IASG CTA Index For May 2018

Monthly Rankings

Rank CTA/Program May 2018 Min Inv Inception
208 Purple Valley Capital, Inc.
Diversified Trend 1
-22.21 100k 8/1/2008
207 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-10.37 100k 7/1/2013
206 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-9.29 100k 12/1/1998
205 Angle Capital Management LLC
AIP Program
-8.50 100k 1/1/2010
204 Red Rock Capital, LLC
Commodity Long-Short
-8.39 500k 9/1/2013
203 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-7.43 200k 2/1/2015
202 ISAM
ISAM Systematic Trend Fund
-6.89 1,000k 6/1/2001
201 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.20 100k 1/1/2014
200 Worldwide Capital Strategies
Profit Quest Macro World
-6.19 100k 1/1/2010
199 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.36 50k 7/1/2011
198 Tomas Capital Pty Ltd
GCAF | USD
-5.29 1,500k 7/1/2011
197 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
196 Future Trade AG
Thales Swing Trading Programme
-5.10 250k 6/1/2007
195 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.06 1k 6/1/2009
194 Superfund Group
Superfund Red EUR SICAV
-4.84 10k 3/1/2013
193 Chesapeake Capital
Diversified Plus (HV)
-4.84 100k 4/1/1994
192 Superfund Group
Superfund Red USD SICAV
-4.68 10k 3/1/2013
191 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.58 5,000k 6/1/2010
190 Vivienne Investissement
MACH 3
-4.14 100k 6/1/2015
189 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-4.12 250k 11/1/1996
188 Blackwater Capital Management
Tactical Equity
-3.76 500k 12/1/2013
187 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.68 40k 6/1/2015
186 R Best LLC
R Best Private Client Program
-3.65 50k 2/1/2010
185 Sandpiper Asset Management
Sandpiper Global Macro Program
-3.57 1,000k 8/1/2012
184 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-3.52 1,000k 5/1/2014
183 Garraway Capital Management LLP
Garraway Financial Trends
-3.51 100k 9/1/2012
182 DUNN Capital Management
DUNN WMA Institutional Program
-3.24 100k 10/1/2011
181 Centurion Investment Management Inc.
Composite
-3.08 10,000k 8/1/2012
180 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
179 Meliora Capital LLP
Commodity Absolute Return (1x)
-2.80 250k 11/1/2014
178 Independent View
IV Quantitative Futures Fund
-2.70 100k 11/1/2012
177 Value & Growth CTA, LLC
Value & Growth Program
-2.65 50k 6/1/2014
176 Hehmeyer Capital Management, LLC
HOGO
-2.63 1,000k 5/1/2013
175 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-2.63 500k 5/1/2013
174 GammaQ
Breckhurst Commodity Fund
-2.55 1,000k 10/1/2006
173 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-2.51 250k 3/1/2010
172 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.50 1k 10/1/2006
171 Melissinos Trading
Eupatrid Program
-2.50 50k 1/1/2011
170 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-2.40 500k 7/1/2013
169 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.35 1,000k 1/1/2013
168 Linnis
Linnis ONE, LP
-2.27 100k 8/1/2014
167 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.09 3,000k 5/1/2014
166 Aquantum
Aquantum Global Systematic Program (AGS)
-2.04 5,000k 7/1/2013
165 Emil van Essen
Long-Short Commodity Program
-1.84 1,000k 6/1/2013
164 Bulkara Capital
Bulkara Systematic Fund SP
-1.80 250k 4/1/2014
163 Alder Capital DAC
CALM Eurozone Equity Program
-1.75 250k 5/1/2015
162 Paradox Capital Management
Sentiment Program (1X)
-1.73 1,000k 1/1/2013
161 M6 Capital Management LLC
Standard Program
-1.71 300k 7/1/2005
160 Bocken Trading LLC
Discretionary Trading Program
-1.71 100k 7/1/2011
159 Vivienne Investissement
OUESSANT UCITS FUND
-1.70 100k 5/1/2012
158 Metolius Capital LLC
Metolius Diversified
-1.59 100k 6/1/2010
157 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
-1.53 50k 10/1/2011
156 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.44 10,000k 8/1/2009
155 Prolific Capital Markets, LLC
Prolific Swiss System
-1.40 10,000k 1/1/2014
154 Schindler Capital Management, LLC
Dairy Advantage Program
-1.33 200k 8/1/2005
153 Ditsch Trading, LLC
Agricultural Trading Program
-1.30 100k 1/1/2011
152 County Cork LLC
RLA I
-1.25 500k 1/1/2009
151 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-1.22 3,000k 5/1/2010
150 EMC Capital Advisors, LLC
EMC Alpha Program
-1.20 5,000k 6/1/2013
149 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.10 1,000k 6/1/2014
148 Emil van Essen
Multi-Strategy Program
-1.07 6,000k 5/1/2014
147 Commodities Analytics LLC
Daily Analytics
-0.95 100k 1/1/2014
146 QTS Capital Management, LLC
Futures Managed Account
-0.94 100k 8/1/2012
145 Urban Tree Capital, LLC
UTC Plus (Client)
-0.84 100k 3/1/2013
144 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.79 1,000k 1/1/2006
143 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.75 5,000k 9/1/2009
142 Doherty Advisors LLC
Grey Swan Hedge
-0.74 10,000k 4/1/2010
141 Hartswell Capital Ltd
MP-1
-0.72 250k 1/1/2014
140 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
-0.68 2,000k 7/1/2013
139 Talenta Capital LLP
Diversified
-0.67 950k 6/1/2014
138 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.64 100k 2/1/2010
137 Four Seasons Commodities Corp
Lone Star Program
-0.51 300k 1/1/2005
136 Certeza Asset Management
Omni
-0.48 500k 11/1/2014
135 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-0.46 1,000k 1/1/2015
134 QTS Capital Management, LLC
QTS Partners, L.P.
-0.45 100k 1/1/2011
133 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.45 5,000k 7/1/2013
132 Witter & Lester, Inc.
Redstone
-0.40 500k 9/1/1994
131 Typhon Capital Management, LLC
Helios Deutsche
-0.40 250k 4/1/2014
130 Certeza Asset Management
Macro Vega
-0.39 200k 1/1/2012
129 Quality Capital Management
Alpha Financials Program
-0.37 10,000k 6/1/2012
128 AG Capital Investments, LLC
Discretionary Global Macro Program
-0.35 100k 10/1/2014
127 Typhon Capital Management, LLC
Chiron Currency Program
-0.34 250k 2/1/2008
126 Emil van Essen
Spread Trading Program Limited
-0.32 5,000k 7/1/2013
125 Doherty Advisors LLC
Relative Value Plus
-0.30 1,000k 7/1/2011
124 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.28 500k 10/1/2014
123 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.26 250k 7/1/2015
122 Witter & Lester, Inc.
Diversified Trading Program
-0.24 100k 4/1/2013
121 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
-0.19 500k 8/1/2012
120 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
-0.17 1,000k 2/1/2015
119 Ring Capital Management LLC
S&P E-Mini Select
-0.16 100k 1/1/2012
118 Valia Capital Management
Global Tactical Program
-0.14 200k 5/1/2014
117 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
116 WESTCAY LLC
Tropicals Program
-0.09 250k 1/1/2014
115 Estlander & Partners
Alpha Trend II - Class P
-0.05 100k 12/1/2008
114 Bluegrass Capital Management
Cross Market Bias Model
-0.05 3,000k 7/1/2014
113 Jaguar Investments Ltd
Ultro Capital Strategy
-0.05 1,000k 1/1/2012
112 Warrington Asset Management
Warrington Strategic Program
-0.03 50k 1/1/1997
111 FORT LP
Fort Global Diversified
-0.03 2,000k 10/1/1993
93 Tyche Capital Advisors LLC
Institutional Spreads
0.00 250k 3/1/2014
94 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
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 Turning Wheel Capital, Inc.
Pure Alpha
0.00 10,000k 1/1/2012
99 ROW Asset Managment
Row Currency Program
0.00 1,000k 11/1/2010
100 Global Wealth Analytics, Inc.
Triple M
0.00 1,000k 6/1/2014
101 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
0.00 250k 9/1/2014
102 GammaQ
Commodity Program Managed Account
0.00 3,000k 4/1/2011
103 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
104 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
105 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
106 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
0.00 100k 12/1/2014
107 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
108 SandPointe
SandPointe Opportunities Strategy
0.00 5,000k 5/1/2014
109 SandPointe
SandPointe All-Seasons Strategy
0.00 5,000k 1/1/2015
110 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
92 HPX Financial LLC
HPX Old School Program
0.02 200k 6/1/2006
91 Rosetta Capital Management
Macro Program
0.02 50k 1/1/2009
90 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.05 10,000k 7/1/2008
89 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.07 100k 10/1/2011
88 Trading Study
SPK – E-Mini S&P 500 Option
0.11 15k 10/1/2009
87 Robust Methods LLC
Macro Managed Account
0.11 5,000k 1/1/2005
86 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.12 1,000k 3/1/2003
85 Millburn Corporation
Multi-Markets Program
0.13 25,000k 10/1/2004
84 Blake Capital Management, Inc.
SRD Currencies
0.14 100k 3/1/2013
83 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.16 5,000k 11/1/2012
82 Blake Capital Management, Inc.
SRD Short Equities
0.17 100k 1/1/2011
81 QTS Capital Management, LLC
FX Managed Account
0.18 100k 1/1/2011
80 Talenta Capital LLP
S&P 500 Momentum
0.21 950k 6/1/2014
79 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.26 100k 4/1/2015
78 Soaring Pelican, LLC
Diversified S&P Program
0.27 100k 1/1/2011
77 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.30 250k 5/1/2013
76 Greenwave Capital Management
Greenwave Flagship Plus
0.31 1,000k 6/1/2008
75 Typhon Capital Management, LLC
Vulcan Metals Strategy
0.35 10,000k 11/1/2011
74 Alee Capital Management, LLC
Poniente Program
0.35 2,500k 1/1/1999
73 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.35 1,000k 4/1/2015
72 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
71 Automaton Trading LLC
Diversified
0.39 500k 7/1/2014
70 Doherty Advisors LLC
Relative Value Growth
0.40 1,000k 6/1/2003
69 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
0.40 1,000k 9/1/2012
68 FORT LP
Fort Global Contrarian
0.44 2,000k 10/1/2002
67 Hehmeyer Capital Management, LLC
Chelsea Creek
0.46 100k 11/1/2013
66 Buttonwood LLC
Energy Diversified 1
0.46 100k 7/1/2014
65 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.48 750k 5/1/2015
64 Typhon Capital Management, LLC
Plutus Grain Strategy
0.49 250k 4/1/2008
63 Orion Asset Management
Algorithmic Trading Program
0.50 10k 1/1/2013
62 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.52 100k 5/1/2015
61 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.60 10,000k 8/1/2007
60 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.65 100k 1/1/2000
59 Seven Capital Management
Seven Absolute Return
0.66 100k 6/1/2009
58 NickJen Capital Management & Consultants LLC
NRD-1
0.72 1,000k 4/1/2008
57 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.76 10,000k 10/1/1993
56 Pinstripe Trading, LLC
Standard
0.77 125k 8/1/2009
55 ROW Asset Managment
Row Diversified Fund, L.P.
0.79 1,000k 11/1/2011
54 Emil van Essen
Long-Short Commodity Program - Accelerated
0.84 200k 5/1/2014
53 Jaguar Investments Ltd
Aegir Capital Strategy
0.84 1,000k 1/1/2012
52 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.90 5,000k 8/1/2000
51 Demeter Capital Management
Livestock & Grain Trading Program
0.95 50k 3/1/2010
50 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.07 250k 10/1/2009
49 QCAM Currency Asset Management AG
QCAM v-Pro Dynamic
1.08 1,000k 7/1/2007
48 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
1.18 10,000k 4/1/2004
47 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
1.24 1,000k 10/1/2006
46 Amapa Capital Advisors LLC
Amapa Investment Fund
1.27 100k 2/1/2007
45 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
1.29 10,000k 2/1/2008
44 Carbide Capital Inc.
Carbide Absolute Return Program
1.31 200k 9/1/2014
43 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
1.31 10,000k 3/1/1998
42 Cauldron Investments, LLC
Stock Index Plus
1.34 1,000k 10/1/2009
41 ML Systems LLC
Sledon Classic (Client)
1.41 300k 8/1/2014
40 Tianyou Asset Management, LLC
Tianyou Fund LP
1.42 100k 10/1/2012
39 NuWave Investment Management, LLC
Commodity Value Portfolio
1.50 2,000k 10/1/2014
38 Wharton Capital Management
Wharton AG Futures Program
1.51 100k 9/1/2011
37 Doherty Advisors LLC
Compass
1.55 1,000k 6/1/2015
36 dormouse Limited
dormouse - Managed Account
1.62 10,000k 7/1/2011
35 Tlaloc Capital LLC
Grains Program
1.66 500k 4/1/2010
34 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
1.67 100k 11/1/2013
33 SteppenWolf Capital LLC
Multi-Strategy Vol 10
1.71 3,000k 8/1/2011
32 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.75 250k 5/1/2011
31 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
1.78 500k 6/1/2007
30 Evergreen Commodity Advisors, LLC
Discretionary
1.82 100k 1/1/2015
29 Conquest Capital Group
Conquest Select
1.89 250k 6/1/2004
28 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.89 100k 4/1/2014
27 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.92 500k 1/1/2015
26 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
1.98 10,000k 2/1/2006
25 Buckingham Global Advisors, LLC
Weekly Emini Program
2.10 200k 3/1/2015
24 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
2.12 1,000k 3/1/2007
23 Doherty Advisors LLC
Orion
2.17 1,000k 6/1/2015
22 Vilk Commodity Services Limited
Vilk Base Metals Relative Value Program
2.20 2,000k 1/1/2013
21 Three Rock Capital Management
Global Macro Program
2.48 1,000k 1/1/2009
20 M&R Capital, LLC
Livestock Trading Program
2.53 100k 1/1/2015
19 Glider Trading LLP
Glider Trading Strategy (Class C)
2.56 500k 9/1/2013
18 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.75 1,000k 1/1/2015
17 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
2.78 50k 9/1/2009
16 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
2.79 20,000k 5/1/2013
15 Millburn Corporation
Commodity Program
3.08 25,000k 3/1/2005
14 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
3.26 500k 8/1/2007
13 Eclipse Capital Management
Alpha Asia
3.27 25,000k 1/1/2015
12 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
3.39 50k 10/1/2011
11 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
3.61 250k 10/1/2011
10 Alee Capital Management, LLC
Mistral Program
3.79 2,500k 1/1/1999
9 Turk Capital LLC
US Equity Long/Short Strategy
3.84 250k 4/1/2014
8 Silicon Valley Quantitative Advisors
UQP Large
3.92 500k 1/1/2009
7 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.45 100k 1/1/2014
6 Vortex
Currency Program
4.78 500k 1/1/2014
5 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
5.47 25k 1/1/2011
4 Gregory P Asset Management LLC
Alternative Multi Strategy
5.64 500k 11/1/2012
3 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.12 1,000k 3/1/2003
2 Whitmore Capital Management LLC
Whitmore Capital LP
7.93 250k 6/1/2012
1 Covenant Capital Management
Optimal Program
18.01 10k 2/1/2014

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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