IASG CTA Index For November 2017

Monthly Rankings

Rank CTA/Program Nov 2017 Min Inv Inception
199 Covenant Capital Management
Optimal Program
-14.23 10k 2/1/2014
198 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-9.49 25k 1/1/2011
197 Silicon Valley Quantitative Advisors
UQP Large
-8.55 500k 1/1/2009
196 Red Rock Capital, LLC
Commodity Long-Short
-7.88 500k 9/1/2013
195 Qbasis Invest
Qbasis i Trend Fund
-6.97 1k 1/1/2014
194 AG Capital Investments, LLC
Discretionary Global Macro Program
-6.81 100k 10/1/2014
193 Prolific Capital Markets, LLC
Prolific Swiss System
-6.55 10,000k 1/1/2014
192 Bulkara Capital
Bulkara Systematic Fund SP
-6.46 250k 4/1/2014
191 Worldwide Capital Strategies
Profit Quest Macro World
-5.60 100k 1/1/2010
190 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-4.73 100k 4/1/2014
189 County Cork LLC
RLA I
-4.45 500k 1/1/2009
188 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-4.23 50k 10/1/2011
187 Candriam Investor Group
Alternative Return Systemat
-4.04 125k 1/1/2007
186 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.20 750k 5/1/2015
185 Glider Trading LLP
Glider Trading Strategy (Class C)
-2.74 500k 9/1/2013
184 Trading Study
SPK – E-Mini S&P 500 Option
-2.40 15k 10/1/2009
183 Three Rock Capital Management
Global Macro Program
-2.38 1,000k 1/1/2009
182 Bocken Trading LLC
Discretionary Trading Program
-2.36 100k 7/1/2011
181 Estlander & Partners
Alpha Trend II - Class P
-2.22 100k 12/1/2008
180 Alee Capital Management, LLC
Poniente Program
-2.18 2,500k 1/1/1999
179 dormouse Limited
dormouse - Managed Account
-2.16 10,000k 7/1/2011
178 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
177 Glenhaven Capital LLC
Glenhaven Global II LP
-2.12 25k 4/1/2012
176 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.06 100k 10/1/2011
175 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.02 20,000k 5/1/2013
174 Jaguar Investments Ltd
Aegir Capital Strategy
-1.93 1,000k 1/1/2012
173 R Best LLC
R Best Private Client Program
-1.93 50k 2/1/2010
172 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.86 3,000k 5/1/2010
171 Conquest Capital Group
Conquest Select
-1.82 250k 6/1/2004
170 Crabel Capital Management
Crabel Multi-Product
-1.81 1,000k 3/1/1998
169 Emil van Essen
Long-Short Commodity Program
-1.77 1,000k 6/1/2013
168 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-1.73 1,000k 1/1/2013
167 Aquantum
Aquantum Global Systematic Program (AGS)
-1.71 5,000k 7/1/2013
166 Estlander & Partners
Freedom
-1.70 20,000k 8/1/2010
165 Emil van Essen
Multi-Strategy Program
-1.69 6,000k 5/1/2014
164 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-1.65 100k 7/1/2013
163 ISAM
ISAM Systematic Trend Fund
-1.64 1,000k 6/1/2001
162 Emil van Essen
Spread Trading Program Limited
-1.60 5,000k 7/1/2013
161 SandPointe
SandPointe All-Seasons Strategy
-1.60 5,000k 1/1/2015
160 Eclipse Capital Management
Alpha Asia
-1.58 25,000k 1/1/2015
159 Ditsch Trading, LLC
Agricultural Trading Program
-1.36 100k 1/1/2011
158 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
157 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-1.29 10,000k 2/1/2008
156 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.27 250k 3/1/2010
155 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-1.23 200k 2/1/2015
154 Linnis
Linnis ONE, LP
-1.17 100k 8/1/2014
153 Alee Capital Management, LLC
Mistral Program
-1.11 2,500k 1/1/1999
152 Millburn Corporation
Commodity Program
-1.08 25,000k 3/1/2005
151 Tomas Capital Pty Ltd
GCAF | USD
-1.06 1,500k 7/1/2011
150 Non Correlated Capital
Positive Theta Program
-1.04 250k 10/1/2007
149 Greenwave Capital Management
Greenwave Flagship Plus
-1.03 1,000k 6/1/2008
148 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-1.02 500k 8/1/2012
147 Typhon Capital Management, LLC
Chiron Currency Program
-1.01 250k 2/1/2008
146 QTS Capital Management, LLC
FX Managed Account
-1.00 100k 1/1/2011
145 Four Seasons Commodities Corp
Lone Star Program
-0.99 300k 1/1/2005
144 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.96 5,000k 8/1/2000
143 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.95 2,000k 7/1/2013
142 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.95 5,000k 6/1/2010
141 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.84 500k 6/1/2007
140 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.80 250k 5/1/2013
139 Orgone Commodity Management LLC
Orgone AG 1
-0.76 250k 9/1/2011
138 Bluenose Capital Management, LLC
BNC CL
-0.74 15k 12/1/2013
137 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.73 5,000k 7/1/2013
136 Warrington Asset Management
Warrington Strategic Program
-0.73 50k 1/1/1997
135 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.73 1,000k 7/1/2007
134 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-0.72 2,000k 1/1/2013
133 Millburn Corporation
Multi-Markets Program
-0.70 25,000k 10/1/2004
132 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.68 1,000k 3/1/2003
131 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.66 10,000k 10/1/1993
130 Tyche Capital Advisors LLC
Institutional Spreads
-0.61 250k 3/1/2014
129 Robust Methods LLC
Macro Managed Account
-0.60 5,000k 1/1/2005
128 Demeter Capital Management
Livestock & Grain Trading Program
-0.59 50k 3/1/2010
127 QTS Capital Management, LLC
QTS Partners, L.P.
-0.56 100k 1/1/2011
126 Paradox Capital Management
Sentiment Program (1X)
-0.51 1,000k 1/1/2013
125 Soaring Pelican, LLC
Diversified S&P Program
-0.45 100k 1/1/2011
124 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.39 10,000k 2/1/2006
123 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.37 500k 5/1/2013
122 Doherty Advisors LLC
Grey Swan Hedge
-0.36 10,000k 4/1/2010
121 Hehmeyer Capital Management, LLC
HOGO
-0.36 1,000k 5/1/2013
120 Crabel Capital Management
WPD Crabel Futures Program
-0.36 1,000k 7/1/2008
119 Doherty Advisors LLC
Relative Value Plus
-0.34 1,000k 7/1/2011
118 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.32 1,000k 3/1/2007
117 FORT LP
Fort Global Contrarian
-0.30 2,000k 10/1/2002
116 SandPointe
SandPointe Opportunities Strategy
-0.28 5,000k 5/1/2014
115 Typhon Capital Management, LLC
Helios Deutsche
-0.28 250k 4/1/2014
114 Melissinos Trading
Eupatrid Program
-0.21 50k 1/1/2011
113 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
112 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
111 Jaguar Investments Ltd
Ultro Capital Strategy
-0.15 1,000k 1/1/2012
110 Blake Capital Management, Inc.
SRD Short Equities
-0.13 100k 1/1/2011
109 Schindler Capital Management, LLC
Dairy Advantage Program
-0.11 200k 8/1/2005
108 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.10 10,000k 7/1/2008
107 WESTCAY LLC
Tropicals Program
-0.10 250k 1/1/2014
106 Warrington Asset Management
Tactical Program Client
-0.10 500k 2/1/2015
105 Bluegrass Capital Management
Cross Market Bias Model
-0.10 3,000k 7/1/2014
104 Superfund Group
Superfund Red EUR SICAV
-0.10 10k 3/1/2013
103 Seven Capital Management
Seven Fixed Income Fund
-0.07 100k 9/1/2010
102 Rosetta Capital Management
Macro Program
-0.03 50k 1/1/2009
101 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.03 10,000k 8/1/2009
100 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.02 1,000k 1/1/2006
99 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
98 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.01 1,000k 5/1/2014
97 Meliora Capital LLP
Commodity Absolute Return (1x)
0.03 250k 11/1/2014
96 Typhon Capital Management, LLC
Plutus Grain Strategy
0.04 250k 4/1/2008
95 Blake Capital Management, Inc.
SRD Currencies
0.10 100k 3/1/2013
94 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.11 100k 2/1/2010
93 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.13 100k 12/1/2014
92 Metolius Capital LLC
Metolius Diversified
0.13 100k 6/1/2010
91 Valia Capital Management
Global Tactical Program
0.17 200k 5/1/2014
90 Tlaloc Capital LLC
Grains Program
0.19 500k 4/1/2010
89 Doherty Advisors LLC
Relative Value Growth
0.20 1,000k 6/1/2003
88 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.23 250k 11/1/1996
87 Superfund Group
Superfund Red USD SICAV
0.24 10k 3/1/2013
86 Buttonwood LLC
Energy Diversified 1
0.24 100k 7/1/2014
85 M&R Capital, LLC
Livestock Trading Program
0.29 100k 1/1/2015
84 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.30 10,000k 11/1/2011
83 HPX Financial LLC
HPX Old School Program
0.32 200k 6/1/2006
82 Commodities Analytics LLC
Daily Analytics
0.32 100k 1/1/2014
81 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.36 100k 4/1/2015
80 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.38 1,000k 4/1/2015
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.41 1k 10/1/2006
78 Certeza Asset Management
Omni
0.42 500k 11/1/2014
77 Certeza Asset Management
Macro Vega
0.42 200k 1/1/2012
76 Sandpiper Asset Management
Sandpiper Global Macro Program
0.45 1,000k 8/1/2012
75 Carbide Capital Inc.
Carbide Absolute Return Program
0.45 200k 9/1/2014
74 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.45 1,000k 10/1/2006
73 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.47 10,000k 8/1/2007
72 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.48 250k 9/1/2014
71 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.52 10,000k 3/1/1998
70 Angle Capital Management LLC
AIP Program
0.53 100k 1/1/2010
69 Cauldron Investments, LLC
Stock Index Plus
0.53 1,000k 10/1/2009
68 Witter & Lester, Inc.
Redstone
0.53 500k 9/1/1994
67 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.56 1,000k 2/1/2015
66 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.59 250k 5/1/2011
65 NickJen Capital Management & Consultants LLC
NRD-1
0.59 1,000k 4/1/2008
64 Hartswell Capital Ltd
MP-1
0.60 250k 1/1/2014
63 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.62 40k 6/1/2015
62 Garraway Capital Management LLP
Garraway Financial Trends
0.72 100k 9/1/2012
61 ROW Asset Managment
Row Currency Program
0.74 1,000k 11/1/2010
60 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
0.75 1,000k 9/1/2012
59 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.76 250k 10/1/2011
58 Independent View
IV Quantitative Futures Fund
0.76 100k 11/1/2012
57 ML Systems LLC
Sledon Classic (Client)
0.77 300k 8/1/2014
56 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.80 500k 1/1/2015
55 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.80 1,000k 1/1/2013
54 Tianyou Asset Management, LLC
Tianyou Fund LP
0.84 100k 10/1/2012
53 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.84 50k 10/1/2011
52 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
51 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.88 1k 6/1/2009
50 Seven Capital Management
Seven Absolute Return
0.89 100k 6/1/2009
49 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.91 100k 5/1/2015
48 Gregory P Asset Management LLC
Alternative Multi Strategy
0.92 500k 11/1/2012
47 Whitmore Capital Management LLC
Whitmore Capital LP
0.97 250k 6/1/2012
46 Witter & Lester, Inc.
Diversified Trading Program
0.99 100k 4/1/2013
45 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.00 10,000k 4/1/2004
44 Vivienne Investissement
OUESSANT UCITS FUND
1.03 100k 5/1/2012
43 Hehmeyer Capital Management, LLC
Chelsea Creek
1.03 100k 11/1/2013
42 Talenta Capital LLP
Diversified
1.07 950k 6/1/2014
41 Bluenose Capital Management, LLC
BNC EI
1.08 15k 7/1/2010
40 NuWave Investment Management, LLC
Commodity Value Portfolio
1.10 2,000k 10/1/2014
39 Urban Tree Capital, LLC
UTC Plus (Client)
1.17 100k 3/1/2013
38 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.19 100k 11/1/2013
37 Future Trade AG
Thales Swing Trading Programme
1.21 250k 6/1/2007
36 ROW Asset Managment
Row Diversified Fund, L.P.
1.29 1,000k 11/1/2011
35 Amapa Capital Advisors LLC
Amapa Investment Fund
1.30 100k 2/1/2007
34 M6 Capital Management LLC
Standard Program
1.31 300k 7/1/2005
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.40 100k 1/1/2000
32 Aspect Capital
Aspect Diversified Fund - Class A (USD)
1.40 100k 12/1/1998
31 Bluenose Capital Management, LLC
BNC BI
1.41 30k 10/1/2008
30 Emil van Essen
Long-Short Commodity Program - Accelerated
1.42 200k 5/1/2014
29 Buckingham Global Advisors, LLC
Weekly Emini Program
1.43 200k 3/1/2015
28 FORT LP
Fort Global Diversified
1.47 2,000k 10/1/1993
27 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.48 50k 9/1/2009
26 Blackwater Capital Management
Tactical Equity
1.59 500k 12/1/2013
25 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.65 1,000k 3/1/2003
24 Pinstripe Trading, LLC
Standard
1.71 125k 8/1/2009
23 Doherty Advisors LLC
Compass
1.71 1,000k 6/1/2015
22 EMC Capital Advisors, LLC
EMC Alpha Program
1.74 5,000k 6/1/2013
21 Quantica Capital AG
1X Quantica Managed Futures Fund
1.80 100k 1/1/2014
20 DUNN Capital Management
DUNN WMA Institutional Program
1.81 100k 10/1/2011
19 Global Wealth Analytics, Inc.
Triple M
1.83 1,000k 6/1/2014
18 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.97 3,000k 5/1/2014
17 GammaQ
Commodity Program Managed Account
2.01 3,000k 4/1/2011
16 Turk Capital LLC
US Equity Long/Short Strategy
2.22 250k 4/1/2014
15 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.31 1,000k 1/1/2015
14 Doherty Advisors LLC
Orion
2.51 1,000k 6/1/2015
13 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
2.56 100k 7/1/2013
12 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.87 5,000k 9/1/2009
11 Talenta Capital LLP
S&P 500 Momentum
3.11 950k 6/1/2014
10 Vivienne Investissement
MACH 3
3.16 100k 6/1/2015
9 Wharton Capital Management
Wharton AG Futures Program
3.21 100k 9/1/2011
8 Evergreen Commodity Advisors, LLC
Discretionary
3.36 100k 1/1/2015
7 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
3.38 500k 7/1/2013
6 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.84 250k 10/1/2009
4 Purple Valley Capital, Inc.
Diversified Trend 1
3.96 100k 8/1/2008
3 Quantica Capital AG
2X Quantica Managed Futures Fund
4.10 100k 1/1/2014
2 GammaQ
Breckhurst Commodity Fund
4.91 1,000k 10/1/2006
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
8.91 100k 1/1/2014

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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