IASG CTA Index For January 2019

Monthly Rankings

Rank CTA/Program Jan 2019 Min Inv Inception
197 Tomas Capital Pty Ltd
GCAF | USD
-14.10 1,500k 7/1/2011
196 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.85 50k 7/1/2011
195 Estlander & Partners
Alpha Trend II - Class P
-9.76 100k 12/1/2008
194 Whitmore Capital Management LLC
Whitmore Capital LP
-9.41 250k 6/1/2012
193 Dreiss Research Corporation
Diversified Program
-9.28 1,000k 5/1/1991
192 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-9.07 20,000k 5/1/2013
191 Red Rock Capital, LLC
Commodity Long-Short
-8.76 500k 9/1/2013
190 Purple Valley Capital, Inc.
Diversified Trend 1
-8.03 100k 8/1/2008
189 Chesapeake Capital
Diversified Plus (HV)
-7.65 100k 4/1/1994
188 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.64 250k 5/1/2011
187 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-6.26 100k 4/1/2014
186 Evergreen Commodity Advisors, LLC
Discretionary
-6.08 100k 1/1/2015
185 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.98 1k 6/1/2009
184 Metolius Capital LLC
Metolius Enhanced Fund 2.5X
-5.44 40k 6/1/2015
183 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.16 200k 5/1/2014
182 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-4.99 1,000k 10/1/2006
181 Estlander & Partners
Freedom
-4.88 20,000k 8/1/2010
180 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.87 10,000k 3/1/1998
179 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
-4.53 500k 8/1/2007
178 Emil van Essen
Long-Short Commodity Program
-4.49 1,000k 6/1/2013
177 RCMA Capital LLP
Merchant Commodity Fund
-4.20 1,000k 6/1/2004
176 Vortex
Currency Program
-4.11 500k 1/1/2014
175 Urban Tree Capital, LLC
UTC Plus (Client)
-4.05 100k 3/1/2013
174 Prolific Capital Markets, LLC
Prolific Swiss System
-3.98 10,000k 1/1/2014
173 Alee Capital Management, LLC
Mistral Program
-3.74 2,500k 1/1/1999
172 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-3.70 250k 11/1/1996
171 SteppenWolf Capital LLC
Multi-Strategy Vol 10
-3.12 3,000k 8/1/2011
170 M&R Capital, LLC
Livestock Trading Program
-3.11 100k 1/1/2015
169 Eamon Capital
Zephyr Program
-3.08 600k 1/1/2016
168 Aquantum
Aquantum Commodity Spread Program (ACS)
-3.03 5,000k 7/1/2013
167 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.00 5,000k 11/1/2012
166 Garraway Capital Management LLP
Garraway Financial Trends
-2.97 100k 9/1/2012
165 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.96 1k 10/1/2006
164 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-2.93 1,000k 5/1/2015
163 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.87 1,000k 5/1/2014
162 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
161 Pearl Capital Advisors, LLC
Hedged VIX Program
-2.48 500k 10/1/2015
160 Jaguar Investments Ltd
Aegir Capital Strategy
-2.31 1,000k 1/1/2012
159 Metolius Capital LLC
Metolius Diversified
-2.29 100k 6/1/2010
158 Gregory P Asset Management LLC
Seasonal Spread and Options Strategy
-2.29 50k 9/1/2009
157 Enduring Investments LLC
Enduring Commodity Alpha
-2.24 500k 9/1/2015
156 Doherty Advisors LLC
Relative Value Plus
-2.10 1,000k 7/1/2011
155 Demeter Capital Management
Livestock & Grain Trading Program
-2.04 50k 3/1/2010
154 Davis Commodities, LLC
Davis Trading Program
-1.97 250k 1/1/2016
153 Greenwave Capital Management
Greenwave Flagship Discretionary Plus
-1.91 1,000k 9/1/2012
152 ROW Asset Managment
Row Diversified Fund, L.P.
-1.87 1,000k 11/1/2011
151 Pinstripe Trading, LLC
Standard
-1.75 125k 8/1/2009
150 Wharton Capital Management
Wharton AG Futures Program
-1.71 100k 9/1/2011
149 DUNN Capital Management
DUNN WMA Institutional Program
-1.67 100k 10/1/2011
148 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.60 250k 5/1/2013
147 TRYCON G.C.M. AG
Tungsten TRYCON Basic Invest HAIG, Class C (UCITS IV)
-1.55 100k 2/1/2010
146 Millburn Corporation
Multi-Markets Program
-1.48 25,000k 10/1/2004
145 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-1.43 3,000k 9/1/2015
144 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.42 1,000k 12/1/2014
143 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.37 100k 1/1/2014
142 Doherty Advisors LLC
Grey Swan Hedge
-1.33 10,000k 4/1/2010
141 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.25 1,000k 1/1/2013
140 Typhon Capital Management, LLC
Helios Deutsche
-1.24 250k 4/1/2014
139 Emil van Essen
Multi-Strategy Program
-1.09 6,000k 5/1/2014
138 Eclipse Capital Management
Alpha Asia
-0.91 25,000k 1/1/2015
137 Ditsch Trading, LLC
Agricultural Trading Program
-0.90 100k 1/1/2011
136 Crabel Capital Management
Crabel Multi-Product
-0.90 1,000k 3/1/1998
135 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.88 100k 10/1/2011
134 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.86 100k 12/1/1998
133 Three Rock Capital Management
Global Macro Program
-0.80 1,000k 1/1/2009
132 Greenwave Capital Management
Greenwave Flagship Plus
-0.78 1,000k 6/1/2008
131 Jaguar Investments Ltd
Ultro Capital Strategy
-0.76 1,000k 1/1/2012
130 Sigma Advanced Capital Management, LLC
Global Advanced Futures and Spread Program (QEP)
-0.74 200k 2/1/2016
129 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 1
-0.74 500k 5/1/2013
128 Centurion Investment Management Inc.
Composite
-0.72 10,000k 8/1/2012
127 Doherty Advisors LLC
Relative Value Growth
-0.67 1,000k 6/1/2003
126 Schindler Capital Management, LLC
Dairy Advantage Program
-0.66 200k 8/1/2005
125 Bocken Trading LLC
Discretionary Trading Program
-0.65 100k 7/1/2011
124 Hehmeyer Capital Management, LLC
Hehmeyer Meat Complex
-0.63 100k 11/1/2013
123 Seven Capital Management
Seven Absolute Return
-0.52 100k 6/1/2009
122 Typhon Capital Management, LLC
Chiron Currency Program
-0.47 250k 2/1/2008
121 WESTCAY LLC
Tropicals Program
-0.41 250k 1/1/2014
120 Typhon Capital Management, LLC
Vulcan Metals Strategy
-0.40 2,000k 11/1/2011
119 Gregory P Asset Management LLC
Alternative Multi Strategy
-0.30 500k 11/1/2012
118 dormouse Limited
dormouse - Managed Account
-0.29 10,000k 7/1/2011
117 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.27 10,000k 8/1/2009
116 Bighorn Capital Partners
Denali
-0.27 8/1/2015
115 Witter & Lester, Inc.
Redstone
-0.26 500k 9/1/1994
114 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.22 2,000k 10/1/2014
113 Future Trade AG
Thales Swing Trading Programme
-0.22 250k 6/1/2007
112 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
-0.20 500k 4/1/2013
111 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
110 Ring Capital Management LLC
S&P E-Mini Select
-0.17 100k 1/1/2012
109 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
108 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-0.10 5,000k 6/1/2010
107 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-0.10 500k 9/1/2015
106 Dynamica Global Investments
Dynamica Commodity Trading Strategy
-0.09 500k 9/1/2015
105 Bluegrass Capital Management
Cross Market Bias Model
-0.08 3,000k 7/1/2014
104 Greenwave Capital Management
Greenwave Flaghship (Futures Only)
-0.06 10,000k 7/1/2008
103 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.06 500k 6/1/2007
102 Typhon Capital Management, LLC
Plutus Grain Strategy
-0.06 250k 4/1/2008
101 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.04 250k 7/1/2015
82 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
83 Buttonwood LLC
Energy Diversified 1
0.00 100k 7/1/2014
93 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
96 Trigon Investment Advisors, LLC
Discretionary Macro Program
0.00 10,000k 8/1/2007
98 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
100 Four Seasons Commodities Corp
Lone Star Program
0.00 300k 1/1/2005
88 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
84 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
99 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.00 3,000k 5/1/2010
97 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
94 Soaring Pelican, LLC
Diversified S&P Program
0.00 100k 1/1/2011
95 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
90 Valia Capital Management
Global Tactical Program
0.00 200k 5/1/2014
92 Advanced Arbitrage Concepts
Advanced Arbitrage Concepts Account 2
0.00 100k 7/1/2013
91 Ilgenwald Trading, LLC
Ilgenwald Trading, LLC
0.00 100k 11/1/2013
86 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
89 Talenta Capital LLP
Diversified
0.00 950k 6/1/2014
85 Talenta Capital LLP
S&P 500 Momentum
0.00 950k 2/1/2017
87 Alpha Z Advisors LLC
Alpha Z Futures Fund, LLC
0.00 100k 7/1/2013
81 Silicon Valley Quantitative Advisors
UQP Large
0.04 500k 1/1/2009
80 NickJen Capital Management & Consultants LLC
NRD-1
0.04 1,000k 4/1/2008
79 HPX Financial LLC
HPX Old School Program
0.12 200k 6/1/2006
78 Certeza Asset Management
Macro Vega
0.14 200k 1/1/2012
77 Warrington Asset Management
Warrington Strategic Program
0.15 50k 1/1/1997
76 Third Street Ag Investments, LLC
Fundamental Discretionary Ag
0.15 500k 8/1/2012
75 Certeza Asset Management
Omni
0.16 500k 11/1/2014
74 Independent View
IV Quantitative Futures Fund
0.21 100k 11/1/2012
73 Crediton Hill LLC
Crediton Hill Managed Account Program
0.23 250k 8/1/2013
72 QTS Capital Management, LLC
FX Managed Account
0.28 100k 1/1/2011
71 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.29 100k 4/1/2015
70 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.35 5,000k 9/1/2013
69 County Cork LLC
RLA I
0.35 500k 1/1/2009
68 Sector Arc Advisors
Global Lean Hog Ag
0.41 250k 10/1/2015
67 Warrington Asset Management
Tactical Program Client
0.43 500k 2/1/2015
66 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
0.50 1,000k 6/1/2014
65 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.54 250k 3/1/2010
64 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.63 1,000k 4/1/2015
63 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.65 250k 10/1/2011
62 Witter & Lester, Inc.
Diversified Trading Program
0.79 100k 4/1/2013
61 Tlaloc Capital LLC
Grains Program
0.81 1,000k 4/1/2010
60 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
0.83 1,000k 3/1/2007
59 Sandpiper Asset Management
Sandpiper Global Macro Program
0.90 1,000k 8/1/2012
58 Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
0.93 500k 1/1/2011
57 Orion Asset Management
Algorithmic Trading Program
1.00 10k 1/1/2013
56 QTS Capital Management, LLC
Tail Reaper
1.00 100k 8/1/2012
55 DeltaHedge
VIXVOX 2
1.00 250k 8/1/2015
54 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
1.05 50k 10/1/2011
53 EMC Capital Advisors, LLC
EMC Alpha Program
1.06 5,000k 6/1/2013
52 QTS Capital Management, LLC
QTS Partners, L.P.
1.14 100k 1/1/2011
51 Bulkara Capital
Bulkara Systematic Fund SP
1.14 250k 4/1/2014
50 Automaton Trading LLC
Diversified
1.17 500k 7/1/2014
49 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.29 10,000k 10/1/1993
48 Amapa Capital Advisors LLC
Energy Program
1.32 500k 2/1/2015
47 EMC Capital Advisors, LLC
EMC Alpha Plus Program
1.36 3,000k 5/1/2014
46 Gregory P Asset Management LLC
Low Volatility Income Strategy
1.37 100k 5/1/2015
45 Lochridge Investment Advisors
Lochridge Investment Advisors, LLC (Energy)
1.39 1,000k 2/1/2015
44 Paskewitz Asset Management LLC
Contrarian S&P Stock Index LF
1.45 500k 1/1/2015
43 Tianyou Asset Management, LLC
Tianyou Fund LP
1.52 100k 10/1/2012
42 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
41 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
1.68 1,000k 3/1/2003
40 Meliora Capital LLP
Commodity Absolute Return (1x)
1.70 250k 11/1/2014
39 Emil van Essen
Spread Trading Program Limited
1.76 5,000k 7/1/2013
38 Superfund Group
Superfund Red EUR SICAV
1.82 10k 3/1/2013
37 Carbide Capital Inc.
Carbide Absolute Return Program
1.87 200k 9/1/2014
36 FORT LP
Fort Global Diversified
1.87 2,000k 10/1/1993
35 Buckingham Global Advisors, LLC
Weekly Emini Program
1.88 200k 3/1/2015
34 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.90 1,000k 1/1/2015
33 Vivienne Investissement
OUESSANT UCITS FUND
1.94 100k 5/1/2012
32 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.98 1,000k 1/1/2015
31 R Best LLC
R Best Private Client Program
2.06 50k 2/1/2010
30 Robust Methods LLC
Macro Managed Account
2.26 5,000k 1/1/2005
29 GammaQ
Commodity Program Managed Account
2.34 3,000k 4/1/2011
28 FORT LP
Fort Global Contrarian
2.52 2,000k 10/1/2002
27 Superfund Group
Superfund Red USD SICAV
2.56 10k 3/1/2013
26 County Cork LLC
County Cork Macro Equity Hedge
2.57 1,000k 2/1/2016
25 Hartswell Capital Ltd
MP-1
2.67 250k 1/1/2014
24 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.69 500k 10/1/2014
23 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.87 5,000k 9/1/2009
22 Doherty Advisors LLC
Compass
3.24 1,000k 6/1/2015
21 Bluenose Capital Management, LLC
BNC EI
3.32 15k 7/1/2010
20 DeltaHedge
VIXVOX 1
3.50 250k 8/1/2015
19 Millburn Corporation
Commodity Program
3.76 25,000k 3/1/2005
18 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
17 Worldwide Capital Strategies
Profit Quest Macro World
4.02 100k 1/1/2010
16 Turk Capital LLC
US Market Hedge Strategy
4.04 250k 11/1/2015
15 Kopis Capital Management, LLC
Commodity Long Only
4.04 500k 1/1/2014
14 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
4.19 250k 2/1/2016
13 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program
4.25 40k 1/1/2016
12 Bluenose Capital Management, LLC
BNC CL
4.40 15k 12/1/2013
11 Linnis
Linnis ONE, LP
4.41 100k 8/1/2014
10 Tom Capital AG
Tom Capital Growth Fund
4.50 5,000k 12/1/2015
9 Bluenose Capital Management, LLC
BNC BI
4.58 30k 10/1/2008
8 ML Systems LLC
Sledon Classic (Client)
4.77 300k 8/1/2014
7 GammaQ
Breckhurst Commodity Fund
5.30 1,000k 10/1/2006
6 Vivienne Investissement
MACH 3
6.27 100k 6/1/2015
5 Doherty Advisors LLC
Orion
6.32 1,000k 6/1/2015
4 Turk Capital LLC
US Equity Long/Short Strategy
7.87 250k 4/1/2014
3 Quantica Capital AG
2X Quantica Managed Futures Fund
9.30 100k 1/1/2014
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
9.97 1,000k 3/1/2003
1 AG Capital Investments, LLC
Discretionary Global Macro Program
13.97 200k 10/1/2014

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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