IASG CTA Index For January 2018

Monthly Rankings

Rank CTA/Program Jan 2018 Min Inv Inception
202 Whitmore Capital Management LLC
Whitmore Capital LP
-9.27 250k 6/1/2012
201 Bluenose Capital Management, LLC
BNC EI
-8.67 15k 7/1/2010
200 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-8.66 100k 7/1/2013
199 Bulkara Capital
Bulkara Systematic Fund SP
-8.43 250k 4/1/2014
198 Bluenose Capital Management, LLC
BNC BI
-6.14 30k 10/1/2008
197 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-5.87 500k 7/1/2013
196 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-5.18 25k 1/1/2011
195 SandPointe
SandPointe All-Seasons Strategy
-5.01 5,000k 1/1/2015
194 Trading Study
SPK – E-Mini S&P 500 Option
-4.73 15k 10/1/2009
193 Hehmeyer Capital Management, LLC
HOGO
-4.00 1,000k 5/1/2013
192 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-4.00 500k 5/1/2013
191 Non Correlated Capital
Positive Theta Program
-3.96 250k 10/1/2007
190 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.75 3,000k 5/1/2010
189 Millburn Corporation
Multi-Markets Program
-3.56 25,000k 10/1/2004
188 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-3.19 100k 4/1/2014
187 Bluenose Capital Management, LLC
BNC CL
-3.18 15k 12/1/2013
186 Hartswell Capital Ltd
MP-1
-3.17 250k 1/1/2014
185 Emil van Essen
Long-Short Commodity Program
-3.14 1,000k 6/1/2013
184 Linnis
Linnis ONE, LP
-2.96 100k 8/1/2014
183 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.66 250k 11/1/2014
182 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-2.58 50k 10/1/2011
181 Emil van Essen
Multi-Strategy Program
-2.16 6,000k 5/1/2014
180 Emil van Essen
Long-Short Commodity Program - Accelerated
-2.16 200k 5/1/2014
179 Doherty Advisors LLC
Relative Value Plus
-2.15 1,000k 7/1/2011
178 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.14 250k 10/1/2011
177 Automaton Trading LLC
Diversified
-2.06 500k 7/1/2014
176 Emil van Essen
Spread Trading Program Limited
-1.97 5,000k 7/1/2013
175 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.92 50k 10/1/2011
174 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-1.89 2,000k 1/1/2013
173 SandPointe
SandPointe Opportunities Strategy
-1.54 5,000k 5/1/2014
172 Doherty Advisors LLC
Relative Value Growth
-1.52 1,000k 6/1/2003
171 Urban Tree Capital, LLC
UTC Plus (Client)
-1.19 100k 3/1/2013
170 Eclipse Capital Management
Alpha Asia
-1.12 25,000k 1/1/2015
169 R Best LLC
R Best Private Client Program
-1.11 50k 2/1/2010
168 Carbide Capital Inc.
Carbide Absolute Return Program
-1.09 200k 9/1/2014
167 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
-1.02 100k 12/1/2014
166 Amapa Capital Advisors LLC
Amapa Investment Fund
-0.86 100k 2/1/2007
165 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.78 100k 2/1/2010
164 Global Wealth Analytics, Inc.
Triple M
-0.75 1,000k 6/1/2014
163 M6 Capital Management LLC
Standard Program
-0.74 300k 7/1/2005
162 M&R Capital, LLC
Livestock Trading Program
-0.73 100k 1/1/2015
161 Tyche Capital Advisors LLC
Institutional Spreads
-0.71 250k 3/1/2014
160 Commodities Analytics LLC
Daily Analytics
-0.63 100k 1/1/2014
159 Wharton Capital Management
Wharton AG Futures Program
-0.59 100k 9/1/2011
158 Doherty Advisors LLC
Grey Swan Hedge
-0.58 10,000k 4/1/2010
157 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.55 1,000k 2/1/2015
156 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.53 10,000k 10/1/1993
155 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.52 1,000k 7/1/2007
154 WESTCAY LLC
Tropicals Program
-0.52 250k 1/1/2014
153 Seven Capital Management
Seven Fixed Income Fund
-0.49 100k 9/1/2010
152 Valia Capital Management
Global Tactical Program
-0.48 200k 5/1/2014
151 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.42 100k 1/1/2000
150 Witter & Lester, Inc.
Diversified Trading Program
-0.38 100k 4/1/2013
149 Jaguar Investments Ltd
Aegir Capital Strategy
-0.36 1,000k 1/1/2012
148 Blake Capital Management, Inc.
SRD Currencies
-0.33 100k 3/1/2013
147 Warrington Asset Management
Warrington Strategic Program
-0.33 50k 1/1/1997
146 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.32 250k 3/1/2010
145 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
-0.30 100k 7/1/2013
144 FORT LP
Fort Global Contrarian
-0.27 2,000k 10/1/2002
143 Degraves Capital Management Pty Ltd
Degraves Global Diversified Program
-0.27 1,000k 1/1/2013
142 QTS Capital Management, LLC
Futures Managed Account
-0.21 100k 8/1/2012
141 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.17 250k 4/1/2008
140 HPX Financial LLC
HPX Old School Program
-0.11 200k 6/1/2006
139 Witter & Lester, Inc.
Redstone
-0.01 500k 9/1/1994
135 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
136 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
137 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
138 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
134 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
133 Future Trade AG
Thales Swing Trading Programme
0.10 250k 6/1/2007
132 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.11 10,000k 7/1/2008
131 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.12 250k 9/1/2014
130 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.13 500k 1/1/2015
129 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.18 1,000k 1/1/2006
128 Paradox Capital Management
Sentiment Program (1X)
0.23 1,000k 1/1/2013
127 Hehmeyer Capital Management, LLC
Chelsea Creek
0.24 100k 11/1/2013
126 Blackwater Capital Management
Tactical Equity
0.26 500k 12/1/2013
125 Bluegrass Capital Management
Cross Market Bias Model
0.27 3,000k 7/1/2014
124 Jaguar Investments Ltd
Ultro Capital Strategy
0.29 1,000k 1/1/2012
123 Schindler Capital Management, LLC
Dairy Advantage Program
0.34 200k 8/1/2005
122 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.45 10,000k 8/1/2009
121 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.48 500k 8/1/2012
120 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.49 1,000k 4/1/2015
119 Warrington Asset Management
Tactical Program Client
0.55 500k 2/1/2015
118 Superfund Group
Superfund Red USD SICAV
0.67 10k 3/1/2013
117 Four Seasons Commodities Corp
Lone Star Program
0.68 300k 1/1/2005
116 Ditsch Trading, LLC
Agricultural Trading Program
0.68 100k 1/1/2011
115 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.71 10,000k 11/1/2011
114 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.75 1,000k 1/1/2015
113 QTS Capital Management, LLC
QTS Partners, L.P.
0.78 100k 1/1/2011
112 NickJen Capital Management & Consultants LLC
NRD-1
0.83 1,000k 4/1/2008
111 QTS Capital Management, LLC
FX Managed Account
0.84 100k 1/1/2011
110 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.85 100k 5/1/2015
109 GammaQ
Commodity Program Managed Account
0.88 3,000k 4/1/2011
108 Cauldron Investments, LLC
Stock Index Plus
1.01 1,000k 10/1/2009
107 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.03 10,000k 2/1/2008
106 County Cork LLC
RLA I
1.06 500k 1/1/2009
105 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.07 1,000k 1/1/2015
104 Red Rock Capital, LLC
Commodity Long-Short
1.13 500k 9/1/2013
103 Tlaloc Capital LLC
Grains Program
1.13 500k 4/1/2010
102 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.18 1,000k 5/1/2014
101 Greenwave Capital Management
Greenwave Flagship Plus
1.19 1,000k 6/1/2008
100 Tianyou Asset Management, LLC
Tianyou Fund LP
1.24 100k 10/1/2012
99 Certeza Asset Management
Macro Vega
1.29 200k 1/1/2012
98 Robust Methods LLC
Macro Managed Account
1.37 5,000k 1/1/2005
97 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
1.37 200k 2/1/2015
96 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.42 1,000k 3/1/2003
95 ROW Asset Managment
Row Currency Program
1.48 1,000k 11/1/2010
94 FORT LP
Fort Global Diversified
1.53 2,000k 10/1/1993
93 Silicon Valley Quantitative Advisors
UQP Large
1.54 500k 1/1/2009
92 Certeza Asset Management
Omni
1.57 500k 11/1/2014
91 Bocken Trading LLC
Discretionary Trading Program
1.63 100k 7/1/2011
90 ML Systems LLC
Sledon Classic (Client)
1.74 300k 8/1/2014
89 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.78 250k 5/1/2011
88 Independent View
IV Quantitative Futures Fund
1.88 100k 11/1/2012
87 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.92 750k 5/1/2015
86 Evergreen Commodity Advisors, LLC
Discretionary
1.98 100k 1/1/2015
85 Doherty Advisors LLC
Compass
2.01 1,000k 6/1/2015
84 Alee Capital Management, LLC
Poniente Program
2.03 2,500k 1/1/1999
83 Buckingham Global Advisors, LLC
Weekly Emini Program
2.09 200k 3/1/2015
82 Gregory P Asset Management LLC
Alternative Multi Strategy
2.25 500k 11/1/2012
81 Orgone Commodity Management LLC
Orgone AG 1
2.31 250k 9/1/2011
80 SteppenWolf Capital LLC
Multi-Strategy Vol 10
2.35 3,000k 8/1/2011
79 GammaQ
Breckhurst Commodity Fund
2.41 1,000k 10/1/2006
78 Typhon Capital Management, LLC
Chiron Currency Program
2.59 250k 2/1/2008
77 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.60 100k 10/1/2011
76 Demeter Capital Management
Livestock & Grain Trading Program
2.61 50k 3/1/2010
75 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.68 1,000k 3/1/2007
74 Millburn Corporation
Commodity Program
2.70 25,000k 3/1/2005
73 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
2.77 100k 11/1/2013
72 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
2.78 100k 4/1/2015
71 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
2.79 10,000k 4/1/2004
70 NuWave Investment Management, LLC
Commodity Value Portfolio
2.84 2,000k 10/1/2014
69 Crabel Capital Management
WPD Crabel Futures Program
2.88 1,000k 7/1/2008
68 Buttonwood LLC
Energy Diversified 1
2.88 100k 7/1/2014
67 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.97 250k 10/1/2009
66 ROW Asset Managment
Row Diversified Fund, L.P.
3.07 1,000k 11/1/2011
65 Garraway Capital Management LLP
Garraway Financial Trends
3.09 100k 9/1/2012
64 dormouse Limited
dormouse - Managed Account
3.25 10,000k 7/1/2011
63 QMS Capital Management LP
QMS Diversified Global Macro Strategy
3.30 5,000k 6/1/2010
62 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
3.30 1,000k 6/1/2014
61 Typhon Capital Management, LLC
Helios Deutsche
3.37 250k 4/1/2014
60 Turk Capital LLC
US Equity Long/Short Strategy
3.39 250k 4/1/2014
59 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.49 500k 6/1/2007
58 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
3.52 2,000k 7/1/2013
57 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
3.52 10,000k 2/1/2006
56 Soaring Pelican, LLC
Diversified S&P Program
3.60 100k 1/1/2011
55 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
3.67 50k 9/1/2009
54 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.79 1,000k 3/1/2003
53 Talenta Capital LLP
S&P 500 Momentum
3.96 950k 6/1/2014
52 Vivienne Investissement
OUESSANT UCITS FUND
3.98 100k 5/1/2012
51 Trigon Investment Advisors, LLC
Discretionary Macro Program
3.99 10,000k 8/1/2007
50 Three Rock Capital Management
Global Macro Program
4.22 1,000k 1/1/2009
49 Ring Capital Management LLC
S&P E-Mini Select
4.26 100k 1/1/2012
48 Seven Capital Management
Seven Absolute Return
4.33 100k 6/1/2009
47 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
4.37 1,000k 9/1/2012
46 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.40 1k 10/1/2006
45 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.50 5,000k 9/1/2009
44 Metolius Capital LLC
Metolius Diversified
4.51 100k 6/1/2010
43 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.58 100k 1/1/2014
42 Talenta Capital LLP
Diversified
4.70 950k 6/1/2014
41 Doherty Advisors LLC
Orion
4.80 1,000k 6/1/2015
40 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.89 5,000k 8/1/2000
39 Prolific Capital Markets, LLC
Prolific Swiss System
5.04 10,000k 1/1/2014
38 Quantica Capital AG
1X Quantica Managed Futures Fund
5.20 100k 1/1/2014
37 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
5.30 250k 5/1/2013
36 DUNN Capital Management
DUNN WMA Institutional Program
5.43 100k 10/1/2011
35 Glenhaven Capital LLC
Glenhaven Global II LP
5.56 25k 4/1/2012
34 Qbasis Invest
Qbasis i Trend Fund
5.72 1k 1/1/2014
33 ISAM
ISAM Systematic Trend Fund
5.80 1,000k 6/1/2001
32 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.89 50k 7/1/2011
31 Candriam Investor Group
Alternative Return Systemat
5.95 125k 1/1/2007
30 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
6.10 1,000k 1/1/2013
29 Tomas Capital Pty Ltd
GCAF | USD
6.16 1,500k 7/1/2011
28 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
6.50 250k 11/1/1996
27 Estlander & Partners
Freedom
6.59 20,000k 8/1/2010
26 EMC Capital Advisors, LLC
EMC Alpha Program
6.64 5,000k 6/1/2013
25 Aquantum
Aquantum Global Systematic Program (AGS)
7.19 5,000k 7/1/2013
24 EMC Capital Advisors, LLC
EMC Alpha Plus Program
7.59 3,000k 5/1/2014
23 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.95 20,000k 5/1/2013
22 Melissinos Trading
Eupatrid Program
7.96 50k 1/1/2011
21 Glider Trading LLP
Glider Trading Strategy (Class C)
8.10 500k 9/1/2013
20 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.15 1k 6/1/2009
19 Rosetta Capital Management
Macro Program
8.19 50k 1/1/2009
18 Worldwide Capital Strategies
Profit Quest Macro World
8.57 100k 1/1/2010
17 Aspect Capital
Aspect Diversified Fund - Class A (USD)
8.72 100k 12/1/1998
16 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
8.93 40k 6/1/2015
15 Crabel Capital Management
Crabel Multi-Product
8.98 1,000k 3/1/1998
14 AG Capital Investments, LLC
Discretionary Global Macro Program
9.21 100k 10/1/2014
13 Conquest Capital Group
Conquest Select
9.56 250k 6/1/2004
12 Sandpiper Asset Management
Sandpiper Global Macro Program
9.78 1,000k 8/1/2012
11 Quantica Capital AG
2X Quantica Managed Futures Fund
10.20 100k 1/1/2014
10 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
10.36 1,000k 10/1/2006
9 Alee Capital Management, LLC
Mistral Program
10.63 2,500k 1/1/1999
8 Dreiss Research Corporation
Diversified Program
10.64 1,000k 5/1/1991
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
10.79 10,000k 3/1/1998
6 Aquantum
Aquantum Commodity Spread Program (ACS)
10.90 5,000k 7/1/2013
5 Vivienne Investissement
MACH 3
11.50 100k 6/1/2015
4 Chesapeake Capital
Diversified Plus (HV)
13.81 100k 4/1/1994
3 Angle Capital Management LLC
AIP Program
16.58 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
17.56 100k 8/1/2008
1 Covenant Capital Management
Optimal Program
44.69 10k 2/1/2014

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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