IASG CTA Index For October 2018

Monthly Rankings

Rank CTA/Program Oct 2018 Min Inv Inception
202 Purple Valley Capital, Inc.
Diversified Trend 1
-16.71 100k 8/1/2008
201 Quantica Capital AG
2X Quantica Managed Futures Fund
-14.70 100k 1/1/2014
200 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-13.78 500k 1/1/2015
199 Worldwide Capital Strategies
Profit Quest Macro World
-13.77 100k 1/1/2010
198 Carbide Capital Inc.
Carbide Absolute Return Program
-11.69 200k 9/1/2014
197 ISAM
ISAM Systematic Trend Fund
-11.36 1,000k 6/1/2001
196 Vivienne Investissement
MACH 3
-10.98 100k 6/1/2015
195 Talenta Capital LLP
S&P 500 Momentum
-10.37 950k 6/1/2014
194 Qbasis Invest
Qbasis i Trend Fund
-10.18 1k 1/1/2014
193 Estlander & Partners
Alpha Trend II - Class P
-10.06 100k 12/1/2008
192 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-9.82 1,000k 10/1/2006
191 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-9.71 10,000k 3/1/1998
190 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.23 100k 12/1/1998
189 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-7.90 250k 11/1/1996
188 M6 Capital Management LLC
Standard Program
-7.53 300k 7/1/2005
187 Turk Capital LLC
US Equity Long/Short Strategy
-7.44 250k 4/1/2014
186 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-7.37 1,000k 1/1/2015
185 Quantica Capital AG
1X Quantica Managed Futures Fund
-7.30 100k 1/1/2014
184 Chesapeake Capital
Diversified Plus (HV)
-6.88 100k 4/1/1994
183 Blackwater Capital Management
Tactical Equity
-6.24 500k 12/1/2013
182 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-5.99 1,000k 5/1/2014
181 DUNN Capital Management
DUNN WMA Institutional Program
-5.92 100k 10/1/2011
180 Silicon Valley Quantitative Advisors
UQP Large
-5.91 500k 1/1/2009
179 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-5.40 3,000k 9/1/2015
178 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-5.32 3,000k 5/1/2010
177 Doherty Advisors LLC
Orion
-5.20 1,000k 6/1/2015
176 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.16 1,000k 1/1/2013
175 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
174 AG Capital Investments, LLC
Discretionary Global Macro Program
-5.08 200k 10/1/2014
173 Buckingham Global Advisors, LLC
Weekly Emini Program
-4.95 200k 3/1/2015
172 Candriam Investor Group
Alternative Return Systemat
-4.89 125k 1/1/2007
171 Superfund Group
Superfund Red EUR SICAV
-4.81 10k 3/1/2013
170 Tomas Capital Pty Ltd
GCAF | USD
-4.80 1,500k 7/1/2011
169 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.43 50k 7/1/2011
168 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-4.43 3,000k 5/1/2014
167 Superfund Group
Superfund Red USD SICAV
-4.36 10k 3/1/2013
166 Red Rock Capital, LLC
Commodity Long-Short
-4.30 500k 9/1/2013
165 EMC Capital Advisors, LLC
EMC Alpha Program
-4.11 5,000k 6/1/2013
164 Turk Capital LLC
US Market Hedge Strategy
-3.96 250k 11/1/2015
163 Alder Capital DAC
CALM Eurozone Equity Program
-3.70 250k 5/1/2015
162 Vivienne Investissement
OUESSANT UCITS FUND
-3.70 100k 5/1/2012
161 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-3.68 3,000k 8/1/2011
160 Certeza Asset Management
Omni
-3.65 500k 11/1/2014
159 Bulkara Capital
Bulkara Systematic Fund SP
-3.57 250k 4/1/2014
158 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-3.53 500k 8/1/2007
157 FORT LP
Fort Global Contrarian
-3.49 2,000k 10/1/2002
156 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-3.46 5,000k 9/1/2009
155 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-3.45 100k 7/1/2013
154 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-3.18 100k 4/1/2015
153 Certeza Asset Management
Macro Vega
-3.18 200k 1/1/2012
152 Global Wealth Analytics, Inc.
Triple M
-3.04 1,000k 6/1/2014
151 Seven Capital Management
Seven Absolute Return
-2.92 100k 6/1/2009
150 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.85 1k 6/1/2009
149 Crabel Capital Management
WPD Crabel Futures Program
-2.79 1,000k 7/1/2008
148 Schindler Capital Management, LLC
Dairy Advantage Program
-2.72 200k 8/1/2005
147 Emil van Essen
Spread Trading Program Limited
-2.68 5,000k 7/1/2013
146 Pinstripe Trading, LLC
Standard
-2.68 125k 8/1/2009
145 R Best LLC
R Best Private Client Program
-2.59 50k 2/1/2010
144 Millburn Corporation
Commodity Program
-2.50 25,000k 3/1/2005
143 Talenta Capital LLP
Diversified
-2.32 950k 6/1/2014
142 DeltaHedge
VIXVOX 1
-2.23 250k 8/1/2015
141 DeltaHedge
VIXVOX 2
-2.15 250k 8/1/2015
140 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-2.02 500k 9/1/2015
139 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.92 250k 4/1/2008
138 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.62 250k 5/1/2011
137 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.50 10,000k 10/1/1993
136 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.45 1k 10/1/2006
135 Jaguar Investments Ltd
Aegir Capital Strategy
-1.45 1,000k 1/1/2012
134 Vortex
Currency Program
-1.43 500k 1/1/2014
133 Global Sigma Group, LLC
Global Sigma BondVOL LP
-1.42 1,000k 4/1/2015
132 Emil van Essen
Multi-Strategy Program
-1.42 6,000k 5/1/2014
131 Doherty Advisors LLC
Compass
-1.34 1,000k 6/1/2015
130 dormouse Limited
dormouse - Managed Account
-1.31 10,000k 7/1/2011
129 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.30 250k 10/1/2011
128 Ditsch Trading, LLC
Agricultural Trading Program
-1.18 100k 1/1/2011
127 Typhon Capital Management, LLC
Chiron Currency Program
-1.12 250k 2/1/2008
126 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.11 50k 10/1/2011
125 FORT LP
Fort Global Diversified
-1.04 2,000k 10/1/1993
124 Wharton Capital Management
Wharton AG Futures Program
-1.00 100k 9/1/2011
123 Garraway Capital Management LLP
Garraway Financial Trends
-0.95 100k 9/1/2012
122 Hehmeyer Capital Management, LLC
HOGO
-0.84 1,000k 5/1/2013
121 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.84 500k 5/1/2013
120 Evergreen Commodity Advisors, LLC
Discretionary
-0.81 100k 1/1/2015
119 M&R Capital, LLC
Livestock Trading Program
-0.81 100k 1/1/2015
118 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.62 2,000k 10/1/2014
117 Three Rock Capital Management
Global Macro Program
-0.61 1,000k 1/1/2009
116 Conquest Capital Group
Conquest Select
-0.48 250k 6/1/2004
115 NickJen Capital Management & Consultants LLC
NRD-1
-0.45 1,000k 4/1/2008
114 Future Trade AG
Thales Swing Trading Programme
-0.43 250k 6/1/2007
113 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.42 100k 5/1/2015
112 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.36 1,000k 1/1/2006
111 Valia Capital Management
Global Tactical Program
-0.30 200k 5/1/2014
110 Emil van Essen
Long-Short Commodity Program
-0.20 1,000k 6/1/2013
109 Four Seasons Commodities Corp
Lone Star Program
-0.20 300k 1/1/2005
108 Blake Capital Management, Inc.
SRD Short Equities
-0.19 100k 1/1/2011
107 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.13 1,000k 3/1/2003
106 Soaring Pelican, LLC
Diversified S&P Program
-0.08 100k 1/1/2011
105 HPX Financial LLC
HPX Old School Program
-0.05 200k 6/1/2006
88 Value & Growth CTA, LLC
Value & Growth Program
0.00 50k 6/1/2014
87 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
85 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
101 Cauldron Investments, LLC
Stock Index Plus
0.00 1,000k 10/1/2009
103 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
102 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
95 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
98 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
99 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
100 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
96 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
91 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
92 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
104 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
90 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
97 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
93 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
86 Covenant Capital Management
Optimal Program
0.00 10k 2/1/2014
89 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
0.00 100k 2/1/2010
83 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
94 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
84 Bighorn Capital Partners
Denali
0.00 100k 8/1/2015
78 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
80 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
79 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
81 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
82 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.00 1,000k 6/1/2014
77 Warrington Asset Management
Tactical Program Client
0.01 500k 2/1/2015
76 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.07 1,000k 3/1/2003
75 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.08 10,000k 7/1/2008
74 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.10 2,000k 11/1/2011
73 Automaton Trading LLC
Diversified
0.13 500k 7/1/2014
72 Turning Wheel Capital, Inc.
Pure Alpha
0.15 10,000k 1/1/2012
71 Blake Capital Management, Inc.
SRD Currencies
0.17 100k 3/1/2013
70 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.17 500k 1/1/2011
69 Bluegrass Capital Management
Cross Market Bias Model
0.18 3,000k 7/1/2014
68 Hehmeyer Capital Management, LLC
Chelsea Creek
0.25 100k 11/1/2013
67 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.26 1,000k 2/1/2015
66 WESTCAY LLC
Tropicals Program
0.28 250k 1/1/2014
65 Typhon Capital Management, LLC
Helios Deutsche
0.30 250k 4/1/2014
64 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.33 500k 8/1/2012
63 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.37 100k 10/1/2011
62 ML Systems LLC
Sledon Classic (Client)
0.42 300k 8/1/2014
61 Meliora Capital LLP
Commodity Absolute Return (1x)
0.43 250k 11/1/2014
60 Robust Methods LLC
Macro Managed Account
0.49 5,000k 1/1/2005
59 QTS Capital Management, LLC
FX Managed Account
0.50 100k 1/1/2011
58 Hehmeyer Capital Management, LLC
R Best - Intraday Program
0.53 250k 3/1/2010
57 Sandpiper Asset Management
Sandpiper Global Macro Program
0.56 1,000k 8/1/2012
56 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.59 50k 10/1/2011
55 Tom Capital AG
Tom Capital Growth Fund
0.60 5,000k 12/1/2015
54 Bocken Trading LLC
Discretionary Trading Program
0.64 100k 7/1/2011
53 Pearl Capital Advisors, LLC
Hedged VIX Program
0.64 500k 10/1/2015
52 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.74 100k 1/1/2014
51 Demeter Capital Management
Livestock & Grain Trading Program
0.78 50k 3/1/2010
50 Greenwave Capital Management
Greenwave Flagship Plus
0.86 1,000k 6/1/2008
49 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.88 500k 6/1/2007
48 Sector Arc Advisors
Global Lean Hog Ag
0.88 250k 10/1/2015
47 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.03 250k 7/1/2015
46 Millburn Corporation
Multi-Markets Program
1.09 25,000k 10/1/2004
45 Gregory P Asset Management LLC
Alternative Multi Strategy
1.14 500k 11/1/2012
44 Aquantum
Aquantum Commodity Spread Program (ACS)
1.22 5,000k 7/1/2013
43 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.25 1,000k 3/1/2007
42 GammaQ
Commodity Program Managed Account
1.28 3,000k 4/1/2011
41 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
1.33 1,000k 9/1/2012
40 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
1.34 25k 1/1/2011
39 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.34 5,000k 6/1/2010
38 Metolius Capital LLC
Metolius Diversified
1.38 100k 6/1/2010
37 County Cork LLC
RLA I
1.54 500k 1/1/2009
36 Emil van Essen
Long-Short Commodity Program - Accelerated
1.65 200k 5/1/2014
35 QTS Capital Management, LLC
QTS Partners, L.P.
1.68 100k 1/1/2011
34 Doherty Advisors LLC
Grey Swan Hedge
1.70 10,000k 4/1/2010
33 ProfitScore Capital Management
Long/Short US Treasury
1.76 10,000k 10/1/2015
32 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.85 100k 4/1/2014
31 Crabel Capital Management
Crabel Multi-Product
1.89 1,000k 3/1/1998
30 Alee Capital Management, LLC
Mistral Program
1.93 2,500k 1/1/1999
29 Independent View
IV Quantitative Futures Fund
2.13 100k 11/1/2012
28 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
2.22 100k 11/1/2013
27 Warrington Asset Management
Warrington Strategic Program
2.38 50k 1/1/1997
26 Doherty Advisors LLC
Relative Value Growth
2.60 1,000k 6/1/2003
25 Eclipse Capital Management
Alpha Asia
2.62 25,000k 1/1/2015
24 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.73 50k 9/1/2009
23 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
2.82 1,000k 12/1/2014
22 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.87 5,000k 11/1/2012
21 GammaQ
Breckhurst Commodity Fund
2.95 1,000k 10/1/2006
20 QTS Capital Management, LLC
Futures Managed Account
3.27 100k 8/1/2012
19 Prolific Capital Markets, LLC
Prolific Swiss System
3.33 10,000k 1/1/2014
18 Tlaloc Capital LLC
Grains Program
3.50 500k 4/1/2010
17 Tianyou Asset Management, LLC
Tianyou Fund LP
3.55 100k 10/1/2012
16 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.70 250k 5/1/2013
15 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
3.74 500k 10/1/2014
14 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
3.77 40k 6/1/2015
13 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.99 750k 5/1/2015
12 Jaguar Investments Ltd
Ultro Capital Strategy
4.09 1,000k 1/1/2012
11 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.20 5,000k 9/1/2013
10 Bensboro Advisors, LLC
Seasonal Spread Trading Program
4.57 1,000k 1/1/2015
9 Amapa Capital Advisors LLC
Energy Program
5.45 500k 2/1/2007
8 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
6.34 20,000k 5/1/2013
7 Whitmore Capital Management LLC
Whitmore Capital LP
6.50 250k 6/1/2012
6 Linnis
Linnis ONE, LP
7.31 100k 8/1/2014
5 Urban Tree Capital, LLC
UTC Plus (Client)
8.08 100k 3/1/2013
4 Ring Capital Management LLC
S&P E-Mini Select
8.85 100k 1/1/2012
3 Rosetta Capital Management
Macro Program
8.87 50k 1/1/2009
2 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
14.13 250k 10/1/2009
1 RCMA Capital LLP
Merchant Commodity Fund
16.10 1,000k 6/1/2004

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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