IASG CTA Index For February 2018

Monthly Rankings

Rank CTA/Program Feb 2018 Min Inv Inception
201 Covenant Capital Management
Optimal Program
-36.32 10k 2/1/2014
201 Covenant Capital Management
Optimal Program
-36.32 10k 2/1/2014
200 Glenhaven Capital LLC
Glenhaven Global II LP
-31.24 25k 4/1/2012
199 Carbide Capital Inc.
Carbide Absolute Return Program
-30.66 200k 9/1/2014
198 Tianyou Asset Management, LLC
Tianyou Fund LP
-25.46 100k 10/1/2012
197 Tomas Capital Pty Ltd
GCAF | USD
-21.35 1,500k 7/1/2011
196 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-20.98 50k 7/1/2011
195 Ring Capital Management LLC
S&P E-Mini Select
-19.41 100k 1/1/2012
194 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
-19.15 100k 7/1/2013
193 Dreiss Research Corporation
Diversified Program
-18.83 1,000k 5/1/1991
192 Purple Valley Capital, Inc.
Diversified Trend 1
-16.35 100k 8/1/2008
191 Bluenose Capital Management, LLC
BNC EI
-14.66 15k 7/1/2010
190 Estlander & Partners
Alpha Trend II - Class P
-13.77 100k 12/1/2008
189 ISAM
ISAM Systematic Trend Fund
-13.11 1,000k 6/1/2001
188 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-12.63 250k 11/1/1996
187 Cauldron Investments, LLC
Stock Index Plus
-11.83 1,000k 10/1/2009
186 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-11.59 1k 6/1/2009
185 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-10.52 1,000k 5/1/2014
184 Superfund Group
Superfund Red EUR SICAV
-10.46 10k 3/1/2013
183 Chesapeake Capital
Diversified Plus (HV)
-10.34 100k 4/1/1994
182 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.86 100k 12/1/1998
181 Superfund Group
Superfund Red USD SICAV
-9.83 10k 3/1/2013
180 DUNN Capital Management
DUNN WMA Institutional Program
-9.63 100k 10/1/2011
179 Garraway Capital Management LLP
Garraway Financial Trends
-9.50 100k 9/1/2012
178 Qbasis Invest
Qbasis i Trend Fund
-9.46 1k 1/1/2014
177 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-9.32 40k 6/1/2015
176 Talenta Capital LLP
S&P 500 Momentum
-9.12 950k 6/1/2014
175 Gregory P Asset Management LLC
Low Volatility Income Strategy
-9.08 100k 5/1/2015
174 Candriam Investor Group
Alternative Return Systemat
-9.02 125k 1/1/2007
173 Angle Capital Management LLC
AIP Program
-9.01 100k 1/1/2010
172 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-8.93 200k 2/1/2015
171 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
170 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-8.60 2,000k 7/1/2013
169 Conquest Capital Group
Conquest Select
-8.21 250k 6/1/2004
168 SandPointe
SandPointe Opportunities Strategy
-8.11 5,000k 5/1/2014
167 Quality Capital Management
Alpha Financials Program
-7.99 10,000k 6/1/2012
166 Doherty Advisors LLC
Compass
-7.94 1,000k 6/1/2015
165 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-7.50 1,000k 10/1/2006
164 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-7.39 10,000k 3/1/1998
163 Melissinos Trading
Eupatrid Program
-7.15 50k 1/1/2011
162 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-7.09 1,000k 1/1/2013
161 Blackwater Capital Management
Tactical Equity
-6.93 500k 12/1/2013
160 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-6.73 3,000k 8/1/2011
159 Pinstripe Trading, LLC
Standard
-6.63 125k 8/1/2009
158 Talenta Capital LLP
Diversified
-6.57 950k 6/1/2014
157 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-6.49 3,000k 5/1/2014
156 Automaton Trading LLC
Diversified
-6.44 500k 7/1/2014
155 ROW Asset Managment
Row Diversified Fund, L.P.
-6.42 1,000k 11/1/2011
154 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.13 250k 5/1/2011
153 Vivienne Investissement
MACH 3
-5.99 100k 6/1/2015
152 Doherty Advisors LLC
Relative Value Growth
-5.96 1,000k 6/1/2003
151 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-5.87 1k 10/1/2006
150 Glider Trading LLP
Glider Trading Strategy (Class C)
-5.71 500k 9/1/2013
149 Bluenose Capital Management, LLC
BNC BI
-5.58 30k 10/1/2008
148 Millburn Corporation
Commodity Program
-5.53 25,000k 3/1/2005
147 EMC Capital Advisors, LLC
EMC Alpha Program
-5.50 5,000k 6/1/2013
146 Doherty Advisors LLC
Relative Value Plus
-5.33 1,000k 7/1/2011
145 Millburn Corporation
Multi-Markets Program
-5.28 25,000k 10/1/2004
144 SandPointe
SandPointe All-Seasons Strategy
-5.22 5,000k 1/1/2015
143 Seven Capital Management
Seven Absolute Return
-5.21 100k 6/1/2009
142 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.17 1,000k 3/1/2003
141 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-5.15 10,000k 8/1/2009
140 Aquantum
Aquantum Global Systematic Program (AGS)
-5.10 5,000k 7/1/2013
139 M6 Capital Management LLC
Standard Program
-5.08 300k 7/1/2005
138 Witter & Lester, Inc.
Redstone
-4.84 500k 9/1/1994
137 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-4.80 100k 7/1/2013
136 Buckingham Global Advisors, LLC
Weekly Emini Program
-4.75 200k 3/1/2015
135 Metolius Capital LLC
Metolius Diversified
-4.70 100k 6/1/2010
134 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.66 5,000k 8/1/2000
133 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.30 100k 1/1/2014
132 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-4.11 10,000k 10/1/1993
131 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-3.99 3,000k 5/1/2010
130 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.84 1,000k 3/1/2003
129 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-3.56 500k 1/1/2015
128 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-3.39 100k 2/1/2010
127 County Cork LLC
RLA I
-3.26 500k 1/1/2009
126 Wharton Capital Management
Wharton AG Futures Program
-3.08 100k 9/1/2011
125 Amapa Capital Advisors LLC
Amapa Investment Fund
-3.06 100k 2/1/2007
124 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-2.91 100k 4/1/2015
123 Linnis
Linnis ONE, LP
-2.86 100k 8/1/2014
122 Buttonwood LLC
Energy Diversified 1
-2.79 100k 7/1/2014
121 Robust Methods LLC
Macro Managed Account
-2.76 5,000k 1/1/2005
120 FORT LP
Fort Global Contrarian
-2.75 2,000k 10/1/2002
119 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
118 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-2.70 1,000k 6/1/2014
117 Doherty Advisors LLC
Orion
-2.61 1,000k 6/1/2015
116 Alee Capital Management, LLC
Mistral Program
-2.43 2,500k 1/1/1999
115 Typhon Capital Management, LLC
Helios Deutsche
-2.42 250k 4/1/2014
114 Crabel Capital Management
Crabel Multi-Product
-2.31 1,000k 3/1/1998
113 Vivienne Investissement
OUESSANT UCITS FUND
-2.28 100k 5/1/2012
112 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-2.20 250k 10/1/2011
111 Three Rock Capital Management
Global Macro Program
-2.16 1,000k 1/1/2009
110 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.14 10,000k 4/1/2004
109 Red Rock Capital, LLC
Commodity Long-Short
-2.08 500k 9/1/2013
108 FORT LP
Fort Global Diversified
-2.07 2,000k 10/1/1993
107 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.85 500k 6/1/2007
106 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-1.47 100k 11/1/2013
105 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.42 5,000k 6/1/2010
104 Turk Capital LLC
US Equity Long/Short Strategy
-1.25 250k 4/1/2014
103 Global Sigma Group, LLC
Global Sigma BondVOL LP
-1.24 1,000k 4/1/2015
102 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.16 1,000k 8/1/2012
101 ML Systems LLC
Sledon Classic (Client)
-1.14 300k 8/1/2014
100 Trading Study
SPK – E-Mini S&P 500 Option
-1.13 15k 10/1/2009
99 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.10 250k 5/1/2013
98 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.95 500k 5/1/2013
97 Hehmeyer Capital Management, LLC
HOGO
-0.95 1,000k 5/1/2013
96 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.93 100k 1/1/2000
95 Eclipse Capital Management
Alpha Asia
-0.76 25,000k 1/1/2015
94 QTS Capital Management, LLC
FX Managed Account
-0.71 100k 1/1/2011
93 WESTCAY LLC
Tropicals Program
-0.71 250k 1/1/2014
92 Future Trade AG
Thales Swing Trading Programme
-0.70 250k 6/1/2007
91 M&R Capital, LLC
Livestock Trading Program
-0.69 100k 1/1/2015
90 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-0.65 50k 10/1/2011
89 Jaguar Investments Ltd
Aegir Capital Strategy
-0.56 1,000k 1/1/2012
88 Tyche Capital Advisors LLC
Institutional Spreads
-0.54 250k 3/1/2014
87 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.51 250k 11/1/2014
86 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.51 250k 4/1/2008
85 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-0.49 2,000k 1/1/2013
84 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.35 1,000k 7/1/2007
83 Certeza Asset Management
Omni
-0.21 500k 11/1/2014
82 Schindler Capital Management, LLC
Dairy Advantage Program
-0.19 200k 8/1/2005
81 Certeza Asset Management
Macro Vega
-0.17 200k 1/1/2012
80 Paradox Capital Management
Sentiment Program (1X)
-0.16 1,000k 1/1/2013
79 Blake Capital Management, Inc.
SRD Currencies
-0.13 100k 3/1/2013
78 Hehmeyer Capital Management, LLC
Chelsea Creek
-0.09 100k 11/1/2013
77 Blake Capital Management, Inc.
SRD Short Equities
-0.07 100k 1/1/2011
75 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.00 10,000k 7/1/2008
76 Value & Growth CTA, LLC
Value & Growth Program
0.00 50k 6/1/2014
74 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
0.01 1,000k 9/1/2012
73 Emil van Essen
Long-Short Commodity Program
0.02 1,000k 6/1/2013
72 Typhon Capital Management, LLC
Chiron Currency Program
0.04 250k 2/1/2008
71 Greenwave Capital Management
Greenwave Flagship Plus
0.06 1,000k 6/1/2008
70 dormouse Limited
dormouse - Managed Account
0.09 10,000k 7/1/2011
69 Gregory P Asset Management LLC
Alternative Multi Strategy
0.10 500k 11/1/2012
68 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
0.11 1,000k 1/1/2006
67 Valia Capital Management
Global Tactical Program
0.12 200k 5/1/2014
66 Global Wealth Analytics, Inc.
Triple M
0.14 1,000k 6/1/2014
65 Bluegrass Capital Management
Cross Market Bias Model
0.19 3,000k 7/1/2014
64 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.24 250k 7/1/2015
63 Prolific Capital Markets, LLC
Prolific Swiss System
0.24 10,000k 1/1/2014
62 HPX Financial LLC
HPX Old School Program
0.26 200k 6/1/2006
61 Emil van Essen
Multi-Strategy Program
0.29 6,000k 5/1/2014
60 NickJen Capital Management & Consultants LLC
NRD-1
0.32 1,000k 4/1/2008
59 Witter & Lester, Inc.
Diversified Trading Program
0.32 100k 4/1/2013
58 Jaguar Investments Ltd
Ultro Capital Strategy
0.39 1,000k 1/1/2012
57 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.39 10,000k 11/1/2011
56 Urban Tree Capital, LLC
UTC Plus (Client)
0.43 100k 3/1/2013
55 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.49 100k 4/1/2014
54 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.65 500k 8/1/2012
53 Demeter Capital Management
Livestock & Grain Trading Program
0.67 50k 3/1/2010
52 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.67 1,000k 2/1/2015
51 Four Seasons Commodities Corp
Lone Star Program
0.67 300k 1/1/2005
50 ROW Asset Managment
Row Currency Program
0.68 1,000k 11/1/2010
49 Bluenose Capital Management, LLC
BNC CL
0.70 15k 12/1/2013
48 Doherty Advisors LLC
Grey Swan Hedge
0.71 10,000k 4/1/2010
47 Warrington Asset Management
Tactical Program Client
0.73 500k 2/1/2015
46 Crabel Capital Management
WPD Crabel Futures Program
0.80 1,000k 7/1/2008
45 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.88 10,000k 2/1/2008
44 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.88 750k 5/1/2015
43 Emil van Essen
Long-Short Commodity Program - Accelerated
0.97 200k 5/1/2014
42 Tlaloc Capital LLC
Grains Program
1.02 500k 4/1/2010
41 Trigon Investment Advisors, LLC
Discretionary Macro Program
1.10 10,000k 8/1/2007
40 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.16 1,000k 1/1/2015
39 NuWave Investment Management, LLC
Commodity Value Portfolio
1.26 2,000k 10/1/2014
38 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
1.28 50k 9/1/2009
37 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.42 5,000k 9/1/2009
36 Warrington Asset Management
Warrington Strategic Program
1.44 50k 1/1/1997
35 Evergreen Commodity Advisors, LLC
Discretionary
1.47 100k 1/1/2015
34 Emil van Essen
Spread Trading Program Limited
1.68 5,000k 7/1/2013
33 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.70 20,000k 5/1/2013
32 Silicon Valley Quantitative Advisors
UQP Large
1.86 500k 1/1/2009
31 Alee Capital Management, LLC
Poniente Program
2.00 2,500k 1/1/1999
30 Commodities Analytics LLC
Daily Analytics
2.04 100k 1/1/2014
29 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
28 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
2.38 10,000k 2/1/2006
27 Aquantum
Aquantum Commodity Spread Program (ACS)
2.51 5,000k 7/1/2013
26 Hartswell Capital Ltd
MP-1
2.54 250k 1/1/2014
25 Bocken Trading LLC
Discretionary Trading Program
2.67 100k 7/1/2011
24 Independent View
IV Quantitative Futures Fund
2.80 100k 11/1/2012
23 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.91 1,000k 1/1/2015
22 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
2.94 50k 10/1/2011
21 Hehmeyer Capital Management, LLC
R Best - Intraday Program
3.02 250k 3/1/2010
20 GammaQ
Commodity Program Managed Account
3.04 3,000k 4/1/2011
19 QTS Capital Management, LLC
QTS Partners, L.P.
3.13 100k 1/1/2011
18 Rosetta Capital Management
Macro Program
3.49 50k 1/1/2009
17 Ditsch Trading, LLC
Agricultural Trading Program
3.55 100k 1/1/2011
16 AG Capital Investments, LLC
Discretionary Global Macro Program
3.84 100k 10/1/2014
15 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
4.22 250k 9/1/2014
14 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.59 100k 1/1/2014
13 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.61 250k 10/1/2009
12 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
5.30 1,000k 3/1/2007
11 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
5.34 100k 10/1/2011
10 GammaQ
Breckhurst Commodity Fund
6.11 1,000k 10/1/2006
9 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
6.64 25k 1/1/2011
8 R Best LLC
R Best Private Client Program
6.76 50k 2/1/2010
7 Turning Wheel Capital, Inc.
Pure Alpha
7.14 10,000k 1/1/2012
6 Bulkara Capital
Bulkara Systematic Fund SP
7.53 250k 4/1/2014
5 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
7.95 500k 7/1/2013
4 Soaring Pelican, LLC
Diversified S&P Program
8.17 100k 1/1/2011
3 Whitmore Capital Management LLC
Whitmore Capital LP
8.26 250k 6/1/2012
2 QTS Capital Management, LLC
Futures Managed Account
8.69 100k 8/1/2012
1 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
20.87 100k 12/1/2014

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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