IASG CTA Index For August 2018

Monthly Rankings

Rank CTA/Program Aug 2018 Min Inv Inception
204 Bighorn Capital Partners
Denali
-8.46 100k 8/1/2015
203 Vivienne Investissement
MACH 3
-6.54 100k 6/1/2015
202 Bulkara Capital
Bulkara Systematic Fund SP
-5.92 250k 4/1/2014
201 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-5.37 100k 1/1/2014
200 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-5.33 5,000k 11/1/2012
199 Trading Study
SPK – E-Mini S&P 500 Option
-5.04 15k 10/1/2009
198 Whitmore Capital Management LLC
Whitmore Capital LP
-4.98 250k 6/1/2012
197 Global Wealth Analytics, Inc.
Triple M
-4.61 1,000k 6/1/2014
196 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.73 5,000k 9/1/2013
195 AG Capital Investments, LLC
Discretionary Global Macro Program
-3.70 100k 10/1/2014
194 Tlaloc Capital LLC
Grains Program
-3.63 500k 4/1/2010
193 Redleaf Capital, LLC
Fallback Fundamentals - Accounts <$50K
-3.56 25k 1/1/2011
192 Alder Capital DAC
CALM Eurozone Equity Program
-3.45 250k 5/1/2015
191 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-3.30 250k 5/1/2013
190 Pearl Capital Advisors, LLC
Hedged VIX Program
-3.17 500k 10/1/2015
189 Linnis
Linnis ONE, LP
-3.17 100k 8/1/2014
188 Future Trade AG
Thales Swing Trading Programme
-3.16 250k 6/1/2007
187 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-3.12 40k 6/1/2015
186 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
-2.94 500k 1/1/2011
185 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
-2.69 100k 7/1/2013
184 Robust Methods LLC
Macro Managed Account
-2.54 5,000k 1/1/2005
183 Vivienne Investissement
OUESSANT UCITS FUND
-2.21 100k 5/1/2012
182 ROW Asset Managment
Row Currency Program
-2.14 1,000k 11/1/2010
181 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-1.93 3,000k 8/1/2011
180 Sandpiper Asset Management
Sandpiper Global Macro Program
-1.86 1,000k 8/1/2012
179 HPX Financial LLC
HPX Old School Program
-1.68 200k 6/1/2006
178 Redleaf Capital, LLC
Fallback Fundamentals - Accounts >$50K
-1.64 50k 10/1/2011
177 Typhon Capital Management, LLC
Plutus Grain Strategy
-1.47 250k 4/1/2008
176 Metolius Capital LLC
Metolius Diversified
-1.37 100k 6/1/2010
175 Trigon Investment Advisors, LLC
Discretionary Macro Program
-1.31 10,000k 8/1/2007
174 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
-1.30 1,000k 6/1/2014
173 Emil van Essen
Spread Trading Program Limited
-1.27 5,000k 7/1/2013
172 Bocken Trading LLC
Discretionary Trading Program
-1.24 100k 7/1/2011
171 Typhon Capital Management, LLC
Chiron Currency Program
-1.17 250k 2/1/2008
170 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.09 10,000k 10/1/1993
169 Hehmeyer Capital Management, LLC
R Best - Intraday Program
-1.03 250k 3/1/2010
168 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-1.01 50k 9/1/2009
167 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.99 500k 5/1/2013
166 Hehmeyer Capital Management, LLC
HOGO
-0.96 1,000k 5/1/2013
165 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.95 500k 6/1/2007
164 DeltaHedge
VIXVOX 1
-0.93 250k 8/1/2015
163 Emil van Essen
Multi-Strategy Program
-0.90 6,000k 5/1/2014
162 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.87 5,000k 9/1/2009
161 Commodities Analytics LLC
Daily Analytics
-0.86 100k 1/1/2014
160 Blackwater Capital Management
Tactical Equity
-0.77 500k 12/1/2013
159 Four Seasons Commodities Corp
Lone Star Program
-0.70 300k 1/1/2005
158 Witter & Lester, Inc.
Diversified Trading Program
-0.66 100k 4/1/2013
157 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.59 1,000k 3/1/2003
156 Emil van Essen
Long-Short Commodity Program
-0.59 1,000k 6/1/2013
155 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.57 5,000k 6/1/2010
154 Doherty Advisors LLC
Relative Value Plus
-0.54 1,000k 7/1/2011
153 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-0.50 100k 2/1/2010
152 Seven Capital Management
Seven Absolute Return
-0.38 100k 6/1/2009
151 WESTCAY LLC
Tropicals Program
-0.31 250k 1/1/2014
150 Doherty Advisors LLC
Relative Value Growth
-0.30 1,000k 6/1/2003
149 Doherty Advisors LLC
Grey Swan Hedge
-0.25 10,000k 4/1/2010
148 Hehmeyer Capital Management, LLC
Commodity Capital - Grain & Oil Seeds Program
-0.24 1,000k 1/1/2006
147 DeltaHedge
VIXVOX 2
-0.19 250k 8/1/2015
146 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.17 1,000k 3/1/2007
145 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
144 QTS Capital Management, LLC
Futures Managed Account
-0.14 100k 8/1/2012
143 FORT LP
Fort Global Contrarian
-0.12 2,000k 10/1/2002
142 QTS Capital Management, LLC
QTS Partners, L.P.
-0.12 100k 1/1/2011
141 Bluegrass Capital Management
Cross Market Bias Model
-0.11 3,000k 7/1/2014
140 NickJen Capital Management & Consultants LLC
NRD-1
-0.11 1,000k 4/1/2008
139 Vortex
Currency Program
-0.09 500k 1/1/2014
138 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.09 10,000k 11/1/2011
137 Candriam Investor Group
Alternative Return Systemat
-0.09 125k 1/1/2007
136 ML Systems LLC
Sledon Classic (Client)
-0.09 300k 8/1/2014
135 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
134 M&R Capital, LLC
Livestock Trading Program
-0.04 100k 1/1/2015
133 QTS Capital Management, LLC
FX Managed Account
-0.02 100k 1/1/2011
105 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.00 100k 11/1/2013
106 Valia Capital Management
Global Tactical Program
0.00 200k 5/1/2014
107 Turk Capital LLC
US Equity Long/Short Strategy
0.00 250k 4/1/2014
108 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
109 R Best LLC
R Best Private Client Program
0.00 50k 2/1/2010
110 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
111 Certeza Asset Management
Macro Vega
0.00 200k 1/1/2012
112 Certeza Asset Management
Omni
0.00 500k 11/1/2014
113 Wharton Capital Management
Wharton AG Futures Program
0.00 100k 9/1/2011
114 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
115 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
116 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
0.00 10,000k 7/1/2008
117 Rosetta Capital Management
Macro Program
0.00 50k 1/1/2009
118 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
119 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
120 Cambridge Strategy Asset Management LTD
Asian Markets Alpha Program
0.00 10,000k 2/1/2006
121 Cambridge Strategy Asset Management LTD
Emerging Markets Alpha Programme
0.00 10,000k 2/1/2008
122 Cambridge Strategy Asset Management LTD
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
123 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
0.00 1,000k 9/1/2012
124 Greenwave Capital Management
Greenwave Flagship Plus
0.00 1,000k 6/1/2008
125 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
126 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
127 SandPointe
SandPointe Opportunities Strategy
0.00 5,000k 5/1/2014
128 SandPointe
SandPointe All-Seasons Strategy
0.00 5,000k 1/1/2015
129 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
130 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
131 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
132 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.00 1,000k 12/1/2014
104 Warrington Asset Management
Warrington Strategic Program
0.03 50k 1/1/1997
103 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.04 250k 7/1/2015
102 FORT LP
Fort Global Diversified
0.06 2,000k 10/1/1993
101 Blake Capital Management, Inc.
SRD Currencies
0.08 100k 3/1/2013
100 Soaring Pelican, LLC
Diversified S&P Program
0.09 100k 1/1/2011
99 Gregory P Asset Management LLC
Alternative Multi Strategy
0.11 500k 11/1/2012
98 Three Rock Capital Management
Global Macro Program
0.12 1,000k 1/1/2009
97 Gregory P Asset Management LLC
Low Volatility Income Strategy
0.13 100k 5/1/2015
96 Typhon Capital Management, LLC
Helios Deutsche
0.15 250k 4/1/2014
95 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.17 500k 8/1/2012
94 EMC Capital Advisors, LLC
EMC Alpha Program
0.19 5,000k 6/1/2013
93 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
0.22 1,000k 2/1/2015
92 Crabel Capital Management
WPD Crabel Futures Program
0.25 1,000k 7/1/2008
91 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.26 1,000k 3/1/2003
90 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.26 100k 4/1/2014
89 Witter & Lester, Inc.
Redstone
0.28 500k 9/1/1994
88 Ditsch Trading, LLC
Agricultural Trading Program
0.29 100k 1/1/2011
87 Jaguar Investments Ltd
Aegir Capital Strategy
0.33 1,000k 1/1/2012
86 Jaguar Investments Ltd
Ultro Capital Strategy
0.34 1,000k 1/1/2012
85 RCMA Capital LLP
Merchant Commodity Fund
0.40 1,000k 6/1/2004
84 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.43 500k 10/1/2014
83 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.51 1,000k 4/1/2015
82 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.53 3,000k 5/1/2014
81 GammaQ
Commodity Program Managed Account
0.57 3,000k 4/1/2011
80 GammaQ
Breckhurst Commodity Fund
0.60 1,000k 10/1/2006
79 NuWave Investment Management, LLC
Commodity Value Portfolio
0.60 2,000k 10/1/2014
78 dormouse Limited
dormouse - Managed Account
0.61 10,000k 7/1/2011
77 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.62 250k 10/1/2011
76 Warrington Asset Management
Tactical Program Client
0.63 500k 2/1/2015
75 Hehmeyer Capital Management, LLC
Chelsea Creek
0.69 100k 11/1/2013
74 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.71 1k 10/1/2006
73 Centurion Investment Management Inc.
Composite
0.71 10,000k 8/1/2012
72 ROW Asset Managment
Row Diversified Fund, L.P.
0.71 1,000k 11/1/2011
71 Carbide Capital Inc.
Carbide Absolute Return Program
0.75 200k 9/1/2014
70 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
69 Demeter Capital Management
Livestock & Grain Trading Program
0.87 50k 3/1/2010
68 Talenta Capital LLP
Diversified
0.96 950k 6/1/2014
67 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
0.99 500k 9/1/2015
66 Meliora Capital LLP
Commodity Absolute Return (1x)
0.99 250k 11/1/2014
65 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.05 500k 1/1/2015
64 ProfitScore Capital Management
Long/Short US Treasury
1.17 10,000k 10/1/2015
63 Cauldron Investments, LLC
Stock Index Plus
1.20 1,000k 10/1/2009
62 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.20 1k 6/1/2009
61 Crabel Capital Management
Crabel Multi-Product
1.22 1,000k 3/1/1998
60 Aquantum
Aquantum Commodity Spread Program (ACS)
1.30 5,000k 7/1/2013
59 Amapa Capital Advisors LLC
Amapa Investment Fund
1.34 100k 2/1/2007
58 Pinstripe Trading, LLC
Standard
1.35 125k 8/1/2009
57 Schindler Capital Management, LLC
Dairy Advantage Program
1.40 200k 8/1/2005
56 Evergreen Commodity Advisors, LLC
Discretionary
1.43 100k 1/1/2015
55 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.48 5,000k 8/1/2000
54 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.60 1,000k 1/1/2015
53 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
1.71 20,000k 5/1/2013
52 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
51 Sector Arc Advisors
Global Lean Hog Ag
1.78 250k 10/1/2015
50 Doherty Advisors LLC
Compass
1.82 1,000k 6/1/2015
49 DUNN Capital Management
DUNN WMA Institutional Program
1.85 100k 10/1/2011
48 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.87 1,000k 5/1/2014
47 County Cork LLC
RLA I
1.90 500k 1/1/2009
46 M6 Capital Management LLC
Standard Program
2.13 300k 7/1/2005
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.17 250k 10/1/2009
44 Garraway Capital Management LLP
Garraway Financial Trends
2.24 100k 9/1/2012
43 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
2.26 500k 8/1/2007
42 Prolific Capital Markets, LLC
Prolific Swiss System
2.27 10,000k 1/1/2014
41 Estlander & Partners
Freedom
2.35 20,000k 8/1/2010
40 Tianyou Asset Management, LLC
Tianyou Fund LP
2.47 100k 10/1/2012
39 Superfund Group
Superfund Red EUR SICAV
2.58 10k 3/1/2013
38 Doherty Advisors LLC
Orion
2.60 1,000k 6/1/2015
37 Paskewitz Asset Management LLC
Multi-strategy Futures Program
2.72 3,000k 5/1/2010
36 Talenta Capital LLP
S&P 500 Momentum
2.79 950k 6/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
2.90 100k 1/1/2014
34 Bensboro Advisors, LLC
Seasonal Spread Trading Program
2.97 1,000k 1/1/2015
33 Worldwide Capital Strategies
Profit Quest Macro World
3.11 100k 1/1/2010
32 Superfund Group
Superfund Red USD SICAV
3.14 10k 3/1/2013
31 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.14 100k 12/1/1998
30 Melissinos Trading
Eupatrid Program
3.20 50k 1/1/2011
29 Independent View
IV Quantitative Futures Fund
3.30 100k 11/1/2012
28 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.35 1,000k 10/1/2006
27 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
3.44 10,000k 3/1/1998
26 Millburn Corporation
Commodity Program
3.44 25,000k 3/1/2005
25 Alee Capital Management, LLC
Mistral Program
3.52 2,500k 1/1/1999
24 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
3.54 100k 10/1/2011
23 Eclipse Capital Management
Alpha Asia
3.65 25,000k 1/1/2015
22 Qbasis Invest
Qbasis i Trend Fund
3.65 1k 1/1/2014
21 Kopis Capital Management, LLC
Commodity Long Short Separate Account
3.74 750k 5/1/2015
20 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.79 250k 5/1/2011
19 Millburn Corporation
Multi-Markets Program
4.11 25,000k 10/1/2004
18 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
4.21 50k 10/1/2011
17 Emil van Essen
Long-Short Commodity Program - Accelerated
4.35 200k 5/1/2014
16 Covenant Capital Management
Optimal Program
4.49 10k 2/1/2014
15 Red Rock Capital, LLC
Commodity Long-Short
4.65 500k 9/1/2013
14 Angle Capital Management LLC
AIP Program
4.84 100k 1/1/2010
13 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.88 1,000k 1/1/2013
12 Urban Tree Capital, LLC
UTC Plus (Client)
5.03 100k 3/1/2013
11 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
5.38 250k 11/1/1996
10 Silicon Valley Quantitative Advisors
UQP Large
6.05 500k 1/1/2009
9 Quantica Capital AG
2X Quantica Managed Futures Fund
6.10 100k 1/1/2014
8 ISAM
ISAM Systematic Trend Fund
8.48 1,000k 6/1/2001
7 Estlander & Partners
Alpha Trend II - Class P
8.52 100k 12/1/2008
6 NuWave Investment Management, LLC
NuWave Matrix Portfolio
8.74 3,000k 9/1/2015
5 Chesapeake Capital
Diversified Plus (HV)
10.11 100k 4/1/1994
4 Dreiss Research Corporation
Diversified Program
10.97 1,000k 5/1/1991
3 Purple Valley Capital, Inc.
Diversified Trend 1
14.22 100k 8/1/2008
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
15.02 50k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
15.72 1,500k 7/1/2011

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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