IASG CTA Index For September 2017

Monthly Rankings

Rank CTA/Program Sep 2017 Min Inv Inception
197 Covenant Capital Management
Optimal Program
-24.96 10k 2/1/2014
196 Dreiss Research Corporation
Diversified Program
-15.30 1,000k 5/1/1991
195 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-11.26 50k 7/1/2011
194 Tomas Capital Pty Ltd
GCAF | USD
-11.04 1,500k 7/1/2011
193 Angle Capital Management LLC
AIP Program
-9.45 100k 1/1/2010
192 Estlander & Partners
Alpha Trend II - Class P
-9.00 100k 12/1/2008
191 Purple Valley Capital, Inc.
Diversified Trend 1
-8.35 100k 8/1/2008
190 Quantica Capital AG
2X Quantica Managed Futures Fund
-7.40 100k 1/1/2014
189 Glenhaven Capital LLC
Glenhaven Global II LP
-7.09 25k 4/1/2012
188 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-6.86 10,000k 3/1/1998
187 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-6.76 1,000k 10/1/2006
186 Red Rock Capital, LLC
Commodity Long-Short
-6.14 500k 9/1/2013
185 Candriam Investor Group
Alternative Return Systemat
-5.96 125k 1/1/2007
184 Melissinos Trading
Eupatrid Program
-5.80 50k 1/1/2011
183 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.61 20,000k 5/1/2013
182 Gregory P Asset Management LLC
Alternative Multi Strategy
-5.29 500k 11/1/2012
181 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-5.29 50k 9/1/2009
180 ISAM
ISAM Systematic Trend Fund
-5.16 1,000k 6/1/2001
179 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.16 1,000k 3/1/2003
178 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.03 1,000k 8/1/2012
177 Aquantum
Aquantum Global Systematic Program (AGS)
-5.02 5,000k 7/1/2013
176 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-4.94 10,000k 10/1/1993
175 Whitmore Capital Management LLC
Whitmore Capital LP
-4.93 250k 6/1/2012
174 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.76 5,000k 6/1/2010
173 Aquantum
Aquantum Commodity Spread Program (ACS)
-4.70 5,000k 7/1/2013
172 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-4.44 100k 12/1/1998
171 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.31 3,000k 5/1/2014
170 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-4.24 250k 11/1/1996
169 Emil van Essen
Spread Trading Program Limited
-4.23 5,000k 7/1/2013
168 Glider Trading LLP
Glider Trading Strategy (Class C)
-4.18 500k 9/1/2013
167 Qbasis Invest
Qbasis i Trend Fund
-4.18 1k 1/1/2014
166 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-4.12 1,000k 1/1/2015
165 FORT LP
Fort Global Diversified
-4.01 2,000k 10/1/1993
164 Silicon Valley Quantitative Advisors
UQP Large
-3.85 500k 1/1/2009
163 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
162 Prolific Capital Markets, LLC
Prolific Swiss System
-3.64 10,000k 1/1/2014
161 Seven Capital Management
Seven Fixed Income Fund
-3.31 100k 9/1/2010
160 Conquest Capital Group
Conquest Select
-3.14 250k 6/1/2004
159 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-3.11 10,000k 4/1/2004
158 Alee Capital Management, LLC
Mistral Program
-3.08 2,500k 1/1/1999
157 Worldwide Capital Strategies
Profit Quest Macro World
-3.07 100k 1/1/2010
156 Alee Capital Management, LLC
Poniente Program
-3.02 2,500k 1/1/1999
155 Turning Wheel Capital, Inc.
Pure Alpha
-2.99 10,000k 1/1/2012
154 Chesapeake Capital
Diversified Plus (HV)
-2.94 100k 4/1/1994
153 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-2.94 500k 6/1/2007
152 FORT LP
Fort Global Contrarian
-2.93 2,000k 10/1/2002
151 EMC Capital Advisors, LLC
EMC Alpha Program
-2.87 5,000k 6/1/2013
150 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.86 1k 6/1/2009
149 Linnis
Linnis ONE, LP
-2.71 100k 8/1/2014
148 Estlander & Partners
Freedom
-2.27 20,000k 8/1/2010
147 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.16 1,000k 5/1/2014
146 Emil van Essen
Multi-Strategy Program
-2.13 6,000k 5/1/2014
145 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.02 200k 5/1/2014
144 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.02 250k 10/1/2009
143 Robust Methods LLC
Macro Managed Account
-1.99 5,000k 1/1/2005
142 Tyche Capital Advisors LLC
Institutional Spreads
-1.97 250k 3/1/2014
141 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-1.96 10,000k 2/1/2006
140 Hehmeyer Capital Management, LLC
Chelsea Creek
-1.95 100k 11/1/2013
139 ROW Asset Managment
Row Diversified Fund, L.P.
-1.91 1,000k 11/1/2011
138 Garraway Capital Management LLP
Garraway Financial Trends
-1.84 100k 9/1/2012
137 Eclipse Capital Management
Alpha Asia
-1.80 25,000k 1/1/2015
136 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.76 250k 5/1/2011
135 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.75 1k 10/1/2006
134 Witter & Lester, Inc.
Diversified Trading Program
-1.70 100k 4/1/2013
133 Millburn Corporation
Multi-Markets Program
-1.67 25,000k 10/1/2004
132 ROW Asset Managment
Row Currency Program
-1.57 1,000k 11/1/2010
131 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-1.55 500k 7/1/2013
130 NuWave Investment Management, LLC
Commodity Value Portfolio
-1.53 2,000k 10/1/2014
129 Talenta Capital LLP
Diversified
-1.44 950k 6/1/2014
128 Global Wealth Analytics, Inc.
Triple M
-1.38 1,000k 6/1/2014
127 Seven Capital Management
Seven Absolute Return
-1.33 100k 6/1/2009
126 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-1.11 1,000k 3/1/2003
125 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.10 1,000k 1/1/2013
124 Soaring Pelican, LLC
Diversified S&P Program
-1.04 100k 1/1/2011
123 GammaQ
Breckhurst Commodity Fund
-1.00 1,000k 10/1/2006
122 Crabel Capital Management
WPD Crabel Futures Program
-0.99 1,000k 7/1/2008
121 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.97 5,000k 9/1/2009
120 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.88 1,000k 3/1/2007
119 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-0.85 1,000k 9/1/2012
118 Future Trade AG
Thales Swing Trading Programme
-0.81 250k 6/1/2007
117 Wharton Capital Management
Wharton AG Futures Program
-0.81 100k 9/1/2011
116 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.80 100k 1/1/2000
115 R Best LLC
R Best Private Client Program
-0.77 50k 2/1/2010
114 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-0.69 40k 6/1/2015
113 Emil van Essen
Long-Short Commodity Program
-0.67 1,000k 6/1/2013
112 Trading Study
SPK – E-Mini S&P 500 Option
-0.65 15k 10/1/2009
111 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.64 100k 5/1/2015
110 Independent View
IV Quantitative Futures Fund
-0.57 100k 11/1/2012
109 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.55 100k 2/1/2010
108 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.52 100k 10/1/2011
107 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.50 250k 3/1/2010
106 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.49 250k 9/1/2014
105 QTS Capital Management, LLC
FX Managed Account
-0.47 100k 1/1/2011
104 Commodities Analytics LLC
Daily Analytics
-0.46 100k 1/1/2014
103 GammaQ
Commodity Program Managed Account
-0.44 3,000k 4/1/2011
102 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.42 3,000k 5/1/2010
101 Metolius Capital LLC
Metolius Diversified
-0.39 100k 6/1/2010
100 QTS Capital Management, LLC
QTS Partners, L.P.
-0.34 100k 1/1/2011
99 Doherty Advisors LLC
Grey Swan Hedge
-0.31 10,000k 4/1/2010
98 NickJen Capital Management & Consultants LLC
NRD-1
-0.30 1,000k 4/1/2008
97 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-0.28 100k 11/1/2013
96 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-0.28 10,000k 2/1/2008
95 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.27 10,000k 8/1/2009
94 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.26 1,000k 7/1/2007
93 Paradox Capital Management
Sentiment Program (1X)
-0.25 1,000k 1/1/2013
92 Doherty Advisors LLC
Relative Value Plus
-0.22 1,000k 7/1/2011
91 Ring Capital Management LLC
S&P E-Mini Select
-0.19 100k 1/1/2012
90 QTS Capital Management, LLC
Futures Managed Account
-0.17 100k 8/1/2012
89 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-0.17 100k 7/1/2013
88 Talenta Capital LLP
S&P 500 Momentum
-0.14 950k 6/1/2014
87 Schindler Capital Management, LLC
Dairy Advantage Program
-0.12 200k 8/1/2005
86 Blake Capital Management, Inc.
SRD Currencies
-0.12 100k 3/1/2013
85 Bocken Trading LLC
Discretionary Trading Program
-0.07 100k 7/1/2011
84 Jaguar Investments Ltd
Ultro Capital Strategy
-0.06 1,000k 1/1/2012
83 Four Seasons Commodities Corp
Lone Star Program
-0.03 300k 1/1/2005
82 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.03 500k 8/1/2012
81 Hehmeyer Capital Management, LLC
HOGO
-0.01 1,000k 5/1/2013
80 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.01 500k 5/1/2013
79 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
78 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.02 1,000k 1/1/2006
77 Bluegrass Capital Management
Cross Market Bias Model
0.03 3,000k 7/1/2014
76 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.03 10,000k 7/1/2008
75 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.07 200k 2/1/2015
74 Valia Capital Management
Global Tactical Program
0.11 200k 5/1/2014
73 Typhon Capital Management, LLC
Chiron Currency Program
0.16 250k 2/1/2008
72 ML Systems LLC
Sledon Classic (Client)
0.18 300k 8/1/2014
71 Witter & Lester, Inc.
Redstone
0.19 500k 9/1/1994
70 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
69 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.20 10,000k 11/1/2011
68 Doherty Advisors LLC
Relative Value Growth
0.21 1,000k 6/1/2003
67 Warrington Asset Management
Warrington Strategic Program
0.21 50k 1/1/1997
66 Pinstripe Trading, LLC
Standard
0.21 125k 8/1/2009
65 Amapa Capital Advisors LLC
Amapa Investment Fund
0.21 100k 2/1/2007
64 Ditsch Trading, LLC
Agricultural Trading Program
0.23 100k 1/1/2011
63 M6 Capital Management LLC
Standard Program
0.25 300k 7/1/2005
62 Tlaloc Capital LLC
Grains Program
0.26 500k 4/1/2010
61 Certeza Asset Management
Macro Vega
0.27 200k 1/1/2012
60 Non Correlated Capital
Positive Theta Program
0.32 250k 10/1/2007
59 Bluenose Capital Management, LLC
BNC BI
0.33 30k 10/1/2008
58 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.38 250k 10/1/2011
57 Greenwave Capital Management
Greenwave Flagship Plus
0.44 1,000k 6/1/2008
56 WESTCAY LLC
Tropicals Program
0.47 250k 1/1/2014
55 Certeza Asset Management
Omni
0.47 500k 11/1/2014
54 Orgone Commodity Management LLC
Orgone AG 1
0.48 250k 9/1/2011
53 Typhon Capital Management, LLC
Helios Deutsche
0.52 250k 4/1/2014
52 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.60 100k 12/1/2014
51 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.65 5,000k 8/1/2000
50 Typhon Capital Management, LLC
Plutus Grain Strategy
0.65 250k 4/1/2008
49 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.67 10,000k 8/1/2007
48 Carbide Capital Inc.
Carbide Absolute Return Program
0.70 200k 9/1/2014
47 Warrington Asset Management
Tactical Program Client
0.71 500k 2/1/2015
46 County Cork LLC
RLA I
0.74 500k 1/1/2009
45 SandPointe
SandPointe Opportunities Strategy
0.75 5,000k 5/1/2014
44 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
0.80 2,000k 1/1/2013
43 Urban Tree Capital, LLC
UTC Plus (Client)
0.80 100k 3/1/2013
42 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
41 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.85 50k 10/1/2011
40 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
39 Blackwater Capital Management
Tactical Equity
0.86 500k 12/1/2013
38 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.90 1,000k 2/1/2015
37 Bluenose Capital Management, LLC
BNC EI
0.93 15k 7/1/2010
36 HPX Financial LLC
HPX Old School Program
0.96 200k 6/1/2006
35 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.00 250k 5/1/2013
34 Jaguar Investments Ltd
Aegir Capital Strategy
1.00 1,000k 1/1/2012
33 SandPointe
SandPointe All-Seasons Strategy
1.05 5,000k 1/1/2015
32 Bulkara Capital
Bulkara Systematic Fund SP
1.06 250k 4/1/2014
31 Doherty Advisors LLC
Compass
1.08 1,000k 6/1/2015
30 Superfund Group
Superfund Red EUR SICAV
1.09 10k 3/1/2013
29 Cauldron Investments, LLC
Stock Index Plus
1.17 1,000k 10/1/2009
28 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
1.18 1,000k 1/1/2013
27 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.19 2,000k 7/1/2013
26 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.23 750k 5/1/2015
25 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
24 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.27 1,000k 4/1/2015
23 Vivienne Investissement
OUESSANT UCITS FUND
1.31 100k 5/1/2012
22 Crabel Capital Management
Crabel Multi-Product
1.40 1,000k 3/1/1998
21 Buckingham Global Advisors, LLC
Weekly Emini Program
1.44 200k 3/1/2015
20 Superfund Group
Superfund Red USD SICAV
1.46 10k 3/1/2013
19 Tianyou Asset Management, LLC
Tianyou Fund LP
1.57 100k 10/1/2012
18 Doherty Advisors LLC
Orion
1.63 1,000k 6/1/2015
17 Rosetta Capital Management
Macro Program
1.75 50k 1/1/2009
16 Meliora Capital LLP
Commodity Absolute Return (1x)
1.78 250k 11/1/2014
15 Buttonwood LLC
Energy Diversified 1
1.79 100k 7/1/2014
14 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.20 50k 10/1/2011
13 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.20 100k 4/1/2014
12 Turk Capital LLC
US Equity Long/Short Strategy
2.34 250k 4/1/2014
11 Bluenose Capital Management, LLC
BNC CL
2.58 15k 12/1/2013
10 Three Rock Capital Management
Global Macro Program
2.82 1,000k 1/1/2009
9 Demeter Capital Management
Livestock & Grain Trading Program
3.10 50k 3/1/2010
8 dormouse Limited
dormouse - Managed Account
3.53 10,000k 7/1/2011
7 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
3.58 100k 7/1/2013
6 Vivienne Investissement
MACH 3
3.80 100k 6/1/2015
5 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
5.11 25k 1/1/2011
4 M&R Capital, LLC
Livestock Trading Program
5.42 100k 1/1/2015
3 Evergreen Commodity Advisors, LLC
Discretionary
8.03 100k 1/1/2015
2 AG Capital Investments, LLC
Discretionary Global Macro Program
8.35 100k 10/1/2014
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
8.44 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan