IASG CTA Index For March 2018

Monthly Rankings

Rank CTA/Program Mar 2018 Min Inv Inception
204 Covenant Capital Management
Optimal Program
-20.84 10k 2/1/2014
204 Covenant Capital Management
Optimal Program
-20.84 10k 2/1/2014
203 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
-11.32 100k 7/1/2013
202 Alee Capital Management, LLC
Mistral Program
-6.96 2,500k 1/1/1999
201 Future Trade AG
Thales Swing Trading Programme
-6.87 250k 6/1/2007
200 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
-5.87 100k 11/1/2013
199 Worldwide Capital Strategies
Profit Quest Macro World
-5.75 100k 1/1/2010
198 Qbasis Invest
Qbasis i Trend Fund
-5.36 1k 1/1/2014
197 Tomas Capital Pty Ltd
GCAF | USD
-5.00 1,500k 7/1/2011
196 Turk Capital LLC
US Equity Long/Short Strategy
-4.78 250k 4/1/2014
195 Angle Capital Management LLC
AIP Program
-4.73 100k 1/1/2010
194 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.49 50k 7/1/2011
193 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-4.23 1,000k 3/1/2003
192 Purple Valley Capital, Inc.
Diversified Trend 1
-4.16 100k 8/1/2008
191 Global Wealth Analytics, Inc.
Triple M
-4.15 1,000k 6/1/2014
190 Whitmore Capital Management LLC
Whitmore Capital LP
-4.10 250k 6/1/2012
189 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-4.07 1,000k 1/1/2015
188 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
-3.87 500k 1/1/2015
187 Glenhaven Capital LLC
Glenhaven Global II LP
-3.77 25k 4/1/2012
186 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-3.76 500k 8/1/2007
185 Bluenose Capital Management, LLC
BNC CL
-3.72 15k 12/1/2013
184 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.65 1,000k 3/1/2003
183 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
-3.55 10,000k 2/1/2008
182 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.54 1k 6/1/2009
181 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-3.48 250k 10/1/2011
180 Quality Capital Management
Alpha Financials Program
-3.40 10,000k 6/1/2012
179 Chesapeake Capital
Diversified Plus (HV)
-3.39 100k 4/1/1994
178 Trigon Investment Advisors, LLC
Foreign Exchange Program
-3.37 5,000k 8/1/2000
177 Alee Capital Management, LLC
Poniente Program
-3.33 2,500k 1/1/1999
176 Glider Trading LLP
Glider Trading Strategy (Class C)
-3.33 500k 9/1/2013
175 Eclipse Capital Management
Alpha Asia
-3.26 25,000k 1/1/2015
174 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.09 100k 1/1/2000
173 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-3.00 10,000k 3/1/1998
172 Ditsch Trading, LLC
Agricultural Trading Program
-2.85 100k 1/1/2011
171 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-2.78 200k 2/1/2015
170 dormouse Limited
dormouse - Managed Account
-2.68 10,000k 7/1/2011
169 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-2.64 1,000k 10/1/2006
168 Conquest Capital Group
Conquest Select
-2.46 250k 6/1/2004
167 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
-2.35 10,000k 4/1/2004
166 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-2.28 1,000k 9/1/2012
165 Aquantum
Aquantum Commodity Spread Program (ACS)
-2.10 5,000k 7/1/2013
164 Doherty Advisors LLC
Orion
-2.06 1,000k 6/1/2015
163 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.06 3,000k 5/1/2014
162 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.03 1k 10/1/2006
161 Alder Capital DAC
CALM Eurozone Equity Program
-2.02 250k 5/1/2015
160 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.00 250k 5/1/2013
159 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.00 100k 1/1/2014
158 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
157 R Best LLC
R Best Private Client Program
-1.75 50k 2/1/2010
156 Talenta Capital LLP
S&P 500 Momentum
-1.68 950k 6/1/2014
155 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.65 10,000k 8/1/2007
154 AG Capital Investments, LLC
Discretionary Global Macro Program
-1.62 100k 10/1/2014
153 Gregory P Asset Management LLC
Alternative Multi Strategy
-1.61 500k 11/1/2012
152 Typhon Capital Management, LLC
Chiron Currency Program
-1.61 250k 2/1/2008
151 Ring Capital Management LLC
S&P E-Mini Select
-1.54 100k 1/1/2012
150 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-1.51 250k 11/1/1996
149 Silicon Valley Quantitative Advisors
UQP Large
-1.49 500k 1/1/2009
148 Candriam Investor Group
Alternative Return Systemat
-1.47 125k 1/1/2007
147 Estlander & Partners
Alpha Trend II - Class P
-1.46 100k 12/1/2008
146 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-1.44 40k 6/1/2015
145 Seven Capital Management
Seven Absolute Return
-1.44 100k 6/1/2009
144 Three Rock Capital Management
Global Macro Program
-1.42 1,000k 1/1/2009
143 ML Systems LLC
Sledon Classic (Client)
-1.39 300k 8/1/2014
142 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.37 100k 2/1/2010
141 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-1.32 25k 1/1/2011
140 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.30 100k 4/1/2015
139 Linnis
Linnis ONE, LP
-1.24 100k 8/1/2014
138 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.15 10,000k 8/1/2009
137 SandPointe
SandPointe Opportunities Strategy
-1.12 5,000k 5/1/2014
136 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.06 1,000k 8/1/2012
135 WESTCAY LLC
Tropicals Program
-1.03 250k 1/1/2014
134 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.02 250k 5/1/2011
133 Demeter Capital Management
Livestock & Grain Trading Program
-0.99 50k 3/1/2010
132 Tyche Capital Advisors LLC
Institutional Spreads
-0.96 250k 3/1/2014
131 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
-0.93 10,000k 2/1/2006
130 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
-0.92 2,000k 1/1/2013
129 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-0.84 20,000k 5/1/2013
128 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-0.81 50k 9/1/2009
127 Greenwave Capital Management
Greenwave Flagship Plus
-0.80 1,000k 6/1/2008
126 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
125 Garraway Capital Management LLP
Garraway Financial Trends
-0.75 100k 9/1/2012
124 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-0.75 3,000k 8/1/2011
123 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-0.73 50k 10/1/2011
122 FORT LP
Fort Global Diversified
-0.68 2,000k 10/1/1993
121 Metolius Capital LLC
Metolius Diversified
-0.68 100k 6/1/2010
120 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
-0.65 1,000k 7/1/2007
119 Bluenose Capital Management, LLC
BNC EI
-0.51 15k 7/1/2010
118 Robust Methods LLC
Macro Managed Account
-0.45 5,000k 1/1/2005
117 NickJen Capital Management & Consultants LLC
NRD-1
-0.45 1,000k 4/1/2008
116 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
115 GammaQ
Breckhurst Commodity Fund
-0.41 1,000k 10/1/2006
114 GammaQ
Commodity Program Managed Account
-0.40 3,000k 4/1/2011
113 Pinstripe Trading, LLC
Standard
-0.37 125k 8/1/2009
112 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.27 500k 8/1/2012
111 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-0.27 250k 3/1/2010
110 QTS Capital Management, LLC
FX Managed Account
-0.23 100k 1/1/2011
109 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.22 1,000k 1/1/2006
108 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-0.21 3,000k 5/1/2010
107 Warrington Asset Management
Tactical Program Client
-0.16 500k 2/1/2015
106 DUNN Capital Management
DUNN WMA Institutional Program
-0.10 100k 10/1/2011
105 ROW Asset Managment
Row Currency Program
-0.10 1,000k 11/1/2010
104 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.08 10,000k 7/1/2008
103 Bluegrass Capital Management
Cross Market Bias Model
-0.06 3,000k 7/1/2014
102 Blake Capital Management, Inc.
SRD Short Equities
-0.05 100k 1/1/2011
101 Blake Capital Management, Inc.
SRD Currencies
-0.04 100k 3/1/2013
100 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.04 10,000k 11/1/2011
98 SandPointe
SandPointe All-Seasons Strategy
0.00 5,000k 1/1/2015
99 Value & Growth CTA, LLC
Value & Growth Program
0.00 50k 6/1/2014
97 Vivienne Investissement
OUESSANT UCITS FUND
0.08 100k 5/1/2012
96 EMC Capital Advisors, LLC
EMC Alpha Program
0.08 5,000k 6/1/2013
95 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.11 1,000k 1/1/2013
94 Certeza Asset Management
Macro Vega
0.11 200k 1/1/2012
93 Hehmeyer Capital Management, LLC
Chelsea Creek
0.15 100k 11/1/2013
92 Aquantum
Aquantum Global Systematic Program (AGS)
0.15 5,000k 7/1/2013
91 Certeza Asset Management
Omni
0.18 500k 11/1/2014
90 Schindler Capital Management, LLC
Dairy Advantage Program
0.19 200k 8/1/2005
89 Four Seasons Commodities Corp
Lone Star Program
0.19 300k 1/1/2005
88 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.19 5,000k 9/1/2009
87 Valia Capital Management
Global Tactical Program
0.23 200k 5/1/2014
86 Evergreen Commodity Advisors, LLC
Discretionary
0.23 100k 1/1/2015
85 Dreiss Research Corporation
Diversified Program
0.23 1,000k 5/1/1991
84 ISAM
ISAM Systematic Trend Fund
0.23 1,000k 6/1/2001
83 Crabel Capital Management
Crabel Multi-Product
0.24 1,000k 3/1/1998
82 Doherty Advisors LLC
Grey Swan Hedge
0.27 10,000k 4/1/2010
81 Estlander & Partners
Freedom
0.31 20,000k 8/1/2010
80 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.32 10,000k 10/1/1993
79 Doherty Advisors LLC
Compass
0.33 1,000k 6/1/2015
78 Witter & Lester, Inc.
Redstone
0.37 500k 9/1/1994
77 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.38 250k 9/1/2014
76 Emil van Essen
Long-Short Commodity Program
0.38 1,000k 6/1/2013
75 Commodities Analytics LLC
Daily Analytics
0.39 100k 1/1/2014
74 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.41 250k 7/1/2015
73 Bensboro Advisors, LLC
Seasonal Spread Trading Program
0.42 1,000k 1/1/2015
72 Bocken Trading LLC
Discretionary Trading Program
0.43 100k 7/1/2011
71 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
0.44 500k 5/1/2013
70 Hehmeyer Capital Management, LLC
HOGO
0.44 1,000k 5/1/2013
69 County Cork LLC
RLA I
0.46 500k 1/1/2009
68 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.53 750k 5/1/2015
67 HPX Financial LLC
HPX Old School Program
0.57 200k 6/1/2006
66 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.60 1,000k 6/1/2014
65 NuWave Investment Management, LLC
Commodity Value Portfolio
0.63 2,000k 10/1/2014
64 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.64 1,000k 4/1/2015
63 FORT LP
Fort Global Contrarian
0.67 2,000k 10/1/2002
62 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.67 1,000k 5/1/2014
61 Witter & Lester, Inc.
Diversified Trading Program
0.71 100k 4/1/2013
60 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.72 500k 6/1/2007
59 Talenta Capital LLP
Diversified
0.75 950k 6/1/2014
58 Jaguar Investments Ltd
Aegir Capital Strategy
0.76 1,000k 1/1/2012
57 Tlaloc Capital LLC
Grains Program
0.77 500k 4/1/2010
56 Blackwater Capital Management
Tactical Equity
0.78 500k 12/1/2013
55 Vivienne Investissement
MACH 3
0.78 100k 6/1/2015
54 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
53 Buckingham Global Advisors, LLC
Weekly Emini Program
0.96 200k 3/1/2015
52 Jaguar Investments Ltd
Ultro Capital Strategy
1.00 1,000k 1/1/2012
51 Wharton Capital Management
Wharton AG Futures Program
1.01 100k 9/1/2011
50 Emil van Essen
Spread Trading Program Limited
1.06 5,000k 7/1/2013
49 Urban Tree Capital, LLC
UTC Plus (Client)
1.06 100k 3/1/2013
48 Warrington Asset Management
Warrington Strategic Program
1.07 50k 1/1/1997
47 Emil van Essen
Multi-Strategy Program
1.07 6,000k 5/1/2014
46 Meliora Capital LLP
Commodity Absolute Return (1x)
1.08 250k 11/1/2014
45 Typhon Capital Management, LLC
Helios Deutsche
1.09 250k 4/1/2014
44 Paradox Capital Management
Sentiment Program (1X)
1.14 1,000k 1/1/2013
43 Independent View
IV Quantitative Futures Fund
1.23 100k 11/1/2012
42 ROW Asset Managment
Row Diversified Fund, L.P.
1.24 1,000k 11/1/2011
41 Carbide Capital Inc.
Carbide Absolute Return Program
1.25 200k 9/1/2014
40 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.30 1,000k 3/1/2007
39 Buttonwood LLC
Energy Diversified 1
1.33 100k 7/1/2014
38 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.36 100k 10/1/2011
37 Emil van Essen
Long-Short Commodity Program - Accelerated
1.44 200k 5/1/2014
36 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
1.71 2,000k 7/1/2013
35 Superfund Group
Superfund Red EUR SICAV
1.72 10k 3/1/2013
34 Cauldron Investments, LLC
Stock Index Plus
1.76 1,000k 10/1/2009
33 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
1.79 1,000k 2/1/2015
32 Bluenose Capital Management, LLC
BNC BI
1.92 30k 10/1/2008
31 Amapa Capital Advisors LLC
Amapa Investment Fund
1.95 100k 2/1/2007
30 Aspect Capital
Aspect Diversified Fund - Class A (USD)
2.19 100k 12/1/1998
29 Superfund Group
Superfund Red USD SICAV
2.20 10k 3/1/2013
28 Typhon Capital Management, LLC
Plutus Grain Strategy
2.22 250k 4/1/2008
27 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.29 5,000k 6/1/2010
26 Doherty Advisors LLC
Relative Value Growth
2.33 1,000k 6/1/2003
25 Crabel Capital Management
WPD Crabel Futures Program
2.34 1,000k 7/1/2008
24 Doherty Advisors LLC
Relative Value Plus
2.35 1,000k 7/1/2011
23 M6 Capital Management LLC
Standard Program
2.40 300k 7/1/2005
22 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
2.40 500k 7/1/2013
21 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.47 5,000k 11/1/2012
20 QTS Capital Management, LLC
QTS Partners, L.P.
2.57 100k 1/1/2011
19 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
2.60 100k 7/1/2013
18 Hartswell Capital Ltd
MP-1
2.62 250k 1/1/2014
17 Tianyou Asset Management, LLC
Tianyou Fund LP
2.76 100k 10/1/2012
16 Soaring Pelican, LLC
Diversified S&P Program
2.87 100k 1/1/2011
15 Millburn Corporation
Commodity Program
2.88 25,000k 3/1/2005
14 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
3.02 100k 1/1/2014
13 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
3.13 50k 10/1/2011
12 Gregory P Asset Management LLC
Low Volatility Income Strategy
3.14 100k 5/1/2015
11 Red Rock Capital, LLC
Commodity Long-Short
3.18 500k 9/1/2013
10 Millburn Corporation
Multi-Markets Program
3.36 25,000k 10/1/2004
9 Rosetta Capital Management
Macro Program
3.44 50k 1/1/2009
8 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
3.50 100k 12/1/2014
7 Prolific Capital Markets, LLC
Prolific Swiss System
3.58 10,000k 1/1/2014
6 Bulkara Capital
Bulkara Systematic Fund SP
5.23 250k 4/1/2014
5 QTS Capital Management, LLC
Futures Managed Account
5.68 100k 8/1/2012
4 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
6.45 250k 10/1/2009
3 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
9.60 100k 4/1/2014
2 Trading Study
SPK – E-Mini S&P 500 Option
13.58 15k 10/1/2009
1 M&R Capital, LLC
Livestock Trading Program
14.93 100k 1/1/2015

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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