IASG CTA Index For December 2018

Monthly Rankings

Rank CTA/Program Dec 2018 Min Inv Inception
195 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-15.89 500k 8/1/2007
194 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-14.49 25k 2/1/2016
193 Kopis Capital Management, LLC
Commodity Long Only
-14.30 500k 1/1/2014
192 Gregory P Asset Management LLC
Low Volatility Income Strategy
-8.22 100k 5/1/2015
191 ML Systems LLC
Sledon Classic (Client)
-8.08 300k 8/1/2014
190 Doherty Advisors LLC
Orion
-7.59 1,000k 6/1/2015
189 DeltaHedge
VIXVOX 1
-7.49 250k 8/1/2015
188 Chesapeake Capital
Diversified Plus (HV)
-6.79 100k 4/1/1994
187 Soaring Pelican, LLC
Diversified S&P Program
-6.60 100k 1/1/2011
186 Silicon Valley Quantitative Advisors
UQP Large
-6.55 500k 1/1/2009
185 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-5.88 100k 4/1/2014
184 Carbide Capital Inc.
Carbide Absolute Return Program
-5.56 200k 9/1/2014
183 Talenta Capital LLP
S&P 500 Momentum
-5.22 950k 6/1/2014
182 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-5.19 250k 2/1/2016
181 Emil van Essen
Spread Trading Program Limited
-4.85 5,000k 7/1/2013
180 Turk Capital LLC
US Equity Long/Short Strategy
-4.78 250k 4/1/2014
179 Emil van Essen
Multi-Strategy Program
-4.29 6,000k 5/1/2014
178 Talenta Capital LLP
Diversified
-4.08 950k 6/1/2014
177 Doherty Advisors LLC
Compass
-3.71 1,000k 6/1/2015
176 Buttonwood LLC
Energy Diversified 1
-3.71 100k 7/1/2014
175 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-3.63 50k 9/1/2009
174 Hartswell Capital Ltd
MP-1
-3.42 250k 1/1/2014
173 DeltaHedge
VIXVOX 2
-3.39 250k 8/1/2015
172 514 Capital Partners
514 Fund
-3.31 100k 11/1/2013
171 R Best LLC
R Best Private Client Program
-3.18 50k 2/1/2010
170 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-3.06 500k 6/1/2007
169 FORT LP
Fort Global Diversified
-3.00 2,000k 10/1/1993
168 Warrington Asset Management
Warrington Strategic Program
-3.00 50k 1/1/1997
167 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-2.79 100k 11/1/2013
166 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-2.69 100k 4/1/2015
165 Alder Capital DAC
CALM Eurozone Equity Program
-2.59 250k 5/1/2015
164 Turk Capital LLC
US Market Hedge Strategy
-2.46 250k 11/1/2015
163 Ditsch Trading, LLC
Agricultural Trading Program
-2.34 100k 1/1/2011
162 Red Rock Capital, LLC
Commodity Long-Short
-2.30 500k 9/1/2013
161 Bocken Trading LLC
Discretionary Trading Program
-2.20 100k 7/1/2011
160 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.19 1,000k 1/1/2013
159 Independent View
IV Quantitative Futures Fund
-2.12 100k 11/1/2012
158 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-2.00 500k 10/1/2014
157 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.98 10,000k 8/1/2007
156 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.96 10,000k 10/1/1993
155 Demeter Capital Management
Livestock & Grain Trading Program
-1.82 50k 3/1/2010
154 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.65 250k 5/1/2011
153 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.62 250k 10/1/2011
152 Buckingham Global Advisors, LLC
Weekly Emini Program
-1.38 200k 3/1/2015
151 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-1.30 750k 5/1/2015
150 FORT LP
Fort Global Contrarian
-1.22 2,000k 10/1/2002
149 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.03 50k 7/1/2011
148 Wharton Capital Management
Wharton AG Futures Program
-1.02 100k 9/1/2011
147 Pinstripe Trading, LLC
Standard
-0.99 125k 8/1/2009
146 Gregory P Asset Management LLC
Alternative Multi Strategy
-0.89 500k 11/1/2012
145 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.89 250k 11/1/1996
144 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.88 100k 12/1/1998
143 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-0.81 1,000k 12/1/2014
142 Davis Commodities, LLC
Davis Trading Program
-0.81 250k 1/1/2016
141 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.75 250k 11/1/2014
140 Typhon Capital Management, LLC
Helios Deutsche
-0.73 250k 4/1/2014
139 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-0.68 100k 7/1/2013
138 QTS Capital Management, LLC
QTS Partners, L.P.
-0.59 100k 1/1/2011
137 Future Trade AG
Thales Swing Trading Programme
-0.50 250k 6/1/2007
136 Bighorn Capital Partners
Denali
-0.48 100k 8/1/2015
135 Tlaloc Capital LLC
Grains Program
-0.47 1,000k 4/1/2010
134 QTS Capital Management, LLC
FX Managed Account
-0.47 100k 1/1/2011
133 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
-0.38 250k 3/1/2010
132 NickJen Capital Management & Consultants LLC
NRD-1
-0.37 1,000k 4/1/2008
131 Typhon Capital Management, LLC
Chiron Currency Program
-0.32 250k 2/1/2008
130 M&R Capital, LLC
Livestock Trading Program
-0.31 100k 1/1/2015
129 Trigon Investment Advisors, LLC
Foreign Exchange Program
-0.23 5,000k 8/1/2000
128 QTS Capital Management, LLC
Futures Managed Account
-0.22 500k 8/1/2012
127 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.21 100k 2/1/2010
126 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.21 500k 5/1/2013
125 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
124 Schindler Capital Management, LLC
Dairy Advantage Program
-0.12 200k 8/1/2005
123 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.11 1,000k 3/1/2003
122 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
121 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.07 1,000k 2/1/2015
120 HPX Financial LLC
HPX Old School Program
-0.07 200k 6/1/2006
119 Warrington Asset Management
Tactical Program Client
-0.06 500k 2/1/2015
118 County Cork LLC
County Cork Macro Equity Hedge
-0.06 1,000k 2/1/2016
92 Valia Capital Management
Global Tactical Program
0.00 200k 5/1/2014
93 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
94 Bluegrass Capital Management
Cross Market Bias Model
0.00 3,000k 7/1/2014
95 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
96 Four Seasons Commodities Corp
Lone Star Program
0.00 300k 1/1/2005
97 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
98 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.00 3,000k 5/1/2010
99 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
100 Witter & Lester, Inc.
Redstone
0.00 500k 9/1/1994
101 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
102 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
103 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
104 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
105 Qbasis Invest
Qbasis i Trend Fund
0.00 1k 1/1/2014
106 Ring Capital Management LLC
S&P E-Mini Select
0.00 100k 1/1/2012
107 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
108 Witter & Lester, Inc.
Diversified Trading Program
0.00 100k 4/1/2013
109 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
110 Qbasis Invest
Qbasis All Trends UCITS Fund
0.00 100k 1/1/2016
111 GammaQ
Breckhurst Commodity Fund
0.00 1,000k 10/1/2006
112 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
113 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
0.00 500k 1/1/2015
114 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
115 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
116 WESTCAY LLC
Tropicals Program
0.00 250k 1/1/2014
117 Global Wealth Analytics, Inc.
Triple M
0.00 1,000k 6/1/2014
91 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.01 1,000k 3/1/2003
90 Jaguar Investments Ltd
Ultro Capital Strategy
0.01 1,000k 1/1/2012
89 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.01 10,000k 7/1/2008
88 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.03 500k 8/1/2012
87 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
0.10 40k 1/1/2016
86 Greenwave Capital Management
Greenwave Flagship Plus
0.11 1,000k 6/1/2008
85 Tomas Capital Pty Ltd
GCAF | USD
0.12 1,500k 7/1/2011
84 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
0.16 200k 2/1/2016
83 Aquantum
Aquantum Commodity Spread Program (ACS)
0.18 5,000k 7/1/2013
82 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.18 2,000k 11/1/2011
81 Eamon Capital
Zephyr Program
0.18 600k 1/1/2016
80 EMC Capital Advisors, LLC
EMC Alpha Program
0.18 5,000k 6/1/2013
79 Enduring Investments LLC
Enduring Commodity Alpha
0.18 500k 9/1/2015
78 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.29 1,000k 3/1/2007
77 County Cork LLC
RLA I
0.30 500k 1/1/2009
76 NuWave Investment Management, LLC
Commodity Value Portfolio
0.38 2,000k 10/1/2014
75 Vortex
Currency Program
0.38 500k 1/1/2014
74 Centurion Investment Management Inc.
Composite
0.41 10,000k 8/1/2012
73 Typhon Capital Management, LLC
Plutus Grain Strategy
0.41 250k 4/1/2008
72 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.41 1,000k 1/1/2015
71 Whitmore Capital Management LLC
Whitmore Capital LP
0.45 250k 6/1/2012
70 Crediton Hill LLC
Crediton Hill Managed Account Program
0.53 250k 8/1/2013
69 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.54 250k 10/1/2009
68 Emil van Essen
Long-Short Commodity Program
0.60 1,000k 6/1/2013
67 Prolific Capital Markets, LLC
Prolific Swiss System
0.65 10,000k 1/1/2014
66 Doherty Advisors LLC
Relative Value Growth
0.71 1,000k 6/1/2003
65 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.75 3,000k 5/1/2014
64 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
0.87 100k 11/1/2013
63 Amapa Capital Advisors LLC
Energy Program
0.89 500k 2/1/2007
62 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.95 1,000k 4/1/2015
61 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
0.95 1,000k 1/1/2015
60 Automaton Trading LLC
Diversified
0.98 500k 7/1/2014
59 Seven Capital Management
Seven Absolute Return
0.99 100k 6/1/2009
58 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
1.00 100k 1/1/2014
57 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.00 5,000k 9/1/2009
56 Pearl Capital Advisors, LLC
Hedged VIX Program
1.00 500k 10/1/2015
55 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
1.04 1,000k 9/1/2012
54 Jaguar Investments Ltd
Aegir Capital Strategy
1.09 1,000k 1/1/2012
53 Sector Arc Advisors
Global Lean Hog Ag
1.10 250k 10/1/2015
52 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
1.17 500k 9/1/2015
51 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
1.21 250k 7/1/2015
50 Bulkara Capital
Bulkara Systematic Fund SP
1.23 250k 4/1/2014
49 Alee Capital Management, LLC
Mistral Program
1.66 2,500k 1/1/1999
48 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.70 250k 5/1/2013
47 Millburn Corporation
Multi-Markets Program
1.84 25,000k 10/1/2004
46 Urban Tree Capital, LLC
UTC Plus (Client)
1.91 100k 3/1/2013
45 Eclipse Capital Management
Alpha Asia
2.00 25,000k 1/1/2015
44 DUNN Capital Management
DUNN WMA Institutional Program
2.01 100k 10/1/2011
43 Three Rock Capital Management
Global Macro Program
2.03 1,000k 1/1/2009
42 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
2.16 50k 10/1/2011
41 Linnis
Linnis ONE, LP
2.43 100k 8/1/2014
40 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.48 1k 10/1/2006
39 RCMA Capital LLP
Merchant Commodity Fund
2.50 1,000k 6/1/2004
38 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
2.51 100k 10/1/2011
37 dormouse Limited
dormouse - Managed Account
2.56 10,000k 7/1/2011
36 Doherty Advisors LLC
Grey Swan Hedge
2.61 10,000k 4/1/2010
35 Vivienne Investissement
OUESSANT UCITS FUND
2.65 100k 5/1/2012
34 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
2.83 500k 1/1/2011
33 Estlander & Partners
Alpha Trend II - Class P
2.84 100k 12/1/2008
32 Metolius Capital LLC
Metolius Diversified
2.89 100k 6/1/2010
31 Purple Valley Capital, Inc.
Diversified Trend 1
2.97 100k 8/1/2008
30 Doherty Advisors LLC
Relative Value Plus
3.01 1,000k 7/1/2011
29 Quantica Capital AG
1X Quantica Managed Futures Fund
3.10 100k 1/1/2014
28 Tom Capital AG
Tom Capital Growth Fund
3.20 5,000k 12/1/2015
27 Emil van Essen
Long-Short Commodity Program - Accelerated
3.36 200k 5/1/2014
26 Conquest Capital Group
Conquest Select
3.55 250k 6/1/2004
25 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.68 1,000k 5/1/2014
24 Millburn Corporation
Commodity Program
3.76 25,000k 3/1/2005
23 Evergreen Commodity Advisors, LLC
Discretionary
3.78 100k 1/1/2015
22 Tianyou Asset Management, LLC
Tianyou Fund LP
4.20 100k 10/1/2012
21 SteppenWolf Capital LLC
Multi-Strategy Vol 10
4.23 3,000k 8/1/2011
20 Anderson Creek Trading
Standard Diversified Strategy
4.25 250k 7/1/2014
19 Robust Methods LLC
Macro Managed Account
4.31 5,000k 1/1/2005
18 NuWave Investment Management, LLC
NuWave Matrix Portfolio
4.42 3,000k 9/1/2015
17 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
4.78 5,000k 9/1/2013
16 QMS Capital Management LP
QMS Diversified Global Macro Strategy
4.83 5,000k 6/1/2010
15 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.84 1k 6/1/2009
14 Superfund Group
Superfund Red USD SICAV
5.06 10k 3/1/2013
13 Superfund Group
Superfund Red EUR SICAV
5.09 10k 3/1/2013
12 Garraway Capital Management LLP
Garraway Financial Trends
5.15 100k 9/1/2012
11 Sandpiper Asset Management
Sandpiper Global Macro Program
5.63 1,000k 8/1/2012
10 AG Capital Investments, LLC
Discretionary Global Macro Program
5.69 200k 10/1/2014
9 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
5.99 5,000k 11/1/2012
8 Quantica Capital AG
2X Quantica Managed Futures Fund
6.00 100k 1/1/2014
7 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
6.19 1,000k 10/1/2006
6 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
6.19 10,000k 3/1/1998
5 Estlander & Partners
Freedom
6.65 20,000k 8/1/2010
4 Worldwide Capital Strategies
Profit Quest Macro World
7.33 100k 1/1/2010
3 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
7.55 40k 6/1/2015
2 Vivienne Investissement
MACH 3
9.27 100k 6/1/2015
1 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
14.15 20,000k 5/1/2013

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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