2018 IASG CTA Index 3 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 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
-11.52 124.40 496.83 1.33
3 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
28.10 69.71 0.88
4 Eamon Capital
Zephyr Program
1.18 66.86 1.92
5 Vivienne Investissement
MACH 3
-10.87 64.92 0.46
6 Buckingham Global Advisors, LLC
Weekly Emini Program
5.31 54.15 1.87
7 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
1.88 51.25 1.26
8 GammaQ
Breckhurst Commodity Fund
7.82 49.37 88.99 0.75
9 DeltaHedge
VIXVOX 1
7.30 49.25 0.58
10 DeltaHedge
VIXVOX 2
7.28 47.36 0.61
11 Amapa Capital Advisors LLC
Energy Program
19.40 46.63 44.85 0.40
12 M&R Capital, LLC
Livestock Trading Program
22.06 44.40 0.66
13 HASAFUMA
FX Momentum
-23.99 44.29 -18.43 0.17
14 Urban Tree Capital, LLC
UTC Plus (Client)
16.89 38.54 43.53 0.43
15 Evergreen Commodity Advisors, LLC
Discretionary
14.48 38.51 1.87
16 Pearl Capital Advisors, LLC
Hedged VIX Program
14.85 37.82 0.85
17 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
34.98 37.58 49.81 0.68
18 Sector Arc Advisors
Global Lean Hog Ag
7.26 36.37 1.35
19 Hartswell Capital Ltd
MP-1
-13.96 33.14 210.73 1.21
20 Gregory P Asset Management LLC
Alternative Multi Strategy
3.89 33.01 78.62 0.52
21 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-9.04 32.96 0.80
22 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
17.29 31.44 71.63 1.27
23 Quantica Capital AG
2X Quantica Managed Futures Fund
-7.76 31.38 13.35 0.18
24 Millburn Ridgefield Corporation
Commodity Program
23.58 30.83 110.47 0.62
25 Emil van Essen
Long-Short Commodity Program - Accelerated
14.90 29.33 0.65
26 Eclipse Capital Management
Alpha Asia
6.42 28.48 0.73
27 Doherty Advisors LLC
Orion
-0.86 28.22 0.68
28 Doherty Advisors LLC
Compass
2.00 28.09 1.02
29 Tianyou Asset Management, LLC
Tianyou Fund LP
-4.03 28.01 126.40 1.46
30 Kopis Capital Management, LLC
Commodity Long Short Separate Account
21.21 27.19 0.45
31 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
2.36 23.33 1.80
32 Millburn Ridgefield Corporation
Multi-Markets Program
4.40 23.09 53.59 0.56
33 dormouse Limited
dormouse - Managed Account
11.63 21.09 66.68 0.81
34 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
17.09 20.47 43.04 0.52
35 Warrington Asset Management
Tactical Program Client
5.28 20.15 2.74
36 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
4.53 20.01 0.97
37 Demeter Capital Management
Livestock & Grain Trading Program
6.09 19.53 43.30 0.55
38 NuWave Investment Management, LLC
Commodity Value Portfolio
6.31 19.43 1.14
39 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
13.29 19.37 21.66 0.83
40 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-2.66 19.04 37.79 1.36
41 AG Capital Investments, LLC
Discretionary Global Macro Program
-8.16 18.70 0.66
42 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.87 18.59 11.63 0.17
43 Tom Capital AG
Tom Capital Growth Fund
8.43 17.35 0.51
44 Seven Capital Management
Seven Absolute Return
-4.50 17.12 12.62 0.22
45 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-11.94 17.04 36.71 0.56
46 Crediton Hill LLC
Crediton Hill Managed Account Program
5.34 16.03 38.20 3.51
47 GammaQ
Commodity Program Managed Account
3.51 16.01 42.29 0.45
48 Dynamica Global Investments
Dynamica Commodity Trading Strategy
8.15 15.69 0.88
49 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-4.57 15.63 45.61 0.70
50 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.36 15.50 0.56
51 Vivienne Investissement
OUESSANT UCITS FUND (A)
-5.28 15.04 14.95 0.34
52 QTS Capital Management, LLC
Tail Reaper
14.55 15.03 29.01 1.12
53 Crabel Capital Management
WPD Crabel Futures Program
4.13 14.56 24.99 0.68
54 Prolific Capital Markets, LLC
Prolific Swiss System
10.50 14.38 38.10 0.58
55 Aquantum
Aquantum Commodity Spread Program (ACS)
13.96 14.11 45.95 0.64
56 Linnis
Linnis ONE, LP
-0.39 13.39 0.46
57 Warrington Asset Management
Warrington Strategic Program
3.80 12.72 18.37 1.09
58 Crabel Capital Management
Crabel Multi-Product
9.35 11.95 21.21 0.63
59 ProfitScore Capital Management
Long/Short US Treasury
-4.71 11.75 0.48
60 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
2.70 11.23 30.54 0.58
61 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.38 11.09 0.34
62 Doherty Advisors LLC
Relative Value Growth
3.00 11.07 24.22 1.00
63 Typhon Capital Management, LLC
Vulcan Metals Strategy
2.28 10.89 84.87 2.00
64 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
7.89 10.23 12.67 0.28
65 Orion Asset Management
Algorithmic Trading Program
-9.45 9.55 14.83 0.52
66 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-6.87 9.15 0.52
67 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
12.77 8.90 0.54
68 Global Sigma Group, LLC
Global Sigma BondVOL LP
3.73 8.63 0.70
69 Emil van Essen
Multi-Strategy Program
-2.36 8.56 0.30
70 Emil van Essen
Long-Short Commodity Program
-0.20 8.42 15.21 0.29
71 EMC Capital Advisors, LLC
EMC Alpha Program
-3.47 8.33 22.05 0.47
72 Whitmore Capital Management LLC
Whitmore Capital LP
-2.91 8.28 -36.18 0.12
73 FORT LP
Fort Global Diversified
-2.28 8.20 24.65 0.76
74 Pinstripe Trading, LLC
Standard
-11.16 7.97 28.25 0.57
75 Automaton Trading LLC
Diversified
-7.80 7.96 0.28
76 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.52 7.89 71.58 1.18
77 Buttonwood LLC
Energy Diversified 1
-0.95 7.89 0.99
78 Emil van Essen
Spread Trading Program Limited
-6.22 7.40 11.73 0.15
79 Bensboro Advisors, LLC
Seasonal Spread Trading Program
17.25 6.97 0.08
80 RCMA Capital LLP
Merchant Commodity Fund
11.36 6.89 64.67 0.65
81 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.43 6.61 30.16 0.89
82 ROW Asset Managment
Row Diversified Fund, L.P.
4.88 6.48 44.86 0.67
83 Certeza Asset Management
4x Omni
1.44 6.34 0.59
84 Jaguar Investments Ltd
Ultro Capital Strategy
6.63 6.25 25.95 1.04
85 Greenwave Capital Management
Greenwave Flagship Plus
3.20 5.92 10.00 0.57
86 Certeza Asset Management
4x Macro Vega
0.45 5.42 11.97 0.70
87 WESTCAY LLC
Tropicals Program
-6.34 4.79 16.22 0.49
88 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-4.09 4.74 9.36 0.51
89 Typhon Capital Management, LLC
Helios Deutsche
1.25 4.60 0.60
90 Bulkara Capital
Bulkara Systematic Fund SP
-5.78 4.59 0.73
91 Jaguar Investments Ltd
Aegir Capital Strategy
2.55 4.54 27.26 1.31
92 Turk Capital LLC
US Equity Long/Short Strategy
-1.20 4.32 0.22
93 NuWave Investment Management, LLC
NuWave Matrix Portfolio
4.60 4.19 0.28
94 Doherty Advisors LLC
Relative Value Plus
4.12 3.98 11.48 0.32
95 Gregory P Asset Management LLC
Low Volatility Income Strategy
-5.88 3.83 -0.26
96 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
1.16 3.68 14.77 0.43
97 Trading Study
SPK – E-Mini S&P 500 Option
4.41 3.47 4.38 0.10
98 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-6.46 3.42 -2.42 0.56
99 HPX Financial LLC
HPX Old School Program
1.95 3.02 16.51 1.31
100 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-6.37 2.74 -3.13 0.25
101 Robust Methods LLC
Macro Managed Account
-6.34 2.74 -14.19 0.02
102 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
2.48 2.43 23.20 0.38
103 Sandpiper Asset Management
Sandpiper Global Macro Program
11.37 2.33 51.20 0.45
104 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.73 2.29 0.03
105 Bluegrass Capital Management
Cross Market Bias Model
0.05 2.27 0.97
106 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
14.42 1.86 22.11 0.40
107 FORT LP
Fort Global Contrarian
-5.48 1.48 12.49 0.79
108 Three Rock Capital Management
Global Macro Program
2.98 1.39 24.95 0.56
109 Alee Capital Management, LLC
Mistral Program
4.28 1.34 15.89 0.59
110 QTS Capital Management, LLC
QTS Partners, L.P.
6.33 1.18 24.11 0.60
111 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-7.43 1.11 10.91 0.28
112 HASAFUMA
Micro Macro
-0.75 0.88 -37.47 -0.79
113 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.31 0.62 1.06 -0.55
114 Wharton Capital Management
Wharton AG Futures Program
-4.03 0.39 62.83 0.74
115 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.31 0.30 4.01 0.27
116 Tlaloc Capital LLC
Grains Program
-0.53 -0.15 -4.21 0.64
117 DUNN Capital Management
DUNN WMA Institutional Program
-8.73 -0.18 23.96 0.32
118 Soaring Pelican, LLC
Diversified S&P Program
5.06 -0.60 31.76 0.57
119 NickJen Capital Management & Consultants LLC
NRD-1
-0.81 -0.61 2.88 0.44
120 Talenta Capital LLP
Diversified
-3.95 -0.64 0.24
121 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.45 -0.71 5.49 0.74
122 Blake Capital Management, Inc.
SRD Short Equities
-0.62 -0.72 -2.05 -2.07
123 Valia Capital Management
Global Tactical Program
-1.68 -0.86 -0.48
124 Typhon Capital Management, LLC
Plutus Grain Strategy
0.13 -1.14 3.13 0.60
125 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.22 -1.50 -6.75 -0.03
126 Typhon Capital Management, LLC
Chiron Currency Program
-3.43 -1.60 -5.27 0.17
127 Garraway Capital Management LLP
Garraway Financial Trends
-14.70 -1.83 10.01 -0.05
128 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-10.44 -1.99 15.84 0.73
129 Turk Capital LLC
US Market Hedge Strategy
-0.79 -2.05 -0.21
130 Superfund Group
Superfund Red USD SICAV
-6.83 -2.09 -21.20 -0.21
131 Blake Capital Management, Inc.
SRD Currencies
-1.33 -2.32 -2.64 -1.72
132 Witter & Lester, Inc.
Redstone
-7.46 -2.45 -2.04 0.49
133 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-8.39 -2.48 -2.89 0.22
134 ML Systems LLC
Sledon Classic (Client)
-4.91 -2.85 -0.15
135 Vortex
Currency Program
-7.63 -2.96 31.35 0.40
136 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-7.16 -3.23 11.41 0.37
137 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
21.78 -3.38 1.63 -0.02
138 514 Capital Partners
514 Fund
15.70 -3.62 82.79 0.71
139 R Best LLC
R Best Private Client Program
-2.82 -3.85 19.90 0.25
140 Doherty Advisors LLC
Grey Swan Hedge
1.47 -4.01 -6.59 -1.37
141 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.52 -4.29 4.37 -0.06
142 County Cork LLC
RLA I
4.16 -4.38 20.15 0.50
143 QTS Capital Management, LLC
FX Managed Account
0.55 -4.45 97.66 0.97
144 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-6.83 -4.49 34.45 0.48
145 Four Seasons Commodities Corp
Lone Star Program
-2.49 -4.85 -2.24 0.56
146 Witter & Lester, Inc.
Diversified Trading Program
-3.17 -4.92 4.09 0.34
147 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-14.16 -5.17 22.04 0.19
148 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-10.89 -5.37 0.02
149 Dreiss Research Corporation
Diversified Program
-9.53 -5.54 84.77 0.56
150 Metolius Capital LLC
Metolius Diversified
-5.02 -5.90 3.68 0.04
151 Alder Capital DAC
CALM Eurozone Equity Program
-8.46 -6.22 -0.54
152 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-5.11 -6.45 -0.59
153 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-10.14 -6.68 2.65 -0.08
154 Conquest Capital Group
Conquest Select
-1.40 -6.83 13.39 0.26
155 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-9.94 -6.86 -0.21
156 QMS Capital Management LP
QMS Diversified Global Macro Strategy
12.15 -7.31 11.46 0.46
157 Worldwide Capital Strategies
Profit Quest Macro World
-6.35 -7.89 105.25 0.50
158 Schindler Capital Management, LLC
Dairy Advantage Program
-9.47 -8.35 31.85 0.67
159 Superfund Group
Superfund Red EUR SICAV
-10.73 -9.13 -27.41 -0.32
160 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-18.33 -9.24 -0.13
161 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-9.91 -9.27 34.09 0.45
162 Enduring Investments LLC
Enduring Commodity Alpha
3.39 -9.47 0.18
163 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.24 -10.83 1.67 0.09
164 Talenta Capital LLP
S&P 500 Momentum
-14.10 -12.04 -0.25
165 Ditsch Trading, LLC
Agricultural Trading Program
-12.27 -12.25 -11.54 0.26
166 Trigon Investment Advisors, LLC
Foreign Exchange Program
-9.99 -12.43 -11.58 0.20
167 Candriam Investor Group
Alternative Return Systemat
-7.92 -12.87 3.91 0.25
168 Independent View
IV Quantitative Futures Fund
2.53 -13.06 10.87 0.41
169 Bluenose Capital Management, LLC
BNC CL
-35.01 -13.52 -22.92 -0.10
170 HASAFUMA
Heavy Metal
-15.46 -13.97 0.09
171 Estlander & Partners
Freedom
-9.12 -13.98 -3.78 -0.13
172 Chesapeake Capital
Diversified Plus (HV)
-15.53 -14.21 17.41 0.37
173 Bocken Trading LLC
Discretionary Trading Program
-1.47 -15.21 -14.68 0.25
174 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-20.90 -15.22 36.75 0.29
175 Davis Commodities, LLC
Davis Trading Program
-1.99 -15.41 -0.37
176 Silicon Valley Quantitative Advisors
UQP Large
2.54 -15.68 51.58 0.21
177 Bighorn Capital Partners
Denali
-12.34 -16.50 -0.53
178 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-16.07 -16.78 34.26 0.42
179 Centurion Investment Management Inc.
Composite
-15.08 -17.59 -14.39 -0.07
180 Ring Capital Management LLC
S&P E-Mini Select
-8.16 -17.61 28.21 0.51
181 Carbide Capital Inc.
Carbide Absolute Return Program
-36.90 -18.17 -0.07
182 Kopis Capital Management, LLC
Commodity Long Only
-7.17 -18.25 -24.09 -0.25
183 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-0.28 -18.31 0.12
184 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-14.62 -18.56 16.00 0.41
185 Anderson Creek Trading
Standard Diversified Strategy
-2.69 -19.74 -0.26
186 Bluenose Capital Management, LLC
BNC EI
-32.83 -20.88 -25.43 0.04
187 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.43 -21.67 -5.22 -0.35
188 Red Rock Capital, LLC
Commodity Long-Short
-3.74 -22.49 44.27 0.49
189 Bluenose Capital Management, LLC
BNC BI
-36.12 -22.65 -13.54 0.38
190 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-14.53 -22.78 -26.49 -0.47
191 Rosetta Capital Management
Macro Program
1.01 -24.42 -19.95 0.23
192 HASAFUMA
La Cucaracha
1.11 -27.10 -9.26 -0.05
193 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-31.96 -32.61 -27.96 0.24
194 Tomas Capital Pty Ltd
GCAF | USD
-28.50 -34.07 17.62 0.04
195 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-30.08 -35.06 23.01 0.09
196 Estlander & Partners
Alpha Trend II - Class P
-13.70 -48.28 -35.29 -0.10
197 Purple Valley Capital, Inc.
Diversified Trend 1
-18.98 -50.09 -18.58 0.29
198 Future Trade AG
Thales Swing Trading Programme
-33.88 -51.13 -36.39 0.24
199 HASAFUMA
Börstjänaren Hedgehog
-27.98 -57.26 -53.03 -0.07
Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan