IASG CTA Index For November 2018

Monthly Rankings

Rank CTA/Program Nov 2018 Min Inv Inception
206 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-13.41 500k 8/1/2007
205 Enduring Investments LLC
Enduring Commodity Alpha
-9.76 500k 9/1/2015
204 Estlander & Partners
Freedom
-6.92 20,000k 8/1/2010
203 Tomas Capital Pty Ltd
GCAF | USD
-5.98 1,500k 7/1/2011
202 RCMA Capital LLP
Merchant Commodity Fund
-5.60 1,000k 6/1/2004
201 Vortex
Currency Program
-5.27 500k 1/1/2014
200 Alee Capital Management, LLC
Mistral Program
-4.91 2,500k 1/1/1999
199 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.90 50k 7/1/2011
198 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.29 20,000k 5/1/2013
197 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-4.11 1,000k 1/1/2015
196 Independent View
IV Quantitative Futures Fund
-4.10 100k 11/1/2012
195 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-3.97 50k 10/1/2011
194 DeltaHedge
VIXVOX 1
-3.58 250k 8/1/2015
193 Worldwide Capital Strategies
Profit Quest Macro World
-3.53 100k 1/1/2010
192 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.44 100k 1/1/2016
191 Three Rock Capital Management
Global Macro Program
-3.28 1,000k 1/1/2009
190 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.16 1,000k 1/1/2013
189 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.90 5,000k 6/1/2010
188 DUNN Capital Management
DUNN WMA Institutional Program
-2.87 100k 10/1/2011
187 Red Rock Capital, LLC
Commodity Long-Short
-2.71 500k 9/1/2013
186 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.65 1k 6/1/2009
185 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-2.61 10,000k 2/1/2008
184 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.40 5,000k 7/1/2013
183 Anderson Creek Trading
Standard Diversified Strategy
-2.15 250k 7/1/2014
182 Davis Commodities, LLC
Davis Trading Program
-2.09 250k 1/1/2016
181 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-2.04 100k 12/1/1998
180 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
179 Ditsch Trading, LLC
Agricultural Trading Program
-1.95 100k 1/1/2011
178 Bighorn Capital Partners
Denali
-1.94 8/1/2015
177 Chesapeake Capital
Diversified Plus (HV)
-1.90 100k 4/1/1994
176 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.88 250k 11/1/1996
175 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-1.81 500k 1/1/2011
174 Global Wealth Analytics, Inc.
Triple M
-1.58 1,000k 6/1/2014
173 Garraway Capital Management LLP
Garraway Financial Trends
-1.54 100k 9/1/2012
172 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-1.51 100k 11/1/2013
171 WESTCAY LLC
Tropicals Program
-1.50 250k 1/1/2014
170 Evergreen Commodity Advisors, LLC
Discretionary
-1.49 100k 1/1/2015
169 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.34 1k 10/1/2006
168 Bocken Trading LLC
Discretionary Trading Program
-1.31 100k 7/1/2011
167 DeltaHedge
VIXVOX 2
-1.24 250k 8/1/2015
166 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-1.18 1,000k 2/1/2015
165 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-1.15 1,000k 3/1/2007
164 FORT LP
Fort Global Contrarian
-1.14 2,000k 10/1/2002
163 dormouse Limited
dormouse - Managed Account
-1.13 10,000k 7/1/2011
162 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.10 250k 5/1/2013
161 Demeter Capital Management
Livestock & Grain Trading Program
-1.09 50k 3/1/2010
160 514 Capital Partners
514 Fund
-1.08 100k 11/1/2013
159 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.08 500k 6/1/2007
158 NuWave Investment Management, LLC
Commodity Value Portfolio
-1.04 2,000k 10/1/2014
157 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.00 5,000k 9/1/2013
156 Centurion Investment Management Inc.
Composite
-0.97 10,000k 8/1/2012
155 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.91 250k 4/1/2008
154 Prolific Capital Markets, LLC
Prolific Swiss System
-0.76 10,000k 1/1/2014
153 GammaQ
Breckhurst Commodity Fund
-0.73 1,000k 10/1/2006
152 County Cork LLC
RLA I
-0.66 500k 1/1/2009
151 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.65 1,000k 10/1/2006
150 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-0.64 1,000k 9/1/2012
149 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
148 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.57 100k 2/1/2010
147 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
146 Emil van Essen
Spread Trading Program Limited
-0.55 5,000k 7/1/2013
145 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
144 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.53 10,000k 3/1/1998
143 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.49 100k 10/1/2011
142 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.49 50k 9/1/2009
141 Soaring Pelican, LLC
Diversified S&P Program
-0.48 100k 1/1/2011
140 Typhon Capital Management, LLC
Chiron Currency Program
-0.48 250k 2/1/2008
139 Crabel Capital Management
Crabel Multi-Product
-0.46 1,000k 3/1/1998
138 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.42 100k 4/1/2015
137 Alder Capital DAC
CALM Eurozone Equity Program
-0.39 100k 5/1/2015
136 Robust Methods LLC
Macro Managed Account
-0.38 5,000k 1/1/2005
135 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.33 250k 5/1/2011
134 Doherty Advisors LLC
Grey Swan Hedge
-0.31 10,000k 4/1/2010
133 Four Seasons Commodities Corp
Lone Star Program
-0.30 300k 1/1/2005
132 NickJen Capital Management & Consultants LLC
NRD-1
-0.25 1,000k 4/1/2008
131 Blake Capital Management, Inc.
SRD Currencies
-0.22 100k 3/1/2013
130 Sector Arc Advisors
Global Lean Hog Ag
-0.18 250k 10/1/2015
129 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
128 Schindler Capital Management, LLC
Dairy Advantage Program
-0.14 200k 8/1/2005
127 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.13 1,000k 3/1/2003
126 Greenwave Capital Management
Greenwave Flagship Plus
-0.12 1,000k 6/1/2008
125 Blake Capital Management, Inc.
SRD Short Equities
-0.09 100k 1/1/2011
124 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.08 500k 8/1/2012
123 Metolius Capital LLC
Metolius Diversified
-0.07 100k 6/1/2010
122 Valia Capital Management
Global Tactical Program
-0.04 200k 5/1/2014
121 HPX Financial LLC
HPX Old School Program
-0.02 200k 6/1/2006
120 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.01 10,000k 7/1/2008
119 AG Capital Investments, LLC
Discretionary Global Macro Program
-0.01 200k 10/1/2014
118 Eamon Capital
Zephyr Program
-0.01 600k 1/1/2016
85 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
86 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
87 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
88 Certeza Asset Management
Omni
0.00 500k 11/1/2014
89 Hehmeyer Capital Management, LLC
HOGO
0.00 1,000k 5/1/2013
90 Blackwater Capital Management
Tactical Equity
0.00 500k 12/1/2013
91 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
92 Pearl Capital Advisors, LLC
Hedged VIX Program
0.00 500k 10/1/2015
93 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
94 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
95 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
96 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
97 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
98 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
99 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
100 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
101 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
102 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
103 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
104 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
105 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.00 1,000k 1/1/2006
106 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
107 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
108 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
109 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
0.00 25k 1/1/2011
110 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
0.00 50k 10/1/2011
111 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
112 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
113 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
114 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.00 1,000k 12/1/2014
115 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
116 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
117 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
84 M&R Capital, LLC
Livestock Trading Program
0.01 100k 1/1/2015
83 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.11 40k 1/1/2016
82 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.12 3,000k 5/1/2010
81 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
0.13 40k 6/1/2015
80 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.15 100k 11/1/2013
79 QTS Capital Management, LLC
FX Managed Account
0.16 100k 1/1/2011
78 Automaton Trading LLC
Diversified
0.18 500k 7/1/2014
77 Pinstripe Trading, LLC
Standard
0.21 125k 8/1/2009
76 Warrington Asset Management
Tactical Program Client
0.24 500k 2/1/2015
75 Crediton Hill LLC
Crediton Hill Managed Account Program
0.27 250k 8/1/2013
74 Orion Asset Management
Algorithmic Trading Program
0.33 10k 1/1/2013
73 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.38 250k 7/1/2015
72 Warrington Asset Management
Warrington Strategic Program
0.44 50k 1/1/1997
71 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.47 100k 1/1/2014
70 Turk Capital LLC
US Market Hedge Strategy
0.55 250k 11/1/2015
69 Gregory P Asset Management LLC
Alternative Multi Strategy
0.72 500k 11/1/2012
68 Jaguar Investments Ltd
Ultro Capital Strategy
0.74 1,000k 1/1/2012
67 Qbasis Invest
Qbasis i Trend Fund
0.78 1k 1/1/2014
66 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.82 2,000k 11/1/2011
65 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.86 500k 10/1/2014
64 Vivienne Investissement
OUESSANT UCITS FUND
0.94 100k 5/1/2012
63 ML Systems LLC
Sledon Classic (Client)
0.99 300k 8/1/2014
62 Jaguar Investments Ltd
Aegir Capital Strategy
1.00 1,000k 1/1/2012
61 Superfund Group
Superfund Red EUR SICAV
1.05 10k 3/1/2013
60 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.05 10,000k 8/1/2009
59 Crabel Capital Management
WPD Crabel Futures Program
1.06 1,000k 7/1/2008
58 Doherty Advisors LLC
Relative Value Growth
1.06 1,000k 6/1/2003
57 Global Sigma Group, LLC
Global Sigma BondVOL LP
1.08 1,000k 4/1/2015
56 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
1.13 500k 5/1/2013
55 Tlaloc Capital LLC
Grains Program
1.14 1,000k 4/1/2010
54 EMC Capital Advisors, LLC
EMC Alpha Program
1.17 5,000k 6/1/2013
53 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.18 500k 1/1/2015
52 QTS Capital Management, LLC
Tail Reaper
1.19 100k 8/1/2012
51 Turk Capital LLC
US Equity Long/Short Strategy
1.25 250k 4/1/2014
50 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.31 10,000k 10/1/1993
49 QTS Capital Management, LLC
QTS Partners, L.P.
1.36 100k 1/1/2011
48 Carbide Capital Inc.
Carbide Absolute Return Program
1.43 200k 9/1/2014
47 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.55 1,000k 5/1/2015
46 Buckingham Global Advisors, LLC
Weekly Emini Program
1.56 200k 3/1/2015
45 Superfund Group
Superfund Red USD SICAV
1.60 10k 3/1/2013
44 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
1.63 500k 9/1/2015
43 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.70 250k 10/1/2009
42 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.71 100k 5/1/2015
41 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.72 3,000k 5/1/2014
40 Doherty Advisors LLC
Orion
1.86 1,000k 6/1/2015
39 Millburn Corporation
Multi-Markets Program
1.86 25,000k 10/1/2004
38 FORT LP
Fort Global Diversified
1.90 2,000k 10/1/1993
37 Linnis
Linnis ONE, LP
1.90 100k 8/1/2014
36 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
1.92 250k 3/1/2010
35 Quantica Capital AG
1X Quantica Managed Futures Fund
2.00 100k 1/1/2014
34 Doherty Advisors LLC
Compass
2.08 1,000k 6/1/2015
33 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
2.11 100k 4/1/2014
32 Typhon Capital Management, LLC
Helios Deutsche
2.22 250k 4/1/2014
31 Talenta Capital LLP
S&P 500 Momentum
2.35 950k 2/1/2017
30 Melissinos Trading
Eupatrid Program
2.35 50k 1/1/2011
29 SteppenWolf Capital LLC
Multi-Strategy Vol 10
2.41 3,000k 8/1/2011
28 Emil van Essen
Long-Short Commodity Program - Accelerated
2.46 200k 5/1/2014
27 Tianyou Asset Management, LLC
Tianyou Fund LP
2.49 100k 10/1/2012
26 Estlander & Partners
Alpha Trend II - Class P
2.70 100k 12/1/2008
25 Sandpiper Asset Management
Sandpiper Global Macro Program
2.82 1,000k 8/1/2012
24 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.05 1,000k 5/1/2014
23 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
3.06 500k 1/1/2015
22 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
3.32 100k 7/1/2013
21 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
3.51 100k 7/1/2013
20 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
19 Vivienne Investissement
MACH 3
3.93 100k 6/1/2015
18 Tom Capital AG
Tom Capital Growth Fund
4.00 5,000k 12/1/2015
17 Urban Tree Capital, LLC
UTC Plus (Client)
4.17 100k 3/1/2013
16 ROW Asset Managment
Row Diversified Fund, L.P.
4.53 1,000k 11/1/2011
15 Silicon Valley Quantitative Advisors
UQP Large
4.68 500k 1/1/2009
14 R Best LLC
R Best Private Client Program
4.78 50k 2/1/2010
13 Talenta Capital LLP
Diversified
4.81 950k 6/1/2014
12 Bulkara Capital
Bulkara Systematic Fund SP
5.03 250k 4/1/2014
11 Meliora Capital LLP
Commodity Absolute Return (1x)
5.06 250k 11/1/2014
10 Emil van Essen
Multi-Strategy Program
5.19 6,000k 5/1/2014
9 NuWave Investment Management, LLC
NuWave Matrix Portfolio
5.22 3,000k 9/1/2015
8 Emil van Essen
Long-Short Commodity Program
5.34 1,000k 6/1/2013
7 Hartswell Capital Ltd
MP-1
6.17 250k 1/1/2014
6 Eclipse Capital Management
Alpha Asia
6.57 25,000k 1/1/2015
5 Millburn Corporation
Commodity Program
6.73 25,000k 3/1/2005
4 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
7.78 5,000k 9/1/2009
3 Whitmore Capital Management LLC
Whitmore Capital LP
7.89 250k 6/1/2012
2 Kopis Capital Management, LLC
Commodity Long Only
8.27 500k 1/1/2014
1 Amapa Capital Advisors LLC
Energy Program
8.66 500k 2/1/2015

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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