enduring Commodity Alpha
3.39 -9.47 0.18
60 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.38 11.09 0.34
61 Greenwave Capital Management
Greenwave Flagship Plus
3.20 5.92 10.00 0.57
62 Doherty Advisors LLC
Relative Value Growth
3.00 11.07 24.22 1.00
63 Three Rock Capital Management
Global Macro Program
2.98 1.39 24.95 0.56
64 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.70 11.23 30.54 0.58
65 Jaguar Investments Ltd
Aegir Capital Strategy
2.55 4.54 27.26 1.31
66 Silicon Valley Quantitative Advisors
UQP Large
2.54 -15.68 51.58 0.21
67 Independent View
IV Quantitative Futures Fund
2.53 -13.06 10.87 0.41
68 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
2.48 2.43 23.20 0.38
69 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.45 -0.71 5.49 0.74
70 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
2.36 23.33 1.80
71 Typhon Capital Management, LLC
Vulcan Metals Strategy
2.28 10.89 84.87 2.00
72 Doherty Advisors LLC
Compass
2.00 28.09 1.02
73 HPX Financial LLC
HPX Old School Program
1.95 3.02 16.51 1.31
74 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
1.88 51.25 1.26
75 Doherty Advisors LLC
Grey Swan Hedge
1.47 -4.01 -6.59 -1.37
76 Certeza Asset Management
4x Omni
1.44 6.34 0.59
77 Typhon Capital Management, LLC
Helios Deutsche
1.25 4.60 0.60
78 Eamon Capital
Zephyr Program
1.18 66.86 1.92
79 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
1.16 3.68 14.77 0.43
80 HASAFUMA
La Cucaracha
1.11 -27.10 -9.26 -0.05
81 Rosetta Capital Management
Macro Program
1.01 -24.42 -19.95 0.23
82 QTS Capital Management, LLC
FX Managed Account
0.55 -4.45 97.66 0.97
83 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.52 -4.29 4.37 -0.06
84 Certeza Asset Management
4x Macro Vega
0.45 5.42 11.97 0.70
85 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.31 0.30 4.01 0.27
86 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.31 0.62 1.06 -0.55
87 Typhon Capital Management, LLC
Plutus Grain Strategy
0.13 -1.14 3.13 0.60
88 Bluegrass Capital Management
Cross Market Bias Model
0.05 2.27 0.97
89 Emil van Essen
Long-Short Commodity Program
-0.20 8.42 15.21 0.29
90 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-0.28 -18.31 0.12
91 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.36 15.50 0.56
92 Linnis
Linnis ONE, LP
-0.39 13.39 0.46
93 Tlaloc Capital LLC
Grains Program
-0.53 -0.15 -4.21 0.64
94 Blake Capital Management, Inc.
SRD Short Equities
-0.62 -0.72 -2.05 -2.07
95 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.73 2.29 0.03
96 HASAFUMA
Micro Macro
-0.75 0.88 -37.47 -0.79
97 Turk Capital LLC
US Market Hedge Strategy
-0.79 -2.05 -0.21
98 NickJen Capital Management & Consultants LLC
NRD-1
-0.81 -0.61 2.88 0.44
99 Doherty Advisors LLC
Orion
-0.86 28.22 0.68
100 Buttonwood LLC
Energy Diversified 1
-0.95 7.89 0.99
101 Turk Capital LLC
US Equity Long/Short Strategy
-1.20 4.32 0.22
102 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.24 -10.83 1.67 0.09
103 Blake Capital Management, Inc.
SRD Currencies
-1.33 -2.32 -2.64 -1.72
104 Conquest Capital Group
Conquest Select
-1.40 -6.83 13.39 0.26
105 Bocken Trading LLC
Discretionary Trading Program
-1.47 -15.21 -14.68 0.25
106 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.52 7.89 71.58 1.18
107 Valia Capital Management
Global Tactical Program
-1.68 -0.86 -0.48
108 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.87 18.59 11.63 0.17
109 Davis Commodities, LLC
Davis Trading Program
-1.99 -15.41 -0.37
110 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.22 -1.50 -6.75 -0.03
111 FORT LP
Fort Global Diversified
-2.28 8.20 24.65 0.76
112 Emil van Essen
Multi-Strategy Program
-2.36 8.56 0.30
113 Four Seasons Commodities Corp
Lone Star Program
-2.49 -4.85 -2.24 0.56
114 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.66 19.04 37.79 1.36
115 Anderson Creek Trading
Standard Diversified Strategy
-2.69 -19.74 -0.26
116 R Best LLC
R Best Private Client Program
-2.82 -3.85 19.90 0.25
117 Whitmore Capital Management LLC
Whitmore Capital LP
-2.91 8.28 -36.18 0.12
118 County Cork LLC
County Cork Macro Equity Hedge
-3.15 0.15
119 Witter & Lester, Inc.
Diversified Trading Program
-3.17 -4.92 4.09 0.34
120 Typhon Capital Management, LLC
Chiron Currency Program
-3.43 -1.60 -5.27 0.17
121 EMC Capital Advisors, LLC
EMC Alpha Program
-3.47 8.33 22.05 0.47
122 Red Rock Capital, LLC
Commodity Long-Short
-3.74 -22.49 44.27 0.49
123 Talenta Capital LLP
Diversified
-3.95 -0.64 0.24
124 Wharton Capital Management
Wharton AG Futures Program
-4.03 0.39 62.83 0.74
125 Tianyou Asset Management, LLC
Tianyou Fund LP
-4.03 28.01 126.40 1.46
126 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-4.09 4.74 9.36 0.51
127 Seven Capital Management
Seven Absolute Return
-4.50 17.12 12.62 0.22
128 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-4.57 15.63 45.61 0.70
129 ProfitScore Capital Management
Long/Short US Treasury
-4.71 11.75 0.48
130 ML Systems LLC
Sledon Classic (Client)
-4.91 -2.85 -0.15
131 Metolius Capital LLC
Metolius Diversified
-5.02 -5.90 3.68 0.04
132 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-5.11 -6.45 -0.59
133 Vivienne Investissement
OUESSANT UCITS FUND (A)
-5.28 15.04 14.95 0.34
134 FORT LP
Fort Global Contrarian
-5.48 1.48 12.49 0.79
135 Bulkara Capital
Bulkara Systematic Fund SP
-5.78 4.59 0.73
136 Gregory P Asset Management LLC
Low Volatility Income Strategy
-5.88 3.83 -0.26
137 Emil van Essen
Spread Trading Program Limited
-6.22 7.40 11.73 0.15
138 WESTCAY LLC
Tropicals Program
-6.34 4.79 16.22 0.49
139 Robust Methods LLC
Macro Managed Account
-6.34 2.74 -14.19 0.02
140 Worldwide Capital Strategies
Profit Quest Macro World
-6.35 -7.89 105.25 0.50
141 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-6.37 2.74 -3.13 0.25
142 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.43 6.61 30.16 0.89
143 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.43 -21.67 -5.22 -0.35
144 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-6.46 3.42 -2.42 0.56
145 Superfund Group
Superfund Red USD SICAV
-6.83 -2.09 -21.20 -0.21
146 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-6.83 -4.49 34.45 0.48
147 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-6.87 9.15 0.52
148 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-7.16 -3.23 11.41 0.37
149 Kopis Capital Management, LLC
Commodity Long Only
-7.17 -18.25 -24.09 -0.25
150 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-7.43 1.11 10.91 0.28
151 Witter & Lester, Inc.
Redstone
-7.46 -2.45 -2.04 0.49
152 Vortex
Currency Program
-7.63 -2.96 31.35 0.40
153 Quantica Capital AG
2X Quantica Managed Futures Fund
-7.76 31.38 13.35 0.18
154 Automaton Trading LLC
Diversified
-7.80 7.96 0.28
155 Candriam Investor Group
Alternative Return Systemat
-7.92 -12.87 3.91 0.25
156 Ring Capital Management LLC
S&P E-Mini Select
-8.16 -17.61 28.21 0.51
157 AG Capital Investments, LLC
Discretionary Global Macro Program
-8.16 18.70 0.66
158 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-8.39 -2.48 -2.89 0.22
159 Alder Capital DAC
CALM Eurozone Equity Program
-8.46 -6.22 -0.54
160 DUNN Capital Management
DUNN WMA Institutional Program
-8.73 -0.18 23.96 0.32
161 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-9.04 32.96 0.80
162 Estlander & Partners
Freedom
-9.12 -13.98 -3.78 -0.13
163 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-9.27 -0.20
164 Orion Asset Management
Algorithmic Trading Program
-9.45 9.55 14.83 0.52
165 Schindler Capital Management, LLC
Dairy Advantage Program
-9.47 -8.35 31.85 0.67
166 Dreiss Research Corporation
Diversified Program
-9.53 -5.54 84.77 0.56
167 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-9.91 -9.27 34.09 0.45
168 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-9.94 -6.86 -0.21
169 Trigon Investment Advisors, LLC
Foreign Exchange Program
-9.99 -12.43 -11.58 0.20
170 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-10.14 -6.68 2.65 -0.08
171 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-10.44 -1.99 15.84 0.73
172 Superfund Group
Superfund Red EUR SICAV
-10.73 -9.13 -27.41 -0.32
173 Vivienne Investissement
MACH 3
-10.87 64.92 0.46
174 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-10.89 -5.37 0.02
175 Pinstripe Trading, LLC
Standard
-11.16 7.97 28.25 0.57
176 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
-11.52 124.40 496.83 1.33
177 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-11.94 17.04 36.71 0.56
178 Ditsch Trading, LLC
Agricultural Trading Program
-12.27 -12.25 -11.54 0.26
179 Bighorn Capital Partners
Denali
-12.34 -16.50 -0.53
180 Estlander & Partners
Alpha Trend II - Class P
-13.70 -48.28 -35.29 -0.10
181 Hartswell Capital Ltd
MP-1
-13.96 33.14 210.73 1.21
182 Talenta Capital LLP
S&P 500 Momentum
-14.10 -12.04 -0.25
183 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-14.16 -5.17 22.04 0.19
184 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-14.53 -22.78 -26.49 -0.47
185 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-14.62 -18.56 16.00 0.41
186 Garraway Capital Management LLP
Garraway Financial Trends
-14.70 -1.83 10.01 -0.05
187 Centurion Investment Management Inc.
Composite
-15.08 -17.59 -14.39 -0.07
188 HASAFUMA
Heavy Metal
-15.46 -13.97 0.09
189 Chesapeake Capital
Diversified Plus (HV)
-15.53 -14.21 17.41 0.37
190 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-16.07 -16.78 34.26 0.42
191 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-18.33 -9.24 -0.13
192 Purple Valley Capital, Inc.
Diversified Trend 1
-18.98 -50.09 -18.58 0.29
193 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-20.90 -15.22 36.75 0.29
194 HASAFUMA
FX Momentum
-23.99 44.29 -18.43 0.17
195 HASAFUMA
Börstjänaren Hedgehog
-27.98 -57.26 -53.03 -0.07
196 Tomas Capital Pty Ltd
GCAF | USD
-28.50 -34.07 17.62 0.04
197 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-30.08 -35.06 23.01 0.09
198 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-31.96 -32.61 -27.96 0.24
199 Bluenose Capital Management, LLC
BNC EI
-32.83 -20.88 -25.43 0.04
200 Future Trade AG
Thales Swing Trading Programme
-33.88 -51.13 -36.39 0.24
201 Bluenose Capital Management, LLC
BNC CL
-35.01 -13.52 -22.92 -0.10
202 Bluenose Capital Management, LLC
BNC BI
-36.12 -22.65 -13.54 0.38
203 Carbide Capital Inc.
Carbide Absolute Return Program
-36.90 -18.17 -0.07
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